Uncertainty quantification for nuclear density functional theory and information content of new measurements.

PubMed

McDonnell, J D; Schunck, N; Higdon, D; Sarich, J; Wild, S M; Nazarewicz, W

2015-03-27

Statistical tools of uncertainty quantification can be used to assess the information content of measured observables with respect to present-day theoretical models, to estimate model errors and thereby improve predictive capability, to extrapolate beyond the regions reached by experiment, and to provide meaningful input to applications and planned measurements. To showcase new opportunities offered by such tools, we make a rigorous analysis of theoretical statistical uncertainties in nuclear density functional theory using Bayesian inference methods. By considering the recent mass measurements from the Canadian Penning Trap at Argonne National Laboratory, we demonstrate how the Bayesian analysis and a direct least-squares optimization, combined with high-performance computing, can be used to assess the information content of the new data with respect to a model based on the Skyrme energy density functional approach. Employing the posterior probability distribution computed with a Gaussian process emulator, we apply the Bayesian framework to propagate theoretical statistical uncertainties in predictions of nuclear masses, two-neutron dripline, and fission barriers. Overall, we find that the new mass measurements do not impose a constraint that is strong enough to lead to significant changes in the model parameters. The example discussed in this study sets the stage for quantifying and maximizing the impact of new measurements with respect to current modeling and guiding future experimental efforts, thus enhancing the experiment-theory cycle in the scientific method.

Uncertainty quantification for PZT bimorph actuators

NASA Astrophysics Data System (ADS)

Bravo, Nikolas; Smith, Ralph C.; Crews, John

2018-03-01

In this paper, we discuss the development of a high fidelity model for a PZT bimorph actuator used for micro-air vehicles, which includes the Robobee. We developed a high-fidelity model for the actuator using the homogenized energy model (HEM) framework, which quantifies the nonlinear, hysteretic, and rate-dependent behavior inherent to PZT in dynamic operating regimes. We then discussed an inverse problem on the model. We included local and global sensitivity analysis of the parameters in the high-fidelity model. Finally, we will discuss the results of Bayesian inference and uncertainty quantification on the HEM.

Sequential Designs Based on Bayesian Uncertainty Quantification in Sparse Representation Surrogate Modeling

DOE Office of Scientific and Technical Information (OSTI.GOV)

Chen, Ray -Bing; Wang, Weichung; Jeff Wu, C. F.

A numerical method, called OBSM, was recently proposed which employs overcomplete basis functions to achieve sparse representations. While the method can handle non-stationary response without the need of inverting large covariance matrices, it lacks the capability to quantify uncertainty in predictions. We address this issue by proposing a Bayesian approach which first imposes a normal prior on the large space of linear coefficients, then applies the MCMC algorithm to generate posterior samples for predictions. From these samples, Bayesian credible intervals can then be obtained to assess prediction uncertainty. A key application for the proposed method is the efficient construction ofmore » sequential designs. Several sequential design procedures with different infill criteria are proposed based on the generated posterior samples. As a result, numerical studies show that the proposed schemes are capable of solving problems of positive point identification, optimization, and surrogate fitting.« less

Sequential Designs Based on Bayesian Uncertainty Quantification in Sparse Representation Surrogate Modeling

DOE PAGES

Chen, Ray -Bing; Wang, Weichung; Jeff Wu, C. F.

2017-04-12

A numerical method, called OBSM, was recently proposed which employs overcomplete basis functions to achieve sparse representations. While the method can handle non-stationary response without the need of inverting large covariance matrices, it lacks the capability to quantify uncertainty in predictions. We address this issue by proposing a Bayesian approach which first imposes a normal prior on the large space of linear coefficients, then applies the MCMC algorithm to generate posterior samples for predictions. From these samples, Bayesian credible intervals can then be obtained to assess prediction uncertainty. A key application for the proposed method is the efficient construction ofmore » sequential designs. Several sequential design procedures with different infill criteria are proposed based on the generated posterior samples. As a result, numerical studies show that the proposed schemes are capable of solving problems of positive point identification, optimization, and surrogate fitting.« less

Uncertainty Quantification of Medium-Term Heat Storage From Short-Term Geophysical Experiments Using Bayesian Evidential Learning

NASA Astrophysics Data System (ADS)

Hermans, Thomas; Nguyen, Frédéric; Klepikova, Maria; Dassargues, Alain; Caers, Jef

2018-04-01

In theory, aquifer thermal energy storage (ATES) systems can recover in winter the heat stored in the aquifer during summer to increase the energy efficiency of the system. In practice, the energy efficiency is often lower than expected from simulations due to spatial heterogeneity of hydraulic properties or non-favorable hydrogeological conditions. A proper design of ATES systems should therefore consider the uncertainty of the prediction related to those parameters. We use a novel framework called Bayesian Evidential Learning (BEL) to estimate the heat storage capacity of an alluvial aquifer using a heat tracing experiment. BEL is based on two main stages: pre- and postfield data acquisition. Before data acquisition, Monte Carlo simulations and global sensitivity analysis are used to assess the information content of the data to reduce the uncertainty of the prediction. After data acquisition, prior falsification and machine learning based on the same Monte Carlo are used to directly assess uncertainty on key prediction variables from observations. The result is a full quantification of the posterior distribution of the prediction conditioned to observed data, without any explicit full model inversion. We demonstrate the methodology in field conditions and validate the framework using independent measurements.

Uncertainty quantification for nuclear density functional theory and information content of new measurements

DOE PAGES

McDonnell, J. D.; Schunck, N.; Higdon, D.; ...

2015-03-24

Statistical tools of uncertainty quantification can be used to assess the information content of measured observables with respect to present-day theoretical models, to estimate model errors and thereby improve predictive capability, to extrapolate beyond the regions reached by experiment, and to provide meaningful input to applications and planned measurements. To showcase new opportunities offered by such tools, we make a rigorous analysis of theoretical statistical uncertainties in nuclear density functional theory using Bayesian inference methods. By considering the recent mass measurements from the Canadian Penning Trap at Argonne National Laboratory, we demonstrate how the Bayesian analysis and a direct least-squaresmore » optimization, combined with high-performance computing, can be used to assess the information content of the new data with respect to a model based on the Skyrme energy density functional approach. Employing the posterior probability distribution computed with a Gaussian process emulator, we apply the Bayesian framework to propagate theoretical statistical uncertainties in predictions of nuclear masses, two-neutron dripline, and fission barriers. Overall, we find that the new mass measurements do not impose a constraint that is strong enough to lead to significant changes in the model parameters. In addition, the example discussed in this study sets the stage for quantifying and maximizing the impact of new measurements with respect to current modeling and guiding future experimental efforts, thus enhancing the experiment-theory cycle in the scientific method.« less

Uncertainty quantification for nuclear density functional theory and information content of new measurements

DOE Office of Scientific and Technical Information (OSTI.GOV)

McDonnell, J. D.; Schunck, N.; Higdon, D.

2015-03-24

Statistical tools of uncertainty quantification can be used to assess the information content of measured observables with respect to present-day theoretical models, to estimate model errors and thereby improve predictive capability, to extrapolate beyond the regions reached by experiment, and to provide meaningful input to applications and planned measurements. To showcase new opportunities offered by such tools, we make a rigorous analysis of theoretical statistical uncertainties in nuclear density functional theory using Bayesian inference methods. By considering the recent mass measurements from the Canadian Penning Trap at Argonne National Laboratory, we demonstrate how the Bayesian analysis and a direct least-squaresmore » optimization, combined with high-performance computing, can be used to assess the information content of the new data with respect to a model based on the Skyrme energy density functional approach. Employing the posterior probability distribution computed with a Gaussian process emulator, we apply the Bayesian framework to propagate theoretical statistical uncertainties in predictions of nuclear masses, two-neutron dripline, and fission barriers. Overall, we find that the new mass measurements do not impose a constraint that is strong enough to lead to significant changes in the model parameters. As a result, the example discussed in this study sets the stage for quantifying and maximizing the impact of new measurements with respect to current modeling and guiding future experimental efforts, thus enhancing the experiment-theory cycle in the scientific method.« less

The Challenges of Credible Thermal Protection System Reliability Quantification

NASA Technical Reports Server (NTRS)

Green, Lawrence L.

2013-01-01

The paper discusses several of the challenges associated with developing a credible reliability estimate for a human-rated crew capsule thermal protection system. The process of developing such a credible estimate is subject to the quantification, modeling and propagation of numerous uncertainties within a probabilistic analysis. The development of specific investment recommendations, to improve the reliability prediction, among various potential testing and programmatic options is then accomplished through Bayesian analysis.

Quantification of downscaled precipitation uncertainties via Bayesian inference

NASA Astrophysics Data System (ADS)

Nury, A. H.; Sharma, A.; Marshall, L. A.

2017-12-01

Prediction of precipitation from global climate model (GCM) outputs remains critical to decision-making in water-stressed regions. In this regard, downscaling of GCM output has been a useful tool for analysing future hydro-climatological states. Several downscaling approaches have been developed for precipitation downscaling, including those using dynamical or statistical downscaling methods. Frequently, outputs from dynamical downscaling are not readily transferable across regions for significant methodical and computational difficulties. Statistical downscaling approaches provide a flexible and efficient alternative, providing hydro-climatological outputs across multiple temporal and spatial scales in many locations. However these approaches are subject to significant uncertainty, arising due to uncertainty in the downscaled model parameters and in the use of different reanalysis products for inferring appropriate model parameters. Consequently, these will affect the performance of simulation in catchment scale. This study develops a Bayesian framework for modelling downscaled daily precipitation from GCM outputs. This study aims to introduce uncertainties in downscaling evaluating reanalysis datasets against observational rainfall data over Australia. In this research a consistent technique for quantifying downscaling uncertainties by means of Bayesian downscaling frame work has been proposed. The results suggest that there are differences in downscaled precipitation occurrences and extremes.

Bayesian models for comparative analysis integrating phylogenetic uncertainty.

PubMed

de Villemereuil, Pierre; Wells, Jessie A; Edwards, Robert D; Blomberg, Simon P

2012-06-28

Uncertainty in comparative analyses can come from at least two sources: a) phylogenetic uncertainty in the tree topology or branch lengths, and b) uncertainty due to intraspecific variation in trait values, either due to measurement error or natural individual variation. Most phylogenetic comparative methods do not account for such uncertainties. Not accounting for these sources of uncertainty leads to false perceptions of precision (confidence intervals will be too narrow) and inflated significance in hypothesis testing (e.g. p-values will be too small). Although there is some application-specific software for fitting Bayesian models accounting for phylogenetic error, more general and flexible software is desirable. We developed models to directly incorporate phylogenetic uncertainty into a range of analyses that biologists commonly perform, using a Bayesian framework and Markov Chain Monte Carlo analyses. We demonstrate applications in linear regression, quantification of phylogenetic signal, and measurement error models. Phylogenetic uncertainty was incorporated by applying a prior distribution for the phylogeny, where this distribution consisted of the posterior tree sets from Bayesian phylogenetic tree estimation programs. The models were analysed using simulated data sets, and applied to a real data set on plant traits, from rainforest plant species in Northern Australia. Analyses were performed using the free and open source software OpenBUGS and JAGS. Incorporating phylogenetic uncertainty through an empirical prior distribution of trees leads to more precise estimation of regression model parameters than using a single consensus tree and enables a more realistic estimation of confidence intervals. In addition, models incorporating measurement errors and/or individual variation, in one or both variables, are easily formulated in the Bayesian framework. We show that BUGS is a useful, flexible general purpose tool for phylogenetic comparative analyses, particularly for modelling in the face of phylogenetic uncertainty and accounting for measurement error or individual variation in explanatory variables. Code for all models is provided in the BUGS model description language.

Bayesian models for comparative analysis integrating phylogenetic uncertainty

PubMed Central

2012-01-01

Background Uncertainty in comparative analyses can come from at least two sources: a) phylogenetic uncertainty in the tree topology or branch lengths, and b) uncertainty due to intraspecific variation in trait values, either due to measurement error or natural individual variation. Most phylogenetic comparative methods do not account for such uncertainties. Not accounting for these sources of uncertainty leads to false perceptions of precision (confidence intervals will be too narrow) and inflated significance in hypothesis testing (e.g. p-values will be too small). Although there is some application-specific software for fitting Bayesian models accounting for phylogenetic error, more general and flexible software is desirable. Methods We developed models to directly incorporate phylogenetic uncertainty into a range of analyses that biologists commonly perform, using a Bayesian framework and Markov Chain Monte Carlo analyses. Results We demonstrate applications in linear regression, quantification of phylogenetic signal, and measurement error models. Phylogenetic uncertainty was incorporated by applying a prior distribution for the phylogeny, where this distribution consisted of the posterior tree sets from Bayesian phylogenetic tree estimation programs. The models were analysed using simulated data sets, and applied to a real data set on plant traits, from rainforest plant species in Northern Australia. Analyses were performed using the free and open source software OpenBUGS and JAGS. Conclusions Incorporating phylogenetic uncertainty through an empirical prior distribution of trees leads to more precise estimation of regression model parameters than using a single consensus tree and enables a more realistic estimation of confidence intervals. In addition, models incorporating measurement errors and/or individual variation, in one or both variables, are easily formulated in the Bayesian framework. We show that BUGS is a useful, flexible general purpose tool for phylogenetic comparative analyses, particularly for modelling in the face of phylogenetic uncertainty and accounting for measurement error or individual variation in explanatory variables. Code for all models is provided in the BUGS model description language. PMID:22741602

On uncertainty quantification in hydrogeology and hydrogeophysics

NASA Astrophysics Data System (ADS)

Linde, Niklas; Ginsbourger, David; Irving, James; Nobile, Fabio; Doucet, Arnaud

2017-12-01

Recent advances in sensor technologies, field methodologies, numerical modeling, and inversion approaches have contributed to unprecedented imaging of hydrogeological properties and detailed predictions at multiple temporal and spatial scales. Nevertheless, imaging results and predictions will always remain imprecise, which calls for appropriate uncertainty quantification (UQ). In this paper, we outline selected methodological developments together with pioneering UQ applications in hydrogeology and hydrogeophysics. The applied mathematics and statistics literature is not easy to penetrate and this review aims at helping hydrogeologists and hydrogeophysicists to identify suitable approaches for UQ that can be applied and further developed to their specific needs. To bypass the tremendous computational costs associated with forward UQ based on full-physics simulations, we discuss proxy-modeling strategies and multi-resolution (Multi-level Monte Carlo) methods. We consider Bayesian inversion for non-linear and non-Gaussian state-space problems and discuss how Sequential Monte Carlo may become a practical alternative. We also describe strategies to account for forward modeling errors in Bayesian inversion. Finally, we consider hydrogeophysical inversion, where petrophysical uncertainty is often ignored leading to overconfident parameter estimation. The high parameter and data dimensions encountered in hydrogeological and geophysical problems make UQ a complicated and important challenge that has only been partially addressed to date.

Uncertainty Quantification in Climate Modeling and Projection

DOE Office of Scientific and Technical Information (OSTI.GOV)

Qian, Yun; Jackson, Charles; Giorgi, Filippo

The projection of future climate is one of the most complex problems undertaken by the scientific community. Although scientists have been striving to better understand the physical basis of the climate system and to improve climate models, the overall uncertainty in projections of future climate has not been significantly reduced (e.g., from the IPCC AR4 to AR5). With the rapid increase of complexity in Earth system models, reducing uncertainties in climate projections becomes extremely challenging. Since uncertainties always exist in climate models, interpreting the strengths and limitations of future climate projections is key to evaluating risks, and climate change informationmore » for use in Vulnerability, Impact, and Adaptation (VIA) studies should be provided with both well-characterized and well-quantified uncertainty. The workshop aimed at providing participants, many of them from developing countries, information on strategies to quantify the uncertainty in climate model projections and assess the reliability of climate change information for decision-making. The program included a mixture of lectures on fundamental concepts in Bayesian inference and sampling, applications, and hands-on computer laboratory exercises employing software packages for Bayesian inference, Markov Chain Monte Carlo methods, and global sensitivity analyses. The lectures covered a range of scientific issues underlying the evaluation of uncertainties in climate projections, such as the effects of uncertain initial and boundary conditions, uncertain physics, and limitations of observational records. Progress in quantitatively estimating uncertainties in hydrologic, land surface, and atmospheric models at both regional and global scales was also reviewed. The application of Uncertainty Quantification (UQ) concepts to coupled climate system models is still in its infancy. The Coupled Model Intercomparison Project (CMIP) multi-model ensemble currently represents the primary data for assessing reliability and uncertainties of climate change information. An alternative approach is to generate similar ensembles by perturbing parameters within a single-model framework. One of workshop’s objectives was to give participants a deeper understanding of these approaches within a Bayesian statistical framework. However, there remain significant challenges still to be resolved before UQ can be applied in a convincing way to climate models and their projections.« less

Bayesian uncertainty quantification in linear models for diffusion MRI.

PubMed

Sjölund, Jens; Eklund, Anders; Özarslan, Evren; Herberthson, Magnus; Bånkestad, Maria; Knutsson, Hans

2018-03-29

Diffusion MRI (dMRI) is a valuable tool in the assessment of tissue microstructure. By fitting a model to the dMRI signal it is possible to derive various quantitative features. Several of the most popular dMRI signal models are expansions in an appropriately chosen basis, where the coefficients are determined using some variation of least-squares. However, such approaches lack any notion of uncertainty, which could be valuable in e.g. group analyses. In this work, we use a probabilistic interpretation of linear least-squares methods to recast popular dMRI models as Bayesian ones. This makes it possible to quantify the uncertainty of any derived quantity. In particular, for quantities that are affine functions of the coefficients, the posterior distribution can be expressed in closed-form. We simulated measurements from single- and double-tensor models where the correct values of several quantities are known, to validate that the theoretically derived quantiles agree with those observed empirically. We included results from residual bootstrap for comparison and found good agreement. The validation employed several different models: Diffusion Tensor Imaging (DTI), Mean Apparent Propagator MRI (MAP-MRI) and Constrained Spherical Deconvolution (CSD). We also used in vivo data to visualize maps of quantitative features and corresponding uncertainties, and to show how our approach can be used in a group analysis to downweight subjects with high uncertainty. In summary, we convert successful linear models for dMRI signal estimation to probabilistic models, capable of accurate uncertainty quantification. Copyright © 2018 Elsevier Inc. All rights reserved.

Aerosol-type retrieval and uncertainty quantification from OMI data

NASA Astrophysics Data System (ADS)

Kauppi, Anu; Kolmonen, Pekka; Laine, Marko; Tamminen, Johanna

2017-11-01

We discuss uncertainty quantification for aerosol-type selection in satellite-based atmospheric aerosol retrieval. The retrieval procedure uses precalculated aerosol microphysical models stored in look-up tables (LUTs) and top-of-atmosphere (TOA) spectral reflectance measurements to solve the aerosol characteristics. The forward model approximations cause systematic differences between the modelled and observed reflectance. Acknowledging this model discrepancy as a source of uncertainty allows us to produce more realistic uncertainty estimates and assists the selection of the most appropriate LUTs for each individual retrieval.This paper focuses on the aerosol microphysical model selection and characterisation of uncertainty in the retrieved aerosol type and aerosol optical depth (AOD). The concept of model evidence is used as a tool for model comparison. The method is based on Bayesian inference approach, in which all uncertainties are described as a posterior probability distribution. When there is no single best-matching aerosol microphysical model, we use a statistical technique based on Bayesian model averaging to combine AOD posterior probability densities of the best-fitting models to obtain an averaged AOD estimate. We also determine the shared evidence of the best-matching models of a certain main aerosol type in order to quantify how plausible it is that it represents the underlying atmospheric aerosol conditions.The developed method is applied to Ozone Monitoring Instrument (OMI) measurements using a multiwavelength approach for retrieving the aerosol type and AOD estimate with uncertainty quantification for cloud-free over-land pixels. Several larger pixel set areas were studied in order to investigate the robustness of the developed method. We evaluated the retrieved AOD by comparison with ground-based measurements at example sites. We found that the uncertainty of AOD expressed by posterior probability distribution reflects the difficulty in model selection. The posterior probability distribution can provide a comprehensive characterisation of the uncertainty in this kind of problem for aerosol-type selection. As a result, the proposed method can account for the model error and also include the model selection uncertainty in the total uncertainty budget.

Extreme-Scale Bayesian Inference for Uncertainty Quantification of Complex Simulations

DOE Office of Scientific and Technical Information (OSTI.GOV)

Biros, George

Uncertainty quantification (UQ)—that is, quantifying uncertainties in complex mathematical models and their large-scale computational implementations—is widely viewed as one of the outstanding challenges facing the field of CS&E over the coming decade. The EUREKA project set to address the most difficult class of UQ problems: those for which both the underlying PDE model as well as the uncertain parameters are of extreme scale. In the project we worked on these extreme-scale challenges in the following four areas: 1. Scalable parallel algorithms for sampling and characterizing the posterior distribution that exploit the structure of the underlying PDEs and parameter-to-observable map. Thesemore » include structure-exploiting versions of the randomized maximum likelihood method, which aims to overcome the intractability of employing conventional MCMC methods for solving extreme-scale Bayesian inversion problems by appealing to and adapting ideas from large-scale PDE-constrained optimization, which have been very successful at exploring high-dimensional spaces. 2. Scalable parallel algorithms for construction of prior and likelihood functions based on learning methods and non-parametric density estimation. Constructing problem-specific priors remains a critical challenge in Bayesian inference, and more so in high dimensions. Another challenge is construction of likelihood functions that capture unmodeled couplings between observations and parameters. We will create parallel algorithms for non-parametric density estimation using high dimensional N-body methods and combine them with supervised learning techniques for the construction of priors and likelihood functions. 3. Bayesian inadequacy models, which augment physics models with stochastic models that represent their imperfections. The success of the Bayesian inference framework depends on the ability to represent the uncertainty due to imperfections of the mathematical model of the phenomena of interest. This is a central challenge in UQ, especially for large-scale models. We propose to develop the mathematical tools to address these challenges in the context of extreme-scale problems. 4. Parallel scalable algorithms for Bayesian optimal experimental design (OED). Bayesian inversion yields quantified uncertainties in the model parameters, which can be propagated forward through the model to yield uncertainty in outputs of interest. This opens the way for designing new experiments to reduce the uncertainties in the model parameters and model predictions. Such experimental design problems have been intractable for large-scale problems using conventional methods; we will create OED algorithms that exploit the structure of the PDE model and the parameter-to-output map to overcome these challenges. Parallel algorithms for these four problems were created, analyzed, prototyped, implemented, tuned, and scaled up for leading-edge supercomputers, including UT-Austin’s own 10 petaflops Stampede system, ANL’s Mira system, and ORNL’s Titan system. While our focus is on fundamental mathematical/computational methods and algorithms, we will assess our methods on model problems derived from several DOE mission applications, including multiscale mechanics and ice sheet dynamics.« less

Active subspace uncertainty quantification for a polydomain ferroelectric phase-field model

NASA Astrophysics Data System (ADS)

Leon, Lider S.; Smith, Ralph C.; Miles, Paul; Oates, William S.

2018-03-01

Quantum-informed ferroelectric phase field models capable of predicting material behavior, are necessary for facilitating the development and production of many adaptive structures and intelligent systems. Uncertainty is present in these models, given the quantum scale at which calculations take place. A necessary analysis is to determine how the uncertainty in the response can be attributed to the uncertainty in the model inputs or parameters. A second analysis is to identify active subspaces within the original parameter space, which quantify directions in which the model response varies most dominantly, thus reducing sampling effort and computational cost. In this investigation, we identify an active subspace for a poly-domain ferroelectric phase-field model. Using the active variables as our independent variables, we then construct a surrogate model and perform Bayesian inference. Once we quantify the uncertainties in the active variables, we obtain uncertainties for the original parameters via an inverse mapping. The analysis provides insight into how active subspace methodologies can be used to reduce computational power needed to perform Bayesian inference on model parameters informed by experimental or simulated data.

Reduced Order Modeling Methods for Turbomachinery Design

DTIC Science & Technology

2009-03-01

and Ma- terials Conference, May 2006. [45] A. Gelman , J. B. Carlin, H. S. Stern, and D. B. Rubin, Bayesian Data Analysis. New York, NY: Chapman I& Hall...Macian- Juan , and R. Chawla, “A statistical methodology for quantif ca- tion of uncertainty in best estimate code physical models,” Annals of Nuclear En

Structural and parameteric uncertainty quantification in cloud microphysics parameterization schemes

NASA Astrophysics Data System (ADS)

van Lier-Walqui, M.; Morrison, H.; Kumjian, M. R.; Prat, O. P.; Martinkus, C.

2017-12-01

Atmospheric model parameterization schemes employ approximations to represent the effects of unresolved processes. These approximations are a source of error in forecasts, caused in part by considerable uncertainty about the optimal value of parameters within each scheme -- parameteric uncertainty. Furthermore, there is uncertainty regarding the best choice of the overarching structure of the parameterization scheme -- structrual uncertainty. Parameter estimation can constrain the first, but may struggle with the second because structural choices are typically discrete. We address this problem in the context of cloud microphysics parameterization schemes by creating a flexible framework wherein structural and parametric uncertainties can be simultaneously constrained. Our scheme makes no assuptions about drop size distribution shape or the functional form of parametrized process rate terms. Instead, these uncertainties are constrained by observations using a Markov Chain Monte Carlo sampler within a Bayesian inference framework. Our scheme, the Bayesian Observationally-constrained Statistical-physical Scheme (BOSS), has flexibility to predict various sets of prognostic drop size distribution moments as well as varying complexity of process rate formulations. We compare idealized probabilistic forecasts from versions of BOSS with varying levels of structural complexity. This work has applications in ensemble forecasts with model physics uncertainty, data assimilation, and cloud microphysics process studies.

Hierarchical Bayesian Modeling of Fluid-Induced Seismicity

NASA Astrophysics Data System (ADS)

Broccardo, M.; Mignan, A.; Wiemer, S.; Stojadinovic, B.; Giardini, D.

2017-11-01

In this study, we present a Bayesian hierarchical framework to model fluid-induced seismicity. The framework is based on a nonhomogeneous Poisson process with a fluid-induced seismicity rate proportional to the rate of injected fluid. The fluid-induced seismicity rate model depends upon a set of physically meaningful parameters and has been validated for six fluid-induced case studies. In line with the vision of hierarchical Bayesian modeling, the rate parameters are considered as random variables. We develop both the Bayesian inference and updating rules, which are used to develop a probabilistic forecasting model. We tested the Basel 2006 fluid-induced seismic case study to prove that the hierarchical Bayesian model offers a suitable framework to coherently encode both epistemic uncertainty and aleatory variability. Moreover, it provides a robust and consistent short-term seismic forecasting model suitable for online risk quantification and mitigation.

Quantifying the uncertainty in discharge data using hydraulic knowledge and uncertain gaugings: a Bayesian method named BaRatin

NASA Astrophysics Data System (ADS)

Le Coz, Jérôme; Renard, Benjamin; Bonnifait, Laurent; Branger, Flora; Le Boursicaud, Raphaël; Horner, Ivan; Mansanarez, Valentin; Lang, Michel; Vigneau, Sylvain

2015-04-01

River discharge is a crucial variable for Hydrology: as the output variable of most hydrologic models, it is used for sensitivity analyses, model structure identification, parameter estimation, data assimilation, prediction, etc. A major difficulty stems from the fact that river discharge is not measured continuously. Instead, discharge time series used by hydrologists are usually based on simple stage-discharge relations (rating curves) calibrated using a set of direct stage-discharge measurements (gaugings). In this presentation, we present a Bayesian approach (cf. Le Coz et al., 2014) to build such hydrometric rating curves, to estimate the associated uncertainty and to propagate this uncertainty to discharge time series. The three main steps of this approach are described: (1) Hydraulic analysis: identification of the hydraulic controls that govern the stage-discharge relation, identification of the rating curve equation and specification of prior distributions for the rating curve parameters; (2) Rating curve estimation: Bayesian inference of the rating curve parameters, accounting for the individual uncertainties of available gaugings, which often differ according to the discharge measurement procedure and the flow conditions; (3) Uncertainty propagation: quantification of the uncertainty in discharge time series, accounting for both the rating curve uncertainties and the uncertainty of recorded stage values. The rating curve uncertainties combine the parametric uncertainties and the remnant uncertainties that reflect the limited accuracy of the mathematical model used to simulate the physical stage-discharge relation. In addition, we also discuss current research activities, including the treatment of non-univocal stage-discharge relationships (e.g. due to hydraulic hysteresis, vegetation growth, sudden change of the geometry of the section, etc.). An operational version of the BaRatin software and its graphical interface are made available free of charge on request to the authors. J. Le Coz, B. Renard, L. Bonnifait, F. Branger, R. Le Boursicaud (2014). Combining hydraulic knowledge and uncertain gaugings in the estimation of hydrometric rating curves: a Bayesian approach, Journal of Hydrology, 509, 573-587.

A Bayesian approach to modeling diffraction profiles and application to ferroelectric materials

DOE PAGES

Iamsasri, Thanakorn; Guerrier, Jonathon; Esteves, Giovanni; ...

2017-02-01

A new statistical approach for modeling diffraction profiles is introduced, using Bayesian inference and a Markov chain Monte Carlo (MCMC) algorithm. This method is demonstrated by modeling the degenerate reflections during application of an electric field to two different ferroelectric materials: thin-film lead zirconate titanate (PZT) of composition PbZr 0.3Ti 0.7O 3and a bulk commercial PZT polycrystalline ferroelectric. Here, the new method offers a unique uncertainty quantification of the model parameters that can be readily propagated into new calculated parameters.

Quantification and propagation of disciplinary uncertainty via Bayesian statistics

NASA Astrophysics Data System (ADS)

Mantis, George Constantine

2002-08-01

Several needs exist in the military, commercial, and civil sectors for new hypersonic systems. These needs remain unfulfilled, due in part to the uncertainty encountered in designing these systems. This uncertainty takes a number of forms, including disciplinary uncertainty, that which is inherent in the analytical tools utilized during the design process. Yet, few efforts to date empower the designer with the means to account for this uncertainty within the disciplinary analyses. In the current state-of-the-art in design, the effects of this unquantifiable uncertainty significantly increase the risks associated with new design efforts. Typically, the risk proves too great to allow a given design to proceed beyond the conceptual stage. To that end, the research encompasses the formulation and validation of a new design method, a systematic process for probabilistically assessing the impact of disciplinary uncertainty. The method implements Bayesian Statistics theory to quantify this source of uncertainty, and propagate its effects to the vehicle system level. Comparison of analytical and physical data for existing systems, modeled a priori in the given analysis tools, leads to quantification of uncertainty in those tools' calculation of discipline-level metrics. Then, after exploration of the new vehicle's design space, the quantified uncertainty is propagated probabilistically through the design space. This ultimately results in the assessment of the impact of disciplinary uncertainty on the confidence in the design solution: the final shape and variability of the probability functions defining the vehicle's system-level metrics. Although motivated by the hypersonic regime, the proposed treatment of uncertainty applies to any class of aerospace vehicle, just as the problem itself affects the design process of any vehicle. A number of computer programs comprise the environment constructed for the implementation of this work. Application to a single-stage-to-orbit (SSTO) reusable launch vehicle concept, developed by the NASA Langley Research Center under the Space Launch Initiative, provides the validation case for this work, with the focus placed on economics, aerothermodynamics, propulsion, and structures metrics. (Abstract shortened by UMI.)

Probabilistic methods for sensitivity analysis and calibration in the NASA challenge problem

DOE PAGES

Safta, Cosmin; Sargsyan, Khachik; Najm, Habib N.; ...

2015-01-01

In this study, a series of algorithms are proposed to address the problems in the NASA Langley Research Center Multidisciplinary Uncertainty Quantification Challenge. A Bayesian approach is employed to characterize and calibrate the epistemic parameters based on the available data, whereas a variance-based global sensitivity analysis is used to rank the epistemic and aleatory model parameters. A nested sampling of the aleatory–epistemic space is proposed to propagate uncertainties from model parameters to output quantities of interest.

Probabilistic methods for sensitivity analysis and calibration in the NASA challenge problem

DOE Office of Scientific and Technical Information (OSTI.GOV)

Safta, Cosmin; Sargsyan, Khachik; Najm, Habib N.

In this study, a series of algorithms are proposed to address the problems in the NASA Langley Research Center Multidisciplinary Uncertainty Quantification Challenge. A Bayesian approach is employed to characterize and calibrate the epistemic parameters based on the available data, whereas a variance-based global sensitivity analysis is used to rank the epistemic and aleatory model parameters. A nested sampling of the aleatory–epistemic space is proposed to propagate uncertainties from model parameters to output quantities of interest.

UQTk Version 3.0.3 User Manual

DOE Office of Scientific and Technical Information (OSTI.GOV)

Sargsyan, Khachik; Safta, Cosmin; Chowdhary, Kamaljit Singh

2017-05-01

The UQ Toolkit (UQTk) is a collection of libraries and tools for the quantification of uncertainty in numerical model predictions. Version 3.0.3 offers intrusive and non-intrusive methods for propagating input uncertainties through computational models, tools for sen- sitivity analysis, methods for sparse surrogate construction, and Bayesian inference tools for inferring parameters from experimental data. This manual discusses the download and installation process for UQTk, provides pointers to the UQ methods used in the toolkit, and describes some of the examples provided with the toolkit.

Bayesian Methods for Effective Field Theories

NASA Astrophysics Data System (ADS)

Wesolowski, Sarah

Microscopic predictions of the properties of atomic nuclei have reached a high level of precision in the past decade. This progress mandates improved uncertainty quantification (UQ) for a robust comparison of experiment with theory. With the uncertainty from many-body methods under control, calculations are now sensitive to the input inter-nucleon interactions. These interactions include parameters that must be fit to experiment, inducing both uncertainty from the fit and from missing physics in the operator structure of the Hamiltonian. Furthermore, the implementation of the inter-nucleon interactions is not unique, which presents the additional problem of assessing results using different interactions. Effective field theories (EFTs) take advantage of a separation of high- and low-energy scales in the problem to form a power-counting scheme that allows the organization of terms in the Hamiltonian based on their expected contribution to observable predictions. This scheme gives a natural framework for quantification of uncertainty due to missing physics. The free parameters of the EFT, called the low-energy constants (LECs), must be fit to data, but in a properly constructed EFT these constants will be natural-sized, i.e., of order unity. The constraints provided by the EFT, namely the size of the systematic uncertainty from truncation of the theory and the natural size of the LECs, are assumed information even before a calculation is performed or a fit is done. Bayesian statistical methods provide a framework for treating uncertainties that naturally incorporates prior information as well as putting stochastic and systematic uncertainties on an equal footing. For EFT UQ Bayesian methods allow the relevant EFT properties to be incorporated quantitatively as prior probability distribution functions (pdfs). Following the logic of probability theory, observable quantities and underlying physical parameters such as the EFT breakdown scale may be expressed as pdfs that incorporate the prior pdfs. Problems of model selection, such as distinguishing between competing EFT implementations, are also natural in a Bayesian framework. In this thesis we focus on two complementary topics for EFT UQ using Bayesian methods--quantifying EFT truncation uncertainty and parameter estimation for LECs. Using the order-by-order calculations and underlying EFT constraints as prior information, we show how to estimate EFT truncation uncertainties. We then apply the result to calculating truncation uncertainties on predictions of nucleon-nucleon scattering in chiral effective field theory. We apply model-checking diagnostics to our calculations to ensure that the statistical model of truncation uncertainty produces consistent results. A framework for EFT parameter estimation based on EFT convergence properties and naturalness is developed which includes a series of diagnostics to ensure the extraction of the maximum amount of available information from data to estimate LECs with minimal bias. We develop this framework using model EFTs and apply it to the problem of extrapolating lattice quantum chromodynamics results for the nucleon mass. We then apply aspects of the parameter estimation framework to perform case studies in chiral EFT parameter estimation, investigating a possible operator redundancy at fourth order in the chiral expansion and the appropriate inclusion of truncation uncertainty in estimating LECs.

Hydrologic drought prediction under climate change: Uncertainty modeling with Dempster-Shafer and Bayesian approaches

NASA Astrophysics Data System (ADS)

Raje, Deepashree; Mujumdar, P. P.

2010-09-01

Representation and quantification of uncertainty in climate change impact studies are a difficult task. Several sources of uncertainty arise in studies of hydrologic impacts of climate change, such as those due to choice of general circulation models (GCMs), scenarios and downscaling methods. Recently, much work has focused on uncertainty quantification and modeling in regional climate change impacts. In this paper, an uncertainty modeling framework is evaluated, which uses a generalized uncertainty measure to combine GCM, scenario and downscaling uncertainties. The Dempster-Shafer (D-S) evidence theory is used for representing and combining uncertainty from various sources. A significant advantage of the D-S framework over the traditional probabilistic approach is that it allows for the allocation of a probability mass to sets or intervals, and can hence handle both aleatory or stochastic uncertainty, and epistemic or subjective uncertainty. This paper shows how the D-S theory can be used to represent beliefs in some hypotheses such as hydrologic drought or wet conditions, describe uncertainty and ignorance in the system, and give a quantitative measurement of belief and plausibility in results. The D-S approach has been used in this work for information synthesis using various evidence combination rules having different conflict modeling approaches. A case study is presented for hydrologic drought prediction using downscaled streamflow in the Mahanadi River at Hirakud in Orissa, India. Projections of n most likely monsoon streamflow sequences are obtained from a conditional random field (CRF) downscaling model, using an ensemble of three GCMs for three scenarios, which are converted to monsoon standardized streamflow index (SSFI-4) series. This range is used to specify the basic probability assignment (bpa) for a Dempster-Shafer structure, which represents uncertainty associated with each of the SSFI-4 classifications. These uncertainties are then combined across GCMs and scenarios using various evidence combination rules given by the D-S theory. A Bayesian approach is also presented for this case study, which models the uncertainty in projected frequencies of SSFI-4 classifications by deriving a posterior distribution for the frequency of each classification, using an ensemble of GCMs and scenarios. Results from the D-S and Bayesian approaches are compared, and relative merits of each approach are discussed. Both approaches show an increasing probability of extreme, severe and moderate droughts and decreasing probability of normal and wet conditions in Orissa as a result of climate change.

Bayesian analysis of rare events

NASA Astrophysics Data System (ADS)

Straub, Daniel; Papaioannou, Iason; Betz, Wolfgang

2016-06-01

In many areas of engineering and science there is an interest in predicting the probability of rare events, in particular in applications related to safety and security. Increasingly, such predictions are made through computer models of physical systems in an uncertainty quantification framework. Additionally, with advances in IT, monitoring and sensor technology, an increasing amount of data on the performance of the systems is collected. This data can be used to reduce uncertainty, improve the probability estimates and consequently enhance the management of rare events and associated risks. Bayesian analysis is the ideal method to include the data into the probabilistic model. It ensures a consistent probabilistic treatment of uncertainty, which is central in the prediction of rare events, where extrapolation from the domain of observation is common. We present a framework for performing Bayesian updating of rare event probabilities, termed BUS. It is based on a reinterpretation of the classical rejection-sampling approach to Bayesian analysis, which enables the use of established methods for estimating probabilities of rare events. By drawing upon these methods, the framework makes use of their computational efficiency. These methods include the First-Order Reliability Method (FORM), tailored importance sampling (IS) methods and Subset Simulation (SuS). In this contribution, we briefly review these methods in the context of the BUS framework and investigate their applicability to Bayesian analysis of rare events in different settings. We find that, for some applications, FORM can be highly efficient and is surprisingly accurate, enabling Bayesian analysis of rare events with just a few model evaluations. In a general setting, BUS implemented through IS and SuS is more robust and flexible.

Uncertainty quantification and validation of 3D lattice scaffolds for computer-aided biomedical applications.

PubMed

Gorguluarslan, Recep M; Choi, Seung-Kyum; Saldana, Christopher J

2017-07-01

A methodology is proposed for uncertainty quantification and validation to accurately predict the mechanical response of lattice structures used in the design of scaffolds. Effective structural properties of the scaffolds are characterized using a developed multi-level stochastic upscaling process that propagates the quantified uncertainties at strut level to the lattice structure level. To obtain realistic simulation models for the stochastic upscaling process and minimize the experimental cost, high-resolution finite element models of individual struts were reconstructed from the micro-CT scan images of lattice structures which are fabricated by selective laser melting. The upscaling method facilitates the process of determining homogenized strut properties to reduce the computational cost of the detailed simulation model for the scaffold. Bayesian Information Criterion is utilized to quantify the uncertainties with parametric distributions based on the statistical data obtained from the reconstructed strut models. A systematic validation approach that can minimize the experimental cost is also developed to assess the predictive capability of the stochastic upscaling method used at the strut level and lattice structure level. In comparison with physical compression test results, the proposed methodology of linking the uncertainty quantification with the multi-level stochastic upscaling method enabled an accurate prediction of the elastic behavior of the lattice structure with minimal experimental cost by accounting for the uncertainties induced by the additive manufacturing process. Copyright © 2017 Elsevier Ltd. All rights reserved.

How to Make Data a Blessing to Parametric Uncertainty Quantification and Reduction?

NASA Astrophysics Data System (ADS)

Ye, M.; Shi, X.; Curtis, G. P.; Kohler, M.; Wu, J.

2013-12-01

In a Bayesian point of view, probability of model parameters and predictions are conditioned on data used for parameter inference and prediction analysis. It is critical to use appropriate data for quantifying parametric uncertainty and its propagation to model predictions. However, data are always limited and imperfect. When a dataset cannot properly constrain model parameters, it may lead to inaccurate uncertainty quantification. While in this case data appears to be a curse to uncertainty quantification, a comprehensive modeling analysis may help understand the cause and characteristics of parametric uncertainty and thus turns data into a blessing. In this study, we illustrate impacts of data on uncertainty quantification and reduction using an example of surface complexation model (SCM) developed to simulate uranyl (U(VI)) adsorption. The model includes two adsorption sites, referred to as strong and weak sites. The amount of uranium adsorption on these sites determines both the mean arrival time and the long tail of the breakthrough curves. There is one reaction on the weak site but two reactions on the strong site. The unknown parameters include fractions of the total surface site density of the two sites and surface complex formation constants of the three reactions. A total of seven experiments were conducted with different geochemical conditions to estimate these parameters. The experiments with low initial concentration of U(VI) result in a large amount of parametric uncertainty. A modeling analysis shows that it is because the experiments cannot distinguish the relative adsorption affinity of the strong and weak sites on uranium adsorption. Therefore, the experiments with high initial concentration of U(VI) are needed, because in the experiments the strong site is nearly saturated and the weak site can be determined. The experiments with high initial concentration of U(VI) are a blessing to uncertainty quantification, and the experiments with low initial concentration help modelers turn a curse into a blessing. The data impacts on uncertainty quantification and reduction are quantified using probability density functions of model parameters obtained from Markov Chain Monte Carlo simulation using the DREAM algorithm. This study provides insights to model calibration, uncertainty quantification, experiment design, and data collection in groundwater reactive transport modeling and other environmental modeling.

Uncertainty Quantification using Exponential Epi-Splines

DTIC Science & Technology

2013-06-01

Leibler divergence. The choice of κ in applications can be informed by the fact that the Kullback - Leibler divergence between two normal densities, ϕ1... of ran- dom output quantities of interests. The framework systematically incorporates hard information derived from physics-based sensors, field test ... information , and determines the ‘best’ estimate within that family. Bayesian estima- tion makes use of prior soft information

A Fatigue Crack Size Evaluation Method Based on Lamb Wave Simulation and Limited Experimental Data

PubMed Central

He, Jingjing; Ran, Yunmeng; Liu, Bin; Yang, Jinsong; Guan, Xuefei

2017-01-01

This paper presents a systematic and general method for Lamb wave-based crack size quantification using finite element simulations and Bayesian updating. The method consists of construction of a baseline quantification model using finite element simulation data and Bayesian updating with limited Lamb wave data from target structure. The baseline model correlates two proposed damage sensitive features, namely the normalized amplitude and phase change, with the crack length through a response surface model. The two damage sensitive features are extracted from the first received S0 mode wave package. The model parameters of the baseline model are estimated using finite element simulation data. To account for uncertainties from numerical modeling, geometry, material and manufacturing between the baseline model and the target model, Bayesian method is employed to update the baseline model with a few measurements acquired from the actual target structure. A rigorous validation is made using in-situ fatigue testing and Lamb wave data from coupon specimens and realistic lap-joint components. The effectiveness and accuracy of the proposed method is demonstrated under different loading and damage conditions. PMID:28902148

Full uncertainty quantification of N2O and NO emissions using the biogeochemical model LandscapeDNDC on site and regional scale

NASA Astrophysics Data System (ADS)

Haas, Edwin; Santabarbara, Ignacio; Kiese, Ralf; Butterbach-Bahl, Klaus

2017-04-01

Numerical simulation models are increasingly used to estimate greenhouse gas emissions at site to regional / national scale and are outlined as the most advanced methodology (Tier 3) in the framework of UNFCCC reporting. Process-based models incorporate the major processes of the carbon and nitrogen cycle of terrestrial ecosystems and are thus thought to be widely applicable at various conditions and spatial scales. Process based modelling requires high spatial resolution input data on soil properties, climate drivers and management information. The acceptance of model based inventory calculations depends on the assessment of the inventory's uncertainty (model, input data and parameter induced uncertainties). In this study we fully quantify the uncertainty in modelling soil N2O and NO emissions from arable, grassland and forest soils using the biogeochemical model LandscapeDNDC. We address model induced uncertainty (MU) by contrasting two different soil biogeochemistry modules within LandscapeDNDC. The parameter induced uncertainty (PU) was assessed by using joint parameter distributions for key parameters describing microbial C and N turnover processes as obtained by different Bayesian calibration studies for each model configuration. Input data induced uncertainty (DU) was addressed by Bayesian calibration of soil properties, climate drivers and agricultural management practices data. For the MU, DU and PU we performed several hundred simulations each to contribute to the individual uncertainty assessment. For the overall uncertainty quantification we assessed the model prediction probability, followed by sampled sets of input datasets and parameter distributions. Statistical analysis of the simulation results have been used to quantify the overall full uncertainty of the modelling approach. With this study we can contrast the variation in model results to the different sources of uncertainties for each ecosystem. Further we have been able to perform a fully uncertainty analysis for modelling N2O and NO emissions from arable, grassland and forest soils necessary for the comprehensibility of modelling results. We have applied the methodology to a regional inventory to assess the overall modelling uncertainty for a regional N2O and NO emissions inventory for the state of Saxony, Germany.

Bayesian analysis of rare events

DOE Office of Scientific and Technical Information (OSTI.GOV)

Straub, Daniel, E-mail: straub@tum.de; Papaioannou, Iason; Betz, Wolfgang

2016-06-01

In many areas of engineering and science there is an interest in predicting the probability of rare events, in particular in applications related to safety and security. Increasingly, such predictions are made through computer models of physical systems in an uncertainty quantification framework. Additionally, with advances in IT, monitoring and sensor technology, an increasing amount of data on the performance of the systems is collected. This data can be used to reduce uncertainty, improve the probability estimates and consequently enhance the management of rare events and associated risks. Bayesian analysis is the ideal method to include the data into themore » probabilistic model. It ensures a consistent probabilistic treatment of uncertainty, which is central in the prediction of rare events, where extrapolation from the domain of observation is common. We present a framework for performing Bayesian updating of rare event probabilities, termed BUS. It is based on a reinterpretation of the classical rejection-sampling approach to Bayesian analysis, which enables the use of established methods for estimating probabilities of rare events. By drawing upon these methods, the framework makes use of their computational efficiency. These methods include the First-Order Reliability Method (FORM), tailored importance sampling (IS) methods and Subset Simulation (SuS). In this contribution, we briefly review these methods in the context of the BUS framework and investigate their applicability to Bayesian analysis of rare events in different settings. We find that, for some applications, FORM can be highly efficient and is surprisingly accurate, enabling Bayesian analysis of rare events with just a few model evaluations. In a general setting, BUS implemented through IS and SuS is more robust and flexible.« less

Integrating quantitative PCR and Bayesian statistics in quantifying human adenoviruses in small volumes of source water.

PubMed

Wu, Jianyong; Gronewold, Andrew D; Rodriguez, Roberto A; Stewart, Jill R; Sobsey, Mark D

2014-02-01

Rapid quantification of viral pathogens in drinking and recreational water can help reduce waterborne disease risks. For this purpose, samples in small volume (e.g. 1L) are favored because of the convenience of collection, transportation and processing. However, the results of viral analysis are often subject to uncertainty. To overcome this limitation, we propose an approach that integrates Bayesian statistics, efficient concentration methods, and quantitative PCR (qPCR) to quantify viral pathogens in water. Using this approach, we quantified human adenoviruses (HAdVs) in eighteen samples of source water collected from six drinking water treatment plants. HAdVs were found in seven samples. In the other eleven samples, HAdVs were not detected by qPCR, but might have existed based on Bayesian inference. Our integrated approach that quantifies uncertainty provides a better understanding than conventional assessments of potential risks to public health, particularly in cases when pathogens may present a threat but cannot be detected by traditional methods. © 2013 Elsevier B.V. All rights reserved.

Quantifying the Uncertainty in Discharge Data Using Hydraulic Knowledge and Uncertain Gaugings

NASA Astrophysics Data System (ADS)

Renard, B.; Le Coz, J.; Bonnifait, L.; Branger, F.; Le Boursicaud, R.; Horner, I.; Mansanarez, V.; Lang, M.

2014-12-01

River discharge is a crucial variable for Hydrology: as the output variable of most hydrologic models, it is used for sensitivity analyses, model structure identification, parameter estimation, data assimilation, prediction, etc. A major difficulty stems from the fact that river discharge is not measured continuously. Instead, discharge time series used by hydrologists are usually based on simple stage-discharge relations (rating curves) calibrated using a set of direct stage-discharge measurements (gaugings). In this presentation, we present a Bayesian approach to build such hydrometric rating curves, to estimate the associated uncertainty and to propagate this uncertainty to discharge time series. The three main steps of this approach are described: (1) Hydraulic analysis: identification of the hydraulic controls that govern the stage-discharge relation, identification of the rating curve equation and specification of prior distributions for the rating curve parameters; (2) Rating curve estimation: Bayesian inference of the rating curve parameters, accounting for the individual uncertainties of available gaugings, which often differ according to the discharge measurement procedure and the flow conditions; (3) Uncertainty propagation: quantification of the uncertainty in discharge time series, accounting for both the rating curve uncertainties and the uncertainty of recorded stage values. In addition, we also discuss current research activities, including the treatment of non-univocal stage-discharge relationships (e.g. due to hydraulic hysteresis, vegetation growth, sudden change of the geometry of the section, etc.).

Gaussian process surrogates for failure detection: A Bayesian experimental design approach

NASA Astrophysics Data System (ADS)

Wang, Hongqiao; Lin, Guang; Li, Jinglai

2016-05-01

An important task of uncertainty quantification is to identify the probability of undesired events, in particular, system failures, caused by various sources of uncertainties. In this work we consider the construction of Gaussian process surrogates for failure detection and failure probability estimation. In particular, we consider the situation that the underlying computer models are extremely expensive, and in this setting, determining the sampling points in the state space is of essential importance. We formulate the problem as an optimal experimental design for Bayesian inferences of the limit state (i.e., the failure boundary) and propose an efficient numerical scheme to solve the resulting optimization problem. In particular, the proposed limit-state inference method is capable of determining multiple sampling points at a time, and thus it is well suited for problems where multiple computer simulations can be performed in parallel. The accuracy and performance of the proposed method is demonstrated by both academic and practical examples.

A surrogate-based sensitivity quantification and Bayesian inversion of a regional groundwater flow model

NASA Astrophysics Data System (ADS)

Chen, Mingjie; Izady, Azizallah; Abdalla, Osman A.; Amerjeed, Mansoor

2018-02-01

Bayesian inference using Markov Chain Monte Carlo (MCMC) provides an explicit framework for stochastic calibration of hydrogeologic models accounting for uncertainties; however, the MCMC sampling entails a large number of model calls, and could easily become computationally unwieldy if the high-fidelity hydrogeologic model simulation is time consuming. This study proposes a surrogate-based Bayesian framework to address this notorious issue, and illustrates the methodology by inverse modeling a regional MODFLOW model. The high-fidelity groundwater model is approximated by a fast statistical model using Bagging Multivariate Adaptive Regression Spline (BMARS) algorithm, and hence the MCMC sampling can be efficiently performed. In this study, the MODFLOW model is developed to simulate the groundwater flow in an arid region of Oman consisting of mountain-coast aquifers, and used to run representative simulations to generate training dataset for BMARS model construction. A BMARS-based Sobol' method is also employed to efficiently calculate input parameter sensitivities, which are used to evaluate and rank their importance for the groundwater flow model system. According to sensitivity analysis, insensitive parameters are screened out of Bayesian inversion of the MODFLOW model, further saving computing efforts. The posterior probability distribution of input parameters is efficiently inferred from the prescribed prior distribution using observed head data, demonstrating that the presented BMARS-based Bayesian framework is an efficient tool to reduce parameter uncertainties of a groundwater system.

Case studies in Bayesian microbial risk assessments.

PubMed

Kennedy, Marc C; Clough, Helen E; Turner, Joanne

2009-12-21

The quantification of uncertainty and variability is a key component of quantitative risk analysis. Recent advances in Bayesian statistics make it ideal for integrating multiple sources of information, of different types and quality, and providing a realistic estimate of the combined uncertainty in the final risk estimates. We present two case studies related to foodborne microbial risks. In the first, we combine models to describe the sequence of events resulting in illness from consumption of milk contaminated with VTEC O157. We used Monte Carlo simulation to propagate uncertainty in some of the inputs to computer models describing the farm and pasteurisation process. Resulting simulated contamination levels were then assigned to consumption events from a dietary survey. Finally we accounted for uncertainty in the dose-response relationship and uncertainty due to limited incidence data to derive uncertainty about yearly incidences of illness in young children. Options for altering the risk were considered by running the model with different hypothetical policy-driven exposure scenarios. In the second case study we illustrate an efficient Bayesian sensitivity analysis for identifying the most important parameters of a complex computer code that simulated VTEC O157 prevalence within a managed dairy herd. This was carried out in 2 stages, first to screen out the unimportant inputs, then to perform a more detailed analysis on the remaining inputs. The method works by building a Bayesian statistical approximation to the computer code using a number of known code input/output pairs (training runs). We estimated that the expected total number of children aged 1.5-4.5 who become ill due to VTEC O157 in milk is 8.6 per year, with 95% uncertainty interval (0,11.5). The most extreme policy we considered was banning on-farm pasteurisation of milk, which reduced the estimate to 6.4 with 95% interval (0,11). In the second case study the effective number of inputs was reduced from 30 to 7 in the screening stage, and just 2 inputs were found to explain 82.8% of the output variance. A combined total of 500 runs of the computer code were used. These case studies illustrate the use of Bayesian statistics to perform detailed uncertainty and sensitivity analyses, integrating multiple information sources in a way that is both rigorous and efficient.

Error Quantification and Confidence Assessment of Aerothermal Model Predictions for Hypersonic Aircraft (Preprint)

DTIC Science & Technology

2013-09-01

based confidence metric is used to compare several different model predictions with the experimental data. II. Aerothermal Model Definition and...whereas 5% measurement uncertainty is assumed for aerodynamic pressure and heat flux measurements 4p y and 4Q y . Bayesian updating according... definitive conclusions for these particular aerodynamic models. However, given the confidence associated with the 4 sdp predictions for Run 30 (H/D

Parameter-induced uncertainty quantification of crop yields, soil N2O and CO2 emission for 8 arable sites across Europe using the LandscapeDNDC model

NASA Astrophysics Data System (ADS)

Santabarbara, Ignacio; Haas, Edwin; Kraus, David; Herrera, Saul; Klatt, Steffen; Kiese, Ralf

2014-05-01

When using biogeochemical models to estimate greenhouse gas emissions at site to regional/national levels, the assessment and quantification of the uncertainties of simulation results are of significant importance. The uncertainties in simulation results of process-based ecosystem models may result from uncertainties of the process parameters that describe the processes of the model, model structure inadequacy as well as uncertainties in the observations. Data for development and testing of uncertainty analisys were corp yield observations, measurements of soil fluxes of nitrous oxide (N2O) and carbon dioxide (CO2) from 8 arable sites across Europe. Using the process-based biogeochemical model LandscapeDNDC for simulating crop yields, N2O and CO2 emissions, our aim is to assess the simulation uncertainty by setting up a Bayesian framework based on Metropolis-Hastings algorithm. Using Gelman statistics convergence criteria and parallel computing techniques, enable multi Markov Chains to run independently in parallel and create a random walk to estimate the joint model parameter distribution. Through means distribution we limit the parameter space, get probabilities of parameter values and find the complex dependencies among them. With this parameter distribution that determines soil-atmosphere C and N exchange, we are able to obtain the parameter-induced uncertainty of simulation results and compare them with the measurements data.

Quantifying uncertainties of seismic Bayesian inversion of Northern Great Plains

NASA Astrophysics Data System (ADS)

Gao, C.; Lekic, V.

2017-12-01

Elastic waves excited by earthquakes are the fundamental observations of the seismological studies. Seismologists measure information such as travel time, amplitude, and polarization to infer the properties of earthquake source, seismic wave propagation, and subsurface structure. Across numerous applications, seismic imaging has been able to take advantage of complimentary seismic observables to constrain profiles and lateral variations of Earth's elastic properties. Moreover, seismic imaging plays a unique role in multidisciplinary studies of geoscience by providing direct constraints on the unreachable interior of the Earth. Accurate quantification of uncertainties of inferences made from seismic observations is of paramount importance for interpreting seismic images and testing geological hypotheses. However, such quantification remains challenging and subjective due to the non-linearity and non-uniqueness of geophysical inverse problem. In this project, we apply a reverse jump Markov chain Monte Carlo (rjMcMC) algorithm for a transdimensional Bayesian inversion of continental lithosphere structure. Such inversion allows us to quantify the uncertainties of inversion results by inverting for an ensemble solution. It also yields an adaptive parameterization that enables simultaneous inversion of different elastic properties without imposing strong prior information on the relationship between them. We present retrieved profiles of shear velocity (Vs) and radial anisotropy in Northern Great Plains using measurements from USArray stations. We use both seismic surface wave dispersion and receiver function data due to their complementary constraints of lithosphere structure. Furthermore, we analyze the uncertainties of both individual and joint inversion of those two data types to quantify the benefit of doing joint inversion. As an application, we infer the variation of Moho depths and crustal layering across the northern Great Plains.

Ultra-Scalable Algorithms for Large-Scale Uncertainty Quantification in Inverse Wave Propagation

DTIC Science & Technology

2016-03-04

53] N. Petra , J. Martin , G. Stadler, and O. Ghattas, A computational framework for infinite-dimensional Bayesian inverse problems: Part II...positions: Alen Alexanderian (NC State), Tan Bui-Thanh (UT-Austin), Carsten Burstedde (University of Bonn), Noemi Petra (UC Merced), Georg Stalder (NYU), Hari...Baltimore, MD, Nov. 2002. SC2002 Best Technical Paper Award. [3] A. Alexanderian, N. Petra , G. Stadler, and O. Ghattas, A-optimal design of exper

Probabilistic risk assessment for a loss of coolant accident in McMaster Nuclear Reactor and application of reliability physics model for modeling human reliability

NASA Astrophysics Data System (ADS)

Ha, Taesung

A probabilistic risk assessment (PRA) was conducted for a loss of coolant accident, (LOCA) in the McMaster Nuclear Reactor (MNR). A level 1 PRA was completed including event sequence modeling, system modeling, and quantification. To support the quantification of the accident sequence identified, data analysis using the Bayesian method and human reliability analysis (HRA) using the accident sequence evaluation procedure (ASEP) approach were performed. Since human performance in research reactors is significantly different from that in power reactors, a time-oriented HRA model (reliability physics model) was applied for the human error probability (HEP) estimation of the core relocation. This model is based on two competing random variables: phenomenological time and performance time. The response surface and direct Monte Carlo simulation with Latin Hypercube sampling were applied for estimating the phenomenological time, whereas the performance time was obtained from interviews with operators. An appropriate probability distribution for the phenomenological time was assigned by statistical goodness-of-fit tests. The human error probability (HEP) for the core relocation was estimated from these two competing quantities: phenomenological time and operators' performance time. The sensitivity of each probability distribution in human reliability estimation was investigated. In order to quantify the uncertainty in the predicted HEPs, a Bayesian approach was selected due to its capability of incorporating uncertainties in model itself and the parameters in that model. The HEP from the current time-oriented model was compared with that from the ASEP approach. Both results were used to evaluate the sensitivity of alternative huinan reliability modeling for the manual core relocation in the LOCA risk model. This exercise demonstrated the applicability of a reliability physics model supplemented with a. Bayesian approach for modeling human reliability and its potential usefulness of quantifying model uncertainty as sensitivity analysis in the PRA model.

On combination of strict Bayesian principles with model reduction technique or how stochastic model calibration can become feasible for large-scale applications

NASA Astrophysics Data System (ADS)

Oladyshkin, S.; Schroeder, P.; Class, H.; Nowak, W.

2013-12-01

Predicting underground carbon dioxide (CO2) storage represents a challenging problem in a complex dynamic system. Due to lacking information about reservoir parameters, quantification of uncertainties may become the dominant question in risk assessment. Calibration on past observed data from pilot-scale test injection can improve the predictive power of the involved geological, flow, and transport models. The current work performs history matching to pressure time series from a pilot storage site operated in Europe, maintained during an injection period. Simulation of compressible two-phase flow and transport (CO2/brine) in the considered site is computationally very demanding, requiring about 12 days of CPU time for an individual model run. For that reason, brute-force approaches for calibration are not feasible. In the current work, we explore an advanced framework for history matching based on the arbitrary polynomial chaos expansion (aPC) and strict Bayesian principles. The aPC [1] offers a drastic but accurate stochastic model reduction. Unlike many previous chaos expansions, it can handle arbitrary probability distribution shapes of uncertain parameters, and can therefore handle directly the statistical information appearing during the matching procedure. We capture the dependence of model output on these multipliers with the expansion-based reduced model. In our study we keep the spatial heterogeneity suggested by geophysical methods, but consider uncertainty in the magnitude of permeability trough zone-wise permeability multipliers. Next combined the aPC with Bootstrap filtering (a brute-force but fully accurate Bayesian updating mechanism) in order to perform the matching. In comparison to (Ensemble) Kalman Filters, our method accounts for higher-order statistical moments and for the non-linearity of both the forward model and the inversion, and thus allows a rigorous quantification of calibrated model uncertainty. The usually high computational costs of accurate filtering become very feasible for our suggested aPC-based calibration framework. However, the power of aPC-based Bayesian updating strongly depends on the accuracy of prior information. In the current study, the prior assumptions on the model parameters were not satisfactory and strongly underestimate the reservoir pressure. Thus, the aPC-based response surface used in Bootstrap filtering is fitted to a distant and poorly chosen region within the parameter space. Thanks to the iterative procedure suggested in [2] we overcome this drawback with small computational costs. The iteration successively improves the accuracy of the expansion around the current estimation of the posterior distribution. The final result is a calibrated model of the site that can be used for further studies, with an excellent match to the data. References [1] Oladyshkin S. and Nowak W. Data-driven uncertainty quantification using the arbitrary polynomial chaos expansion. Reliability Engineering and System Safety, 106:179-190, 2012. [2] Oladyshkin S., Class H., Nowak W. Bayesian updating via Bootstrap filtering combined with data-driven polynomial chaos expansions: methodology and application to history matching for carbon dioxide storage in geological formations. Computational Geosciences, 17 (4), 671-687, 2013.

Uncertainty quantification and propagation in nuclear density functional theory

DOE PAGES

Schunck, N.; McDonnell, J. D.; Higdon, D.; ...

2015-12-23

Nuclear density functional theory (DFT) is one of the main theoretical tools used to study the properties of heavy and superheavy elements, or to describe the structure of nuclei far from stability. While on-going eff orts seek to better root nuclear DFT in the theory of nuclear forces, energy functionals remain semi-phenomenological constructions that depend on a set of parameters adjusted to experimental data in fi nite nuclei. In this study, we review recent eff orts to quantify the related uncertainties, and propagate them to model predictions. In particular, we cover the topics of parameter estimation for inverse problems, statisticalmore » analysis of model uncertainties and Bayesian inference methods. Illustrative examples are taken from the literature.« less

Quantifying and reducing model-form uncertainties in Reynolds-averaged Navier-Stokes simulations: A data-driven, physics-informed Bayesian approach

NASA Astrophysics Data System (ADS)

Xiao, H.; Wu, J.-L.; Wang, J.-X.; Sun, R.; Roy, C. J.

2016-11-01

Despite their well-known limitations, Reynolds-Averaged Navier-Stokes (RANS) models are still the workhorse tools for turbulent flow simulations in today's engineering analysis, design and optimization. While the predictive capability of RANS models depends on many factors, for many practical flows the turbulence models are by far the largest source of uncertainty. As RANS models are used in the design and safety evaluation of many mission-critical systems such as airplanes and nuclear power plants, quantifying their model-form uncertainties has significant implications in enabling risk-informed decision-making. In this work we develop a data-driven, physics-informed Bayesian framework for quantifying model-form uncertainties in RANS simulations. Uncertainties are introduced directly to the Reynolds stresses and are represented with compact parameterization accounting for empirical prior knowledge and physical constraints (e.g., realizability, smoothness, and symmetry). An iterative ensemble Kalman method is used to assimilate the prior knowledge and observation data in a Bayesian framework, and to propagate them to posterior distributions of velocities and other Quantities of Interest (QoIs). We use two representative cases, the flow over periodic hills and the flow in a square duct, to evaluate the performance of the proposed framework. Both cases are challenging for standard RANS turbulence models. Simulation results suggest that, even with very sparse observations, the obtained posterior mean velocities and other QoIs have significantly better agreement with the benchmark data compared to the baseline results. At most locations the posterior distribution adequately captures the true model error within the developed model form uncertainty bounds. The framework is a major improvement over existing black-box, physics-neutral methods for model-form uncertainty quantification, where prior knowledge and details of the models are not exploited. This approach has potential implications in many fields in which the governing equations are well understood but the model uncertainty comes from unresolved physical processes.

Quantifying and reducing model-form uncertainties in Reynolds-averaged Navier–Stokes simulations: A data-driven, physics-informed Bayesian approach

DOE Office of Scientific and Technical Information (OSTI.GOV)

Xiao, H., E-mail: hengxiao@vt.edu; Wu, J.-L.; Wang, J.-X.

Despite their well-known limitations, Reynolds-Averaged Navier–Stokes (RANS) models are still the workhorse tools for turbulent flow simulations in today's engineering analysis, design and optimization. While the predictive capability of RANS models depends on many factors, for many practical flows the turbulence models are by far the largest source of uncertainty. As RANS models are used in the design and safety evaluation of many mission-critical systems such as airplanes and nuclear power plants, quantifying their model-form uncertainties has significant implications in enabling risk-informed decision-making. In this work we develop a data-driven, physics-informed Bayesian framework for quantifying model-form uncertainties in RANS simulations.more » Uncertainties are introduced directly to the Reynolds stresses and are represented with compact parameterization accounting for empirical prior knowledge and physical constraints (e.g., realizability, smoothness, and symmetry). An iterative ensemble Kalman method is used to assimilate the prior knowledge and observation data in a Bayesian framework, and to propagate them to posterior distributions of velocities and other Quantities of Interest (QoIs). We use two representative cases, the flow over periodic hills and the flow in a square duct, to evaluate the performance of the proposed framework. Both cases are challenging for standard RANS turbulence models. Simulation results suggest that, even with very sparse observations, the obtained posterior mean velocities and other QoIs have significantly better agreement with the benchmark data compared to the baseline results. At most locations the posterior distribution adequately captures the true model error within the developed model form uncertainty bounds. The framework is a major improvement over existing black-box, physics-neutral methods for model-form uncertainty quantification, where prior knowledge and details of the models are not exploited. This approach has potential implications in many fields in which the governing equations are well understood but the model uncertainty comes from unresolved physical processes. - Highlights: • Proposed a physics–informed framework to quantify uncertainty in RANS simulations. • Framework incorporates physical prior knowledge and observation data. • Based on a rigorous Bayesian framework yet fully utilizes physical model. • Applicable for many complex physical systems beyond turbulent flows.« less

Bayesian power spectrum inference with foreground and target contamination treatment

NASA Astrophysics Data System (ADS)

Jasche, J.; Lavaux, G.

2017-10-01

This work presents a joint and self-consistent Bayesian treatment of various foreground and target contaminations when inferring cosmological power spectra and three-dimensional density fields from galaxy redshift surveys. This is achieved by introducing additional block-sampling procedures for unknown coefficients of foreground and target contamination templates to the previously presented ARES framework for Bayesian large-scale structure analyses. As a result, the method infers jointly and fully self-consistently three-dimensional density fields, cosmological power spectra, luminosity-dependent galaxy biases, noise levels of the respective galaxy distributions, and coefficients for a set of a priori specified foreground templates. In addition, this fully Bayesian approach permits detailed quantification of correlated uncertainties amongst all inferred quantities and correctly marginalizes over observational systematic effects. We demonstrate the validity and efficiency of our approach in obtaining unbiased estimates of power spectra via applications to realistic mock galaxy observations that are subject to stellar contamination and dust extinction. While simultaneously accounting for galaxy biases and unknown noise levels, our method reliably and robustly infers three-dimensional density fields and corresponding cosmological power spectra from deep galaxy surveys. Furthermore, our approach correctly accounts for joint and correlated uncertainties between unknown coefficients of foreground templates and the amplitudes of the power spectrum. This effect amounts to correlations and anti-correlations of up to 10 per cent across wide ranges in Fourier space.

Bayesian deconvolution and quantification of metabolites in complex 1D NMR spectra using BATMAN.

PubMed

Hao, Jie; Liebeke, Manuel; Astle, William; De Iorio, Maria; Bundy, Jacob G; Ebbels, Timothy M D

2014-01-01

Data processing for 1D NMR spectra is a key bottleneck for metabolomic and other complex-mixture studies, particularly where quantitative data on individual metabolites are required. We present a protocol for automated metabolite deconvolution and quantification from complex NMR spectra by using the Bayesian automated metabolite analyzer for NMR (BATMAN) R package. BATMAN models resonances on the basis of a user-controllable set of templates, each of which specifies the chemical shifts, J-couplings and relative peak intensities for a single metabolite. Peaks are allowed to shift position slightly between spectra, and peak widths are allowed to vary by user-specified amounts. NMR signals not captured by the templates are modeled non-parametrically by using wavelets. The protocol covers setting up user template libraries, optimizing algorithmic input parameters, improving prior information on peak positions, quality control and evaluation of outputs. The outputs include relative concentration estimates for named metabolites together with associated Bayesian uncertainty estimates, as well as the fit of the remainder of the spectrum using wavelets. Graphical diagnostics allow the user to examine the quality of the fit for multiple spectra simultaneously. This approach offers a workflow to analyze large numbers of spectra and is expected to be useful in a wide range of metabolomics studies.

Quantifying structural uncertainty on fault networks using a marked point process within a Bayesian framework

NASA Astrophysics Data System (ADS)

Aydin, Orhun; Caers, Jef Karel

2017-08-01

Faults are one of the building-blocks for subsurface modeling studies. Incomplete observations of subsurface fault networks lead to uncertainty pertaining to location, geometry and existence of faults. In practice, gaps in incomplete fault network observations are filled based on tectonic knowledge and interpreter's intuition pertaining to fault relationships. Modeling fault network uncertainty with realistic models that represent tectonic knowledge is still a challenge. Although methods that address specific sources of fault network uncertainty and complexities of fault modeling exists, a unifying framework is still lacking. In this paper, we propose a rigorous approach to quantify fault network uncertainty. Fault pattern and intensity information are expressed by means of a marked point process, marked Strauss point process. Fault network information is constrained to fault surface observations (complete or partial) within a Bayesian framework. A structural prior model is defined to quantitatively express fault patterns, geometries and relationships within the Bayesian framework. Structural relationships between faults, in particular fault abutting relations, are represented with a level-set based approach. A Markov Chain Monte Carlo sampler is used to sample posterior fault network realizations that reflect tectonic knowledge and honor fault observations. We apply the methodology to a field study from Nankai Trough & Kumano Basin. The target for uncertainty quantification is a deep site with attenuated seismic data with only partially visible faults and many faults missing from the survey or interpretation. A structural prior model is built from shallow analog sites that are believed to have undergone similar tectonics compared to the site of study. Fault network uncertainty for the field is quantified with fault network realizations that are conditioned to structural rules, tectonic information and partially observed fault surfaces. We show the proposed methodology generates realistic fault network models conditioned to data and a conceptual model of the underlying tectonics.

Robust approaches to quantification of margin and uncertainty for sparse data

DOE Office of Scientific and Technical Information (OSTI.GOV)

Hund, Lauren; Schroeder, Benjamin B.; Rumsey, Kelin

Characterizing the tails of probability distributions plays a key role in quantification of margins and uncertainties (QMU), where the goal is characterization of low probability, high consequence events based on continuous measures of performance. When data are collected using physical experimentation, probability distributions are typically fit using statistical methods based on the collected data, and these parametric distributional assumptions are often used to extrapolate about the extreme tail behavior of the underlying probability distribution. In this project, we character- ize the risk associated with such tail extrapolation. Specifically, we conducted a scaling study to demonstrate the large magnitude of themore » risk; then, we developed new methods for communicat- ing risk associated with tail extrapolation from unvalidated statistical models; lastly, we proposed a Bayesian data-integration framework to mitigate tail extrapolation risk through integrating ad- ditional information. We conclude that decision-making using QMU is a complex process that cannot be achieved using statistical analyses alone.« less

DOE Office of Scientific and Technical Information (OSTI.GOV)

Kress, Joel David

The development and scale up of cost effective carbon capture processes is of paramount importance to enable the widespread deployment of these technologies to significantly reduce greenhouse gas emissions. The U.S. Department of Energy initiated the Carbon Capture Simulation Initiative (CCSI) in 2011 with the goal of developing a computational toolset that would enable industry to more effectively identify, design, scale up, operate, and optimize promising concepts. The first half of the presentation will introduce the CCSI Toolset consisting of basic data submodels, steady-state and dynamic process models, process optimization and uncertainty quantification tools, an advanced dynamic process control framework,more » and high-resolution filtered computationalfluid- dynamics (CFD) submodels. The second half of the presentation will describe a high-fidelity model of a mesoporous silica supported, polyethylenimine (PEI)-impregnated solid sorbent for CO 2 capture. The sorbent model includes a detailed treatment of transport and amine-CO 2- H 2O interactions based on quantum chemistry calculations. Using a Bayesian approach for uncertainty quantification, we calibrate the sorbent model to Thermogravimetric (TGA) data.« less

Development and comparison of Bayesian modularization method in uncertainty assessment of hydrological models

NASA Astrophysics Data System (ADS)

Li, L.; Xu, C.-Y.; Engeland, K.

2012-04-01

With respect to model calibration, parameter estimation and analysis of uncertainty sources, different approaches have been used in hydrological models. Bayesian method is one of the most widely used methods for uncertainty assessment of hydrological models, which incorporates different sources of information into a single analysis through Bayesian theorem. However, none of these applications can well treat the uncertainty in extreme flows of hydrological models' simulations. This study proposes a Bayesian modularization method approach in uncertainty assessment of conceptual hydrological models by considering the extreme flows. It includes a comprehensive comparison and evaluation of uncertainty assessments by a new Bayesian modularization method approach and traditional Bayesian models using the Metropolis Hasting (MH) algorithm with the daily hydrological model WASMOD. Three likelihood functions are used in combination with traditional Bayesian: the AR (1) plus Normal and time period independent model (Model 1), the AR (1) plus Normal and time period dependent model (Model 2) and the AR (1) plus multi-normal model (Model 3). The results reveal that (1) the simulations derived from Bayesian modularization method are more accurate with the highest Nash-Sutcliffe efficiency value, and (2) the Bayesian modularization method performs best in uncertainty estimates of entire flows and in terms of the application and computational efficiency. The study thus introduces a new approach for reducing the extreme flow's effect on the discharge uncertainty assessment of hydrological models via Bayesian. Keywords: extreme flow, uncertainty assessment, Bayesian modularization, hydrological model, WASMOD

A Fast Surrogate-facilitated Data-driven Bayesian Approach to Uncertainty Quantification of a Regional Groundwater Flow Model with Structural Error

NASA Astrophysics Data System (ADS)

Xu, T.; Valocchi, A. J.; Ye, M.; Liang, F.

2016-12-01

Due to simplification and/or misrepresentation of the real aquifer system, numerical groundwater flow and solute transport models are usually subject to model structural error. During model calibration, the hydrogeological parameters may be overly adjusted to compensate for unknown structural error. This may result in biased predictions when models are used to forecast aquifer response to new forcing. In this study, we extend a fully Bayesian method [Xu and Valocchi, 2015] to calibrate a real-world, regional groundwater flow model. The method uses a data-driven error model to describe model structural error and jointly infers model parameters and structural error. In this study, Bayesian inference is facilitated using high performance computing and fast surrogate models. The surrogate models are constructed using machine learning techniques to emulate the response simulated by the computationally expensive groundwater model. We demonstrate in the real-world case study that explicitly accounting for model structural error yields parameter posterior distributions that are substantially different from those derived by the classical Bayesian calibration that does not account for model structural error. In addition, the Bayesian with error model method gives significantly more accurate prediction along with reasonable credible intervals.

BUMPER: the Bayesian User-friendly Model for Palaeo-Environmental Reconstruction

NASA Astrophysics Data System (ADS)

Holden, Phil; Birks, John; Brooks, Steve; Bush, Mark; Hwang, Grace; Matthews-Bird, Frazer; Valencia, Bryan; van Woesik, Robert

2017-04-01

We describe the Bayesian User-friendly Model for Palaeo-Environmental Reconstruction (BUMPER), a Bayesian transfer function for inferring past climate and other environmental variables from microfossil assemblages. The principal motivation for a Bayesian approach is that the palaeoenvironment is treated probabilistically, and can be updated as additional data become available. Bayesian approaches therefore provide a reconstruction-specific quantification of the uncertainty in the data and in the model parameters. BUMPER is fully self-calibrating, straightforward to apply, and computationally fast, requiring 2 seconds to build a 100-taxon model from a 100-site training-set on a standard personal computer. We apply the model's probabilistic framework to generate thousands of artificial training-sets under ideal assumptions. We then use these to demonstrate both the general applicability of the model and the sensitivity of reconstructions to the characteristics of the training-set, considering assemblage richness, taxon tolerances, and the number of training sites. We demonstrate general applicability to real data, considering three different organism types (chironomids, diatoms, pollen) and different reconstructed variables. In all of these applications an identically configured model is used, the only change being the input files that provide the training-set environment and taxon-count data.

Uncertainty Quantification Techniques for Population Density Estimates Derived from Sparse Open Source Data

DOE Office of Scientific and Technical Information (OSTI.GOV)

Stewart, Robert N; White, Devin A; Urban, Marie L

2013-01-01

The Population Density Tables (PDT) project at the Oak Ridge National Laboratory (www.ornl.gov) is developing population density estimates for specific human activities under normal patterns of life based largely on information available in open source. Currently, activity based density estimates are based on simple summary data statistics such as range and mean. Researchers are interested in improving activity estimation and uncertainty quantification by adopting a Bayesian framework that considers both data and sociocultural knowledge. Under a Bayesian approach knowledge about population density may be encoded through the process of expert elicitation. Due to the scale of the PDT effort whichmore » considers over 250 countries, spans 40 human activity categories, and includes numerous contributors, an elicitation tool is required that can be operationalized within an enterprise data collection and reporting system. Such a method would ideally require that the contributor have minimal statistical knowledge, require minimal input by a statistician or facilitator, consider human difficulties in expressing qualitative knowledge in a quantitative setting, and provide methods by which the contributor can appraise whether their understanding and associated uncertainty was well captured. This paper introduces an algorithm that transforms answers to simple, non-statistical questions into a bivariate Gaussian distribution as the prior for the Beta distribution. Based on geometric properties of the Beta distribution parameter feasibility space and the bivariate Gaussian distribution, an automated method for encoding is developed that responds to these challenging enterprise requirements. Though created within the context of population density, this approach may be applicable to a wide array of problem domains requiring informative priors for the Beta distribution.« less

A statistical kinematic source inversion approach based on the QUESO library for uncertainty quantification and prediction

NASA Astrophysics Data System (ADS)

Zielke, Olaf; McDougall, Damon; Mai, Martin; Babuska, Ivo

2014-05-01

Seismic, often augmented with geodetic data, are frequently used to invert for the spatio-temporal evolution of slip along a rupture plane. The resulting images of the slip evolution for a single event, inferred by different research teams, often vary distinctly, depending on the adopted inversion approach and rupture model parameterization. This observation raises the question, which of the provided kinematic source inversion solutions is most reliable and most robust, and — more generally — how accurate are fault parameterization and solution predictions? These issues are not included in "standard" source inversion approaches. Here, we present a statistical inversion approach to constrain kinematic rupture parameters from teleseismic body waves. The approach is based a) on a forward-modeling scheme that computes synthetic (body-)waves for a given kinematic rupture model, and b) on the QUESO (Quantification of Uncertainty for Estimation, Simulation, and Optimization) library that uses MCMC algorithms and Bayes theorem for sample selection. We present Bayesian inversions for rupture parameters in synthetic earthquakes (i.e. for which the exact rupture history is known) in an attempt to identify the cross-over at which further model discretization (spatial and temporal resolution of the parameter space) is no longer attributed to a decreasing misfit. Identification of this cross-over is of importance as it reveals the resolution power of the studied data set (i.e. teleseismic body waves), enabling one to constrain kinematic earthquake rupture histories of real earthquakes at a resolution that is supported by data. In addition, the Bayesian approach allows for mapping complete posterior probability density functions of the desired kinematic source parameters, thus enabling us to rigorously assess the uncertainties in earthquake source inversions.

Uncertainty quantification for environmental models

USGS Publications Warehouse

Hill, Mary C.; Lu, Dan; Kavetski, Dmitri; Clark, Martyn P.; Ye, Ming

2012-01-01

Environmental models are used to evaluate the fate of fertilizers in agricultural settings (including soil denitrification), the degradation of hydrocarbons at spill sites, and water supply for people and ecosystems in small to large basins and cities—to mention but a few applications of these models. They also play a role in understanding and diagnosing potential environmental impacts of global climate change. The models are typically mildly to extremely nonlinear. The persistent demand for enhanced dynamics and resolution to improve model realism [17] means that lengthy individual model execution times will remain common, notwithstanding continued enhancements in computer power. In addition, high-dimensional parameter spaces are often defined, which increases the number of model runs required to quantify uncertainty [2]. Some environmental modeling projects have access to extensive funding and computational resources; many do not. The many recent studies of uncertainty quantification in environmental model predictions have focused on uncertainties related to data error and sparsity of data, expert judgment expressed mathematically through prior information, poorly known parameter values, and model structure (see, for example, [1,7,9,10,13,18]). Approaches for quantifying uncertainty include frequentist (potentially with prior information [7,9]), Bayesian [13,18,19], and likelihood-based. A few of the numerous methods, including some sensitivity and inverse methods with consequences for understanding and quantifying uncertainty, are as follows: Bayesian hierarchical modeling and Bayesian model averaging; single-objective optimization with error-based weighting [7] and multi-objective optimization [3]; methods based on local derivatives [2,7,10]; screening methods like OAT (one at a time) and the method of Morris [14]; FAST (Fourier amplitude sensitivity testing) [14]; the Sobol' method [14]; randomized maximum likelihood [10]; Markov chain Monte Carlo (MCMC) [10]. There are also bootstrapping and cross-validation approaches.Sometimes analyses are conducted using surrogate models [12]. The availability of so many options can be confusing. Categorizing methods based on fundamental questions assists in communicating the essential results of uncertainty analyses to stakeholders. Such questions can focus on model adequacy (e.g., How well does the model reproduce observed system characteristics and dynamics?) and sensitivity analysis (e.g., What parameters can be estimated with available data? What observations are important to parameters and predictions? What parameters are important to predictions?), as well as on the uncertainty quantification (e.g., How accurate and precise are the predictions?). The methods can also be classified by the number of model runs required: few (10s to 1000s) or many (10,000s to 1,000,000s). Of the methods listed above, the most computationally frugal are generally those based on local derivatives; MCMC methods tend to be among the most computationally demanding. Surrogate models (emulators)do not necessarily produce computational frugality because many runs of the full model are generally needed to create a meaningful surrogate model. With this categorization, we can, in general, address all the fundamental questions mentioned above using either computationally frugal or demanding methods. Model development and analysis can thus be conducted consistently using either computation-ally frugal or demanding methods; alternatively, different fundamental questions can be addressed using methods that require different levels of effort. Based on this perspective, we pose the question: Can computationally frugal methods be useful companions to computationally demanding meth-ods? The reliability of computationally frugal methods generally depends on the model being reasonably linear, which usually means smooth nonlin-earities and the assumption of Gaussian errors; both tend to be more valid with more linear

Development and Validation of a Lifecycle-based Prognostics Architecture with Test Bed Validation

DOE Office of Scientific and Technical Information (OSTI.GOV)

Hines, J. Wesley; Upadhyaya, Belle; Sharp, Michael

On-line monitoring and tracking of nuclear plant system and component degradation is being investigated as a method for improving the safety, reliability, and maintainability of aging nuclear power plants. Accurate prediction of the current degradation state of system components and structures is important for accurate estimates of their remaining useful life (RUL). The correct quantification and propagation of both the measurement uncertainty and model uncertainty is necessary for quantifying the uncertainty of the RUL prediction. This research project developed and validated methods to perform RUL estimation throughout the lifecycle of plant components. Prognostic methods should seamlessly operate from beginning ofmore » component life (BOL) to end of component life (EOL). We term this "Lifecycle Prognostics." When a component is put into use, the only information available may be past failure times of similar components used in similar conditions, and the predicted failure distribution can be estimated with reliability methods such as Weibull Analysis (Type I Prognostics). As the component operates, it begins to degrade and consume its available life. This life consumption may be a function of system stresses, and the failure distribution should be updated to account for the system operational stress levels (Type II Prognostics). When degradation becomes apparent, this information can be used to again improve the RUL estimate (Type III Prognostics). This research focused on developing prognostics algorithms for the three types of prognostics, developing uncertainty quantification methods for each of the algorithms, and, most importantly, developing a framework using Bayesian methods to transition between prognostic model types and update failure distribution estimates as new information becomes available. The developed methods were then validated on a range of accelerated degradation test beds. The ultimate goal of prognostics is to provide an accurate assessment for RUL predictions, with as little uncertainty as possible. From a reliability and maintenance standpoint, there would be improved safety by avoiding all failures. Calculated risk would decrease, saving money by avoiding unnecessary maintenance. One major bottleneck for data-driven prognostics is the availability of run-to-failure degradation data. Without enough degradation data leading to failure, prognostic models can yield RUL distributions with large uncertainty or mathematically unsound predictions. To address these issues a "Lifecycle Prognostics" method was developed to create RUL distributions from Beginning of Life (BOL) to End of Life (EOL). This employs established Type I, II, and III prognostic methods, and Bayesian transitioning between each Type. Bayesian methods, as opposed to classical frequency statistics, show how an expected value, a priori, changes with new data to form a posterior distribution. For example, when you purchase a component you have a prior belief, or estimation, of how long it will operate before failing. As you operate it, you may collect information related to its condition that will allow you to update your estimated failure time. Bayesian methods are best used when limited data are available. The use of a prior also means that information is conserved when new data are available. The weightings of the prior belief and information contained in the sampled data are dependent on the variance (uncertainty) of the prior, the variance (uncertainty) of the data, and the amount of measured data (number of samples). If the variance of the prior is small compared to the uncertainty of the data, the prior will be weighed more heavily. However, as more data are collected, the data will be weighted more heavily and will eventually swamp out the prior in calculating the posterior distribution of model parameters. Fundamentally Bayesian analysis updates a prior belief with new data to get a posterior belief. The general approach to applying the Bayesian method to lifecycle prognostics consisted of identifying the prior, which is the RUL estimate and uncertainty from the previous prognostics type, and combining it with observational data related to the newer prognostics type. The resulting lifecycle prognostics algorithm uses all available information throughout the component lifecycle.« less

Estimating uncertainties in complex joint inverse problems

NASA Astrophysics Data System (ADS)

Afonso, Juan Carlos

2016-04-01

Sources of uncertainty affecting geophysical inversions can be classified either as reflective (i.e. the practitioner is aware of her/his ignorance) or non-reflective (i.e. the practitioner does not know that she/he does not know!). Although we should be always conscious of the latter, the former are the ones that, in principle, can be estimated either empirically (by making measurements or collecting data) or subjectively (based on the experience of the researchers). For complex parameter estimation problems in geophysics, subjective estimation of uncertainty is the most common type. In this context, probabilistic (aka Bayesian) methods are commonly claimed to offer a natural and realistic platform from which to estimate model uncertainties. This is because in the Bayesian approach, errors (whatever their nature) can be naturally included as part of the global statistical model, the solution of which represents the actual solution to the inverse problem. However, although we agree that probabilistic inversion methods are the most powerful tool for uncertainty estimation, the common claim that they produce "realistic" or "representative" uncertainties is not always justified. Typically, ALL UNCERTAINTY ESTIMATES ARE MODEL DEPENDENT, and therefore, besides a thorough characterization of experimental uncertainties, particular care must be paid to the uncertainty arising from model errors and input uncertainties. We recall here two quotes by G. Box and M. Gunzburger, respectively, of special significance for inversion practitioners and for this session: "…all models are wrong, but some are useful" and "computational results are believed by no one, except the person who wrote the code". In this presentation I will discuss and present examples of some problems associated with the estimation and quantification of uncertainties in complex multi-observable probabilistic inversions, and how to address them. Although the emphasis will be on sources of uncertainty related to the forward and statistical models, I will also address other uncertainties associated with data and uncertainty propagation.

Verification Techniques for Parameter Selection and Bayesian Model Calibration Presented for an HIV Model

NASA Astrophysics Data System (ADS)

Wentworth, Mami Tonoe

Uncertainty quantification plays an important role when making predictive estimates of model responses. In this context, uncertainty quantification is defined as quantifying and reducing uncertainties, and the objective is to quantify uncertainties in parameter, model and measurements, and propagate the uncertainties through the model, so that one can make a predictive estimate with quantified uncertainties. Two of the aspects of uncertainty quantification that must be performed prior to propagating uncertainties are model calibration and parameter selection. There are several efficient techniques for these processes; however, the accuracy of these methods are often not verified. This is the motivation for our work, and in this dissertation, we present and illustrate verification frameworks for model calibration and parameter selection in the context of biological and physical models. First, HIV models, developed and improved by [2, 3, 8], describe the viral infection dynamics of an HIV disease. These are also used to make predictive estimates of viral loads and T-cell counts and to construct an optimal control for drug therapy. Estimating input parameters is an essential step prior to uncertainty quantification. However, not all the parameters are identifiable, implying that they cannot be uniquely determined by the observations. These unidentifiable parameters can be partially removed by performing parameter selection, a process in which parameters that have minimal impacts on the model response are determined. We provide verification techniques for Bayesian model calibration and parameter selection for an HIV model. As an example of a physical model, we employ a heat model with experimental measurements presented in [10]. A steady-state heat model represents a prototypical behavior for heat conduction and diffusion process involved in a thermal-hydraulic model, which is a part of nuclear reactor models. We employ this simple heat model to illustrate verification techniques for model calibration. For Bayesian model calibration, we employ adaptive Metropolis algorithms to construct densities for input parameters in the heat model and the HIV model. To quantify the uncertainty in the parameters, we employ two MCMC algorithms: Delayed Rejection Adaptive Metropolis (DRAM) [33] and Differential Evolution Adaptive Metropolis (DREAM) [66, 68]. The densities obtained using these methods are compared to those obtained through the direct numerical evaluation of the Bayes' formula. We also combine uncertainties in input parameters and measurement errors to construct predictive estimates for a model response. A significant emphasis is on the development and illustration of techniques to verify the accuracy of sampling-based Metropolis algorithms. We verify the accuracy of DRAM and DREAM by comparing chains, densities and correlations obtained using DRAM, DREAM and the direct evaluation of Bayes formula. We also perform similar analysis for credible and prediction intervals for responses. Once the parameters are estimated, we employ energy statistics test [63, 64] to compare the densities obtained by different methods for the HIV model. The energy statistics are used to test the equality of distributions. We also consider parameter selection and verification techniques for models having one or more parameters that are noninfluential in the sense that they minimally impact model outputs. We illustrate these techniques for a dynamic HIV model but note that the parameter selection and verification framework is applicable to a wide range of biological and physical models. To accommodate the nonlinear input to output relations, which are typical for such models, we focus on global sensitivity analysis techniques, including those based on partial correlations, Sobol indices based on second-order model representations, and Morris indices, as well as a parameter selection technique based on standard errors. A significant objective is to provide verification strategies to assess the accuracy of those techniques, which we illustrate in the context of the HIV model. Finally, we examine active subspace methods as an alternative to parameter subset selection techniques. The objective of active subspace methods is to determine the subspace of inputs that most strongly affect the model response, and to reduce the dimension of the input space. The major difference between active subspace methods and parameter selection techniques is that parameter selection identifies influential parameters whereas subspace selection identifies a linear combination of parameters that impacts the model responses significantly. We employ active subspace methods discussed in [22] for the HIV model and present a verification that the active subspace successfully reduces the input dimensions.

Uncertainty Quantification of Hypothesis Testing for the Integrated Knowledge Engine

DOE Office of Scientific and Technical Information (OSTI.GOV)

Cuellar, Leticia

2012-05-31

The Integrated Knowledge Engine (IKE) is a tool of Bayesian analysis, based on Bayesian Belief Networks or Bayesian networks for short. A Bayesian network is a graphical model (directed acyclic graph) that allows representing the probabilistic structure of many variables assuming a localized type of dependency called the Markov property. The Markov property in this instance makes any node or random variable to be independent of any non-descendant node given information about its parent. A direct consequence of this property is that it is relatively easy to incorporate new evidence and derive the appropriate consequences, which in general is notmore » an easy or feasible task. Typically we use Bayesian networks as predictive models for a small subset of the variables, either the leave nodes or the root nodes. In IKE, since most applications deal with diagnostics, we are interested in predicting the likelihood of the root nodes given new observations on any of the children nodes. The root nodes represent the various possible outcomes of the analysis, and an important problem is to determine when we have gathered enough evidence to lean toward one of these particular outcomes. This document presents criteria to decide when the evidence gathered is sufficient to draw a particular conclusion or decide in favor of a particular outcome by quantifying the uncertainty in the conclusions that are drawn from the data. The material in this document is organized as follows: Section 2 presents briefly a forensics Bayesian network, and we explore evaluating the information provided by new evidence by looking first at the posterior distribution of the nodes of interest, and then at the corresponding posterior odds ratios. Section 3 presents a third alternative: Bayes Factors. In section 4 we finalize by showing the relation between the posterior odds ratios and Bayes factors and showing examples these cases, and in section 5 we conclude by providing clear guidelines of how to use these for the type of Bayesian networks used in IKE.« less

Rapid Non-Gaussian Uncertainty Quantification of Seismic Velocity Models and Images

NASA Astrophysics Data System (ADS)

Ely, G.; Malcolm, A. E.; Poliannikov, O. V.

2017-12-01

Conventional seismic imaging typically provides a single estimate of the subsurface without any error bounds. Noise in the observed raw traces as well as the uncertainty of the velocity model directly impact the uncertainty of the final seismic image and its resulting interpretation. We present a Bayesian inference framework to quantify uncertainty in both the velocity model and seismic images, given noise statistics of the observed data.To estimate velocity model uncertainty, we combine the field expansion method, a fast frequency domain wave equation solver, with the adaptive Metropolis-Hastings algorithm. The speed of the field expansion method and its reduced parameterization allows us to perform the tens or hundreds of thousands of forward solves needed for non-parametric posterior estimations. We then migrate the observed data with the distribution of velocity models to generate uncertainty estimates of the resulting subsurface image. This procedure allows us to create both qualitative descriptions of seismic image uncertainty and put error bounds on quantities of interest such as the dip angle of a subduction slab or thickness of a stratigraphic layer.

Quantification of uncertainty in aerosol optical thickness retrieval arising from aerosol microphysical model and other sources, applied to Ozone Monitoring Instrument (OMI) measurements

NASA Astrophysics Data System (ADS)

Määttä, A.; Laine, M.; Tamminen, J.; Veefkind, J. P.

2014-05-01

Satellite instruments are nowadays successfully utilised for measuring atmospheric aerosol in many applications as well as in research. Therefore, there is a growing need for rigorous error characterisation of the measurements. Here, we introduce a methodology for quantifying the uncertainty in the retrieval of aerosol optical thickness (AOT). In particular, we concentrate on two aspects: uncertainty due to aerosol microphysical model selection and uncertainty due to imperfect forward modelling. We apply the introduced methodology for aerosol optical thickness retrieval of the Ozone Monitoring Instrument (OMI) on board NASA's Earth Observing System (EOS) Aura satellite, launched in 2004. We apply statistical methodologies that improve the uncertainty estimates of the aerosol optical thickness retrieval by propagating aerosol microphysical model selection and forward model error more realistically. For the microphysical model selection problem, we utilise Bayesian model selection and model averaging methods. Gaussian processes are utilised to characterise the smooth systematic discrepancies between the measured and modelled reflectances (i.e. residuals). The spectral correlation is composed empirically by exploring a set of residuals. The operational OMI multi-wavelength aerosol retrieval algorithm OMAERO is used for cloud-free, over-land pixels of the OMI instrument with the additional Bayesian model selection and model discrepancy techniques introduced here. The method and improved uncertainty characterisation is demonstrated by several examples with different aerosol properties: weakly absorbing aerosols, forest fires over Greece and Russia, and Sahara desert dust. The statistical methodology presented is general; it is not restricted to this particular satellite retrieval application.

Uncertainty quantification of reaction mechanisms accounting for correlations introduced by rate rules and fitted Arrhenius parameters

DOE PAGES

Prager, Jens; Najm, Habib N.; Sargsyan, Khachik; ...

2013-02-23

We study correlations among uncertain Arrhenius rate parameters in a chemical model for hydrocarbon fuel-air combustion. We consider correlations induced by the use of rate rules for modeling reaction rate constants, as well as those resulting from fitting rate expressions to empirical measurements arriving at a joint probability density for all Arrhenius parameters. We focus on homogeneous ignition in a fuel-air mixture at constant-pressure. We also outline a general methodology for this analysis using polynomial chaos and Bayesian inference methods. Finally, we examine the uncertainties in both the Arrhenius parameters and in predicted ignition time, outlining the role of correlations,more » and considering both accuracy and computational efficiency.« less

Evaluation of Neutron-induced Cross Sections and their Related Covariances with Physical Constraints

NASA Astrophysics Data System (ADS)

De Saint Jean, C.; Archier, P.; Privas, E.; Noguère, G.; Habert, B.; Tamagno, P.

2018-02-01

Nuclear data, along with numerical methods and the associated calculation schemes, continue to play a key role in reactor design, reactor core operating parameters calculations, fuel cycle management and criticality safety calculations. Due to the intensive use of Monte-Carlo calculations reducing numerical biases, the final accuracy of neutronic calculations increasingly depends on the quality of nuclear data used. This paper gives a broad picture of all ingredients treated by nuclear data evaluators during their analyses. After giving an introduction to nuclear data evaluation, we present implications of using the Bayesian inference to obtain evaluated cross sections and related uncertainties. In particular, a focus is made on systematic uncertainties appearing in the analysis of differential measurements as well as advantages and drawbacks one may encounter by analyzing integral experiments. The evaluation work is in general done independently in the resonance and in the continuum energy ranges giving rise to inconsistencies in evaluated files. For future evaluations on the whole energy range, we call attention to two innovative methods used to analyze several nuclear reaction models and impose constraints. Finally, we discuss suggestions for possible improvements in the evaluation process to master the quantification of uncertainties. These are associated with experiments (microscopic and integral), nuclear reaction theories and the Bayesian inference.

Advances in Parameter and Uncertainty Quantification Using Bayesian Hierarchical Techniques with a Spatially Referenced Watershed Model (Invited)

NASA Astrophysics Data System (ADS)

Alexander, R. B.; Boyer, E. W.; Schwarz, G. E.; Smith, R. A.

2013-12-01

Estimating water and material stores and fluxes in watershed studies is frequently complicated by uncertainties in quantifying hydrological and biogeochemical effects of factors such as land use, soils, and climate. Although these process-related effects are commonly measured and modeled in separate catchments, researchers are especially challenged by their complexity across catchments and diverse environmental settings, leading to a poor understanding of how model parameters and prediction uncertainties vary spatially. To address these concerns, we illustrate the use of Bayesian hierarchical modeling techniques with a dynamic version of the spatially referenced watershed model SPARROW (SPAtially Referenced Regression On Watershed attributes). The dynamic SPARROW model is designed to predict streamflow and other water cycle components (e.g., evapotranspiration, soil and groundwater storage) for monthly varying hydrological regimes, using mechanistic functions, mass conservation constraints, and statistically estimated parameters. In this application, the model domain includes nearly 30,000 NHD (National Hydrologic Data) stream reaches and their associated catchments in the Susquehanna River Basin. We report the results of our comparisons of alternative models of varying complexity, including models with different explanatory variables as well as hierarchical models that account for spatial and temporal variability in model parameters and variance (error) components. The model errors are evaluated for changes with season and catchment size and correlations in time and space. The hierarchical models consist of a two-tiered structure in which climate forcing parameters are modeled as random variables, conditioned on watershed properties. Quantification of spatial and temporal variations in the hydrological parameters and model uncertainties in this approach leads to more efficient (lower variance) and less biased model predictions throughout the river network. Moreover, predictions of water-balance components are reported according to probabilistic metrics (e.g., percentiles, prediction intervals) that include both parameter and model uncertainties. These improvements in predictions of streamflow dynamics can inform the development of more accurate predictions of spatial and temporal variations in biogeochemical stores and fluxes (e.g., nutrients and carbon) in watersheds.

Accessing the uncertainties of seismic velocity and anisotropy structure of Northern Great Plains using a transdimensional Bayesian approach

NASA Astrophysics Data System (ADS)

Gao, C.; Lekic, V.

2017-12-01

Seismic imaging utilizing complementary seismic data provides unique insight on the formation, evolution and current structure of continental lithosphere. While numerous efforts have improved the resolution of seismic structure, the quantification of uncertainties remains challenging due to the non-linearity and the non-uniqueness of geophysical inverse problem. In this project, we use a reverse jump Markov chain Monte Carlo (rjMcMC) algorithm to incorporate seismic observables including Rayleigh and Love wave dispersion, Ps and Sp receiver function to invert for shear velocity (Vs), compressional velocity (Vp), density, and radial anisotropy of the lithospheric structure. The Bayesian nature and the transdimensionality of this approach allow the quantification of the model parameter uncertainties while keeping the models parsimonious. Both synthetic test and inversion of actual data for Ps and Sp receiver functions are performed. We quantify the information gained in different inversions by calculating the Kullback-Leibler divergence. Furthermore, we explore the ability of Rayleigh and Love wave dispersion data to constrain radial anisotropy. We show that when multiple types of model parameters (Vsv, Vsh, and Vp) are inverted simultaneously, the constraints on radial anisotropy are limited by relatively large data uncertainties and trade-off strongly with Vp. We then perform joint inversion of the surface wave dispersion (SWD) and Ps, Sp receiver functions, and show that the constraints on both isotropic Vs and radial anisotropy are significantly improved. To achieve faster convergence of the rjMcMC, we propose a progressive inclusion scheme, and invert SWD measurements and receiver functions from about 400 USArray stations in the Northern Great Plains. We start by only using SWD data due to its fast convergence rate. We then use the average of the ensemble as a starting model for the joint inversion, which is able to resolve distinct seismic signatures of geological structures including the trans-Hudson orogen, Wyoming craton and Yellowstone hotspot. Various analyses are done to access the uncertainties of the seismic velocities and Moho depths. We also address the importance of careful data processing of receiver functions by illustrating artifacts due to unmodelled sediment reverberations.

Kalman filter approach for uncertainty quantification in time-resolved laser-induced incandescence.

PubMed

Hadwin, Paul J; Sipkens, Timothy A; Thomson, Kevin A; Liu, Fengshan; Daun, Kyle J

2018-03-01

Time-resolved laser-induced incandescence (TiRe-LII) data can be used to infer spatially and temporally resolved volume fractions and primary particle size distributions of soot-laden aerosols, but these estimates are corrupted by measurement noise as well as uncertainties in the spectroscopic and heat transfer submodels used to interpret the data. Estimates of the temperature, concentration, and size distribution of soot primary particles within a sample aerosol are typically made by nonlinear regression of modeled spectral incandescence decay, or effective temperature decay, to experimental data. In this work, we employ nonstationary Bayesian estimation techniques to infer aerosol properties from simulated and experimental LII signals, specifically the extended Kalman filter and Schmidt-Kalman filter. These techniques exploit the time-varying nature of both the measurements and the models, and they reveal how uncertainty in the estimates computed from TiRe-LII data evolves over time. Both techniques perform better when compared with standard deterministic estimates; however, we demonstrate that the Schmidt-Kalman filter produces more realistic uncertainty estimates.

Uncertainty aggregation and reduction in structure-material performance prediction

NASA Astrophysics Data System (ADS)

Hu, Zhen; Mahadevan, Sankaran; Ao, Dan

2018-02-01

An uncertainty aggregation and reduction framework is presented for structure-material performance prediction. Different types of uncertainty sources, structural analysis model, and material performance prediction model are connected through a Bayesian network for systematic uncertainty aggregation analysis. To reduce the uncertainty in the computational structure-material performance prediction model, Bayesian updating using experimental observation data is investigated based on the Bayesian network. It is observed that the Bayesian updating results will have large error if the model cannot accurately represent the actual physics, and that this error will be propagated to the predicted performance distribution. To address this issue, this paper proposes a novel uncertainty reduction method by integrating Bayesian calibration with model validation adaptively. The observation domain of the quantity of interest is first discretized into multiple segments. An adaptive algorithm is then developed to perform model validation and Bayesian updating over these observation segments sequentially. Only information from observation segments where the model prediction is highly reliable is used for Bayesian updating; this is found to increase the effectiveness and efficiency of uncertainty reduction. A composite rotorcraft hub component fatigue life prediction model, which combines a finite element structural analysis model and a material damage model, is used to demonstrate the proposed method.

Bridging groundwater models and decision support with a Bayesian network

USGS Publications Warehouse

Fienen, Michael N.; Masterson, John P.; Plant, Nathaniel G.; Gutierrez, Benjamin T.; Thieler, E. Robert

2013-01-01

Resource managers need to make decisions to plan for future environmental conditions, particularly sea level rise, in the face of substantial uncertainty. Many interacting processes factor in to the decisions they face. Advances in process models and the quantification of uncertainty have made models a valuable tool for this purpose. Long-simulation runtimes and, often, numerical instability make linking process models impractical in many cases. A method for emulating the important connections between model input and forecasts, while propagating uncertainty, has the potential to provide a bridge between complicated numerical process models and the efficiency and stability needed for decision making. We explore this using a Bayesian network (BN) to emulate a groundwater flow model. We expand on previous approaches to validating a BN by calculating forecasting skill using cross validation of a groundwater model of Assateague Island in Virginia and Maryland, USA. This BN emulation was shown to capture the important groundwater-flow characteristics and uncertainty of the groundwater system because of its connection to island morphology and sea level. Forecast power metrics associated with the validation of multiple alternative BN designs guided the selection of an optimal level of BN complexity. Assateague island is an ideal test case for exploring a forecasting tool based on current conditions because the unique hydrogeomorphological variability of the island includes a range of settings indicative of past, current, and future conditions. The resulting BN is a valuable tool for exploring the response of groundwater conditions to sea level rise in decision support.

Predictive uncertainty analysis of plume distribution for geological carbon sequestration using sparse-grid Bayesian method

NASA Astrophysics Data System (ADS)

Shi, X.; Zhang, G.

2013-12-01

Because of the extensive computational burden, parametric uncertainty analyses are rarely conducted for geological carbon sequestration (GCS) process based multi-phase models. The difficulty of predictive uncertainty analysis for the CO2 plume migration in realistic GCS models is not only due to the spatial distribution of the caprock and reservoir (i.e. heterogeneous model parameters), but also because the GCS optimization estimation problem has multiple local minima due to the complex nonlinear multi-phase (gas and aqueous), and multi-component (water, CO2, salt) transport equations. The geological model built by Doughty and Pruess (2004) for the Frio pilot site (Texas) was selected and assumed to represent the 'true' system, which was composed of seven different facies (geological units) distributed among 10 layers. We chose to calibrate the permeabilities of these facies. Pressure and gas saturation values from this true model were then extracted and used as observations for subsequent model calibration. Random noise was added to the observations to approximate realistic field conditions. Each simulation of the model lasts about 2 hours. In this study, we develop a new approach that improves computational efficiency of Bayesian inference by constructing a surrogate system based on an adaptive sparse-grid stochastic collocation method. This surrogate response surface global optimization algorithm is firstly used to calibrate the model parameters, then prediction uncertainty of the CO2 plume position is quantified due to the propagation from parametric uncertainty in the numerical experiments, which is also compared to the actual plume from the 'true' model. Results prove that the approach is computationally efficient for multi-modal optimization and prediction uncertainty quantification for computationally expensive simulation models. Both our inverse methodology and findings can be broadly applicable to GCS in heterogeneous storage formations.

Development and comparison in uncertainty assessment based Bayesian modularization method in hydrological modeling

NASA Astrophysics Data System (ADS)

Li, Lu; Xu, Chong-Yu; Engeland, Kolbjørn

2013-04-01

SummaryWith respect to model calibration, parameter estimation and analysis of uncertainty sources, various regression and probabilistic approaches are used in hydrological modeling. A family of Bayesian methods, which incorporates different sources of information into a single analysis through Bayes' theorem, is widely used for uncertainty assessment. However, none of these approaches can well treat the impact of high flows in hydrological modeling. This study proposes a Bayesian modularization uncertainty assessment approach in which the highest streamflow observations are treated as suspect information that should not influence the inference of the main bulk of the model parameters. This study includes a comprehensive comparison and evaluation of uncertainty assessments by our new Bayesian modularization method and standard Bayesian methods using the Metropolis-Hastings (MH) algorithm with the daily hydrological model WASMOD. Three likelihood functions were used in combination with standard Bayesian method: the AR(1) plus Normal model independent of time (Model 1), the AR(1) plus Normal model dependent on time (Model 2) and the AR(1) plus Multi-normal model (Model 3). The results reveal that the Bayesian modularization method provides the most accurate streamflow estimates measured by the Nash-Sutcliffe efficiency and provide the best in uncertainty estimates for low, medium and entire flows compared to standard Bayesian methods. The study thus provides a new approach for reducing the impact of high flows on the discharge uncertainty assessment of hydrological models via Bayesian method.

Past and present cosmic structure in the SDSS DR7 main sample

DOE Office of Scientific and Technical Information (OSTI.GOV)

Jasche, J.; Leclercq, F.; Wandelt, B.D., E-mail: jasche@iap.fr, E-mail: florent.leclercq@polytechnique.org, E-mail: wandelt@iap.fr

2015-01-01

We present a chrono-cosmography project, aiming at the inference of the four dimensional formation history of the observed large scale structure from its origin to the present epoch. To do so, we perform a full-scale Bayesian analysis of the northern galactic cap of the Sloan Digital Sky Survey (SDSS) Data Release 7 main galaxy sample, relying on a fully probabilistic, physical model of the non-linearly evolved density field. Besides inferring initial conditions from observations, our methodology naturally and accurately reconstructs non-linear features at the present epoch, such as walls and filaments, corresponding to high-order correlation functions generated by late-time structuremore » formation. Our inference framework self-consistently accounts for typical observational systematic and statistical uncertainties such as noise, survey geometry and selection effects. We further account for luminosity dependent galaxy biases and automatic noise calibration within a fully Bayesian approach. As a result, this analysis provides highly-detailed and accurate reconstructions of the present density field on scales larger than ∼ 3 Mpc/h, constrained by SDSS observations. This approach also leads to the first quantitative inference of plausible formation histories of the dynamic large scale structure underlying the observed galaxy distribution. The results described in this work constitute the first full Bayesian non-linear analysis of the cosmic large scale structure with the demonstrated capability of uncertainty quantification. Some of these results will be made publicly available along with this work. The level of detail of inferred results and the high degree of control on observational uncertainties pave the path towards high precision chrono-cosmography, the subject of simultaneously studying the dynamics and the morphology of the inhomogeneous Universe.« less

An efficient assisted history matching and uncertainty quantification workflow using Gaussian processes proxy models and variogram based sensitivity analysis: GP-VARS

NASA Astrophysics Data System (ADS)

Rana, Sachin; Ertekin, Turgay; King, Gregory R.

2018-05-01

Reservoir history matching is frequently viewed as an optimization problem which involves minimizing misfit between simulated and observed data. Many gradient and evolutionary strategy based optimization algorithms have been proposed to solve this problem which typically require a large number of numerical simulations to find feasible solutions. Therefore, a new methodology referred to as GP-VARS is proposed in this study which uses forward and inverse Gaussian processes (GP) based proxy models combined with a novel application of variogram analysis of response surface (VARS) based sensitivity analysis to efficiently solve high dimensional history matching problems. Empirical Bayes approach is proposed to optimally train GP proxy models for any given data. The history matching solutions are found via Bayesian optimization (BO) on forward GP models and via predictions of inverse GP model in an iterative manner. An uncertainty quantification method using MCMC sampling in conjunction with GP model is also presented to obtain a probabilistic estimate of reservoir properties and estimated ultimate recovery (EUR). An application of the proposed GP-VARS methodology on PUNQ-S3 reservoir is presented in which it is shown that GP-VARS provides history match solutions in approximately four times less numerical simulations as compared to the differential evolution (DE) algorithm. Furthermore, a comparison of uncertainty quantification results obtained by GP-VARS, EnKF and other previously published methods shows that the P50 estimate of oil EUR obtained by GP-VARS is in close agreement to the true values for the PUNQ-S3 reservoir.

Systematic influences of gamma-ray spectrometry data near the decision threshold for radioactivity measurements in the environment.

PubMed

Zorko, Benjamin; Korun, Matjaž; Mora Canadas, Juan Carlos; Nicoulaud-Gouin, Valerie; Chyly, Pavol; Blixt Buhr, Anna Maria; Lager, Charlotte; Aquilonius, Karin; Krajewski, Pawel

2016-07-01

Several methods for reporting outcomes of gamma-ray spectrometric measurements of environmental samples for dose calculations are presented and discussed. The measurement outcomes can be reported as primary measurement results, primary measurement results modified according to the quantification limit, best estimates obtained by the Bayesian posterior (ISO 11929), best estimates obtained by the probability density distribution resembling shifting, and the procedure recommended by the European Commission (EC). The annual dose is calculated from the arithmetic average using any of these five procedures. It was shown that the primary measurement results modified according to the quantification limit could lead to an underestimation of the annual dose. On the other hand the best estimates lead to an overestimation of the annual dose. The annual doses calculated from the measurement outcomes obtained according to the EC's recommended procedure, which does not cope with the uncertainties, fluctuate between an under- and overestimation, depending on the frequency of the measurement results that are larger than the limit of detection. In the extreme case, when no measurement results above the detection limit occur, the average over primary measurement results modified according to the quantification limit underestimates the average over primary measurement results for about 80%. The average over best estimates calculated according the procedure resembling shifting overestimates the average over primary measurement results for 35%, the average obtained by the Bayesian posterior for 85% and the treatment according to the EC recommendation for 89%. Copyright © 2016 Elsevier Ltd. All rights reserved.

National-scale aboveground biomass geostatistical mapping with FIA inventory and GLAS data: Preparation for sparsely sampled lidar assisted forest inventory

NASA Astrophysics Data System (ADS)

Babcock, C. R.; Finley, A. O.; Andersen, H. E.; Moskal, L. M.; Morton, D. C.; Cook, B.; Nelson, R.

2017-12-01

Upcoming satellite lidar missions, such as GEDI and IceSat-2, are designed to collect laser altimetry data from space for narrow bands along orbital tracts. As a result lidar metric sets derived from these sources will not be of complete spatial coverage. This lack of complete coverage, or sparsity, means traditional regression approaches that consider lidar metrics as explanatory variables (without error) cannot be used to generate wall-to-wall maps of forest inventory variables. We implement a coregionalization framework to jointly model sparsely sampled lidar information and point-referenced forest variable measurements to create wall-to-wall maps with full probabilistic uncertainty quantification of all inputs. We inform the model with USFS Forest Inventory and Analysis (FIA) in-situ forest measurements and GLAS lidar data to spatially predict aboveground forest biomass (AGB) across the contiguous US. We cast our model within a Bayesian hierarchical framework to better model complex space-varying correlation structures among the lidar metrics and FIA data, which yields improved prediction and uncertainty assessment. To circumvent computational difficulties that arise when fitting complex geostatistical models to massive datasets, we use a Nearest Neighbor Gaussian process (NNGP) prior. Results indicate that a coregionalization modeling approach to leveraging sampled lidar data to improve AGB estimation is effective. Further, fitting the coregionalization model within a Bayesian mode of inference allows for AGB quantification across scales ranging from individual pixel estimates of AGB density to total AGB for the continental US with uncertainty. The coregionalization framework examined here is directly applicable to future spaceborne lidar acquisitions from GEDI and IceSat-2. Pairing these lidar sources with the extensive FIA forest monitoring plot network using a joint prediction framework, such as the coregionalization model explored here, offers the potential to improve forest AGB accounting certainty and provide maps for post-model fitting analysis of the spatial distribution of AGB.

Propagation of stage measurement uncertainties to streamflow time series

NASA Astrophysics Data System (ADS)

Horner, Ivan; Le Coz, Jérôme; Renard, Benjamin; Branger, Flora; McMillan, Hilary

2016-04-01

Streamflow uncertainties due to stage measurements errors are generally overlooked in the promising probabilistic approaches that have emerged in the last decade. We introduce an original error model for propagating stage uncertainties through a stage-discharge rating curve within a Bayesian probabilistic framework. The method takes into account both rating curve (parametric errors and structural errors) and stage uncertainty (systematic and non-systematic errors). Practical ways to estimate the different types of stage errors are also presented: (1) non-systematic errors due to instrument resolution and precision and non-stationary waves and (2) systematic errors due to gauge calibration against the staff gauge. The method is illustrated at a site where the rating-curve-derived streamflow can be compared with an accurate streamflow reference. The agreement between the two time series is overall satisfying. Moreover, the quantification of uncertainty is also satisfying since the streamflow reference is compatible with the streamflow uncertainty intervals derived from the rating curve and the stage uncertainties. Illustrations from other sites are also presented. Results are much contrasted depending on the site features. In some cases, streamflow uncertainty is mainly due to stage measurement errors. The results also show the importance of discriminating systematic and non-systematic stage errors, especially for long term flow averages. Perspectives for improving and validating the streamflow uncertainty estimates are eventually discussed.

Quantifying natural delta variability using a multiple-point geostatistics prior uncertainty model

NASA Astrophysics Data System (ADS)

Scheidt, Céline; Fernandes, Anjali M.; Paola, Chris; Caers, Jef

2016-10-01

We address the question of quantifying uncertainty associated with autogenic pattern variability in a channelized transport system by means of a modern geostatistical method. This question has considerable relevance for practical subsurface applications as well, particularly those related to uncertainty quantification relying on Bayesian approaches. Specifically, we show how the autogenic variability in a laboratory experiment can be represented and reproduced by a multiple-point geostatistical prior uncertainty model. The latter geostatistical method requires selection of a limited set of training images from which a possibly infinite set of geostatistical model realizations, mimicking the training image patterns, can be generated. To that end, we investigate two methods to determine how many training images and what training images should be provided to reproduce natural autogenic variability. The first method relies on distance-based clustering of overhead snapshots of the experiment; the second method relies on a rate of change quantification by means of a computer vision algorithm termed the demon algorithm. We show quantitatively that with either training image selection method, we can statistically reproduce the natural variability of the delta formed in the experiment. In addition, we study the nature of the patterns represented in the set of training images as a representation of the "eigenpatterns" of the natural system. The eigenpattern in the training image sets display patterns consistent with previous physical interpretations of the fundamental modes of this type of delta system: a highly channelized, incisional mode; a poorly channelized, depositional mode; and an intermediate mode between the two.

Bayesian Model Averaging for Propensity Score Analysis

ERIC Educational Resources Information Center

Kaplan, David; Chen, Jianshen

2013-01-01

The purpose of this study is to explore Bayesian model averaging in the propensity score context. Previous research on Bayesian propensity score analysis does not take into account model uncertainty. In this regard, an internally consistent Bayesian framework for model building and estimation must also account for model uncertainty. The…

Bayesian spatio-temporal discard model in a demersal trawl fishery

NASA Astrophysics Data System (ADS)

Grazia Pennino, M.; Muñoz, Facundo; Conesa, David; López-Quílez, Antonio; Bellido, José M.

2014-07-01

Spatial management of discards has recently been proposed as a useful tool for the protection of juveniles, by reducing discard rates and can be used as a buffer against management errors and recruitment failure. In this study Bayesian hierarchical spatial models have been used to analyze about 440 trawl fishing operations of two different metiers, sampled between 2009 and 2012, in order to improve our understanding of factors that influence the quantity of discards and to identify their spatio-temporal distribution in the study area. Our analysis showed that the relative importance of each variable was different for each metier, with a few similarities. In particular, the random vessel effect and seasonal variability were identified as main driving variables for both metiers. Predictive maps of the abundance of discards and maps of the posterior mean of the spatial component show several hot spots with high discard concentration for each metier. We argue how the seasonal/spatial effects, and the knowledge about the factors influential to discarding, could potentially be exploited as potential mitigation measures for future fisheries management strategies. However, misidentification of hotspots and uncertain predictions can culminate in inappropriate mitigation practices which can sometimes be irreversible. The proposed Bayesian spatial method overcomes these issues, since it offers a unified approach which allows the incorporation of spatial random-effect terms, spatial correlation of the variables and the uncertainty of the parameters in the modeling process, resulting in a better quantification of the uncertainty and accurate predictions.

Uncertainty quantification in capacitive RF MEMS switches

NASA Astrophysics Data System (ADS)

Pax, Benjamin J.

Development of radio frequency micro electrical-mechanical systems (RF MEMS) has led to novel approaches to implement electrical circuitry. The introduction of capacitive MEMS switches, in particular, has shown promise in low-loss, low-power devices. However, the promise of MEMS switches has not yet been completely realized. RF-MEMS switches are known to fail after only a few months of operation, and nominally similar designs show wide variability in lifetime. Modeling switch operation using nominal or as-designed parameters cannot predict the statistical spread in the number of cycles to failure, and probabilistic methods are necessary. A Bayesian framework for calibration, validation and prediction offers an integrated approach to quantifying the uncertainty in predictions of MEMS switch performance. The objective of this thesis is to use the Bayesian framework to predict the creep-related deflection of the PRISM RF-MEMS switch over several thousand hours of operation. The PRISM switch used in this thesis is the focus of research at Purdue's PRISM center, and is a capacitive contacting RF-MEMS switch. It employs a fixed-fixed nickel membrane which is electrostatically actuated by applying voltage between the membrane and a pull-down electrode. Creep plays a central role in the reliability of this switch. The focus of this thesis is on the creep model, which is calibrated against experimental data measured for a frog-leg varactor fabricated and characterized at Purdue University. Creep plasticity is modeled using plate element theory with electrostatic forces being generated using either parallel plate approximations where appropriate, or solving for the full 3D potential field. For the latter, structure-electrostatics interaction is determined through immersed boundary method. A probabilistic framework using generalized polynomial chaos (gPC) is used to create surrogate models to mitigate the costly full physics simulations, and Bayesian calibration and forward propagation of uncertainty are performed using this surrogate model. The first step in the analysis is Bayesian calibration of the creep related parameters. A computational model of the frog-leg varactor is created, and the computed creep deflection of the device over 800 hours is used to generate a surrogate model using a polynomial chaos expansion in Hermite polynomials. Parameters related to the creep phenomenon are calibrated using Bayesian calibration with experimental deflection data from the frog-leg device. The calibrated input distributions are subsequently propagated through a surrogate gPC model for the PRISM MEMS switch to produce probability density functions of the maximum membrane deflection of the membrane over several thousand hours. The assumptions related to the Bayesian calibration and forward propagation are analyzed to determine the sensitivity to these assumptions of the calibrated input distributions and propagated output distributions of the PRISM device. The work is an early step in understanding the role of geometric variability, model uncertainty, numerical errors and experimental uncertainties in the long-term performance of RF-MEMS.

Bayesian networks improve causal environmental ...

EPA Pesticide Factsheets

Rule-based weight of evidence approaches to ecological risk assessment may not account for uncertainties and generally lack probabilistic integration of lines of evidence. Bayesian networks allow causal inferences to be made from evidence by including causal knowledge about the problem, using this knowledge with probabilistic calculus to combine multiple lines of evidence, and minimizing biases in predicting or diagnosing causal relationships. Too often, sources of uncertainty in conventional weight of evidence approaches are ignored that can be accounted for with Bayesian networks. Specifying and propagating uncertainties improve the ability of models to incorporate strength of the evidence in the risk management phase of an assessment. Probabilistic inference from a Bayesian network allows evaluation of changes in uncertainty for variables from the evidence. The network structure and probabilistic framework of a Bayesian approach provide advantages over qualitative approaches in weight of evidence for capturing the impacts of multiple sources of quantifiable uncertainty on predictions of ecological risk. Bayesian networks can facilitate the development of evidence-based policy under conditions of uncertainty by incorporating analytical inaccuracies or the implications of imperfect information, structuring and communicating causal issues through qualitative directed graph formulations, and quantitatively comparing the causal power of multiple stressors on value

Error regions in quantum state tomography: computational complexity caused by geometry of quantum states

NASA Astrophysics Data System (ADS)

Suess, Daniel; Rudnicki, Łukasz; maciel, Thiago O.; Gross, David

2017-09-01

The outcomes of quantum mechanical measurements are inherently random. It is therefore necessary to develop stringent methods for quantifying the degree of statistical uncertainty about the results of quantum experiments. For the particularly relevant task of quantum state tomography, it has been shown that a significant reduction in uncertainty can be achieved by taking the positivity of quantum states into account. However—the large number of partial results and heuristics notwithstanding—no efficient general algorithm is known that produces an optimal uncertainty region from experimental data, while making use of the prior constraint of positivity. Here, we provide a precise formulation of this problem and show that the general case is NP-hard. Our result leaves room for the existence of efficient approximate solutions, and therefore does not in itself imply that the practical task of quantum uncertainty quantification is intractable. However, it does show that there exists a non-trivial trade-off between optimality and computational efficiency for error regions. We prove two versions of the result: one for frequentist and one for Bayesian statistics.

A Framework for Quantifying Measurement Uncertainties and Uncertainty Propagation in HCCI/LTGC Engine Experiments

DOE Office of Scientific and Technical Information (OSTI.GOV)

Petitpas, Guillaume; McNenly, Matthew J.; Whitesides, Russell A.

In this study, a framework for estimating experimental measurement uncertainties for a Homogenous Charge Compression Ignition (HCCI)/Low-Temperature Gasoline Combustion (LTGC) engine testing facility is presented. Detailed uncertainty quantification is first carried out for the measurement of the in-cylinder pressure, whose variations during the cycle provide most of the information for performance evaluation. Standard uncertainties of other measured quantities, such as the engine geometry and speed, the air and fuel flow rate and the intake/exhaust dry molar fractions are also estimated. Propagating those uncertainties using a Monte Carlo simulation and Bayesian inference methods then allows for estimation of uncertainties of themore » mass-average temperature and composition at IVC and throughout the cycle; and also of the engine performances such as gross Integrated Mean Effective Pressure, Heat Release and Ringing Intensity. Throughout the analysis, nominal values for uncertainty inputs were taken from a well-characterized engine test facility. However, the analysis did not take into account the calibration practice of experiments run in that facility and the resulting uncertainty values are therefore not indicative of the expected accuracy of those experimental results. A future study will employ the methodology developed here to explore the effects of different calibration methods on the different uncertainty values in order to evaluate best practices for accurate engine measurements.« less

A Framework for Quantifying Measurement Uncertainties and Uncertainty Propagation in HCCI/LTGC Engine Experiments

DOE PAGES

Petitpas, Guillaume; McNenly, Matthew J.; Whitesides, Russell A.

2017-03-28

In this study, a framework for estimating experimental measurement uncertainties for a Homogenous Charge Compression Ignition (HCCI)/Low-Temperature Gasoline Combustion (LTGC) engine testing facility is presented. Detailed uncertainty quantification is first carried out for the measurement of the in-cylinder pressure, whose variations during the cycle provide most of the information for performance evaluation. Standard uncertainties of other measured quantities, such as the engine geometry and speed, the air and fuel flow rate and the intake/exhaust dry molar fractions are also estimated. Propagating those uncertainties using a Monte Carlo simulation and Bayesian inference methods then allows for estimation of uncertainties of themore » mass-average temperature and composition at IVC and throughout the cycle; and also of the engine performances such as gross Integrated Mean Effective Pressure, Heat Release and Ringing Intensity. Throughout the analysis, nominal values for uncertainty inputs were taken from a well-characterized engine test facility. However, the analysis did not take into account the calibration practice of experiments run in that facility and the resulting uncertainty values are therefore not indicative of the expected accuracy of those experimental results. A future study will employ the methodology developed here to explore the effects of different calibration methods on the different uncertainty values in order to evaluate best practices for accurate engine measurements.« less

Generalized Likelihood Uncertainty Estimation (GLUE) Using Multi-Optimization Algorithm as Sampling Method

NASA Astrophysics Data System (ADS)

Wang, Z.

2015-12-01

For decades, distributed and lumped hydrological models have furthered our understanding of hydrological system. The development of hydrological simulation in large scale and high precision elaborated the spatial descriptions and hydrological behaviors. Meanwhile, the new trend is also followed by the increment of model complexity and number of parameters, which brings new challenges of uncertainty quantification. Generalized Likelihood Uncertainty Estimation (GLUE) has been widely used in uncertainty analysis for hydrological models referring to Monte Carlo method coupled with Bayesian estimation. However, the stochastic sampling method of prior parameters adopted by GLUE appears inefficient, especially in high dimensional parameter space. The heuristic optimization algorithms utilizing iterative evolution show better convergence speed and optimality-searching performance. In light of the features of heuristic optimization algorithms, this study adopted genetic algorithm, differential evolution, shuffled complex evolving algorithm to search the parameter space and obtain the parameter sets of large likelihoods. Based on the multi-algorithm sampling, hydrological model uncertainty analysis is conducted by the typical GLUE framework. To demonstrate the superiority of the new method, two hydrological models of different complexity are examined. The results shows the adaptive method tends to be efficient in sampling and effective in uncertainty analysis, providing an alternative path for uncertainty quantilization.

Informative Bayesian Type A uncertainty evaluation, especially applicable to a small number of observations

NASA Astrophysics Data System (ADS)

Cox, M.; Shirono, K.

2017-10-01

A criticism levelled at the Guide to the Expression of Uncertainty in Measurement (GUM) is that it is based on a mixture of frequentist and Bayesian thinking. In particular, the GUM’s Type A (statistical) uncertainty evaluations are frequentist, whereas the Type B evaluations, using state-of-knowledge distributions, are Bayesian. In contrast, making the GUM fully Bayesian implies, among other things, that a conventional objective Bayesian approach to Type A uncertainty evaluation for a number n of observations leads to the impractical consequence that n must be at least equal to 4, thus presenting a difficulty for many metrologists. This paper presents a Bayesian analysis of Type A uncertainty evaluation that applies for all n ≥slant 2 , as in the frequentist analysis in the current GUM. The analysis is based on assuming that the observations are drawn from a normal distribution (as in the conventional objective Bayesian analysis), but uses an informative prior based on lower and upper bounds for the standard deviation of the sampling distribution for the quantity under consideration. The main outcome of the analysis is a closed-form mathematical expression for the factor by which the standard deviation of the mean observation should be multiplied to calculate the required standard uncertainty. Metrological examples are used to illustrate the approach, which is straightforward to apply using a formula or look-up table.

Bayesian Networks Improve Causal Environmental Assessments for Evidence-Based Policy.

PubMed

Carriger, John F; Barron, Mace G; Newman, Michael C

2016-12-20

Rule-based weight of evidence approaches to ecological risk assessment may not account for uncertainties and generally lack probabilistic integration of lines of evidence. Bayesian networks allow causal inferences to be made from evidence by including causal knowledge about the problem, using this knowledge with probabilistic calculus to combine multiple lines of evidence, and minimizing biases in predicting or diagnosing causal relationships. Too often, sources of uncertainty in conventional weight of evidence approaches are ignored that can be accounted for with Bayesian networks. Specifying and propagating uncertainties improve the ability of models to incorporate strength of the evidence in the risk management phase of an assessment. Probabilistic inference from a Bayesian network allows evaluation of changes in uncertainty for variables from the evidence. The network structure and probabilistic framework of a Bayesian approach provide advantages over qualitative approaches in weight of evidence for capturing the impacts of multiple sources of quantifiable uncertainty on predictions of ecological risk. Bayesian networks can facilitate the development of evidence-based policy under conditions of uncertainty by incorporating analytical inaccuracies or the implications of imperfect information, structuring and communicating causal issues through qualitative directed graph formulations, and quantitatively comparing the causal power of multiple stressors on valued ecological resources. These aspects are demonstrated through hypothetical problem scenarios that explore some major benefits of using Bayesian networks for reasoning and making inferences in evidence-based policy.

APPLICATION OF BAYESIAN MONTE CARLO ANALYSIS TO A LAGRANGIAN PHOTOCHEMICAL AIR QUALITY MODEL. (R824792)

EPA Science Inventory

Uncertainties in ozone concentrations predicted with a Lagrangian photochemical air quality model have been estimated using Bayesian Monte Carlo (BMC) analysis. Bayesian Monte Carlo analysis provides a means of combining subjective "prior" uncertainty estimates developed ...

Bayesian Regression with Network Prior: Optimal Bayesian Filtering Perspective

PubMed Central

Qian, Xiaoning; Dougherty, Edward R.

2017-01-01

The recently introduced intrinsically Bayesian robust filter (IBRF) provides fully optimal filtering relative to a prior distribution over an uncertainty class ofjoint random process models, whereas formerly the theory was limited to model-constrained Bayesian robust filters, for which optimization was limited to the filters that are optimal for models in the uncertainty class. This paper extends the IBRF theory to the situation where there are both a prior on the uncertainty class and sample data. The result is optimal Bayesian filtering (OBF), where optimality is relative to the posterior distribution derived from the prior and the data. The IBRF theories for effective characteristics and canonical expansions extend to the OBF setting. A salient focus of the present work is to demonstrate the advantages of Bayesian regression within the OBF setting over the classical Bayesian approach in the context otlinear Gaussian models. PMID:28824268

Bayesian Hierarchical Modeling for Big Data Fusion in Soil Hydrology

NASA Astrophysics Data System (ADS)

Mohanty, B.; Kathuria, D.; Katzfuss, M.

2016-12-01

Soil moisture datasets from remote sensing (RS) platforms (such as SMOS and SMAP) and reanalysis products from land surface models are typically available on a coarse spatial granularity of several square km. Ground based sensors on the other hand provide observations on a finer spatial scale (meter scale or less) but are sparsely available. Soil moisture is affected by high variability due to complex interactions between geologic, topographic, vegetation and atmospheric variables. Hydrologic processes usually occur at a scale of 1 km or less and therefore spatially ubiquitous and temporally periodic soil moisture products at this scale are required to aid local decision makers in agriculture, weather prediction and reservoir operations. Past literature has largely focused on downscaling RS soil moisture for a small extent of a field or a watershed and hence the applicability of such products has been limited. The present study employs a spatial Bayesian Hierarchical Model (BHM) to derive soil moisture products at a spatial scale of 1 km for the state of Oklahoma by fusing point scale Mesonet data and coarse scale RS data for soil moisture and its auxiliary covariates such as precipitation, topography, soil texture and vegetation. It is seen that the BHM model handles change of support problems easily while performing accurate uncertainty quantification arising from measurement errors and imperfect retrieval algorithms. The computational challenge arising due to the large number of measurements is tackled by utilizing basis function approaches and likelihood approximations. The BHM model can be considered as a complex Bayesian extension of traditional geostatistical prediction methods (such as Kriging) for large datasets in the presence of uncertainties.

Uncertainty analysis of gross primary production partitioned from net ecosystem exchange measurements

NASA Astrophysics Data System (ADS)

Raj, R.; Hamm, N. A. S.; van der Tol, C.; Stein, A.

2015-08-01

Gross primary production (GPP), separated from flux tower measurements of net ecosystem exchange (NEE) of CO2, is used increasingly to validate process-based simulators and remote sensing-derived estimates of simulated GPP at various time steps. Proper validation should include the uncertainty associated with this separation at different time steps. This can be achieved by using a Bayesian framework. In this study, we estimated the uncertainty in GPP at half hourly time steps. We used a non-rectangular hyperbola (NRH) model to separate GPP from flux tower measurements of NEE at the Speulderbos forest site, The Netherlands. The NRH model included the variables that influence GPP, in particular radiation, and temperature. In addition, the NRH model provided a robust empirical relationship between radiation and GPP by including the degree of curvature of the light response curve. Parameters of the NRH model were fitted to the measured NEE data for every 10-day period during the growing season (April to October) in 2009. Adopting a Bayesian approach, we defined the prior distribution of each NRH parameter. Markov chain Monte Carlo (MCMC) simulation was used to update the prior distribution of each NRH parameter. This allowed us to estimate the uncertainty in the separated GPP at half-hourly time steps. This yielded the posterior distribution of GPP at each half hour and allowed the quantification of uncertainty. The time series of posterior distributions thus obtained allowed us to estimate the uncertainty at daily time steps. We compared the informative with non-informative prior distributions of the NRH parameters. The results showed that both choices of prior produced similar posterior distributions GPP. This will provide relevant and important information for the validation of process-based simulators in the future. Furthermore, the obtained posterior distributions of NEE and the NRH parameters are of interest for a range of applications.

Sparse Polynomial Chaos Surrogate for ACME Land Model via Iterative Bayesian Compressive Sensing

NASA Astrophysics Data System (ADS)

Sargsyan, K.; Ricciuto, D. M.; Safta, C.; Debusschere, B.; Najm, H. N.; Thornton, P. E.

2015-12-01

For computationally expensive climate models, Monte-Carlo approaches of exploring the input parameter space are often prohibitive due to slow convergence with respect to ensemble size. To alleviate this, we build inexpensive surrogates using uncertainty quantification (UQ) methods employing Polynomial Chaos (PC) expansions that approximate the input-output relationships using as few model evaluations as possible. However, when many uncertain input parameters are present, such UQ studies suffer from the curse of dimensionality. In particular, for 50-100 input parameters non-adaptive PC representations have infeasible numbers of basis terms. To this end, we develop and employ Weighted Iterative Bayesian Compressive Sensing to learn the most important input parameter relationships for efficient, sparse PC surrogate construction with posterior uncertainty quantified due to insufficient data. Besides drastic dimensionality reduction, the uncertain surrogate can efficiently replace the model in computationally intensive studies such as forward uncertainty propagation and variance-based sensitivity analysis, as well as design optimization and parameter estimation using observational data. We applied the surrogate construction and variance-based uncertainty decomposition to Accelerated Climate Model for Energy (ACME) Land Model for several output QoIs at nearly 100 FLUXNET sites covering multiple plant functional types and climates, varying 65 input parameters over broad ranges of possible values. This work is supported by the U.S. Department of Energy, Office of Science, Biological and Environmental Research, Accelerated Climate Modeling for Energy (ACME) project. Sandia National Laboratories is a multi-program laboratory managed and operated by Sandia Corporation, a wholly owned subsidiary of Lockheed Martin Corporation, for the U.S. Department of Energy's National Nuclear Security Administration under contract DE-AC04-94AL85000.

Quantifying model-structure- and parameter-driven uncertainties in spring wheat phenology prediction with Bayesian analysis

DOE PAGES

Alderman, Phillip D.; Stanfill, Bryan

2016-10-06

Recent international efforts have brought renewed emphasis on the comparison of different agricultural systems models. Thus far, analysis of model-ensemble simulated results has not clearly differentiated between ensemble prediction uncertainties due to model structural differences per se and those due to parameter value uncertainties. Additionally, despite increasing use of Bayesian parameter estimation approaches with field-scale crop models, inadequate attention has been given to the full posterior distributions for estimated parameters. The objectives of this study were to quantify the impact of parameter value uncertainty on prediction uncertainty for modeling spring wheat phenology using Bayesian analysis and to assess the relativemore » contributions of model-structure-driven and parameter-value-driven uncertainty to overall prediction uncertainty. This study used a random walk Metropolis algorithm to estimate parameters for 30 spring wheat genotypes using nine phenology models based on multi-location trial data for days to heading and days to maturity. Across all cases, parameter-driven uncertainty accounted for between 19 and 52% of predictive uncertainty, while model-structure-driven uncertainty accounted for between 12 and 64%. Here, this study demonstrated the importance of quantifying both model-structure- and parameter-value-driven uncertainty when assessing overall prediction uncertainty in modeling spring wheat phenology. More generally, Bayesian parameter estimation provided a useful framework for quantifying and analyzing sources of prediction uncertainty.« less

A Surrogate-based Adaptive Sampling Approach for History Matching and Uncertainty Quantification

DOE Office of Scientific and Technical Information (OSTI.GOV)

Li, Weixuan; Zhang, Dongxiao; Lin, Guang

A critical procedure in reservoir simulations is history matching (or data assimilation in a broader sense), which calibrates model parameters such that the simulation results are consistent with field measurements, and hence improves the credibility of the predictions given by the simulations. Often there exist non-unique combinations of parameter values that all yield the simulation results matching the measurements. For such ill-posed history matching problems, Bayesian theorem provides a theoretical foundation to represent different solutions and to quantify the uncertainty with the posterior PDF. Lacking an analytical solution in most situations, the posterior PDF may be characterized with a samplemore » of realizations, each representing a possible scenario. A novel sampling algorithm is presented here for the Bayesian solutions to history matching problems. We aim to deal with two commonly encountered issues: 1) as a result of the nonlinear input-output relationship in a reservoir model, the posterior distribution could be in a complex form, such as multimodal, which violates the Gaussian assumption required by most of the commonly used data assimilation approaches; 2) a typical sampling method requires intensive model evaluations and hence may cause unaffordable computational cost. In the developed algorithm, we use a Gaussian mixture model as the proposal distribution in the sampling process, which is simple but also flexible to approximate non-Gaussian distributions and is particularly efficient when the posterior is multimodal. Also, a Gaussian process is utilized as a surrogate model to speed up the sampling process. Furthermore, an iterative scheme of adaptive surrogate refinement and re-sampling ensures sampling accuracy while keeping the computational cost at a minimum level. The developed approach is demonstrated with an illustrative example and shows its capability in handling the above-mentioned issues. Multimodal posterior of the history matching problem is captured and are used to give a reliable production prediction with uncertainty quantification. The new algorithm reveals a great improvement in terms of computational efficiency comparing previously studied approaches for the sample problem.« less

Objectified quantification of uncertainties in Bayesian atmospheric inversions

NASA Astrophysics Data System (ADS)

Berchet, A.; Pison, I.; Chevallier, F.; Bousquet, P.; Bonne, J.-L.; Paris, J.-D.

2015-05-01

Classical Bayesian atmospheric inversions process atmospheric observations and prior emissions, the two being connected by an observation operator picturing mainly the atmospheric transport. These inversions rely on prescribed errors in the observations, the prior emissions and the observation operator. When data pieces are sparse, inversion results are very sensitive to the prescribed error distributions, which are not accurately known. The classical Bayesian framework experiences difficulties in quantifying the impact of mis-specified error distributions on the optimized fluxes. In order to cope with this issue, we rely on recent research results to enhance the classical Bayesian inversion framework through a marginalization on a large set of plausible errors that can be prescribed in the system. The marginalization consists in computing inversions for all possible error distributions weighted by the probability of occurrence of the error distributions. The posterior distribution of the fluxes calculated by the marginalization is not explicitly describable. As a consequence, we carry out a Monte Carlo sampling based on an approximation of the probability of occurrence of the error distributions. This approximation is deduced from the well-tested method of the maximum likelihood estimation. Thus, the marginalized inversion relies on an automatic objectified diagnosis of the error statistics, without any prior knowledge about the matrices. It robustly accounts for the uncertainties on the error distributions, contrary to what is classically done with frozen expert-knowledge error statistics. Some expert knowledge is still used in the method for the choice of an emission aggregation pattern and of a sampling protocol in order to reduce the computation cost. The relevance and the robustness of the method is tested on a case study: the inversion of methane surface fluxes at the mesoscale with virtual observations on a realistic network in Eurasia. Observing system simulation experiments are carried out with different transport patterns, flux distributions and total prior amounts of emitted methane. The method proves to consistently reproduce the known "truth" in most cases, with satisfactory tolerance intervals. Additionally, the method explicitly provides influence scores and posterior correlation matrices. An in-depth interpretation of the inversion results is then possible. The more objective quantification of the influence of the observations on the fluxes proposed here allows us to evaluate the impact of the observation network on the characterization of the surface fluxes. The explicit correlations between emission aggregates reveal the mis-separated regions, hence the typical temporal and spatial scales the inversion can analyse. These scales are consistent with the chosen aggregation patterns.

HPC Analytics Support. Requirements for Uncertainty Quantification Benchmarks

DOE Office of Scientific and Technical Information (OSTI.GOV)

Paulson, Patrick R.; Purohit, Sumit; Rodriguez, Luke R.

2015-05-01

This report outlines techniques for extending benchmark generation products so they support uncertainty quantification by benchmarked systems. We describe how uncertainty quantification requirements can be presented to candidate analytical tools supporting SPARQL. We describe benchmark data sets for evaluating uncertainty quantification, as well as an approach for using our benchmark generator to produce data sets for generating benchmark data sets.

Uncertainty quantification and propagation in dynamic models using ambient vibration measurements, application to a 10-story building

NASA Astrophysics Data System (ADS)

Behmanesh, Iman; Yousefianmoghadam, Seyedsina; Nozari, Amin; Moaveni, Babak; Stavridis, Andreas

2018-07-01

This paper investigates the application of Hierarchical Bayesian model updating for uncertainty quantification and response prediction of civil structures. In this updating framework, structural parameters of an initial finite element (FE) model (e.g., stiffness or mass) are calibrated by minimizing error functions between the identified modal parameters and the corresponding parameters of the model. These error functions are assumed to have Gaussian probability distributions with unknown parameters to be determined. The estimated parameters of error functions represent the uncertainty of the calibrated model in predicting building's response (modal parameters here). The focus of this paper is to answer whether the quantified model uncertainties using dynamic measurement at building's reference/calibration state can be used to improve the model prediction accuracies at a different structural state, e.g., damaged structure. Also, the effects of prediction error bias on the uncertainty of the predicted values is studied. The test structure considered here is a ten-story concrete building located in Utica, NY. The modal parameters of the building at its reference state are identified from ambient vibration data and used to calibrate parameters of the initial FE model as well as the error functions. Before demolishing the building, six of its exterior walls were removed and ambient vibration measurements were also collected from the structure after the wall removal. These data are not used to calibrate the model; they are only used to assess the predicted results. The model updating framework proposed in this paper is applied to estimate the modal parameters of the building at its reference state as well as two damaged states: moderate damage (removal of four walls) and severe damage (removal of six walls). Good agreement is observed between the model-predicted modal parameters and those identified from vibration tests. Moreover, it is shown that including prediction error bias in the updating process instead of commonly-used zero-mean error function can significantly reduce the prediction uncertainties.

Application of data fusion modeling (DFM) to site characterization

DOE Office of Scientific and Technical Information (OSTI.GOV)

Porter, D.W.; Gibbs, B.P.; Jones, W.F.

1996-01-01

Subsurface characterization is faced with substantial uncertainties because the earth is very heterogeneous, and typical data sets are fragmented and disparate. DFM removes many of the data limitations of current methods to quantify and reduce uncertainty for a variety of data types and models. DFM is a methodology to compute hydrogeological state estimates and their uncertainties from three sources of information: measured data, physical laws, and statistical models for spatial heterogeneities. The benefits of DFM are savings in time and cost through the following: the ability to update models in real time to help guide site assessment, improved quantification ofmore » uncertainty for risk assessment, and improved remedial design by quantifying the uncertainty in safety margins. A Bayesian inverse modeling approach is implemented with a Gauss Newton method where spatial heterogeneities are viewed as Markov random fields. Information from data, physical laws, and Markov models is combined in a Square Root Information Smoother (SRIS). Estimates and uncertainties can be computed for heterogeneous hydraulic conductivity fields in multiple geological layers from the usually sparse hydraulic conductivity data and the often more plentiful head data. An application of DFM to the Old Burial Ground at the DOE Savannah River Site will be presented. DFM estimates and quantifies uncertainty in hydrogeological parameters using variably saturated flow numerical modeling to constrain the estimation. Then uncertainties are propagated through the transport modeling to quantify the uncertainty in tritium breakthrough curves at compliance points.« less

Application of data fusion modeling (DFM) to site characterization

DOE Office of Scientific and Technical Information (OSTI.GOV)

Porter, D.W.; Gibbs, B.P.; Jones, W.F.

1996-12-31

Subsurface characterization is faced with substantial uncertainties because the earth is very heterogeneous, and typical data sets are fragmented and disparate. DFM removes many of the data limitations of current methods to quantify and reduce uncertainty for a variety of data types and models. DFM is a methodology to compute hydrogeological state estimates and their uncertainties from three sources of information: measured data, physical laws, and statistical models for spatial heterogeneities. The benefits of DFM are savings in time and cost through the following: the ability to update models in real time to help guide site assessment, improved quantification ofmore » uncertainty for risk assessment, and improved remedial design by quantifying the uncertainty in safety margins. A Bayesian inverse modeling approach is implemented with a Gauss Newton method where spatial heterogeneities are viewed as Markov random fields. Information from data, physical laws, and Markov models is combined in a Square Root Information Smoother (SRIS). Estimates and uncertainties can be computed for heterogeneous hydraulic conductivity fields in multiple geological layers from the usually sparse hydraulic conductivity data and the often more plentiful head data. An application of DFM to the Old Burial Ground at the DOE Savannah River Site will be presented. DFM estimates and quantifies uncertainty in hydrogeological parameters using variably saturated flow numerical modeling to constrain the estimation. Then uncertainties are propagated through the transport modeling to quantify the uncertainty in tritium breakthrough curves at compliance points.« less

Bayesian characterization of uncertainty in species interaction strengths.

PubMed

Wolf, Christopher; Novak, Mark; Gitelman, Alix I

2017-06-01

Considerable effort has been devoted to the estimation of species interaction strengths. This effort has focused primarily on statistical significance testing and obtaining point estimates of parameters that contribute to interaction strength magnitudes, leaving the characterization of uncertainty associated with those estimates unconsidered. We consider a means of characterizing the uncertainty of a generalist predator's interaction strengths by formulating an observational method for estimating a predator's prey-specific per capita attack rates as a Bayesian statistical model. This formulation permits the explicit incorporation of multiple sources of uncertainty. A key insight is the informative nature of several so-called non-informative priors that have been used in modeling the sparse data typical of predator feeding surveys. We introduce to ecology a new neutral prior and provide evidence for its superior performance. We use a case study to consider the attack rates in a New Zealand intertidal whelk predator, and we illustrate not only that Bayesian point estimates can be made to correspond with those obtained by frequentist approaches, but also that estimation uncertainty as described by 95% intervals is more useful and biologically realistic using the Bayesian method. In particular, unlike in bootstrap confidence intervals, the lower bounds of the Bayesian posterior intervals for attack rates do not include zero when a predator-prey interaction is in fact observed. We conclude that the Bayesian framework provides a straightforward, probabilistic characterization of interaction strength uncertainty, enabling future considerations of both the deterministic and stochastic drivers of interaction strength and their impact on food webs.

Kinematic source inversions of teleseismic data based on the QUESO library for uncertainty quantification and prediction

NASA Astrophysics Data System (ADS)

Zielke, O.; McDougall, D.; Mai, P. M.; Babuska, I.

2014-12-01

One fundamental aspect of seismic hazard mitigation is gaining a better understanding of the rupture process. Because direct observation of the relevant parameters and properties is not possible, other means such as kinematic source inversions are used instead. By constraining the spatial and temporal evolution of fault slip during an earthquake, those inversion approaches may enable valuable insights in the physics of the rupture process. However, due to the underdetermined nature of this inversion problem (i.e., inverting a kinematic source model for an extended fault based on seismic data), the provided solutions are generally non-unique. Here we present a statistical (Bayesian) inversion approach based on an open-source library for uncertainty quantification (UQ) called QUESO that was developed at ICES (UT Austin). The approach has advantages with respect to deterministic inversion approaches as it provides not only a single (non-unique) solution but also provides uncertainty bounds with it. Those uncertainty bounds help to qualitatively and quantitatively judge how well constrained an inversion solution is and how much rupture complexity the data reliably resolve. The presented inversion scheme uses only tele-seismically recorded body waves but future developments may lead us towards joint inversion schemes. After giving an insight in the inversion scheme ifself (based on delayed rejection adaptive metropolis, DRAM) we explore the method's resolution potential. For that, we synthetically generate tele-seismic data, add for example different levels of noise and/or change fault plane parameterization and then apply our inversion scheme in the attempt to extract the (known) kinematic rupture model. We conclude with exemplary inverting real tele-seismic data of a recent large earthquake and compare those results with deterministically derived kinematic source models provided by other research groups.

Bayesian-information-gap decision theory with an application to CO 2 sequestration

DOE PAGES

O'Malley, D.; Vesselinov, V. V.

2015-09-04

Decisions related to subsurface engineering problems such as groundwater management, fossil fuel production, and geologic carbon sequestration are frequently challenging because of an overabundance of uncertainties (related to conceptualizations, parameters, observations, etc.). Because of the importance of these problems to agriculture, energy, and the climate (respectively), good decisions that are scientifically defensible must be made despite the uncertainties. We describe a general approach to making decisions for challenging problems such as these in the presence of severe uncertainties that combines probabilistic and non-probabilistic methods. The approach uses Bayesian sampling to assess parametric uncertainty and Information-Gap Decision Theory (IGDT) to addressmore » model inadequacy. The combined approach also resolves an issue that frequently arises when applying Bayesian methods to real-world engineering problems related to the enumeration of possible outcomes. In the case of zero non-probabilistic uncertainty, the method reduces to a Bayesian method. Lastly, to illustrate the approach, we apply it to a site-selection decision for geologic CO 2 sequestration.« less

Bayesian calibration of mechanistic aquatic biogeochemical models and benefits for environmental management

NASA Astrophysics Data System (ADS)

Arhonditsis, George B.; Papantou, Dimitra; Zhang, Weitao; Perhar, Gurbir; Massos, Evangelia; Shi, Molu

2008-09-01

Aquatic biogeochemical models have been an indispensable tool for addressing pressing environmental issues, e.g., understanding oceanic response to climate change, elucidation of the interplay between plankton dynamics and atmospheric CO 2 levels, and examination of alternative management schemes for eutrophication control. Their ability to form the scientific basis for environmental management decisions can be undermined by the underlying structural and parametric uncertainty. In this study, we outline how we can attain realistic predictive links between management actions and ecosystem response through a probabilistic framework that accommodates rigorous uncertainty analysis of a variety of error sources, i.e., measurement error, parameter uncertainty, discrepancy between model and natural system. Because model uncertainty analysis essentially aims to quantify the joint probability distribution of model parameters and to make inference about this distribution, we believe that the iterative nature of Bayes' Theorem is a logical means to incorporate existing knowledge and update the joint distribution as new information becomes available. The statistical methodology begins with the characterization of parameter uncertainty in the form of probability distributions, then water quality data are used to update the distributions, and yield posterior parameter estimates along with predictive uncertainty bounds. Our illustration is based on a six state variable (nitrate, ammonium, dissolved organic nitrogen, phytoplankton, zooplankton, and bacteria) ecological model developed for gaining insight into the mechanisms that drive plankton dynamics in a coastal embayment; the Gulf of Gera, Island of Lesvos, Greece. The lack of analytical expressions for the posterior parameter distributions was overcome using Markov chain Monte Carlo simulations; a convenient way to obtain representative samples of parameter values. The Bayesian calibration resulted in realistic reproduction of the key temporal patterns of the system, offered insights into the degree of information the data contain about model inputs, and also allowed the quantification of the dependence structure among the parameter estimates. Finally, our study uses two synthetic datasets to examine the ability of the updated model to provide estimates of predictive uncertainty for water quality variables of environmental management interest.

Estimation of parameter uncertainty for an activated sludge model using Bayesian inference: a comparison with the frequentist method.

PubMed

Zonta, Zivko J; Flotats, Xavier; Magrí, Albert

2014-08-01

The procedure commonly used for the assessment of the parameters included in activated sludge models (ASMs) relies on the estimation of their optimal value within a confidence region (i.e. frequentist inference). Once optimal values are estimated, parameter uncertainty is computed through the covariance matrix. However, alternative approaches based on the consideration of the model parameters as probability distributions (i.e. Bayesian inference), may be of interest. The aim of this work is to apply (and compare) both Bayesian and frequentist inference methods when assessing uncertainty for an ASM-type model, which considers intracellular storage and biomass growth, simultaneously. Practical identifiability was addressed exclusively considering respirometric profiles based on the oxygen uptake rate and with the aid of probabilistic global sensitivity analysis. Parameter uncertainty was thus estimated according to both the Bayesian and frequentist inferential procedures. Results were compared in order to evidence the strengths and weaknesses of both approaches. Since it was demonstrated that Bayesian inference could be reduced to a frequentist approach under particular hypotheses, the former can be considered as a more generalist methodology. Hence, the use of Bayesian inference is encouraged for tackling inferential issues in ASM environments.

DOE Office of Scientific and Technical Information (OSTI.GOV)

Vrugt, Jasper A; Robinson, Bruce A; Ter Braak, Cajo J F

In recent years, a strong debate has emerged in the hydrologic literature regarding what constitutes an appropriate framework for uncertainty estimation. Particularly, there is strong disagreement whether an uncertainty framework should have its roots within a proper statistical (Bayesian) context, or whether such a framework should be based on a different philosophy and implement informal measures and weaker inference to summarize parameter and predictive distributions. In this paper, we compare a formal Bayesian approach using Markov Chain Monte Carlo (MCMC) with generalized likelihood uncertainty estimation (GLUE) for assessing uncertainty in conceptual watershed modeling. Our formal Bayesian approach is implemented usingmore » the recently developed differential evolution adaptive metropolis (DREAM) MCMC scheme with a likelihood function that explicitly considers model structural, input and parameter uncertainty. Our results demonstrate that DREAM and GLUE can generate very similar estimates of total streamflow uncertainty. This suggests that formal and informal Bayesian approaches have more common ground than the hydrologic literature and ongoing debate might suggest. The main advantage of formal approaches is, however, that they attempt to disentangle the effect of forcing, parameter and model structural error on total predictive uncertainty. This is key to improving hydrologic theory and to better understand and predict the flow of water through catchments.« less

Probabilistic Prognosis of Non-Planar Fatigue Crack Growth

NASA Technical Reports Server (NTRS)

Leser, Patrick E.; Newman, John A.; Warner, James E.; Leser, William P.; Hochhalter, Jacob D.; Yuan, Fuh-Gwo

2016-01-01

Quantifying the uncertainty in model parameters for the purpose of damage prognosis can be accomplished utilizing Bayesian inference and damage diagnosis data from sources such as non-destructive evaluation or structural health monitoring. The number of samples required to solve the Bayesian inverse problem through common sampling techniques (e.g., Markov chain Monte Carlo) renders high-fidelity finite element-based damage growth models unusable due to prohibitive computation times. However, these types of models are often the only option when attempting to model complex damage growth in real-world structures. Here, a recently developed high-fidelity crack growth model is used which, when compared to finite element-based modeling, has demonstrated reductions in computation times of three orders of magnitude through the use of surrogate models and machine learning. The model is flexible in that only the expensive computation of the crack driving forces is replaced by the surrogate models, leaving the remaining parameters accessible for uncertainty quantification. A probabilistic prognosis framework incorporating this model is developed and demonstrated for non-planar crack growth in a modified, edge-notched, aluminum tensile specimen. Predictions of remaining useful life are made over time for five updates of the damage diagnosis data, and prognostic metrics are utilized to evaluate the performance of the prognostic framework. Challenges specific to the probabilistic prognosis of non-planar fatigue crack growth are highlighted and discussed in the context of the experimental results.

Quantification of uncertainties for application in detonation simulation

NASA Astrophysics Data System (ADS)

Zheng, Miao; Ma, Zhibo

2016-06-01

Numerical simulation has become an important means in designing detonation systems, and the quantification of its uncertainty is also necessary to reliability certification. As to quantifying the uncertainty, it is the most important to analyze how the uncertainties occur and develop, and how the simulations develop from benchmark models to new models. Based on the practical needs of engineering and the technology of verification & validation, a framework of QU(quantification of uncertainty) is brought forward in the case that simulation is used on detonation system for scientific prediction. An example is offered to describe the general idea of quantification of simulation uncertainties.

A Bayesian method for detecting pairwise associations in compositional data

PubMed Central

Ventz, Steffen; Huttenhower, Curtis

2017-01-01

Compositional data consist of vectors of proportions normalized to a constant sum from a basis of unobserved counts. The sum constraint makes inference on correlations between unconstrained features challenging due to the information loss from normalization. However, such correlations are of long-standing interest in fields including ecology. We propose a novel Bayesian framework (BAnOCC: Bayesian Analysis of Compositional Covariance) to estimate a sparse precision matrix through a LASSO prior. The resulting posterior, generated by MCMC sampling, allows uncertainty quantification of any function of the precision matrix, including the correlation matrix. We also use a first-order Taylor expansion to approximate the transformation from the unobserved counts to the composition in order to investigate what characteristics of the unobserved counts can make the correlations more or less difficult to infer. On simulated datasets, we show that BAnOCC infers the true network as well as previous methods while offering the advantage of posterior inference. Larger and more realistic simulated datasets further showed that BAnOCC performs well as measured by type I and type II error rates. Finally, we apply BAnOCC to a microbial ecology dataset from the Human Microbiome Project, which in addition to reproducing established ecological results revealed unique, competition-based roles for Proteobacteria in multiple distinct habitats. PMID:29140991

Near Real-Time Probabilistic Damage Diagnosis Using Surrogate Modeling and High Performance Computing

NASA Technical Reports Server (NTRS)

Warner, James E.; Zubair, Mohammad; Ranjan, Desh

2017-01-01

This work investigates novel approaches to probabilistic damage diagnosis that utilize surrogate modeling and high performance computing (HPC) to achieve substantial computational speedup. Motivated by Digital Twin, a structural health management (SHM) paradigm that integrates vehicle-specific characteristics with continual in-situ damage diagnosis and prognosis, the methods studied herein yield near real-time damage assessments that could enable monitoring of a vehicle's health while it is operating (i.e. online SHM). High-fidelity modeling and uncertainty quantification (UQ), both critical to Digital Twin, are incorporated using finite element method simulations and Bayesian inference, respectively. The crux of the proposed Bayesian diagnosis methods, however, is the reformulation of the numerical sampling algorithms (e.g. Markov chain Monte Carlo) used to generate the resulting probabilistic damage estimates. To this end, three distinct methods are demonstrated for rapid sampling that utilize surrogate modeling and exploit various degrees of parallelism for leveraging HPC. The accuracy and computational efficiency of the methods are compared on the problem of strain-based crack identification in thin plates. While each approach has inherent problem-specific strengths and weaknesses, all approaches are shown to provide accurate probabilistic damage diagnoses and several orders of magnitude computational speedup relative to a baseline Bayesian diagnosis implementation.

Survey of Existing Uncertainty Quantification Capabilities for Army Relevant Problems

DTIC Science & Technology

2017-11-27

ARL-TR-8218•NOV 2017 US Army Research Laboratory Survey of Existing Uncertainty Quantification Capabilities for Army-Relevant Problems by James J...NOV 2017 US Army Research Laboratory Survey of Existing Uncertainty Quantification Capabilities for Army-Relevant Problems by James J Ramsey...Rev. 8/98)    Prescribed by ANSI Std. Z39.18 November 2017 Technical Report Survey of Existing Uncertainty Quantification Capabilities for Army

Development of a Framework for Model-Based Analysis, Uncertainty Quantification, and Robust Control Design of Nonlinear Smart Composite Systems

DTIC Science & Technology

2015-06-04

control, vibration and noise control, health monitoring, and energy harvesting . However, these advantages come at the cost of rate-dependent hysteresis...configuration used for energy harvesting . Uncertainty Quantification Uncertainty quantification is pursued in two steps: (i) determination of densities...Crews and R.C. Smith, “Quantification of parameter and model uncertainty for shape mem- ory alloy bending actuators,” Journal of Intelligent material

Evaluation of calibration efficacy under different levels of uncertainty

DOE PAGES

Heo, Yeonsook; Graziano, Diane J.; Guzowski, Leah; ...

2014-06-10

This study examines how calibration performs under different levels of uncertainty in model input data. It specifically assesses the efficacy of Bayesian calibration to enhance the reliability of EnergyPlus model predictions. A Bayesian approach can be used to update uncertain values of parameters, given measured energy-use data, and to quantify the associated uncertainty.We assess the efficacy of Bayesian calibration under a controlled virtual-reality setup, which enables rigorous validation of the accuracy of calibration results in terms of both calibrated parameter values and model predictions. Case studies demonstrate the performance of Bayesian calibration of base models developed from audit data withmore » differing levels of detail in building design, usage, and operation.« less

Uncertainty characterization and quantification in air pollution models. Application to the ADMS-Urban model.

NASA Astrophysics Data System (ADS)

Debry, E.; Malherbe, L.; Schillinger, C.; Bessagnet, B.; Rouil, L.

2009-04-01

Evaluation of human exposure to atmospheric pollution usually requires the knowledge of pollutants concentrations in ambient air. In the framework of PAISA project, which studies the influence of socio-economical status on relationships between air pollution and short term health effects, the concentrations of gas and particle pollutants are computed over Strasbourg with the ADMS-Urban model. As for any modeling result, simulated concentrations come with uncertainties which have to be characterized and quantified. There are several sources of uncertainties related to input data and parameters, i.e. fields used to execute the model like meteorological fields, boundary conditions and emissions, related to the model formulation because of incomplete or inaccurate treatment of dynamical and chemical processes, and inherent to the stochastic behavior of atmosphere and human activities [1]. Our aim is here to assess the uncertainties of the simulated concentrations with respect to input data and model parameters. In this scope the first step consisted in bringing out the input data and model parameters that contribute most effectively to space and time variability of predicted concentrations. Concentrations of several pollutants were simulated for two months in winter 2004 and two months in summer 2004 over five areas of Strasbourg. The sensitivity analysis shows the dominating influence of boundary conditions and emissions. Among model parameters, the roughness and Monin-Obukhov lengths appear to have non neglectable local effects. Dry deposition is also an important dynamic process. The second step of the characterization and quantification of uncertainties consists in attributing a probability distribution to each input data and model parameter and in propagating the joint distribution of all data and parameters into the model so as to associate a probability distribution to the modeled concentrations. Several analytical and numerical methods exist to perform an uncertainty analysis. We chose the Monte Carlo method which has already been applied to atmospheric dispersion models [2, 3, 4]. The main advantage of this method is to be insensitive to the number of perturbed parameters but its drawbacks are its computation cost and its slow convergence. In order to speed up this one we used the method of antithetic variable which takes adavantage of the symmetry of probability laws. The air quality model simulations were carried out by the Association for study and watching of Atmospheric Pollution in Alsace (ASPA). The output concentrations distributions can then be updated with a Bayesian method. This work is part of an INERIS Research project also aiming at assessing the uncertainty of the CHIMERE dispersion model used in the Prev'Air forecasting platform (www.prevair.org) in order to deliver more accurate predictions. (1) Rao, K.S. Uncertainty Analysis in Atmospheric Dispersion Modeling, Pure and Applied Geophysics, 2005, 162, 1893-1917. (2) Beekmann, M. and Derognat, C. Monte Carlo uncertainty analysis of a regional-scale transport chemistry model constrained by measurements from the Atmospheric Pollution Over the PAris Area (ESQUIF) campaign, Journal of Geophysical Research, 2003, 108, 8559-8576. (3) Hanna, S.R. and Lu, Z. and Frey, H.C. and Wheeler, N. and Vukovich, J. and Arunachalam, S. and Fernau, M. and Hansen, D.A. Uncertainties in predicted ozone concentrations due to input uncertainties for the UAM-V photochemical grid model applied to the July 1995 OTAG domain, Atmospheric Environment, 2001, 35, 891-903. (4) Romanowicz, R. and Higson, H. and Teasdale, I. Bayesian uncertainty estimation methodology applied to air pollution modelling, Environmetrics, 2000, 11, 351-371.

Uncertainty estimation of a complex water quality model: The influence of Box-Cox transformation on Bayesian approaches and comparison with a non-Bayesian method

NASA Astrophysics Data System (ADS)

Freni, Gabriele; Mannina, Giorgio

In urban drainage modelling, uncertainty analysis is of undoubted necessity. However, uncertainty analysis in urban water-quality modelling is still in its infancy and only few studies have been carried out. Therefore, several methodological aspects still need to be experienced and clarified especially regarding water quality modelling. The use of the Bayesian approach for uncertainty analysis has been stimulated by its rigorous theoretical framework and by the possibility of evaluating the impact of new knowledge on the modelling predictions. Nevertheless, the Bayesian approach relies on some restrictive hypotheses that are not present in less formal methods like the Generalised Likelihood Uncertainty Estimation (GLUE). One crucial point in the application of Bayesian method is the formulation of a likelihood function that is conditioned by the hypotheses made regarding model residuals. Statistical transformations, such as the use of Box-Cox equation, are generally used to ensure the homoscedasticity of residuals. However, this practice may affect the reliability of the analysis leading to a wrong uncertainty estimation. The present paper aims to explore the influence of the Box-Cox equation for environmental water quality models. To this end, five cases were considered one of which was the “real” residuals distributions (i.e. drawn from available data). The analysis was applied to the Nocella experimental catchment (Italy) which is an agricultural and semi-urbanised basin where two sewer systems, two wastewater treatment plants and a river reach were monitored during both dry and wet weather periods. The results show that the uncertainty estimation is greatly affected by residual transformation and a wrong assumption may also affect the evaluation of model uncertainty. The use of less formal methods always provide an overestimation of modelling uncertainty with respect to Bayesian method but such effect is reduced if a wrong assumption is made regarding the residuals distribution. If residuals are not normally distributed, the uncertainty is over-estimated if Box-Cox transformation is not applied or non-calibrated parameter is used.

Parameter-induced uncertainty quantification of a regional N2O and NO3 inventory using the biogeochemical model LandscapeDNDC

NASA Astrophysics Data System (ADS)

Haas, Edwin; Klatt, Steffen; Kraus, David; Werner, Christian; Ruiz, Ignacio Santa Barbara; Kiese, Ralf; Butterbach-Bahl, Klaus

2014-05-01

Numerical simulation models are increasingly used to estimate greenhouse gas emissions at site to regional and national scales and are outlined as the most advanced methodology (Tier 3) for national emission inventory in the framework of UNFCCC reporting. Process-based models incorporate the major processes of the carbon and nitrogen cycle of terrestrial ecosystems like arable land and grasslands and are thus thought to be widely applicable at various spatial and temporal scales. The high complexity of ecosystem processes mirrored by such models requires a large number of model parameters. Many of those parameters are lumped parameters describing simultaneously the effect of environmental drivers on e.g. microbial community activity and individual processes. Thus, the precise quantification of true parameter states is often difficult or even impossible. As a result model uncertainty is not solely originating from input uncertainty but also subject to parameter-induced uncertainty. In this study we quantify regional parameter-induced model uncertainty on nitrous oxide (N2O) emissions and nitrate (NO3) leaching from arable soils of Saxony (Germany) using the biogeochemical model LandscapeDNDC. For this we calculate a regional inventory using a joint parameter distribution for key parameters describing microbial C and N turnover processes as obtained by a Bayesian calibration study. We representatively sampled 400 different parameter vectors from the discrete joint parameter distribution comprising approximately 400,000 parameter combinations and used these to calculate 400 individual realizations of the regional inventory. The spatial domain (represented by 4042 polygons) is set up with spatially explicit soil and climate information and a region-typical 3-year crop rotation consisting of winter wheat, rape- seed, and winter barley. Average N2O emission from arable soils in the state of Saxony across all 400 realizations was 1.43 ± 1.25 [kg N / ha] with a median value of 1.05 [kg N / ha]. Using the default IPCC emission factor approach (Tier 1) for direct emissions reveal a higher average N2O emission of 1.51 [kg N / ha] due to fertilizer use. In the regional uncertainty quantification the 20% likelihood range for N2O emissions is 0.79 - 1.37 [kg N / ha] (50% likelihood: 0.46 - 2.05 [kg N / ha]; 90% likelihood: 0.11 - 4.03 [kg N / ha]). Respective quantities were calculated for nitrate leaching. The method has proven its applicability to quantify parameter-induced uncertainty of simulated regional greenhouse gas emission and nitrate leaching inventories using process based biogeochemical models.

BAYESIAN METHODS FOR REGIONAL-SCALE EUTROPHICATION MODELS. (R830887)

EPA Science Inventory

We demonstrate a Bayesian classification and regression tree (CART) approach to link multiple environmental stressors to biological responses and quantify uncertainty in model predictions. Such an approach can: (1) report prediction uncertainty, (2) be consistent with the amou...

Quantitative diagnosis and prognosis framework for concrete degradation due to alkali-silica reaction

NASA Astrophysics Data System (ADS)

Mahadevan, Sankaran; Neal, Kyle; Nath, Paromita; Bao, Yanqing; Cai, Guowei; Orme, Peter; Adams, Douglas; Agarwal, Vivek

2017-02-01

This research is seeking to develop a probabilistic framework for health diagnosis and prognosis of aging concrete structures in nuclear power plants that are subjected to physical, chemical, environment, and mechanical degradation. The proposed framework consists of four elements: monitoring, data analytics, uncertainty quantification, and prognosis. The current work focuses on degradation caused by ASR (alkali-silica reaction). Controlled concrete specimens with reactive aggregate are prepared to develop accelerated ASR degradation. Different monitoring techniques — infrared thermography, digital image correlation (DIC), mechanical deformation measurements, nonlinear impact resonance acoustic spectroscopy (NIRAS), and vibro-acoustic modulation (VAM) — are studied for ASR diagnosis of the specimens. Both DIC and mechanical measurements record the specimen deformation caused by ASR gel expansion. Thermography is used to compare the thermal response of pristine and damaged concrete specimens and generate a 2-D map of the damage (i.e., ASR gel and cracked area), thus facilitating localization and quantification of damage. NIRAS and VAM are two separate vibration-based techniques that detect nonlinear changes in dynamic properties caused by the damage. The diagnosis results from multiple techniques are then fused using a Bayesian network, which also helps to quantify the uncertainty in the diagnosis. Prognosis of ASR degradation is then performed based on the current state of degradation obtained from diagnosis, by using a coupled thermo-hydro-mechanical-chemical (THMC) model for ASR degradation. This comprehensive approach of monitoring, data analytics, and uncertainty-quantified diagnosis and prognosis will facilitate the development of a quantitative, risk informed framework that will support continuous assessment and risk management of structural health and performance.

Decision Modeling Framework to Minimize Arrival Delays from Ground Delay Programs

NASA Astrophysics Data System (ADS)

Mohleji, Nandita

Convective weather and other constraints create uncertainty in air transportation, leading to costly delays. A Ground Delay Program (GDP) is a strategy to mitigate these effects. Systematic decision support can increase GDP efficacy, reduce delays, and minimize direct operating costs. In this study, a decision analysis (DA) model is constructed by combining a decision tree and Bayesian belief network. Through a study of three New York region airports, the DA model demonstrates that larger GDP scopes that include more flights in the program, along with longer lead times that provide stakeholders greater notice of a pending program, trigger the fewest average arrival delays. These findings are demonstrated to result in a savings of up to $1,850 per flight. Furthermore, when convective weather is predicted, forecast weather confidences remain the same level or greater at least 70% of the time, supporting more strategic decision making. The DA model thus enables quantification of uncertainties and insights on causal relationships, providing support for future GDP decisions.

Bayesian calibration of coarse-grained forces: Efficiently addressing transferability

NASA Astrophysics Data System (ADS)

Patrone, Paul N.; Rosch, Thomas W.; Phelan, Frederick R.

2016-04-01

Generating and calibrating forces that are transferable across a range of state-points remains a challenging task in coarse-grained (CG) molecular dynamics. In this work, we present a coarse-graining workflow, inspired by ideas from uncertainty quantification and numerical analysis, to address this problem. The key idea behind our approach is to introduce a Bayesian correction algorithm that uses functional derivatives of CG simulations to rapidly and inexpensively recalibrate initial estimates f0 of forces anchored by standard methods such as force-matching. Taking density-temperature relationships as a running example, we demonstrate that this algorithm, in concert with various interpolation schemes, can be used to efficiently compute physically reasonable force curves on a fine grid of state-points. Importantly, we show that our workflow is robust to several choices available to the modeler, including the interpolation schemes and tools used to construct f0. In a related vein, we also demonstrate that our approach can speed up coarse-graining by reducing the number of atomistic simulations needed as inputs to standard methods for generating CG forces.

A measure of uncertainty regarding the interval constraint of normal mean elicited by two stages of a prior hierarchy.

PubMed

Kim, Hea-Jung

2014-01-01

This paper considers a hierarchical screened Gaussian model (HSGM) for Bayesian inference of normal models when an interval constraint in the mean parameter space needs to be incorporated in the modeling but when such a restriction is uncertain. An objective measure of the uncertainty, regarding the interval constraint, accounted for by using the HSGM is proposed for the Bayesian inference. For this purpose, we drive a maximum entropy prior of the normal mean, eliciting the uncertainty regarding the interval constraint, and then obtain the uncertainty measure by considering the relationship between the maximum entropy prior and the marginal prior of the normal mean in HSGM. Bayesian estimation procedure of HSGM is developed and two numerical illustrations pertaining to the properties of the uncertainty measure are provided.

Almost but not quite 2D, Non-linear Bayesian Inversion of CSEM Data

NASA Astrophysics Data System (ADS)

Ray, A.; Key, K.; Bodin, T.

2013-12-01

The geophysical inverse problem can be elegantly stated in a Bayesian framework where a probability distribution can be viewed as a statement of information regarding a random variable. After all, the goal of geophysical inversion is to provide information on the random variables of interest - physical properties of the earth's subsurface. However, though it may be simple to postulate, a practical difficulty of fully non-linear Bayesian inversion is the computer time required to adequately sample the model space and extract the information we seek. As a consequence, in geophysical problems where evaluation of a full 2D/3D forward model is computationally expensive, such as marine controlled source electromagnetic (CSEM) mapping of the resistivity of seafloor oil and gas reservoirs, Bayesian studies have largely been conducted with 1D forward models. While the 1D approximation is indeed appropriate for exploration targets with planar geometry and geological stratification, it only provides a limited, site-specific idea of uncertainty in resistivity with depth. In this work, we extend our fully non-linear 1D Bayesian inversion to a 2D model framework, without requiring the usual regularization of model resistivities in the horizontal or vertical directions used to stabilize quasi-2D inversions. In our approach, we use the reversible jump Markov-chain Monte-Carlo (RJ-MCMC) or trans-dimensional method and parameterize the subsurface in a 2D plane with Voronoi cells. The method is trans-dimensional in that the number of cells required to parameterize the subsurface is variable, and the cells dynamically move around and multiply or combine as demanded by the data being inverted. This approach allows us to expand our uncertainty analysis of resistivity at depth to more than a single site location, allowing for interactions between model resistivities at different horizontal locations along a traverse over an exploration target. While the model is parameterized in 2D, we efficiently evaluate the forward response using 1D profiles extracted from the model at the common-midpoints of the EM source-receiver pairs. Since the 1D approximation is locally valid at different midpoint locations, the computation time is far lower than is required by a full 2D or 3D simulation. We have applied this method to both synthetic and real CSEM survey data from the Scarborough gas field on the Northwest shelf of Australia, resulting in a spatially variable quantification of resistivity and its uncertainty in 2D. This Bayesian approach results in a large database of 2D models that comprise a posterior probability distribution, which we can subset to test various hypotheses about the range of model structures compatible with the data. For example, we can subset the model distributions to examine the hypothesis that a resistive reservoir extends overs a certain spatial extent. Depending on how this conditions other parts of the model space, light can be shed on the geological viability of the hypothesis. Since tackling spatially variable uncertainty and trade-offs in 2D and 3D is a challenging research problem, the insights gained from this work may prove valuable for subsequent full 2D and 3D Bayesian inversions.

Mass discharge estimation from contaminated sites: Multi-model solutions for assessment of conceptual uncertainty

NASA Astrophysics Data System (ADS)

Thomsen, N. I.; Troldborg, M.; McKnight, U. S.; Binning, P. J.; Bjerg, P. L.

2012-04-01

Mass discharge estimates are increasingly being used in the management of contaminated sites. Such estimates have proven useful for supporting decisions related to the prioritization of contaminated sites in a groundwater catchment. Potential management options can be categorised as follows: (1) leave as is, (2) clean up, or (3) further investigation needed. However, mass discharge estimates are often very uncertain, which may hamper the management decisions. If option 1 is incorrectly chosen soil and water quality will decrease, threatening or destroying drinking water resources. The risk of choosing option 2 is to spend money on remediating a site that does not pose a problem. Choosing option 3 will often be safest, but may not be the optimal economic solution. Quantification of the uncertainty in mass discharge estimates can therefore greatly improve the foundation for selecting the appropriate management option. The uncertainty of mass discharge estimates depends greatly on the extent of the site characterization. A good approach for uncertainty estimation will be flexible with respect to the investigation level, and account for both parameter and conceptual model uncertainty. We propose a method for quantifying the uncertainty of dynamic mass discharge estimates from contaminant point sources on the local scale. The method considers both parameter and conceptual uncertainty through a multi-model approach. The multi-model approach evaluates multiple conceptual models for the same site. The different conceptual models consider different source characterizations and hydrogeological descriptions. The idea is to include a set of essentially different conceptual models where each model is believed to be realistic representation of the given site, based on the current level of information. Parameter uncertainty is quantified using Monte Carlo simulations. For each conceptual model we calculate a transient mass discharge estimate with uncertainty bounds resulting from the parametric uncertainty. To quantify the conceptual uncertainty from a given site, we combine the outputs from the different conceptual models using Bayesian model averaging. The weight for each model is obtained by integrating available data and expert knowledge using Bayesian belief networks. The multi-model approach is applied to a contaminated site. At the site a DNAPL (dense non aqueous phase liquid) spill consisting of PCE (perchloroethylene) has contaminated a fractured clay till aquitard overlaying a limestone aquifer. The exact shape and nature of the source is unknown and so is the importance of transport in the fractures. The result of the multi-model approach is a visual representation of the uncertainty of the mass discharge estimates for the site which can be used to support the management options.

Estimating uncertainty of Full Waveform Inversion with Ensemble-based methods

NASA Astrophysics Data System (ADS)

Thurin, J.; Brossier, R.; Métivier, L.

2017-12-01

Uncertainty estimation is one key feature of tomographic applications for robust interpretation. However, this information is often missing in the frame of large scale linearized inversions, and only the results at convergence are shown, despite the ill-posed nature of the problem. This issue is common in the Full Waveform Inversion community.While few methodologies have already been proposed in the literature, standard FWI workflows do not include any systematic uncertainty quantifications methods yet, but often try to assess the result's quality through cross-comparison with other results from seismic or comparison with other geophysical data. With the development of large seismic networks/surveys, the increase in computational power and the more and more systematic application of FWI, it is crucial to tackle this problem and to propose robust and affordable workflows, in order to address the uncertainty quantification problem faced for near surface targets, crustal exploration, as well as regional and global scales.In this work (Thurin et al., 2017a,b), we propose an approach which takes advantage of the Ensemble Transform Kalman Filter (ETKF) proposed by Bishop et al., (2001), in order to estimate a low-rank approximation of the posterior covariance matrix of the FWI problem, allowing us to evaluate some uncertainty information of the solution. Instead of solving the FWI problem through a Bayesian inversion with the ETKF, we chose to combine a conventional FWI, based on local optimization, and the ETKF strategies. This scheme allows combining the efficiency of local optimization for solving large scale inverse problems and make the sampling of the local solution space possible thanks to its embarrassingly parallel property. References:Bishop, C. H., Etherton, B. J. and Majumdar, S. J., 2001. Adaptive sampling with the ensemble transform Kalman filter. Part I: Theoretical aspects. Monthly weather review, 129(3), 420-436.Thurin, J., Brossier, R. and Métivier, L. 2017,a.: Ensemble-Based Uncertainty Estimation in Full Waveform Inversion. 79th EAGE Conference and Exhibition 2017, (12 - 15 June, 2017)Thurin, J., Brossier, R. and Métivier, L. 2017,b.: An Ensemble-Transform Kalman Filter - Full Waveform Inversion scheme for Uncertainty estimation; SEG Technical Program Expanded Abstracts 2012

RECONSTRUCTING EXPOSURE SCENARIOS USING DOSE BIOMARKERS - AN APPLICATION OF BAYESIAN UNCERTAINTY ANALYSIS

EPA Science Inventory

We use Bayesian uncertainty analysis to explore how to estimate pollutant exposures from biomarker concentrations. The growing number of national databases with exposure data makes such an analysis possible. They contain datasets of pharmacokinetic biomarkers for many polluta...

Joint analysis of input and parametric uncertainties in watershed water quality modeling: A formal Bayesian approach

NASA Astrophysics Data System (ADS)

Han, Feng; Zheng, Yi

2018-06-01

Significant Input uncertainty is a major source of error in watershed water quality (WWQ) modeling. It remains challenging to address the input uncertainty in a rigorous Bayesian framework. This study develops the Bayesian Analysis of Input and Parametric Uncertainties (BAIPU), an approach for the joint analysis of input and parametric uncertainties through a tight coupling of Markov Chain Monte Carlo (MCMC) analysis and Bayesian Model Averaging (BMA). The formal likelihood function for this approach is derived considering a lag-1 autocorrelated, heteroscedastic, and Skew Exponential Power (SEP) distributed error model. A series of numerical experiments were performed based on a synthetic nitrate pollution case and on a real study case in the Newport Bay Watershed, California. The Soil and Water Assessment Tool (SWAT) and Differential Evolution Adaptive Metropolis (DREAM(ZS)) were used as the representative WWQ model and MCMC algorithm, respectively. The major findings include the following: (1) the BAIPU can be implemented and used to appropriately identify the uncertain parameters and characterize the predictive uncertainty; (2) the compensation effect between the input and parametric uncertainties can seriously mislead the modeling based management decisions, if the input uncertainty is not explicitly accounted for; (3) the BAIPU accounts for the interaction between the input and parametric uncertainties and therefore provides more accurate calibration and uncertainty results than a sequential analysis of the uncertainties; and (4) the BAIPU quantifies the credibility of different input assumptions on a statistical basis and can be implemented as an effective inverse modeling approach to the joint inference of parameters and inputs.

Daniel Goodman’s empirical approach to Bayesian statistics

USGS Publications Warehouse

Gerrodette, Tim; Ward, Eric; Taylor, Rebecca L.; Schwarz, Lisa K.; Eguchi, Tomoharu; Wade, Paul; Himes Boor, Gina

2016-01-01

Bayesian statistics, in contrast to classical statistics, uses probability to represent uncertainty about the state of knowledge. Bayesian statistics has often been associated with the idea that knowledge is subjective and that a probability distribution represents a personal degree of belief. Dr. Daniel Goodman considered this viewpoint problematic for issues of public policy. He sought to ground his Bayesian approach in data, and advocated the construction of a prior as an empirical histogram of “similar” cases. In this way, the posterior distribution that results from a Bayesian analysis combined comparable previous data with case-specific current data, using Bayes’ formula. Goodman championed such a data-based approach, but he acknowledged that it was difficult in practice. If based on a true representation of our knowledge and uncertainty, Goodman argued that risk assessment and decision-making could be an exact science, despite the uncertainties. In his view, Bayesian statistics is a critical component of this science because a Bayesian analysis produces the probabilities of future outcomes. Indeed, Goodman maintained that the Bayesian machinery, following the rules of conditional probability, offered the best legitimate inference from available data. We give an example of an informative prior in a recent study of Steller sea lion spatial use patterns in Alaska.

Prediction and assimilation of surf-zone processes using a Bayesian network: Part I: Forward models

USGS Publications Warehouse

Plant, Nathaniel G.; Holland, K. Todd

2011-01-01

Prediction of coastal processes, including waves, currents, and sediment transport, can be obtained from a variety of detailed geophysical-process models with many simulations showing significant skill. This capability supports a wide range of research and applied efforts that can benefit from accurate numerical predictions. However, the predictions are only as accurate as the data used to drive the models and, given the large temporal and spatial variability of the surf zone, inaccuracies in data are unavoidable such that useful predictions require corresponding estimates of uncertainty. We demonstrate how a Bayesian-network model can be used to provide accurate predictions of wave-height evolution in the surf zone given very sparse and/or inaccurate boundary-condition data. The approach is based on a formal treatment of a data-assimilation problem that takes advantage of significant reduction of the dimensionality of the model system. We demonstrate that predictions of a detailed geophysical model of the wave evolution are reproduced accurately using a Bayesian approach. In this surf-zone application, forward prediction skill was 83%, and uncertainties in the model inputs were accurately transferred to uncertainty in output variables. We also demonstrate that if modeling uncertainties were not conveyed to the Bayesian network (i.e., perfect data or model were assumed), then overly optimistic prediction uncertainties were computed. More consistent predictions and uncertainties were obtained by including model-parameter errors as a source of input uncertainty. Improved predictions (skill of 90%) were achieved because the Bayesian network simultaneously estimated optimal parameters while predicting wave heights.

A Demonstration of Concrete Structural Health Monitoring Framework for Degradation due to Alkali-Silica Reaction

DOE Office of Scientific and Technical Information (OSTI.GOV)

Mahadevan, Sankaran; Agarwal, Vivek; Neal, Kyle

Assessment and management of aging concrete structures in nuclear power plants require a more systematic approach than simple reliance on existing code margins of safety. Structural health monitoring of concrete structures aims to understand the current health condition of a structure based on heterogeneous measurements to produce high-confidence actionable information regarding structural integrity that supports operational and maintenance decisions. This ongoing research project is seeking to develop a probabilistic framework for health diagnosis and prognosis of aging concrete structures in a nuclear power plant that is subjected to physical, chemical, environment, and mechanical degradation. The proposed framework consists of fourmore » elements: monitoring, data analytics, uncertainty quantification and prognosis. This report focuses on degradation caused by ASR (alkali-silica reaction). Controlled specimens were prepared to develop accelerated ASR degradation. Different monitoring techniques – thermography, digital image correlation (DIC), mechanical deformation measurements, nonlinear impact resonance acoustic spectroscopy (NIRAS), and vibro-acoustic modulation (VAM) -- were used to detect the damage caused by ASR. Heterogeneous data from the multiple techniques was used for damage diagnosis and prognosis, and quantification of the associated uncertainty using a Bayesian network approach. Additionally, MapReduce technique has been demonstrated with synthetic data. This technique can be used in future to handle large amounts of observation data obtained from the online monitoring of realistic structures.« less

Assimilating multi-source uncertainties of a parsimonious conceptual hydrological model using hierarchical Bayesian modeling

Treesearch

Wei Wu; James Clark; James Vose

2010-01-01

Hierarchical Bayesian (HB) modeling allows for multiple sources of uncertainty by factoring complex relationships into conditional distributions that can be used to draw inference and make predictions. We applied an HB model to estimate the parameters and state variables of a parsimonious hydrological model – GR4J – by coherently assimilating the uncertainties from the...

The NASA Langley Multidisciplinary Uncertainty Quantification Challenge

NASA Technical Reports Server (NTRS)

Crespo, Luis G.; Kenny, Sean P.; Giesy, Daniel P.

2014-01-01

This paper presents the formulation of an uncertainty quantification challenge problem consisting of five subproblems. These problems focus on key aspects of uncertainty characterization, sensitivity analysis, uncertainty propagation, extreme-case analysis, and robust design.

Uncertainty quantification for constitutive model calibration of brain tissue.

PubMed

Brewick, Patrick T; Teferra, Kirubel

2018-05-31

The results of a study comparing model calibration techniques for Ogden's constitutive model that describes the hyperelastic behavior of brain tissue are presented. One and two-term Ogden models are fit to two different sets of stress-strain experimental data for brain tissue using both least squares optimization and Bayesian estimation. For the Bayesian estimation, the joint posterior distribution of the constitutive parameters is calculated by employing Hamiltonian Monte Carlo (HMC) sampling, a type of Markov Chain Monte Carlo method. The HMC method is enriched in this work to intrinsically enforce the Drucker stability criterion by formulating a nonlinear parameter constraint function, which ensures the constitutive model produces physically meaningful results. Through application of the nested sampling technique, 95% confidence bounds on the constitutive model parameters are identified, and these bounds are then propagated through the constitutive model to produce the resultant bounds on the stress-strain response. The behavior of the model calibration procedures and the effect of the characteristics of the experimental data are extensively evaluated. It is demonstrated that increasing model complexity (i.e., adding an additional term in the Ogden model) improves the accuracy of the best-fit set of parameters while also increasing the uncertainty via the widening of the confidence bounds of the calibrated parameters. Despite some similarity between the two data sets, the resulting distributions are noticeably different, highlighting the sensitivity of the calibration procedures to the characteristics of the data. For example, the amount of uncertainty reported on the experimental data plays an essential role in how data points are weighted during the calibration, and this significantly affects how the parameters are calibrated when combining experimental data sets from disparate sources. Published by Elsevier Ltd.

Quantification of uncertainty in photon source spot size inference during laser-driven radiography experiments at TRIDENT

DOE Office of Scientific and Technical Information (OSTI.GOV)

Tobias, Benjamin John; Palaniyappan, Sasikumar; Gautier, Donald Cort

Images of the R2DTO resolution target were obtained during laser-driven-radiography experiments performed at the TRIDENT laser facility, and analysis of these images using the Bayesian Inference Engine (BIE) determines a most probable full-width half maximum (FWHM) spot size of 78 μm. However, significant uncertainty prevails due to variation in the measured detector blur. Propagating this uncertainty in detector blur through the forward model results in an interval of probabilistic ambiguity spanning approximately 35-195 μm when the laser energy impinges on a thick (1 mm) tantalum target. In other phases of the experiment, laser energy is deposited on a thin (~100more » nm) aluminum target placed 250 μm ahead of the tantalum converter. When the energetic electron beam is generated in this manner, upstream from the bremsstrahlung converter, the inferred spot size shifts to a range of much larger values, approximately 270-600 μm FWHM. This report discusses methods applied to obtain these intervals as well as concepts necessary for interpreting the result within a context of probabilistic quantitative inference.« less

A hierarchical spatial model for well yield in complex aquifers

NASA Astrophysics Data System (ADS)

Montgomery, J.; O'sullivan, F.

2017-12-01

Efficiently siting and managing groundwater wells requires reliable estimates of the amount of water that can be produced, or the well yield. This can be challenging to predict in highly complex, heterogeneous fractured aquifers due to the uncertainty around local hydraulic properties. Promising statistical approaches have been advanced in recent years. For instance, kriging and multivariate regression analysis have been applied to well test data with limited but encouraging levels of prediction accuracy. Additionally, some analytical solutions to diffusion in homogeneous porous media have been used to infer "effective" properties consistent with observed flow rates or drawdown. However, this is an under-specified inverse problem with substantial and irreducible uncertainty. We describe a flexible machine learning approach capable of combining diverse datasets with constraining physical and geostatistical models for improved well yield prediction accuracy and uncertainty quantification. Our approach can be implemented within a hierarchical Bayesian framework using Markov Chain Monte Carlo, which allows for additional sources of information to be incorporated in priors to further constrain and improve predictions and reduce the model order. We demonstrate the usefulness of this approach using data from over 7,000 wells in a fractured bedrock aquifer.

Bayesian dose-response analysis for epidemiological studies with complex uncertainty in dose estimation.

PubMed

Kwon, Deukwoo; Hoffman, F Owen; Moroz, Brian E; Simon, Steven L

2016-02-10

Most conventional risk analysis methods rely on a single best estimate of exposure per person, which does not allow for adjustment for exposure-related uncertainty. Here, we propose a Bayesian model averaging method to properly quantify the relationship between radiation dose and disease outcomes by accounting for shared and unshared uncertainty in estimated dose. Our Bayesian risk analysis method utilizes multiple realizations of sets (vectors) of doses generated by a two-dimensional Monte Carlo simulation method that properly separates shared and unshared errors in dose estimation. The exposure model used in this work is taken from a study of the risk of thyroid nodules among a cohort of 2376 subjects who were exposed to fallout from nuclear testing in Kazakhstan. We assessed the performance of our method through an extensive series of simulations and comparisons against conventional regression risk analysis methods. When the estimated doses contain relatively small amounts of uncertainty, the Bayesian method using multiple a priori plausible draws of dose vectors gave similar results to the conventional regression-based methods of dose-response analysis. However, when large and complex mixtures of shared and unshared uncertainties are present, the Bayesian method using multiple dose vectors had significantly lower relative bias than conventional regression-based risk analysis methods and better coverage, that is, a markedly increased capability to include the true risk coefficient within the 95% credible interval of the Bayesian-based risk estimate. An evaluation of the dose-response using our method is presented for an epidemiological study of thyroid disease following radiation exposure. Copyright © 2015 John Wiley & Sons, Ltd.

Reducing uncertainties in decadal variability of the global carbon budget with multiple datasets

PubMed Central

Li, Wei; Ciais, Philippe; Wang, Yilong; Peng, Shushi; Broquet, Grégoire; Ballantyne, Ashley P.; Canadell, Josep G.; Cooper, Leila; Friedlingstein, Pierre; Le Quéré, Corinne; Myneni, Ranga B.; Peters, Glen P.; Piao, Shilong; Pongratz, Julia

2016-01-01

Conventional calculations of the global carbon budget infer the land sink as a residual between emissions, atmospheric accumulation, and the ocean sink. Thus, the land sink accumulates the errors from the other flux terms and bears the largest uncertainty. Here, we present a Bayesian fusion approach that combines multiple observations in different carbon reservoirs to optimize the land (B) and ocean (O) carbon sinks, land use change emissions (L), and indirectly fossil fuel emissions (F) from 1980 to 2014. Compared with the conventional approach, Bayesian optimization decreases the uncertainties in B by 41% and in O by 46%. The L uncertainty decreases by 47%, whereas F uncertainty is marginally improved through the knowledge of natural fluxes. Both ocean and net land uptake (B + L) rates have positive trends of 29 ± 8 and 37 ± 17 Tg C⋅y−2 since 1980, respectively. Our Bayesian fusion of multiple observations reduces uncertainties, thereby allowing us to isolate important variability in global carbon cycle processes. PMID:27799533

Uncertainty estimation of Intensity-Duration-Frequency relationships: A regional analysis

NASA Astrophysics Data System (ADS)

Mélèse, Victor; Blanchet, Juliette; Molinié, Gilles

2018-03-01

We propose in this article a regional study of uncertainties in IDF curves derived from point-rainfall maxima. We develop two generalized extreme value models based on the simple scaling assumption, first in the frequentist framework and second in the Bayesian framework. Within the frequentist framework, uncertainties are obtained i) from the Gaussian density stemming from the asymptotic normality theorem of the maximum likelihood and ii) with a bootstrap procedure. Within the Bayesian framework, uncertainties are obtained from the posterior densities. We confront these two frameworks on the same database covering a large region of 100, 000 km2 in southern France with contrasted rainfall regime, in order to be able to draw conclusion that are not specific to the data. The two frameworks are applied to 405 hourly stations with data back to the 1980's, accumulated in the range 3 h-120 h. We show that i) the Bayesian framework is more robust than the frequentist one to the starting point of the estimation procedure, ii) the posterior and the bootstrap densities are able to better adjust uncertainty estimation to the data than the Gaussian density, and iii) the bootstrap density give unreasonable confidence intervals, in particular for return levels associated to large return period. Therefore our recommendation goes towards the use of the Bayesian framework to compute uncertainty.

Bayesian Monte Carlo and Maximum Likelihood Approach for Uncertainty Estimation and Risk Management: Application to Lake Oxygen Recovery Model

EPA Science Inventory

Model uncertainty estimation and risk assessment is essential to environmental management and informed decision making on pollution mitigation strategies. In this study, we apply a probabilistic methodology, which combines Bayesian Monte Carlo simulation and Maximum Likelihood e...

Bayesian and Frequentist Methods for Estimating Joint Uncertainty of Freundlich Adsorption Isotherm Fitting Parameters

EPA Science Inventory

In this paper, we present methods for estimating Freundlich isotherm fitting parameters (K and N) and their joint uncertainty, which have been implemented into the freeware software platforms R and WinBUGS. These estimates were determined by both Frequentist and Bayesian analyse...

Metrics for evaluating performance and uncertainty of Bayesian network models

Treesearch

Bruce G. Marcot

2012-01-01

This paper presents a selected set of existing and new metrics for gauging Bayesian network model performance and uncertainty. Selected existing and new metrics are discussed for conducting model sensitivity analysis (variance reduction, entropy reduction, case file simulation); evaluating scenarios (influence analysis); depicting model complexity (numbers of model...

Characterization and Quantification of Uncertainty in the NARCCAP Regional Climate Model Ensemble and Application to Impacts on Water Systems

NASA Astrophysics Data System (ADS)

Mearns, L. O.; Sain, S. R.; McGinnis, S. A.; Steinschneider, S.; Brown, C. M.

2015-12-01

In this talk we present the development of a joint Bayesian Probabilistic Model for the climate change results of the North American Regional Climate Change Assessment Program (NARCCAP) that uses a unique prior in the model formulation. We use the climate change results (joint distribution of seasonal temperature and precipitation changes (future vs. current)) from the global climate models (GCMs) that provided boundary conditions for the six different regional climate models used in the program as informative priors for the bivariate Bayesian Model. The two variables involved are seasonal temperature and precipitation over sub-regions (i.e., Bukovsky Regions) of the full NARCCAP domain. The basic approach to the joint Bayesian hierarchical model follows the approach of Tebaldi and Sansó (2009). We compare model results using informative (i.e., GCM information) as well as uninformative priors. We apply these results to the Water Evaluation and Planning System (WEAP) model for the Colorado Springs Utility in Colorado. We investigate the layout of the joint pdfs in the context of the water model sensitivities to ranges of temperature and precipitation results to determine the likelihoods of future climate conditions that cannot be accommodated by possible adaptation options. Comparisons may also be made with joint pdfs formed from the CMIP5 collection of global climate models and empirically downscaled to the region of interest.

A Defence of the AR4’s Bayesian Approach to Quantifying Uncertainty

NASA Astrophysics Data System (ADS)

Vezer, M. A.

2009-12-01

The field of climate change research is a kimberlite pipe filled with philosophic diamonds waiting to be mined and analyzed by philosophers. Within the scientific literature on climate change, there is much philosophical dialogue regarding the methods and implications of climate studies. To this date, however, discourse regarding the philosophy of climate science has been confined predominately to scientific - rather than philosophical - investigations. In this paper, I hope to bring one such issue to the surface for explicit philosophical analysis: The purpose of this paper is to address a philosophical debate pertaining to the expressions of uncertainty in the International Panel on Climate Change (IPCC) Fourth Assessment Report (AR4), which, as will be noted, has received significant attention in scientific journals and books, as well as sporadic glances from the popular press. My thesis is that the AR4’s Bayesian method of uncertainty analysis and uncertainty expression is justifiable on pragmatic grounds: it overcomes problems associated with vagueness, thereby facilitating communication between scientists and policy makers such that the latter can formulate decision analyses in response to the views of the former. Further, I argue that the most pronounced criticisms against the AR4’s Bayesian approach, which are outlined below, are misguided. §1 Introduction Central to AR4 is a list of terms related to uncertainty that in colloquial conversations would be considered vague. The IPCC attempts to reduce the vagueness of its expressions of uncertainty by calibrating uncertainty terms with numerical probability values derived from a subjective Bayesian methodology. This style of analysis and expression has stimulated some controversy, as critics reject as inappropriate and even misleading the association of uncertainty terms with Bayesian probabilities. [...] The format of the paper is as follows. The investigation begins (§2) with an explanation of background considerations relevant to the IPCC and its use of uncertainty expressions. It then (§3) outlines some general philosophical worries regarding vague expressions and (§4) relates those worries to the AR4 and its method of dealing with them, which is a subjective Bayesian probability analysis. The next phase of the paper (§5) examines the notions of ‘objective’ and ‘subjective’ probability interpretations and compares the IPCC’s subjective Bayesian strategy with a frequentist approach. It then (§6) addresses objections to that methodology, and concludes (§7) that those objections are wrongheaded.

A fully Bayesian method for jointly fitting instrumental calibration and X-ray spectral models

DOE Office of Scientific and Technical Information (OSTI.GOV)

Xu, Jin; Yu, Yaming; Van Dyk, David A.

2014-10-20

Owing to a lack of robust principled methods, systematic instrumental uncertainties have generally been ignored in astrophysical data analysis despite wide recognition of the importance of including them. Ignoring calibration uncertainty can cause bias in the estimation of source model parameters and can lead to underestimation of the variance of these estimates. We previously introduced a pragmatic Bayesian method to address this problem. The method is 'pragmatic' in that it introduced an ad hoc technique that simplified computation by neglecting the potential information in the data for narrowing the uncertainty for the calibration product. Following that work, we use amore » principal component analysis to efficiently represent the uncertainty of the effective area of an X-ray (or γ-ray) telescope. Here, however, we leverage this representation to enable a principled, fully Bayesian method that coherently accounts for the calibration uncertainty in high-energy spectral analysis. In this setting, the method is compared with standard analysis techniques and the pragmatic Bayesian method. The advantage of the fully Bayesian method is that it allows the data to provide information not only for estimation of the source parameters but also for the calibration product—here the effective area, conditional on the adopted spectral model. In this way, it can yield more accurate and efficient estimates of the source parameters along with valid estimates of their uncertainty. Provided that the source spectrum can be accurately described by a parameterized model, this method allows rigorous inference about the effective area by quantifying which possible curves are most consistent with the data.« less

Use of Bayesian Inference in Crystallographic Structure Refinement via Full Diffraction Profile Analysis

PubMed Central

Fancher, Chris M.; Han, Zhen; Levin, Igor; Page, Katharine; Reich, Brian J.; Smith, Ralph C.; Wilson, Alyson G.; Jones, Jacob L.

2016-01-01

A Bayesian inference method for refining crystallographic structures is presented. The distribution of model parameters is stochastically sampled using Markov chain Monte Carlo. Posterior probability distributions are constructed for all model parameters to properly quantify uncertainty by appropriately modeling the heteroskedasticity and correlation of the error structure. The proposed method is demonstrated by analyzing a National Institute of Standards and Technology silicon standard reference material. The results obtained by Bayesian inference are compared with those determined by Rietveld refinement. Posterior probability distributions of model parameters provide both estimates and uncertainties. The new method better estimates the true uncertainties in the model as compared to the Rietveld method. PMID:27550221

A Bayesian Framework of Uncertainties Integration in 3D Geological Model

NASA Astrophysics Data System (ADS)

Liang, D.; Liu, X.

2017-12-01

3D geological model can describe complicated geological phenomena in an intuitive way while its application may be limited by uncertain factors. Great progress has been made over the years, lots of studies decompose the uncertainties of geological model to analyze separately, while ignored the comprehensive impacts of multi-source uncertainties. Great progress has been made over the years, while lots of studies ignored the comprehensive impacts of multi-source uncertainties when analyzed them item by item from each source. To evaluate the synthetical uncertainty, we choose probability distribution to quantify uncertainty, and propose a bayesian framework of uncertainties integration. With this framework, we integrated data errors, spatial randomness, and cognitive information into posterior distribution to evaluate synthetical uncertainty of geological model. Uncertainties propagate and cumulate in modeling process, the gradual integration of multi-source uncertainty is a kind of simulation of the uncertainty propagation. Bayesian inference accomplishes uncertainty updating in modeling process. Maximum entropy principle makes a good effect on estimating prior probability distribution, which ensures the prior probability distribution subjecting to constraints supplied by the given information with minimum prejudice. In the end, we obtained a posterior distribution to evaluate synthetical uncertainty of geological model. This posterior distribution represents the synthetical impact of all the uncertain factors on the spatial structure of geological model. The framework provides a solution to evaluate synthetical impact on geological model of multi-source uncertainties and a thought to study uncertainty propagation mechanism in geological modeling.

Approximate Bayesian evaluations of measurement uncertainty

NASA Astrophysics Data System (ADS)

Possolo, Antonio; Bodnar, Olha

2018-04-01

The Guide to the Expression of Uncertainty in Measurement (GUM) includes formulas that produce an estimate of a scalar output quantity that is a function of several input quantities, and an approximate evaluation of the associated standard uncertainty. This contribution presents approximate, Bayesian counterparts of those formulas for the case where the output quantity is a parameter of the joint probability distribution of the input quantities, also taking into account any information about the value of the output quantity available prior to measurement expressed in the form of a probability distribution on the set of possible values for the measurand. The approximate Bayesian estimates and uncertainty evaluations that we present have a long history and illustrious pedigree, and provide sufficiently accurate approximations in many applications, yet are very easy to implement in practice. Differently from exact Bayesian estimates, which involve either (analytical or numerical) integrations, or Markov Chain Monte Carlo sampling, the approximations that we describe involve only numerical optimization and simple algebra. Therefore, they make Bayesian methods widely accessible to metrologists. We illustrate the application of the proposed techniques in several instances of measurement: isotopic ratio of silver in a commercial silver nitrate; odds of cryptosporidiosis in AIDS patients; height of a manometer column; mass fraction of chromium in a reference material; and potential-difference in a Zener voltage standard.

Improved Uncertainty Quantification in Groundwater Flux Estimation Using GRACE

NASA Astrophysics Data System (ADS)

Reager, J. T., II; Rao, P.; Famiglietti, J. S.; Turmon, M.

2015-12-01

Groundwater change is difficult to monitor over large scales. One of the most successful approaches is in the remote sensing of time-variable gravity using NASA Gravity Recovery and Climate Experiment (GRACE) mission data, and successful case studies have created the opportunity to move towards a global groundwater monitoring framework for the world's largest aquifers. To achieve these estimates, several approximations are applied, including those in GRACE processing corrections, the formulation of the formal GRACE errors, destriping and signal recovery, and the numerical model estimation of snow water, surface water and soil moisture storage states used to isolate a groundwater component. A major weakness in these approaches is inconsistency: different studies have used different sources of primary and ancillary data, and may achieve different results based on alternative choices in these approximations. In this study, we present two cases of groundwater change estimation in California and the Colorado River basin, selected for their good data availability and varied climates. We achieve a robust numerical estimate of post-processing uncertainties resulting from land-surface model structural shortcomings and model resolution errors. Groundwater variations should demonstrate less variability than the overlying soil moisture state does, as groundwater has a longer memory of past events due to buffering by infiltration and drainage rate limits. We apply a model ensemble approach in a Bayesian framework constrained by the assumption of decreasing signal variability with depth in the soil column. We also discuss time variable errors vs. time constant errors, across-scale errors v. across-model errors, and error spectral content (across scales and across model). More robust uncertainty quantification for GRACE-based groundwater estimates would take all of these issues into account, allowing for more fair use in management applications and for better integration of GRACE-based measurements with observations from other sources.

Uncertainty quantification and propagation in a complex human-environment system driven by fire and climate

NASA Astrophysics Data System (ADS)

Terando, A. J.; Reich, B. J.; Pacifici, K.

2013-12-01

Fire is an important disturbance process in many coupled natural-human systems. Changes in the frequency and severity of fires due to anthropogenic climate change could have significant costs to society and the plant and animal communities that are adapted to a particular fire regime Planning for these changes requires a robust model of the relationship between climate and fire that accounts for multiple sources of uncertainty that are present when simulating ecological and climatological processes. Here we model how anthropogenic climate change could affect the wildfire regime for a region in the Southeast US whose natural ecosystems are dependent on frequent, low-intensity fires while humans are at risk from large catastrophic fires. We develop a modeling framework that incorporates three major sources of uncertainty: (1) uncertainty in the ecological drivers of expected monthly area burned, (2) uncertainty in the environmental drivers influencing the probability of an extreme fire event, and (3) structural uncertainty in different downscaled climate models. In addition we use two policy-relevant emission scenarios (climate stabilization and 'business-as-usual') to characterize the uncertainty in future greenhouse gas forcings. We use a Bayesian framework to incorporate different sources of uncertainty including simulation of predictive errors and Stochastic Search Variable Selection. Our results suggest that although the mean process remains stationary, the probability of extreme fires declines through time, owing to the persistence of high atmospheric moisture content during the peak fire season that dampens the effect of increasing temperatures. Including multiple sources of uncertainty leads to wide prediction intervals, but is potentially more useful for decision-makers that will require adaptation strategies that are robust to rapid but uncertain climate and ecological change.

Uncertainty quantification in LES of channel flow

DOE PAGES

Safta, Cosmin; Blaylock, Myra; Templeton, Jeremy; ...

2016-07-12

Here, in this paper, we present a Bayesian framework for estimating joint densities for large eddy simulation (LES) sub-grid scale model parameters based on canonical forced isotropic turbulence direct numerical simulation (DNS) data. The framework accounts for noise in the independent variables, and we present alternative formulations for accounting for discrepancies between model and data. To generate probability densities for flow characteristics, posterior densities for sub-grid scale model parameters are propagated forward through LES of channel flow and compared with DNS data. Synthesis of the calibration and prediction results demonstrates that model parameters have an explicit filter width dependence andmore » are highly correlated. Discrepancies between DNS and calibrated LES results point to additional model form inadequacies that need to be accounted for.« less

Global sensitivity analysis, probabilistic calibration, and predictive assessment for the data assimilation linked ecosystem carbon model

DOE PAGES

Safta, C.; Ricciuto, Daniel M.; Sargsyan, Khachik; ...

2015-07-01

In this paper we propose a probabilistic framework for an uncertainty quantification (UQ) study of a carbon cycle model and focus on the comparison between steady-state and transient simulation setups. A global sensitivity analysis (GSA) study indicates the parameters and parameter couplings that are important at different times of the year for quantities of interest (QoIs) obtained with the data assimilation linked ecosystem carbon (DALEC) model. We then employ a Bayesian approach and a statistical model error term to calibrate the parameters of DALEC using net ecosystem exchange (NEE) observations at the Harvard Forest site. The calibration results are employedmore » in the second part of the paper to assess the predictive skill of the model via posterior predictive checks.« less

Greenhouse Gas Source Attribution: Measurements Modeling and Uncertainty Quantification

DOE Office of Scientific and Technical Information (OSTI.GOV)

Liu, Zhen; Safta, Cosmin; Sargsyan, Khachik

2014-09-01

In this project we have developed atmospheric measurement capabilities and a suite of atmospheric modeling and analysis tools that are well suited for verifying emissions of green- house gases (GHGs) on an urban-through-regional scale. We have for the first time applied the Community Multiscale Air Quality (CMAQ) model to simulate atmospheric CO 2 . This will allow for the examination of regional-scale transport and distribution of CO 2 along with air pollutants traditionally studied using CMAQ at relatively high spatial and temporal resolution with the goal of leveraging emissions verification efforts for both air quality and climate. We have developedmore » a bias-enhanced Bayesian inference approach that can remedy the well-known problem of transport model errors in atmospheric CO 2 inversions. We have tested the approach using data and model outputs from the TransCom3 global CO 2 inversion comparison project. We have also performed two prototyping studies on inversion approaches in the generalized convection-diffusion context. One of these studies employed Polynomial Chaos Expansion to accelerate the evaluation of a regional transport model and enable efficient Markov Chain Monte Carlo sampling of the posterior for Bayesian inference. The other approach uses de- terministic inversion of a convection-diffusion-reaction system in the presence of uncertainty. These approaches should, in principle, be applicable to realistic atmospheric problems with moderate adaptation. We outline a regional greenhouse gas source inference system that integrates (1) two ap- proaches of atmospheric dispersion simulation and (2) a class of Bayesian inference and un- certainty quantification algorithms. We use two different and complementary approaches to simulate atmospheric dispersion. Specifically, we use a Eulerian chemical transport model CMAQ and a Lagrangian Particle Dispersion Model - FLEXPART-WRF. These two models share the same WRF assimilated meteorology fields, making it possible to perform a hybrid simulation, in which the Eulerian model (CMAQ) can be used to compute the initial condi- tion needed by the Lagrangian model, while the source-receptor relationships for a large state vector can be efficiently computed using the Lagrangian model in its backward mode. In ad- dition, CMAQ has a complete treatment of atmospheric chemistry of a suite of traditional air pollutants, many of which could help attribute GHGs from different sources. The inference of emissions sources using atmospheric observations is cast as a Bayesian model calibration problem, which is solved using a variety of Bayesian techniques, such as the bias-enhanced Bayesian inference algorithm, which accounts for the intrinsic model deficiency, Polynomial Chaos Expansion to accelerate model evaluation and Markov Chain Monte Carlo sampling, and Karhunen-Lo %60 eve (KL) Expansion to reduce the dimensionality of the state space. We have established an atmospheric measurement site in Livermore, CA and are collect- ing continuous measurements of CO 2 , CH 4 and other species that are typically co-emitted with these GHGs. Measurements of co-emitted species can assist in attributing the GHGs to different emissions sectors. Automatic calibrations using traceable standards are performed routinely for the gas-phase measurements. We are also collecting standard meteorological data at the Livermore site as well as planetary boundary height measurements using a ceilometer. The location of the measurement site is well suited to sample air transported between the San Francisco Bay area and the California Central Valley.« less

Evaluating Variability and Uncertainty of Geological Strength Index at a Specific Site

NASA Astrophysics Data System (ADS)

Wang, Yu; Aladejare, Adeyemi Emman

2016-09-01

Geological Strength Index (GSI) is an important parameter for estimating rock mass properties. GSI can be estimated from quantitative GSI chart, as an alternative to the direct observational method which requires vast geological experience of rock. GSI chart was developed from past observations and engineering experience, with either empiricism or some theoretical simplifications. The GSI chart thereby contains model uncertainty which arises from its development. The presence of such model uncertainty affects the GSI estimated from GSI chart at a specific site; it is, therefore, imperative to quantify and incorporate the model uncertainty during GSI estimation from the GSI chart. A major challenge for quantifying the GSI chart model uncertainty is a lack of the original datasets that have been used to develop the GSI chart, since the GSI chart was developed from past experience without referring to specific datasets. This paper intends to tackle this problem by developing a Bayesian approach for quantifying the model uncertainty in GSI chart when using it to estimate GSI at a specific site. The model uncertainty in the GSI chart and the inherent spatial variability in GSI are modeled explicitly in the Bayesian approach. The Bayesian approach generates equivalent samples of GSI from the integrated knowledge of GSI chart, prior knowledge and observation data available from site investigation. Equations are derived for the Bayesian approach, and the proposed approach is illustrated using data from a drill and blast tunnel project. The proposed approach effectively tackles the problem of how to quantify the model uncertainty that arises from using GSI chart for characterization of site-specific GSI in a transparent manner.

Trans-dimensional and hierarchical Bayesian approaches toward rigorous estimation of seismic sources and structures in the Northeast Asia

NASA Astrophysics Data System (ADS)

Kim, Seongryong; Tkalčić, Hrvoje; Mustać, Marija; Rhie, Junkee; Ford, Sean

2016-04-01

A framework is presented within which we provide rigorous estimations for seismic sources and structures in the Northeast Asia. We use Bayesian inversion methods, which enable statistical estimations of models and their uncertainties based on data information. Ambiguities in error statistics and model parameterizations are addressed by hierarchical and trans-dimensional (trans-D) techniques, which can be inherently implemented in the Bayesian inversions. Hence reliable estimation of model parameters and their uncertainties is possible, thus avoiding arbitrary regularizations and parameterizations. Hierarchical and trans-D inversions are performed to develop a three-dimensional velocity model using ambient noise data. To further improve the model, we perform joint inversions with receiver function data using a newly developed Bayesian method. For the source estimation, a novel moment tensor inversion method is presented and applied to regional waveform data of the North Korean nuclear explosion tests. By the combination of new Bayesian techniques and the structural model, coupled with meaningful uncertainties related to each of the processes, more quantitative monitoring and discrimination of seismic events is possible.

Multivariate Copula Analysis Toolbox (MvCAT): Describing dependence and underlying uncertainty using a Bayesian framework

NASA Astrophysics Data System (ADS)

Sadegh, Mojtaba; Ragno, Elisa; AghaKouchak, Amir

2017-06-01

We present a newly developed Multivariate Copula Analysis Toolbox (MvCAT) which includes a wide range of copula families with different levels of complexity. MvCAT employs a Bayesian framework with a residual-based Gaussian likelihood function for inferring copula parameters and estimating the underlying uncertainties. The contribution of this paper is threefold: (a) providing a Bayesian framework to approximate the predictive uncertainties of fitted copulas, (b) introducing a hybrid-evolution Markov Chain Monte Carlo (MCMC) approach designed for numerical estimation of the posterior distribution of copula parameters, and (c) enabling the community to explore a wide range of copulas and evaluate them relative to the fitting uncertainties. We show that the commonly used local optimization methods for copula parameter estimation often get trapped in local minima. The proposed method, however, addresses this limitation and improves describing the dependence structure. MvCAT also enables evaluation of uncertainties relative to the length of record, which is fundamental to a wide range of applications such as multivariate frequency analysis.

Probabilistic volcanic hazard assessments of Pyroclastic Density Currents: ongoing practices and future perspectives

NASA Astrophysics Data System (ADS)

Tierz, Pablo; Sandri, Laura; Ramona Stefanescu, Elena; Patra, Abani; Marzocchi, Warner; Costa, Antonio; Sulpizio, Roberto

2014-05-01

Explosive volcanoes and, especially, Pyroclastic Density Currents (PDCs) pose an enormous threat to populations living in the surroundings of volcanic areas. Difficulties in the modeling of PDCs are related to (i) very complex and stochastic physical processes, intrinsic to their occurrence, and (ii) to a lack of knowledge about how these processes actually form and evolve. This means that there are deep uncertainties (namely, of aleatory nature due to point (i) above, and of epistemic nature due to point (ii) above) associated to the study and forecast of PDCs. Consequently, the assessment of their hazard is better described in terms of probabilistic approaches rather than by deterministic ones. What is actually done to assess probabilistic hazard from PDCs is to couple deterministic simulators with statistical techniques that can, eventually, supply probabilities and inform about the uncertainties involved. In this work, some examples of both PDC numerical simulators (Energy Cone and TITAN2D) and uncertainty quantification techniques (Monte Carlo sampling -MC-, Polynomial Chaos Quadrature -PCQ- and Bayesian Linear Emulation -BLE-) are presented, and their advantages, limitations and future potential are underlined. The key point in choosing a specific method leans on the balance between its related computational cost, the physical reliability of the simulator and the pursued target of the hazard analysis (type of PDCs considered, time-scale selected for the analysis, particular guidelines received from decision-making agencies, etc.). Although current numerical and statistical techniques have brought important advances in probabilistic volcanic hazard assessment from PDCs, some of them may be further applicable to more sophisticated simulators. In addition, forthcoming improvements could be focused on three main multidisciplinary directions: 1) Validate the simulators frequently used (through comparison with PDC deposits and other simulators), 2) Decrease simulator runtimes (whether by increasing the knowledge about the physical processes or by doing more efficient programming, parallelization, ...) and 3) Improve uncertainty quantification techniques.

Analyzing the uncertainty of suspended sediment load prediction using sequential data assimilation

NASA Astrophysics Data System (ADS)

Leisenring, Marc; Moradkhani, Hamid

2012-10-01

SummaryA first step in understanding the impacts of sediment and controlling the sources of sediment is to quantify the mass loading. Since mass loading is the product of flow and concentration, the quantification of loads first requires the quantification of runoff volume. Using the National Weather Service's SNOW-17 and the Sacramento Soil Moisture Accounting (SAC-SMA) models, this study employed particle filter based Bayesian data assimilation methods to predict seasonal snow water equivalent (SWE) and runoff within a small watershed in the Lake Tahoe Basin located in California, USA. A procedure was developed to scale the variance multipliers (a.k.a hyperparameters) for model parameters and predictions based on the accuracy of the mean predictions relative to the ensemble spread. In addition, an online bias correction algorithm based on the lagged average bias was implemented to detect and correct for systematic bias in model forecasts prior to updating with the particle filter. Both of these methods significantly improved the performance of the particle filter without requiring excessively wide prediction bounds. The flow ensemble was linked to a non-linear regression model that was used to predict suspended sediment concentrations (SSCs) based on runoff rate and time of year. Runoff volumes and SSC were then combined to produce an ensemble of suspended sediment load estimates. Annual suspended sediment loads for the 5 years of simulation were finally computed along with 95% prediction intervals that account for uncertainty in both the SSC regression model and flow rate estimates. Understanding the uncertainty associated with annual suspended sediment load predictions is critical for making sound watershed management decisions aimed at maintaining the exceptional clarity of Lake Tahoe. The computational methods developed and applied in this research could assist with similar studies where it is important to quantify the predictive uncertainty of pollutant load estimates.

Application of Bayesian model averaging to measurements of the primordial power spectrum

NASA Astrophysics Data System (ADS)

Parkinson, David; Liddle, Andrew R.

2010-11-01

Cosmological parameter uncertainties are often stated assuming a particular model, neglecting the model uncertainty, even when Bayesian model selection is unable to identify a conclusive best model. Bayesian model averaging is a method for assessing parameter uncertainties in situations where there is also uncertainty in the underlying model. We apply model averaging to the estimation of the parameters associated with the primordial power spectra of curvature and tensor perturbations. We use CosmoNest and MultiNest to compute the model evidences and posteriors, using cosmic microwave data from WMAP, ACBAR, BOOMERanG, and CBI, plus large-scale structure data from the SDSS DR7. We find that the model-averaged 95% credible interval for the spectral index using all of the data is 0.940

Bayesian Decision Support

NASA Astrophysics Data System (ADS)

Berliner, M.

2017-12-01

Bayesian statistical decision theory offers a natural framework for decision-policy making in the presence of uncertainty. Key advantages of the approach include efficient incorporation of information and observations. However, in complicated settings it is very difficult, perhaps essentially impossible, to formalize the mathematical inputs needed in the approach. Nevertheless, using the approach as a template is useful for decision support; that is, organizing and communicating our analyses. Bayesian hierarchical modeling is valuable in quantifying and managing uncertainty such cases. I review some aspects of the idea emphasizing statistical model development and use in the context of sea-level rise.

Statistical emulation of landslide-induced tsunamis at the Rockall Bank, NE Atlantic

PubMed Central

Guillas, S.; Georgiopoulou, A.; Dias, F.

2017-01-01

Statistical methods constitute a useful approach to understand and quantify the uncertainty that governs complex tsunami mechanisms. Numerical experiments may often have a high computational cost. This forms a limiting factor for performing uncertainty and sensitivity analyses, where numerous simulations are required. Statistical emulators, as surrogates of these simulators, can provide predictions of the physical process in a much faster and computationally inexpensive way. They can form a prominent solution to explore thousands of scenarios that would be otherwise numerically expensive and difficult to achieve. In this work, we build a statistical emulator of the deterministic codes used to simulate submarine sliding and tsunami generation at the Rockall Bank, NE Atlantic Ocean, in two stages. First we calibrate, against observations of the landslide deposits, the parameters used in the landslide simulations. This calibration is performed under a Bayesian framework using Gaussian Process (GP) emulators to approximate the landslide model, and the discrepancy function between model and observations. Distributions of the calibrated input parameters are obtained as a result of the calibration. In a second step, a GP emulator is built to mimic the coupled landslide-tsunami numerical process. The emulator propagates the uncertainties in the distributions of the calibrated input parameters inferred from the first step to the outputs. As a result, a quantification of the uncertainty of the maximum free surface elevation at specified locations is obtained. PMID:28484339

Statistical emulation of landslide-induced tsunamis at the Rockall Bank, NE Atlantic.

PubMed

Salmanidou, D M; Guillas, S; Georgiopoulou, A; Dias, F

2017-04-01

Statistical methods constitute a useful approach to understand and quantify the uncertainty that governs complex tsunami mechanisms. Numerical experiments may often have a high computational cost. This forms a limiting factor for performing uncertainty and sensitivity analyses, where numerous simulations are required. Statistical emulators, as surrogates of these simulators, can provide predictions of the physical process in a much faster and computationally inexpensive way. They can form a prominent solution to explore thousands of scenarios that would be otherwise numerically expensive and difficult to achieve. In this work, we build a statistical emulator of the deterministic codes used to simulate submarine sliding and tsunami generation at the Rockall Bank, NE Atlantic Ocean, in two stages. First we calibrate, against observations of the landslide deposits, the parameters used in the landslide simulations. This calibration is performed under a Bayesian framework using Gaussian Process (GP) emulators to approximate the landslide model, and the discrepancy function between model and observations. Distributions of the calibrated input parameters are obtained as a result of the calibration. In a second step, a GP emulator is built to mimic the coupled landslide-tsunami numerical process. The emulator propagates the uncertainties in the distributions of the calibrated input parameters inferred from the first step to the outputs. As a result, a quantification of the uncertainty of the maximum free surface elevation at specified locations is obtained.

Uncertainty Quantification of GEOS-5 L-band Radiative Transfer Model Parameters Using Bayesian Inference and SMOS Observations

NASA Technical Reports Server (NTRS)

DeLannoy, Gabrielle J. M.; Reichle, Rolf H.; Vrugt, Jasper A.

2013-01-01

Uncertainties in L-band (1.4 GHz) radiative transfer modeling (RTM) affect the simulation of brightness temperatures (Tb) over land and the inversion of satellite-observed Tb into soil moisture retrievals. In particular, accurate estimates of the microwave soil roughness, vegetation opacity and scattering albedo for large-scale applications are difficult to obtain from field studies and often lack an uncertainty estimate. Here, a Markov Chain Monte Carlo (MCMC) simulation method is used to determine satellite-scale estimates of RTM parameters and their posterior uncertainty by minimizing the misfit between long-term averages and standard deviations of simulated and observed Tb at a range of incidence angles, at horizontal and vertical polarization, and for morning and evening overpasses. Tb simulations are generated with the Goddard Earth Observing System (GEOS-5) and confronted with Tb observations from the Soil Moisture Ocean Salinity (SMOS) mission. The MCMC algorithm suggests that the relative uncertainty of the RTM parameter estimates is typically less than 25 of the maximum a posteriori density (MAP) parameter value. Furthermore, the actual root-mean-square-differences in long-term Tb averages and standard deviations are found consistent with the respective estimated total simulation and observation error standard deviations of m3.1K and s2.4K. It is also shown that the MAP parameter values estimated through MCMC simulation are in close agreement with those obtained with Particle Swarm Optimization (PSO).

Ensemble-based uncertainty quantification for coordination and control of thermostatically controlled loads

DOE Office of Scientific and Technical Information (OSTI.GOV)

Li, Weixuan; Lian, Jianming; Engel, Dave

2017-07-27

This paper presents a general uncertainty quantification (UQ) framework that provides a systematic analysis of the uncertainty involved in the modeling of a control system, and helps to improve the performance of a control strategy.

Application of Bayesian Maximum Entropy Filter in parameter calibration of groundwater flow model in PingTung Plain

NASA Astrophysics Data System (ADS)

Cheung, Shao-Yong; Lee, Chieh-Han; Yu, Hwa-Lung

2017-04-01

Due to the limited hydrogeological observation data and high levels of uncertainty within, parameter estimation of the groundwater model has been an important issue. There are many methods of parameter estimation, for example, Kalman filter provides a real-time calibration of parameters through measurement of groundwater monitoring wells, related methods such as Extended Kalman Filter and Ensemble Kalman Filter are widely applied in groundwater research. However, Kalman Filter method is limited to linearity. This study propose a novel method, Bayesian Maximum Entropy Filtering, which provides a method that can considers the uncertainty of data in parameter estimation. With this two methods, we can estimate parameter by given hard data (certain) and soft data (uncertain) in the same time. In this study, we use Python and QGIS in groundwater model (MODFLOW) and development of Extended Kalman Filter and Bayesian Maximum Entropy Filtering in Python in parameter estimation. This method may provide a conventional filtering method and also consider the uncertainty of data. This study was conducted through numerical model experiment to explore, combine Bayesian maximum entropy filter and a hypothesis for the architecture of MODFLOW groundwater model numerical estimation. Through the virtual observation wells to simulate and observe the groundwater model periodically. The result showed that considering the uncertainty of data, the Bayesian maximum entropy filter will provide an ideal result of real-time parameters estimation.

Uncertainty Analysis and Parameter Estimation For Nearshore Hydrodynamic Models

NASA Astrophysics Data System (ADS)

Ardani, S.; Kaihatu, J. M.

2012-12-01

Numerical models represent deterministic approaches used for the relevant physical processes in the nearshore. Complexity of the physics of the model and uncertainty involved in the model inputs compel us to apply a stochastic approach to analyze the robustness of the model. The Bayesian inverse problem is one powerful way to estimate the important input model parameters (determined by apriori sensitivity analysis) and can be used for uncertainty analysis of the outputs. Bayesian techniques can be used to find the range of most probable parameters based on the probability of the observed data and the residual errors. In this study, the effect of input data involving lateral (Neumann) boundary conditions, bathymetry and off-shore wave conditions on nearshore numerical models are considered. Monte Carlo simulation is applied to a deterministic numerical model (the Delft3D modeling suite for coupled waves and flow) for the resulting uncertainty analysis of the outputs (wave height, flow velocity, mean sea level and etc.). Uncertainty analysis of outputs is performed by random sampling from the input probability distribution functions and running the model as required until convergence to the consistent results is achieved. The case study used in this analysis is the Duck94 experiment, which was conducted at the U.S. Army Field Research Facility at Duck, North Carolina, USA in the fall of 1994. The joint probability of model parameters relevant for the Duck94 experiments will be found using the Bayesian approach. We will further show that, by using Bayesian techniques to estimate the optimized model parameters as inputs and applying them for uncertainty analysis, we can obtain more consistent results than using the prior information for input data which means that the variation of the uncertain parameter will be decreased and the probability of the observed data will improve as well. Keywords: Monte Carlo Simulation, Delft3D, uncertainty analysis, Bayesian techniques, MCMC

Ensemble Bayesian forecasting system Part I: Theory and algorithms

NASA Astrophysics Data System (ADS)

Herr, Henry D.; Krzysztofowicz, Roman

2015-05-01

The ensemble Bayesian forecasting system (EBFS), whose theory was published in 2001, is developed for the purpose of quantifying the total uncertainty about a discrete-time, continuous-state, non-stationary stochastic process such as a time series of stages, discharges, or volumes at a river gauge. The EBFS is built of three components: an input ensemble forecaster (IEF), which simulates the uncertainty associated with random inputs; a deterministic hydrologic model (of any complexity), which simulates physical processes within a river basin; and a hydrologic uncertainty processor (HUP), which simulates the hydrologic uncertainty (an aggregate of all uncertainties except input). It works as a Monte Carlo simulator: an ensemble of time series of inputs (e.g., precipitation amounts) generated by the IEF is transformed deterministically through a hydrologic model into an ensemble of time series of outputs, which is next transformed stochastically by the HUP into an ensemble of time series of predictands (e.g., river stages). Previous research indicated that in order to attain an acceptable sampling error, the ensemble size must be on the order of hundreds (for probabilistic river stage forecasts and probabilistic flood forecasts) or even thousands (for probabilistic stage transition forecasts). The computing time needed to run the hydrologic model this many times renders the straightforward simulations operationally infeasible. This motivates the development of the ensemble Bayesian forecasting system with randomization (EBFSR), which takes full advantage of the analytic meta-Gaussian HUP and generates multiple ensemble members after each run of the hydrologic model; this auxiliary randomization reduces the required size of the meteorological input ensemble and makes it operationally feasible to generate a Bayesian ensemble forecast of large size. Such a forecast quantifies the total uncertainty, is well calibrated against the prior (climatic) distribution of predictand, possesses a Bayesian coherence property, constitutes a random sample of the predictand, and has an acceptable sampling error-which makes it suitable for rational decision making under uncertainty.

Quantifying Uncertainty in Near Surface Electromagnetic Imaging Using Bayesian Methods

NASA Astrophysics Data System (ADS)

Blatter, D. B.; Ray, A.; Key, K.

2017-12-01

Geoscientists commonly use electromagnetic methods to image the Earth's near surface. Field measurements of EM fields are made (often with the aid an artificial EM source) and then used to infer near surface electrical conductivity via a process known as inversion. In geophysics, the standard inversion tool kit is robust and can provide an estimate of the Earth's near surface conductivity that is both geologically reasonable and compatible with the measured field data. However, standard inverse methods struggle to provide a sense of the uncertainty in the estimate they provide. This is because the task of finding an Earth model that explains the data to within measurement error is non-unique - that is, there are many, many such models; but the standard methods provide only one "answer." An alternative method, known as Bayesian inversion, seeks to explore the full range of Earth model parameters that can adequately explain the measured data, rather than attempting to find a single, "ideal" model. Bayesian inverse methods can therefore provide a quantitative assessment of the uncertainty inherent in trying to infer near surface conductivity from noisy, measured field data. This study applies a Bayesian inverse method (called trans-dimensional Markov chain Monte Carlo) to transient airborne EM data previously collected over Taylor Valley - one of the McMurdo Dry Valleys in Antarctica. Our results confirm the reasonableness of previous estimates (made using standard methods) of near surface conductivity beneath Taylor Valley. In addition, we demonstrate quantitatively the uncertainty associated with those estimates. We demonstrate that Bayesian inverse methods can provide quantitative uncertainty to estimates of near surface conductivity.

Uncertainty in action-value estimation affects both action choice and learning rate of the choice behaviors of rats

PubMed Central

Funamizu, Akihiro; Ito, Makoto; Doya, Kenji; Kanzaki, Ryohei; Takahashi, Hirokazu

2012-01-01

The estimation of reward outcomes for action candidates is essential for decision making. In this study, we examined whether and how the uncertainty in reward outcome estimation affects the action choice and learning rate. We designed a choice task in which rats selected either the left-poking or right-poking hole and received a reward of a food pellet stochastically. The reward probabilities of the left and right holes were chosen from six settings (high, 100% vs. 66%; mid, 66% vs. 33%; low, 33% vs. 0% for the left vs. right holes, and the opposites) in every 20–549 trials. We used Bayesian Q-learning models to estimate the time course of the probability distribution of action values and tested if they better explain the behaviors of rats than standard Q-learning models that estimate only the mean of action values. Model comparison by cross-validation revealed that a Bayesian Q-learning model with an asymmetric update for reward and non-reward outcomes fit the choice time course of the rats best. In the action-choice equation of the Bayesian Q-learning model, the estimated coefficient for the variance of action value was positive, meaning that rats were uncertainty seeking. Further analysis of the Bayesian Q-learning model suggested that the uncertainty facilitated the effective learning rate. These results suggest that the rats consider uncertainty in action-value estimation and that they have an uncertainty-seeking action policy and uncertainty-dependent modulation of the effective learning rate. PMID:22487046

Bayesian Framework for Water Quality Model Uncertainty Estimation and Risk Management

EPA Science Inventory

A formal Bayesian methodology is presented for integrated model calibration and risk-based water quality management using Bayesian Monte Carlo simulation and maximum likelihood estimation (BMCML). The primary focus is on lucid integration of model calibration with risk-based wat...

Comparison of different uncertainty techniques in urban stormwater quantity and quality modelling.

PubMed

Dotto, Cintia B S; Mannina, Giorgio; Kleidorfer, Manfred; Vezzaro, Luca; Henrichs, Malte; McCarthy, David T; Freni, Gabriele; Rauch, Wolfgang; Deletic, Ana

2012-05-15

Urban drainage models are important tools used by both practitioners and scientists in the field of stormwater management. These models are often conceptual and usually require calibration using local datasets. The quantification of the uncertainty associated with the models is a must, although it is rarely practiced. The International Working Group on Data and Models, which works under the IWA/IAHR Joint Committee on Urban Drainage, has been working on the development of a framework for defining and assessing uncertainties in the field of urban drainage modelling. A part of that work is the assessment and comparison of different techniques generally used in the uncertainty assessment of the parameters of water models. This paper compares a number of these techniques: the Generalized Likelihood Uncertainty Estimation (GLUE), the Shuffled Complex Evolution Metropolis algorithm (SCEM-UA), an approach based on a multi-objective auto-calibration (a multialgorithm, genetically adaptive multi-objective method, AMALGAM) and a Bayesian approach based on a simplified Markov Chain Monte Carlo method (implemented in the software MICA). To allow a meaningful comparison among the different uncertainty techniques, common criteria have been set for the likelihood formulation, defining the number of simulations, and the measure of uncertainty bounds. Moreover, all the uncertainty techniques were implemented for the same case study, in which the same stormwater quantity and quality model was used alongside the same dataset. The comparison results for a well-posed rainfall/runoff model showed that the four methods provide similar probability distributions of model parameters, and model prediction intervals. For ill-posed water quality model the differences between the results were much wider; and the paper provides the specific advantages and disadvantages of each method. In relation to computational efficiency (i.e. number of iterations required to generate the probability distribution of parameters), it was found that SCEM-UA and AMALGAM produce results quicker than GLUE in terms of required number of simulations. However, GLUE requires the lowest modelling skills and is easy to implement. All non-Bayesian methods have problems with the way they accept behavioural parameter sets, e.g. GLUE, SCEM-UA and AMALGAM have subjective acceptance thresholds, while MICA has usually problem with its hypothesis on normality of residuals. It is concluded that modellers should select the method which is most suitable for the system they are modelling (e.g. complexity of the model's structure including the number of parameters), their skill/knowledge level, the available information, and the purpose of their study. Copyright © 2012 Elsevier Ltd. All rights reserved.

Validating neural-network refinements of nuclear mass models

NASA Astrophysics Data System (ADS)

Utama, R.; Piekarewicz, J.

2018-01-01

Background: Nuclear astrophysics centers on the role of nuclear physics in the cosmos. In particular, nuclear masses at the limits of stability are critical in the development of stellar structure and the origin of the elements. Purpose: We aim to test and validate the predictions of recently refined nuclear mass models against the newly published AME2016 compilation. Methods: The basic paradigm underlining the recently refined nuclear mass models is based on existing state-of-the-art models that are subsequently refined through the training of an artificial neural network. Bayesian inference is used to determine the parameters of the neural network so that statistical uncertainties are provided for all model predictions. Results: We observe a significant improvement in the Bayesian neural network (BNN) predictions relative to the corresponding "bare" models when compared to the nearly 50 new masses reported in the AME2016 compilation. Further, AME2016 estimates for the handful of impactful isotopes in the determination of r -process abundances are found to be in fairly good agreement with our theoretical predictions. Indeed, the BNN-improved Duflo-Zuker model predicts a root-mean-square deviation relative to experiment of σrms≃400 keV. Conclusions: Given the excellent performance of the BNN refinement in confronting the recently published AME2016 compilation, we are confident of its critical role in our quest for mass models of the highest quality. Moreover, as uncertainty quantification is at the core of the BNN approach, the improved mass models are in a unique position to identify those nuclei that will have the strongest impact in resolving some of the outstanding questions in nuclear astrophysics.

Compromise decision support problems for hierarchical design involving uncertainty

NASA Astrophysics Data System (ADS)

Vadde, S.; Allen, J. K.; Mistree, F.

1994-08-01

In this paper an extension to the traditional compromise Decision Support Problem (DSP) formulation is presented. Bayesian statistics is used in the formulation to model uncertainties associated with the information being used. In an earlier paper a compromise DSP that accounts for uncertainty using fuzzy set theory was introduced. The Bayesian Decision Support Problem is described in this paper. The method for hierarchical design is demonstrated by using this formulation to design a portal frame. The results are discussed and comparisons are made with those obtained using the fuzzy DSP. Finally, the efficacy of incorporating Bayesian statistics into the traditional compromise DSP formulation is discussed and some pending research issues are described. Our emphasis in this paper is on the method rather than the results per se.

A Bayes network approach to uncertainty quantification in hierarchically developed computational models

DOE PAGES

Urbina, Angel; Mahadevan, Sankaran; Paez, Thomas L.

2012-03-01

Here, performance assessment of complex systems is ideally accomplished through system-level testing, but because they are expensive, such tests are seldom performed. On the other hand, for economic reasons, data from tests on individual components that are parts of complex systems are more readily available. The lack of system-level data leads to a need to build computational models of systems and use them for performance prediction in lieu of experiments. Because their complexity, models are sometimes built in a hierarchical manner, starting with simple components, progressing to collections of components, and finally, to the full system. Quantification of uncertainty inmore » the predicted response of a system model is required in order to establish confidence in the representation of actual system behavior. This paper proposes a framework for the complex, but very practical problem of quantification of uncertainty in system-level model predictions. It is based on Bayes networks and uses the available data at multiple levels of complexity (i.e., components, subsystem, etc.). Because epistemic sources of uncertainty were shown to be secondary, in this application, aleatoric only uncertainty is included in the present uncertainty quantification. An example showing application of the techniques to uncertainty quantification of measures of response of a real, complex aerospace system is included.« less

Global Sensitivity Analysis and Estimation of Model Error, Toward Uncertainty Quantification in Scramjet Computations

DOE Office of Scientific and Technical Information (OSTI.GOV)

Huan, Xun; Safta, Cosmin; Sargsyan, Khachik

The development of scramjet engines is an important research area for advancing hypersonic and orbital flights. Progress toward optimal engine designs requires accurate flow simulations together with uncertainty quantification. However, performing uncertainty quantification for scramjet simulations is challenging due to the large number of uncertain parameters involved and the high computational cost of flow simulations. These difficulties are addressed in this paper by developing practical uncertainty quantification algorithms and computational methods, and deploying them in the current study to large-eddy simulations of a jet in crossflow inside a simplified HIFiRE Direct Connect Rig scramjet combustor. First, global sensitivity analysis ismore » conducted to identify influential uncertain input parameters, which can help reduce the system’s stochastic dimension. Second, because models of different fidelity are used in the overall uncertainty quantification assessment, a framework for quantifying and propagating the uncertainty due to model error is presented. In conclusion, these methods are demonstrated on a nonreacting jet-in-crossflow test problem in a simplified scramjet geometry, with parameter space up to 24 dimensions, using static and dynamic treatments of the turbulence subgrid model, and with two-dimensional and three-dimensional geometries.« less

Global Sensitivity Analysis and Estimation of Model Error, Toward Uncertainty Quantification in Scramjet Computations

DOE Office of Scientific and Technical Information (OSTI.GOV)

Huan, Xun; Safta, Cosmin; Sargsyan, Khachik

The development of scramjet engines is an important research area for advancing hypersonic and orbital flights. Progress toward optimal engine designs requires accurate flow simulations together with uncertainty quantification. However, performing uncertainty quantification for scramjet simulations is challenging due to the large number of uncertain parameters involved and the high computational cost of flow simulations. These difficulties are addressed in this paper by developing practical uncertainty quantification algorithms and computational methods, and deploying them in the current study to large-eddy simulations of a jet in crossflow inside a simplified HIFiRE Direct Connect Rig scramjet combustor. First, global sensitivity analysis ismore » conducted to identify influential uncertain input parameters, which can help reduce the system’s stochastic dimension. Second, because models of different fidelity are used in the overall uncertainty quantification assessment, a framework for quantifying and propagating the uncertainty due to model error is presented. Finally, these methods are demonstrated on a nonreacting jet-in-crossflow test problem in a simplified scramjet geometry, with parameter space up to 24 dimensions, using static and dynamic treatments of the turbulence subgrid model, and with two-dimensional and three-dimensional geometries.« less

Global Sensitivity Analysis and Estimation of Model Error, Toward Uncertainty Quantification in Scramjet Computations

NASA Astrophysics Data System (ADS)

Huan, Xun; Safta, Cosmin; Sargsyan, Khachik; Geraci, Gianluca; Eldred, Michael S.; Vane, Zachary P.; Lacaze, Guilhem; Oefelein, Joseph C.; Najm, Habib N.

2018-03-01

The development of scramjet engines is an important research area for advancing hypersonic and orbital flights. Progress toward optimal engine designs requires accurate flow simulations together with uncertainty quantification. However, performing uncertainty quantification for scramjet simulations is challenging due to the large number of uncertain parameters involved and the high computational cost of flow simulations. These difficulties are addressed in this paper by developing practical uncertainty quantification algorithms and computational methods, and deploying them in the current study to large-eddy simulations of a jet in crossflow inside a simplified HIFiRE Direct Connect Rig scramjet combustor. First, global sensitivity analysis is conducted to identify influential uncertain input parameters, which can help reduce the systems stochastic dimension. Second, because models of different fidelity are used in the overall uncertainty quantification assessment, a framework for quantifying and propagating the uncertainty due to model error is presented. These methods are demonstrated on a nonreacting jet-in-crossflow test problem in a simplified scramjet geometry, with parameter space up to 24 dimensions, using static and dynamic treatments of the turbulence subgrid model, and with two-dimensional and three-dimensional geometries.

Global Sensitivity Analysis and Estimation of Model Error, Toward Uncertainty Quantification in Scramjet Computations

DOE PAGES

Huan, Xun; Safta, Cosmin; Sargsyan, Khachik; ...

2018-02-09

The development of scramjet engines is an important research area for advancing hypersonic and orbital flights. Progress toward optimal engine designs requires accurate flow simulations together with uncertainty quantification. However, performing uncertainty quantification for scramjet simulations is challenging due to the large number of uncertain parameters involved and the high computational cost of flow simulations. These difficulties are addressed in this paper by developing practical uncertainty quantification algorithms and computational methods, and deploying them in the current study to large-eddy simulations of a jet in crossflow inside a simplified HIFiRE Direct Connect Rig scramjet combustor. First, global sensitivity analysis ismore » conducted to identify influential uncertain input parameters, which can help reduce the system’s stochastic dimension. Second, because models of different fidelity are used in the overall uncertainty quantification assessment, a framework for quantifying and propagating the uncertainty due to model error is presented. In conclusion, these methods are demonstrated on a nonreacting jet-in-crossflow test problem in a simplified scramjet geometry, with parameter space up to 24 dimensions, using static and dynamic treatments of the turbulence subgrid model, and with two-dimensional and three-dimensional geometries.« less

Understanding the Uncertainty of an Effectiveness-Cost Ratio in Educational Resource Allocation: A Bayesian Approach

ERIC Educational Resources Information Center

Pan, Yilin

2016-01-01

Given the necessity to bridge the gap between what happened and what is likely to happen, this paper aims to explore how to apply Bayesian inference to cost-effectiveness analysis so as to capture the uncertainty of a ratio-type efficiency measure. The first part of the paper summarizes the characteristics of the evaluation data that are commonly…

A bayesian hierarchical model for spatio-temporal prediction and uncertainty assessment using repeat LiDAR acquisitions for the Kenai Peninsula, AK, USA

Treesearch

Chad Babcock; Hans Andersen; Andrew O. Finley; Bruce D. Cook

2015-01-01

Models leveraging repeat LiDAR and field collection campaigns may be one possible mechanism to monitor carbon flux in remote forested regions. Here, we look to the spatio-temporally data-rich Kenai Peninsula in Alaska, USA to examine the potential for Bayesian spatio-temporal mapping of terrestrial forest carbon storage and uncertainty.

Efficient Effects-Based Military Planning Final Report

DTIC Science & Technology

2010-11-13

using probabilistic infer- ence methods,” in Proc. 8th Annu. Conf. Uncertainty Artificial Intelli - gence (UAI), Stanford, CA. San Mateo, CA: Morgan...Imprecise Probabilities, the 24th Conference on Uncertainty in Artificial Intelligence (UAI), 2008. 7. Yan Tong and Qiang Ji, Learning Bayesian Networks...Bayesian Networks using Constraints Cassio P. de Campos cassiopc@acm.org Dalle Molle Institute for Artificial Intelligence Galleria 2, Manno 6928

Large-Scale Uncertainty and Error Analysis for Time-dependent Fluid/Structure Interactions in Wind Turbine Applications

DOE Office of Scientific and Technical Information (OSTI.GOV)

Alonso, Juan J.; Iaccarino, Gianluca

2013-08-25

The following is the final report covering the entire period of this aforementioned grant, June 1, 2011 - May 31, 2013 for the portion of the effort corresponding to Stanford University (SU). SU has partnered with Sandia National Laboratories (PI: Mike S. Eldred) and Purdue University (PI: Dongbin Xiu) to complete this research project and this final report includes those contributions made by the members of the team at Stanford. Dr. Eldred is continuing his contributions to this project under a no-cost extension and his contributions to the overall effort will be detailed at a later time (once his effortmore » has concluded) on a separate project submitted by Sandia National Laboratories. At Stanford, the team is made up of Profs. Alonso, Iaccarino, and Duraisamy, post-doctoral researcher Vinod Lakshminarayan, and graduate student Santiago Padron. At Sandia National Laboratories, the team includes Michael Eldred, Matt Barone, John Jakeman, and Stefan Domino, and at Purdue University, we have Prof. Dongbin Xiu as our main collaborator. The overall objective of this project was to develop a novel, comprehensive methodology for uncertainty quantification by combining stochastic expansions (nonintrusive polynomial chaos and stochastic collocation), the adjoint approach, and fusion with experimental data to account for aleatory and epistemic uncertainties from random variable, random field, and model form sources. The expected outcomes of this activity were detailed in the proposal and are repeated here to set the stage for the results that we have generated during the time period of execution of this project: 1. The rigorous determination of an error budget comprising numerical errors in physical space and statistical errors in stochastic space and its use for optimal allocation of resources; 2. A considerable increase in efficiency when performing uncertainty quantification with a large number of uncertain variables in complex non-linear multi-physics problems; 3. A solution to the long-time integration problem of spectral chaos approaches; 4. A rigorous methodology to account for aleatory and epistemic uncertainties, to emphasize the most important variables via dimension reduction and dimension-adaptive refinement, and to support fusion with experimental data using Bayesian inference; 5. The application of novel methodologies to time-dependent reliability studies in wind turbine applications including a number of efforts relating to the uncertainty quantification in vertical-axis wind turbine applications. In this report, we summarize all accomplishments in the project (during the time period specified) focusing on advances in UQ algorithms and deployment efforts to the wind turbine application area. Detailed publications in each of these areas have also been completed and are available from the respective conference proceedings and journals as detailed in a later section.« less

Improving the quantification of flash flood hydrographs and reducing their uncertainty using noncontact streamgauging methods

NASA Astrophysics Data System (ADS)

Branger, Flora; Dramais, Guillaume; Horner, Ivan; Le Boursicaud, Raphaël; Le Coz, Jérôme; Renard, Benjamin

2015-04-01

Continuous river discharge data are crucial for the study and management of floods. In most river discharge monitoring networks, these data are obtained at gauging stations, where the stage-discharge relation is modelled with a rating curve to derive discharge from the measurement of water level in the river. Rating curves are usually established using individual ratings (or gaugings). However, using traditional gauging methods during flash floods is challenging for many reasons including hazardous flow conditions (for both equipment and people), short duration of the flood events, transient flows during the time needed to perform the gauging, etc. The lack of gaugings implies that the rating curve is often extrapolated well beyond the gauged range for the highest floods, inducing large uncertainties in the computed discharges. We deployed two remote techniques for gauging floods and improving stage-discharge relations for high flow conditions at several hydrometric stations throughout the Ardèche river catchment in France : (1) permanent video-recording stations enabling the implementation of the image analysis LS-PIV technique (Large Scale Particle Image Velocimetry) ; (2) and mobile gaugings using handheld Surface Velocity Radars (SVR). These gaugings were used to estimate the rating curve and its uncertainty using the Bayesian method BaRatin (Le Coz et al., 2014). Importantly, this method explicitly accounts for the uncertainty of individual gaugings, which is especially relevant for remote gaugings since their uncertainty is generally much higher than that of standard intrusive gauging methods. Then, the uncertainty of streamflow records was derived by combining the uncertainty of the rating curve and the uncertainty of stage records. We assessed the impact of these methodological developments for peak flow estimation and for flood descriptors at various time steps. The combination of field measurement innovation and statistical developments allows efficiently quantifying and reducing the uncertainties of flood peak estimates and flood descriptors at gauging stations. The noncontact streamgauging techniques used in our field campaign strategy have complementary interests. Permanent LSPIV stations, once installed and calibrated, can monitor floods automatically and perform many gaugings during a single event, thus documenting the rise, peak and recession of floods. SVR gaugings are more "one shot" gaugings but can be deployed quickly and at minimal cost over a large territory. Both of these noncontact techniques contribute to a significant reduction of uncertainty on peak hydrographs and flood descriptors at different time steps for a given catchment. Le Coz, J.; Renard, B.; Bonnifait, L.; Branger, F. & Le Boursicaud, R. (2014), 'Combining hydraulic knowledge and uncertain gaugings in the estimation of hydrometric rating curves: A Bayesian approach', Journal of Hydrology 509, 573-587.

BATSE gamma-ray burst line search. 2: Bayesian consistency methodology

NASA Technical Reports Server (NTRS)

Band, D. L.; Ford, L. A.; Matteson, J. L.; Briggs, M.; Paciesas, W.; Pendleton, G.; Preece, R.; Palmer, D.; Teegarden, B.; Schaefer, B.

1994-01-01

We describe a Bayesian methodology to evaluate the consistency between the reported Ginga and Burst and Transient Source Experiment (BATSE) detections of absorption features in gamma-ray burst spectra. Currently no features have been detected by BATSE, but this methodology will still be applicable if and when such features are discovered. The Bayesian methodology permits the comparison of hypotheses regarding the two detectors' observations and makes explicit the subjective aspects of our analysis (e.g., the quantification of our confidence in detector performance). We also present non-Bayesian consistency statistics. Based on preliminary calculations of line detectability, we find that both the Bayesian and non-Bayesian techniques show that the BATSE and Ginga observations are consistent given our understanding of these detectors.

Uncertainty Quantification of CFD Data Generated for a Model Scramjet Isolator Flowfield

NASA Technical Reports Server (NTRS)

Baurle, R. A.; Axdahl, E. L.

2017-01-01

Computational fluid dynamics is now considered to be an indispensable tool for the design and development of scramjet engine components. Unfortunately, the quantification of uncertainties is rarely addressed with anything other than sensitivity studies, so the degree of confidence associated with the numerical results remains exclusively with the subject matter expert that generated them. This practice must be replaced with a formal uncertainty quantification process for computational fluid dynamics to play an expanded role in the system design, development, and flight certification process. Given the limitations of current hypersonic ground test facilities, this expanded role is believed to be a requirement by some in the hypersonics community if scramjet engines are to be given serious consideration as a viable propulsion system. The present effort describes a simple, relatively low cost, nonintrusive approach to uncertainty quantification that includes the basic ingredients required to handle both aleatoric (random) and epistemic (lack of knowledge) sources of uncertainty. The nonintrusive nature of the approach allows the computational fluid dynamicist to perform the uncertainty quantification with the flow solver treated as a "black box". Moreover, a large fraction of the process can be automated, allowing the uncertainty assessment to be readily adapted into the engineering design and development workflow. In the present work, the approach is applied to a model scramjet isolator problem where the desire is to validate turbulence closure models in the presence of uncertainty. In this context, the relevant uncertainty sources are determined and accounted for to allow the analyst to delineate turbulence model-form errors from other sources of uncertainty associated with the simulation of the facility flow.

A Bayesian-based two-stage inexact optimization method for supporting stream water quality management in the Three Gorges Reservoir region.

PubMed

Hu, X H; Li, Y P; Huang, G H; Zhuang, X W; Ding, X W

2016-05-01

In this study, a Bayesian-based two-stage inexact optimization (BTIO) method is developed for supporting water quality management through coupling Bayesian analysis with interval two-stage stochastic programming (ITSP). The BTIO method is capable of addressing uncertainties caused by insufficient inputs in water quality model as well as uncertainties expressed as probabilistic distributions and interval numbers. The BTIO method is applied to a real case of water quality management for the Xiangxi River basin in the Three Gorges Reservoir region to seek optimal water quality management schemes under various uncertainties. Interval solutions for production patterns under a range of probabilistic water quality constraints have been generated. Results obtained demonstrate compromises between the system benefit and the system failure risk due to inherent uncertainties that exist in various system components. Moreover, information about pollutant emission is accomplished, which would help managers to adjust production patterns of regional industry and local policies considering interactions of water quality requirement, economic benefit, and industry structure.

A Bayesian Approach for Measurements of Stray Neutrons at Proton Therapy Facilities: Quantifying Neutron Dose Uncertainty.

PubMed

Dommert, M; Reginatto, M; Zboril, M; Fiedler, F; Helmbrecht, S; Enghardt, W; Lutz, B

2017-11-28

Bonner sphere measurements are typically analyzed using unfolding codes. It is well known that it is difficult to get reliable estimates of uncertainties for standard unfolding procedures. An alternative approach is to analyze the data using Bayesian parameter estimation. This method provides reliable estimates of the uncertainties of neutron spectra leading to rigorous estimates of uncertainties of the dose. We extend previous Bayesian approaches and apply the method to stray neutrons in proton therapy environments by introducing a new parameterized model which describes the main features of the expected neutron spectra. The parameterization is based on information that is available from measurements and detailed Monte Carlo simulations. The validity of this approach has been validated with results of an experiment using Bonner spheres carried out at the experimental hall of the OncoRay proton therapy facility in Dresden. © The Author 2017. Published by Oxford University Press. All rights reserved. For Permissions, please email: journals.permissions@oup.com.

Uncertainty in action-value estimation affects both action choice and learning rate of the choice behaviors of rats.

PubMed

Funamizu, Akihiro; Ito, Makoto; Doya, Kenji; Kanzaki, Ryohei; Takahashi, Hirokazu

2012-04-01

The estimation of reward outcomes for action candidates is essential for decision making. In this study, we examined whether and how the uncertainty in reward outcome estimation affects the action choice and learning rate. We designed a choice task in which rats selected either the left-poking or right-poking hole and received a reward of a food pellet stochastically. The reward probabilities of the left and right holes were chosen from six settings (high, 100% vs. 66%; mid, 66% vs. 33%; low, 33% vs. 0% for the left vs. right holes, and the opposites) in every 20-549 trials. We used Bayesian Q-learning models to estimate the time course of the probability distribution of action values and tested if they better explain the behaviors of rats than standard Q-learning models that estimate only the mean of action values. Model comparison by cross-validation revealed that a Bayesian Q-learning model with an asymmetric update for reward and non-reward outcomes fit the choice time course of the rats best. In the action-choice equation of the Bayesian Q-learning model, the estimated coefficient for the variance of action value was positive, meaning that rats were uncertainty seeking. Further analysis of the Bayesian Q-learning model suggested that the uncertainty facilitated the effective learning rate. These results suggest that the rats consider uncertainty in action-value estimation and that they have an uncertainty-seeking action policy and uncertainty-dependent modulation of the effective learning rate. © 2012 The Authors. European Journal of Neuroscience © 2012 Federation of European Neuroscience Societies and Blackwell Publishing Ltd.

Quantifying the uncertainty of nonpoint source attribution in distributed water quality models: A Bayesian assessment of SWAT's sediment export predictions

NASA Astrophysics Data System (ADS)

Wellen, Christopher; Arhonditsis, George B.; Long, Tanya; Boyd, Duncan

2014-11-01

Spatially distributed nonpoint source watershed models are essential tools to estimate the magnitude and sources of diffuse pollution. However, little work has been undertaken to understand the sources and ramifications of the uncertainty involved in their use. In this study we conduct the first Bayesian uncertainty analysis of the water quality components of the SWAT model, one of the most commonly used distributed nonpoint source models. Working in Southern Ontario, we apply three Bayesian configurations for calibrating SWAT to Redhill Creek, an urban catchment, and Grindstone Creek, an agricultural one. We answer four interrelated questions: can SWAT determine suspended sediment sources with confidence when end of basin data is used for calibration? How does uncertainty propagate from the discharge submodel to the suspended sediment submodels? Do the estimated sediment sources vary when different calibration approaches are used? Can we combine the knowledge gained from different calibration approaches? We show that: (i) despite reasonable fit at the basin outlet, the simulated sediment sources are subject to uncertainty sufficient to undermine the typical approach of reliance on a single, best fit simulation; (ii) more than a third of the uncertainty of sediment load predictions may stem from the discharge submodel; (iii) estimated sediment sources do vary significantly across the three statistical configurations of model calibration despite end-of-basin predictions being virtually identical; and (iv) Bayesian model averaging is an approach that can synthesize predictions when a number of adequate distributed models make divergent source apportionments. We conclude with recommendations for future research to reduce the uncertainty encountered when using distributed nonpoint source models for source apportionment.

Statistical analysis of modal parameters of a suspension bridge based on Bayesian spectral density approach and SHM data

NASA Astrophysics Data System (ADS)

Li, Zhijun; Feng, Maria Q.; Luo, Longxi; Feng, Dongming; Xu, Xiuli

2018-01-01

Uncertainty of modal parameters estimation appear in structural health monitoring (SHM) practice of civil engineering to quite some significant extent due to environmental influences and modeling errors. Reasonable methodologies are needed for processing the uncertainty. Bayesian inference can provide a promising and feasible identification solution for the purpose of SHM. However, there are relatively few researches on the application of Bayesian spectral method in the modal identification using SHM data sets. To extract modal parameters from large data sets collected by SHM system, the Bayesian spectral density algorithm was applied to address the uncertainty of mode extraction from output-only response of a long-span suspension bridge. The posterior most possible values of modal parameters and their uncertainties were estimated through Bayesian inference. A long-term variation and statistical analysis was performed using the sensor data sets collected from the SHM system of the suspension bridge over a one-year period. The t location-scale distribution was shown to be a better candidate function for frequencies of lower modes. On the other hand, the burr distribution provided the best fitting to the higher modes which are sensitive to the temperature. In addition, wind-induced variation of modal parameters was also investigated. It was observed that both the damping ratios and modal forces increased during the period of typhoon excitations. Meanwhile, the modal damping ratios exhibit significant correlation with the spectral intensities of the corresponding modal forces.

Protein construct storage: Bayesian variable selection and prediction with mixtures.

PubMed

Clyde, M A; Parmigiani, G

1998-07-01

Determining optimal conditions for protein storage while maintaining a high level of protein activity is an important question in pharmaceutical research. A designed experiment based on a space-filling design was conducted to understand the effects of factors affecting protein storage and to establish optimal storage conditions. Different model-selection strategies to identify important factors may lead to very different answers about optimal conditions. Uncertainty about which factors are important, or model uncertainty, can be a critical issue in decision-making. We use Bayesian variable selection methods for linear models to identify important variables in the protein storage data, while accounting for model uncertainty. We also use the Bayesian framework to build predictions based on a large family of models, rather than an individual model, and to evaluate the probability that certain candidate storage conditions are optimal.

Decision making with epistemic uncertainty under safety constraints: An application to seismic design

USGS Publications Warehouse

Veneziano, D.; Agarwal, A.; Karaca, E.

2009-01-01

The problem of accounting for epistemic uncertainty in risk management decisions is conceptually straightforward, but is riddled with practical difficulties. Simple approximations are often used whereby future variations in epistemic uncertainty are ignored or worst-case scenarios are postulated. These strategies tend to produce sub-optimal decisions. We develop a general framework based on Bayesian decision theory and exemplify it for the case of seismic design of buildings. When temporal fluctuations of the epistemic uncertainties and regulatory safety constraints are included, the optimal level of seismic protection exceeds the normative level at the time of construction. Optimal Bayesian decisions do not depend on the aleatory or epistemic nature of the uncertainties, but only on the total (epistemic plus aleatory) uncertainty and how that total uncertainty varies randomly during the lifetime of the project. ?? 2009 Elsevier Ltd. All rights reserved.

Advances in Applications of Hierarchical Bayesian Methods with Hydrological Models

NASA Astrophysics Data System (ADS)

Alexander, R. B.; Schwarz, G. E.; Boyer, E. W.

2017-12-01

Mechanistic and empirical watershed models are increasingly used to inform water resource decisions. Growing access to historical stream measurements and data from in-situ sensor technologies has increased the need for improved techniques for coupling models with hydrological measurements. Techniques that account for the intrinsic uncertainties of both models and measurements are especially needed. Hierarchical Bayesian methods provide an efficient modeling tool for quantifying model and prediction uncertainties, including those associated with measurements. Hierarchical methods can also be used to explore spatial and temporal variations in model parameters and uncertainties that are informed by hydrological measurements. We used hierarchical Bayesian methods to develop a hybrid (statistical-mechanistic) SPARROW (SPAtially Referenced Regression On Watershed attributes) model of long-term mean annual streamflow across diverse environmental and climatic drainages in 18 U.S. hydrological regions. Our application illustrates the use of a new generation of Bayesian methods that offer more advanced computational efficiencies than the prior generation. Evaluations of the effects of hierarchical (regional) variations in model coefficients and uncertainties on model accuracy indicates improved prediction accuracies (median of 10-50%) but primarily in humid eastern regions, where model uncertainties are one-third of those in arid western regions. Generally moderate regional variability is observed for most hierarchical coefficients. Accounting for measurement and structural uncertainties, using hierarchical state-space techniques, revealed the effects of spatially-heterogeneous, latent hydrological processes in the "localized" drainages between calibration sites; this improved model precision, with only minor changes in regional coefficients. Our study can inform advances in the use of hierarchical methods with hydrological models to improve their integration with stream measurements.

Rigorous Approach in Investigation of Seismic Structure and Source Characteristicsin Northeast Asia: Hierarchical and Trans-dimensional Bayesian Inversion

NASA Astrophysics Data System (ADS)

Mustac, M.; Kim, S.; Tkalcic, H.; Rhie, J.; Chen, Y.; Ford, S. R.; Sebastian, N.

2015-12-01

Conventional approaches to inverse problems suffer from non-linearity and non-uniqueness in estimations of seismic structures and source properties. Estimated results and associated uncertainties are often biased by applied regularizations and additional constraints, which are commonly introduced to solve such problems. Bayesian methods, however, provide statistically meaningful estimations of models and their uncertainties constrained by data information. In addition, hierarchical and trans-dimensional (trans-D) techniques are inherently implemented in the Bayesian framework to account for involved error statistics and model parameterizations, and, in turn, allow more rigorous estimations of the same. Here, we apply Bayesian methods throughout the entire inference process to estimate seismic structures and source properties in Northeast Asia including east China, the Korean peninsula, and the Japanese islands. Ambient noise analysis is first performed to obtain a base three-dimensional (3-D) heterogeneity model using continuous broadband waveforms from more than 300 stations. As for the tomography of surface wave group and phase velocities in the 5-70 s band, we adopt a hierarchical and trans-D Bayesian inversion method using Voronoi partition. The 3-D heterogeneity model is further improved by joint inversions of teleseismic receiver functions and dispersion data using a newly developed high-efficiency Bayesian technique. The obtained model is subsequently used to prepare 3-D structural Green's functions for the source characterization. A hierarchical Bayesian method for point source inversion using regional complete waveform data is applied to selected events from the region. The seismic structure and source characteristics with rigorously estimated uncertainties from the novel Bayesian methods provide enhanced monitoring and discrimination of seismic events in northeast Asia.

Uncertainty quantification in nanomechanical measurements using the atomic force microscope

Treesearch

Ryan Wagner; Robert Moon; Jon Pratt; Gordon Shaw; Arvind Raman

2011-01-01

Quantifying uncertainty in measured properties of nanomaterials is a prerequisite for the manufacture of reliable nanoengineered materials and products. Yet, rigorous uncertainty quantification (UQ) is rarely applied for material property measurements with the atomic force microscope (AFM), a widely used instrument that can measure properties at nanometer scale...

Uncertainty quantification metrics for whole product life cycle cost estimates in aerospace innovation

NASA Astrophysics Data System (ADS)

Schwabe, O.; Shehab, E.; Erkoyuncu, J.

2015-08-01

The lack of defensible methods for quantifying cost estimate uncertainty over the whole product life cycle of aerospace innovations such as propulsion systems or airframes poses a significant challenge to the creation of accurate and defensible cost estimates. Based on the axiomatic definition of uncertainty as the actual prediction error of the cost estimate, this paper provides a comprehensive overview of metrics used for the uncertainty quantification of cost estimates based on a literature review, an evaluation of publicly funded projects such as part of the CORDIS or Horizon 2020 programs, and an analysis of established approaches used by organizations such NASA, the U.S. Department of Defence, the ESA, and various commercial companies. The metrics are categorized based on their foundational character (foundations), their use in practice (state-of-practice), their availability for practice (state-of-art) and those suggested for future exploration (state-of-future). Insights gained were that a variety of uncertainty quantification metrics exist whose suitability depends on the volatility of available relevant information, as defined by technical and cost readiness level, and the number of whole product life cycle phases the estimate is intended to be valid for. Information volatility and number of whole product life cycle phases can hereby be considered as defining multi-dimensional probability fields admitting various uncertainty quantification metric families with identifiable thresholds for transitioning between them. The key research gaps identified were the lacking guidance grounded in theory for the selection of uncertainty quantification metrics and lacking practical alternatives to metrics based on the Central Limit Theorem. An innovative uncertainty quantification framework consisting of; a set-theory based typology, a data library, a classification system, and a corresponding input-output model are put forward to address this research gap as the basis for future work in this field.

New insights into faster computation of uncertainties

NASA Astrophysics Data System (ADS)

Bhattacharya, Atreyee

2012-11-01

Heavy computation power, lengthy simulations, and an exhaustive number of model runs—often these seem like the only statistical tools that scientists have at their disposal when computing uncertainties associated with predictions, particularly in cases of environmental processes such as groundwater movement. However, calculation of uncertainties need not be as lengthy, a new study shows. Comparing two approaches—the classical Bayesian “credible interval” and a less commonly used regression-based “confidence interval” method—Lu et al. show that for many practical purposes both methods provide similar estimates of uncertainties. The advantage of the regression method is that it demands 10-1000 model runs, whereas the classical Bayesian approach requires 10,000 to millions of model runs.

Nonlinear finite element model updating for damage identification of civil structures using batch Bayesian estimation

NASA Astrophysics Data System (ADS)

Ebrahimian, Hamed; Astroza, Rodrigo; Conte, Joel P.; de Callafon, Raymond A.

2017-02-01

This paper presents a framework for structural health monitoring (SHM) and damage identification of civil structures. This framework integrates advanced mechanics-based nonlinear finite element (FE) modeling and analysis techniques with a batch Bayesian estimation approach to estimate time-invariant model parameters used in the FE model of the structure of interest. The framework uses input excitation and dynamic response of the structure and updates a nonlinear FE model of the structure to minimize the discrepancies between predicted and measured response time histories. The updated FE model can then be interrogated to detect, localize, classify, and quantify the state of damage and predict the remaining useful life of the structure. As opposed to recursive estimation methods, in the batch Bayesian estimation approach, the entire time history of the input excitation and output response of the structure are used as a batch of data to estimate the FE model parameters through a number of iterations. In the case of non-informative prior, the batch Bayesian method leads to an extended maximum likelihood (ML) estimation method to estimate jointly time-invariant model parameters and the measurement noise amplitude. The extended ML estimation problem is solved efficiently using a gradient-based interior-point optimization algorithm. Gradient-based optimization algorithms require the FE response sensitivities with respect to the model parameters to be identified. The FE response sensitivities are computed accurately and efficiently using the direct differentiation method (DDM). The estimation uncertainties are evaluated based on the Cramer-Rao lower bound (CRLB) theorem by computing the exact Fisher Information matrix using the FE response sensitivities with respect to the model parameters. The accuracy of the proposed uncertainty quantification approach is verified using a sampling approach based on the unscented transformation. Two validation studies, based on realistic structural FE models of a bridge pier and a moment resisting steel frame, are performed to validate the performance and accuracy of the presented nonlinear FE model updating approach and demonstrate its application to SHM. These validation studies show the excellent performance of the proposed framework for SHM and damage identification even in the presence of high measurement noise and/or way-out initial estimates of the model parameters. Furthermore, the detrimental effects of the input measurement noise on the performance of the proposed framework are illustrated and quantified through one of the validation studies.

Improved uncertainty quantification in nondestructive assay for nonproliferation

DOE Office of Scientific and Technical Information (OSTI.GOV)

Burr, Tom; Croft, Stephen; Jarman, Ken

2016-12-01

This paper illustrates methods to improve uncertainty quantification (UQ) for non-destructive assay (NDA) measurements used in nuclear nonproliferation. First, it is shown that current bottom-up UQ applied to calibration data is not always adequate, for three main reasons: (1) Because there are errors in both the predictors and the response, calibration involves a ratio of random quantities, and calibration data sets in NDA usually consist of only a modest number of samples (3–10); therefore, asymptotic approximations involving quantities needed for UQ such as means and variances are often not sufficiently accurate; (2) Common practice overlooks that calibration implies a partitioningmore » of total error into random and systematic error, and (3) In many NDA applications, test items exhibit non-negligible departures in physical properties from calibration items, so model-based adjustments are used, but item-specific bias remains in some data. Therefore, improved bottom-up UQ using calibration data should predict the typical magnitude of item-specific bias, and the suggestion is to do so by including sources of item-specific bias in synthetic calibration data that is generated using a combination of modeling and real calibration data. Second, for measurements of the same nuclear material item by both the facility operator and international inspectors, current empirical (top-down) UQ is described for estimating operator and inspector systematic and random error variance components. A Bayesian alternative is introduced that easily accommodates constraints on variance components, and is more robust than current top-down methods to the underlying measurement error distributions.« less

Probabilistic models in human sensorimotor control

PubMed Central

Wolpert, Daniel M.

2009-01-01

Sensory and motor uncertainty form a fundamental constraint on human sensorimotor control. Bayesian decision theory (BDT) has emerged as a unifying framework to understand how the central nervous system performs optimal estimation and control in the face of such uncertainty. BDT has two components: Bayesian statistics and decision theory. Here we review Bayesian statistics and show how it applies to estimating the state of the world and our own body. Recent results suggest that when learning novel tasks we are able to learn the statistical properties of both the world and our own sensory apparatus so as to perform estimation using Bayesian statistics. We review studies which suggest that humans can combine multiple sources of information to form maximum likelihood estimates, can incorporate prior beliefs about possible states of the world so as to generate maximum a posteriori estimates and can use Kalman filter-based processes to estimate time-varying states. Finally, we review Bayesian decision theory in motor control and how the central nervous system processes errors to determine loss functions and optimal actions. We review results that suggest we plan movements based on statistics of our actions that result from signal-dependent noise on our motor outputs. Taken together these studies provide a statistical framework for how the motor system performs in the presence of uncertainty. PMID:17628731

Bayesian Model Averaging of Artificial Intelligence Models for Hydraulic Conductivity Estimation

NASA Astrophysics Data System (ADS)

Nadiri, A.; Chitsazan, N.; Tsai, F. T.; Asghari Moghaddam, A.

2012-12-01

This research presents a Bayesian artificial intelligence model averaging (BAIMA) method that incorporates multiple artificial intelligence (AI) models to estimate hydraulic conductivity and evaluate estimation uncertainties. Uncertainty in the AI model outputs stems from error in model input as well as non-uniqueness in selecting different AI methods. Using one single AI model tends to bias the estimation and underestimate uncertainty. BAIMA employs Bayesian model averaging (BMA) technique to address the issue of using one single AI model for estimation. BAIMA estimates hydraulic conductivity by averaging the outputs of AI models according to their model weights. In this study, the model weights were determined using the Bayesian information criterion (BIC) that follows the parsimony principle. BAIMA calculates the within-model variances to account for uncertainty propagation from input data to AI model output. Between-model variances are evaluated to account for uncertainty due to model non-uniqueness. We employed Takagi-Sugeno fuzzy logic (TS-FL), artificial neural network (ANN) and neurofuzzy (NF) to estimate hydraulic conductivity for the Tasuj plain aquifer, Iran. BAIMA combined three AI models and produced better fitting than individual models. While NF was expected to be the best AI model owing to its utilization of both TS-FL and ANN models, the NF model is nearly discarded by the parsimony principle. The TS-FL model and the ANN model showed equal importance although their hydraulic conductivity estimates were quite different. This resulted in significant between-model variances that are normally ignored by using one AI model.

Uncertainty Quantification for Robust Control of Wind Turbines using Sliding Mode Observer

NASA Astrophysics Data System (ADS)

Schulte, Horst

2016-09-01

A new quantification method of uncertain models for robust wind turbine control using sliding-mode techniques is presented with the objective to improve active load mitigation. This approach is based on the so-called equivalent output injection signal, which corresponds to the average behavior of the discontinuous switching term, establishing and maintaining a motion on a so-called sliding surface. The injection signal is directly evaluated to obtain estimates of the uncertainty bounds of external disturbances and parameter uncertainties. The applicability of the proposed method is illustrated by the quantification of a four degree-of-freedom model of the NREL 5MW reference turbine containing uncertainties.

Probabilistic models and uncertainty quantification for the ionization reaction rate of atomic Nitrogen

NASA Astrophysics Data System (ADS)

Miki, K.; Panesi, M.; Prudencio, E. E.; Prudhomme, S.

2012-05-01

The objective in this paper is to analyze some stochastic models for estimating the ionization reaction rate constant of atomic Nitrogen (N + e- → N+ + 2e-). Parameters of the models are identified by means of Bayesian inference using spatially resolved absolute radiance data obtained from the Electric Arc Shock Tube (EAST) wind-tunnel. The proposed methodology accounts for uncertainties in the model parameters as well as physical model inadequacies, providing estimates of the rate constant that reflect both types of uncertainties. We present four different probabilistic models by varying the error structure (either additive or multiplicative) and by choosing different descriptions of the statistical correlation among data points. In order to assess the validity of our methodology, we first present some calibration results obtained with manufactured data and then proceed by using experimental data collected at EAST experimental facility. In order to simulate the radiative signature emitted in the shock-heated air plasma, we use a one-dimensional flow solver with Park's two-temperature model that simulates non-equilibrium effects. We also discuss the implications of the choice of the stochastic model on the estimation of the reaction rate and its uncertainties. Our analysis shows that the stochastic models based on correlated multiplicative errors are the most plausible models among the four models proposed in this study. The rate of the atomic Nitrogen ionization is found to be (6.2 ± 3.3) × 1011 cm3 mol-1 s-1 at 10,000 K.

Predicting uncertainty in future marine ice sheet volume using Bayesian statistical methods

NASA Astrophysics Data System (ADS)

Davis, A. D.

2015-12-01

The marine ice instability can trigger rapid retreat of marine ice streams. Recent observations suggest that marine ice systems in West Antarctica have begun retreating. However, unknown ice dynamics, computationally intensive mathematical models, and uncertain parameters in these models make predicting retreat rate and ice volume difficult. In this work, we fuse current observational data with ice stream/shelf models to develop probabilistic predictions of future grounded ice sheet volume. Given observational data (e.g., thickness, surface elevation, and velocity) and a forward model that relates uncertain parameters (e.g., basal friction and basal topography) to these observations, we use a Bayesian framework to define a posterior distribution over the parameters. A stochastic predictive model then propagates uncertainties in these parameters to uncertainty in a particular quantity of interest (QoI)---here, the volume of grounded ice at a specified future time. While the Bayesian approach can in principle characterize the posterior predictive distribution of the QoI, the computational cost of both the forward and predictive models makes this effort prohibitively expensive. To tackle this challenge, we introduce a new Markov chain Monte Carlo method that constructs convergent approximations of the QoI target density in an online fashion, yielding accurate characterizations of future ice sheet volume at significantly reduced computational cost.Our second goal is to attribute uncertainty in these Bayesian predictions to uncertainties in particular parameters. Doing so can help target data collection, for the purpose of constraining the parameters that contribute most strongly to uncertainty in the future volume of grounded ice. For instance, smaller uncertainties in parameters to which the QoI is highly sensitive may account for more variability in the prediction than larger uncertainties in parameters to which the QoI is less sensitive. We use global sensitivity analysis to help answer this question, and make the computation of sensitivity indices computationally tractable using a combination of polynomial chaos and Monte Carlo techniques.

Quantification of uncertainty in first-principles predicted mechanical properties of solids: Application to solid ion conductors

NASA Astrophysics Data System (ADS)

Ahmad, Zeeshan; Viswanathan, Venkatasubramanian

2016-08-01

Computationally-guided material discovery is being increasingly employed using a descriptor-based screening through the calculation of a few properties of interest. A precise understanding of the uncertainty associated with first-principles density functional theory calculated property values is important for the success of descriptor-based screening. The Bayesian error estimation approach has been built in to several recently developed exchange-correlation functionals, which allows an estimate of the uncertainty associated with properties related to the ground state energy, for example, adsorption energies. Here, we propose a robust and computationally efficient method for quantifying uncertainty in mechanical properties, which depend on the derivatives of the energy. The procedure involves calculating energies around the equilibrium cell volume with different strains and fitting the obtained energies to the corresponding energy-strain relationship. At each strain, we use instead of a single energy, an ensemble of energies, giving us an ensemble of fits and thereby, an ensemble of mechanical properties associated with each fit, whose spread can be used to quantify its uncertainty. The generation of ensemble of energies is only a post-processing step involving a perturbation of parameters of the exchange-correlation functional and solving for the energy non-self-consistently. The proposed method is computationally efficient and provides a more robust uncertainty estimate compared to the approach of self-consistent calculations employing several different exchange-correlation functionals. We demonstrate the method by calculating the uncertainty bounds for several materials belonging to different classes and having different structures using the developed method. We show that the calculated uncertainty bounds the property values obtained using three different GGA functionals: PBE, PBEsol, and RPBE. Finally, we apply the approach to calculate the uncertainty associated with the DFT-calculated elastic properties of solid state Li-ion and Na-ion conductors.

Bayesian alternative to the ISO-GUM's use of the Welch Satterthwaite formula

NASA Astrophysics Data System (ADS)

Kacker, Raghu N.

2006-02-01

In certain disciplines, uncertainty is traditionally expressed as an interval about an estimate for the value of the measurand. Development of such uncertainty intervals with a stated coverage probability based on the International Organization for Standardization (ISO) Guide to the Expression of Uncertainty in Measurement (GUM) requires a description of the probability distribution for the value of the measurand. The ISO-GUM propagates the estimates and their associated standard uncertainties for various input quantities through a linear approximation of the measurement equation to determine an estimate and its associated standard uncertainty for the value of the measurand. This procedure does not yield a probability distribution for the value of the measurand. The ISO-GUM suggests that under certain conditions motivated by the central limit theorem the distribution for the value of the measurand may be approximated by a scaled-and-shifted t-distribution with effective degrees of freedom obtained from the Welch-Satterthwaite (W-S) formula. The approximate t-distribution may then be used to develop an uncertainty interval with a stated coverage probability for the value of the measurand. We propose an approximate normal distribution based on a Bayesian uncertainty as an alternative to the t-distribution based on the W-S formula. A benefit of the approximate normal distribution based on a Bayesian uncertainty is that it greatly simplifies the expression of uncertainty by eliminating altogether the need for calculating effective degrees of freedom from the W-S formula. In the special case where the measurand is the difference between two means, each evaluated from statistical analyses of independent normally distributed measurements with unknown and possibly unequal variances, the probability distribution for the value of the measurand is known to be a Behrens-Fisher distribution. We compare the performance of the approximate normal distribution based on a Bayesian uncertainty and the approximate t-distribution based on the W-S formula with respect to the Behrens-Fisher distribution. The approximate normal distribution is simpler and better in this case. A thorough investigation of the relative performance of the two approximate distributions would require comparison for a range of measurement equations by numerical methods.

Improved inference in Bayesian segmentation using Monte Carlo sampling: application to hippocampal subfield volumetry.

PubMed

Iglesias, Juan Eugenio; Sabuncu, Mert Rory; Van Leemput, Koen

2013-10-01

Many segmentation algorithms in medical image analysis use Bayesian modeling to augment local image appearance with prior anatomical knowledge. Such methods often contain a large number of free parameters that are first estimated and then kept fixed during the actual segmentation process. However, a faithful Bayesian analysis would marginalize over such parameters, accounting for their uncertainty by considering all possible values they may take. Here we propose to incorporate this uncertainty into Bayesian segmentation methods in order to improve the inference process. In particular, we approximate the required marginalization over model parameters using computationally efficient Markov chain Monte Carlo techniques. We illustrate the proposed approach using a recently developed Bayesian method for the segmentation of hippocampal subfields in brain MRI scans, showing a significant improvement in an Alzheimer's disease classification task. As an additional benefit, the technique also allows one to compute informative "error bars" on the volume estimates of individual structures. Copyright © 2013 Elsevier B.V. All rights reserved.

Improved Inference in Bayesian Segmentation Using Monte Carlo Sampling: Application to Hippocampal Subfield Volumetry

PubMed Central

Iglesias, Juan Eugenio; Sabuncu, Mert Rory; Leemput, Koen Van

2013-01-01

Many segmentation algorithms in medical image analysis use Bayesian modeling to augment local image appearance with prior anatomical knowledge. Such methods often contain a large number of free parameters that are first estimated and then kept fixed during the actual segmentation process. However, a faithful Bayesian analysis would marginalize over such parameters, accounting for their uncertainty by considering all possible values they may take. Here we propose to incorporate this uncertainty into Bayesian segmentation methods in order to improve the inference process. In particular, we approximate the required marginalization over model parameters using computationally efficient Markov chain Monte Carlo techniques. We illustrate the proposed approach using a recently developed Bayesian method for the segmentation of hippocampal subfields in brain MRI scans, showing a significant improvement in an Alzheimer’s disease classification task. As an additional benefit, the technique also allows one to compute informative “error bars” on the volume estimates of individual structures. PMID:23773521

Knowledge Extraction from Atomically Resolved Images.

PubMed

Vlcek, Lukas; Maksov, Artem; Pan, Minghu; Vasudevan, Rama K; Kalinin, Sergei V

2017-10-24

Tremendous strides in experimental capabilities of scanning transmission electron microscopy and scanning tunneling microscopy (STM) over the past 30 years made atomically resolved imaging routine. However, consistent integration and use of atomically resolved data with generative models is unavailable, so information on local thermodynamics and other microscopic driving forces encoded in the observed atomic configurations remains hidden. Here, we present a framework based on statistical distance minimization to consistently utilize the information available from atomic configurations obtained from an atomically resolved image and extract meaningful physical interaction parameters. We illustrate the applicability of the framework on an STM image of a FeSe x Te 1-x superconductor, with the segregation of the chalcogen atoms investigated using a nonideal interacting solid solution model. This universal method makes full use of the microscopic degrees of freedom sampled in an atomically resolved image and can be extended via Bayesian inference toward unbiased model selection with uncertainty quantification.

DOE Office of Scientific and Technical Information (OSTI.GOV)

Aldegunde, Manuel, E-mail: M.A.Aldegunde-Rodriguez@warwick.ac.uk; Kermode, James R., E-mail: J.R.Kermode@warwick.ac.uk; Zabaras, Nicholas

This paper presents the development of a new exchange–correlation functional from the point of view of machine learning. Using atomization energies of solids and small molecules, we train a linear model for the exchange enhancement factor using a Bayesian approach which allows for the quantification of uncertainties in the predictions. A relevance vector machine is used to automatically select the most relevant terms of the model. We then test this model on atomization energies and also on bulk properties. The average model provides a mean absolute error of only 0.116 eV for the test points of the G2/97 set butmore » a larger 0.314 eV for the test solids. In terms of bulk properties, the prediction for transition metals and monovalent semiconductors has a very low test error. However, as expected, predictions for types of materials not represented in the training set such as ionic solids show much larger errors.« less

Bayesian analysis of the dynamic cosmic web in the SDSS galaxy survey

DOE Office of Scientific and Technical Information (OSTI.GOV)

Leclercq, Florent; Wandelt, Benjamin; Jasche, Jens, E-mail: florent.leclercq@polytechnique.org, E-mail: jasche@iap.fr, E-mail: wandelt@iap.fr

Recent application of the Bayesian algorithm \\textsc(borg) to the Sloan Digital Sky Survey (SDSS) main sample galaxies resulted in the physical inference of the formation history of the observed large-scale structure from its origin to the present epoch. In this work, we use these inferences as inputs for a detailed probabilistic cosmic web-type analysis. To do so, we generate a large set of data-constrained realizations of the large-scale structure using a fast, fully non-linear gravitational model. We then perform a dynamic classification of the cosmic web into four distinct components (voids, sheets, filaments, and clusters) on the basis of themore » tidal field. Our inference framework automatically and self-consistently propagates typical observational uncertainties to web-type classification. As a result, this study produces accurate cosmographic classification of large-scale structure elements in the SDSS volume. By also providing the history of these structure maps, the approach allows an analysis of the origin and growth of the early traces of the cosmic web present in the initial density field and of the evolution of global quantities such as the volume and mass filling fractions of different structures. For the problem of web-type classification, the results described in this work constitute the first connection between theory and observations at non-linear scales including a physical model of structure formation and the demonstrated capability of uncertainty quantification. A connection between cosmology and information theory using real data also naturally emerges from our probabilistic approach. Our results constitute quantitative chrono-cosmography of the complex web-like patterns underlying the observed galaxy distribution.« less

Weighted Iterative Bayesian Compressive Sensing (WIBCS) for High Dimensional Polynomial Surrogate Construction

NASA Astrophysics Data System (ADS)

Sargsyan, K.; Ricciuto, D. M.; Safta, C.; Debusschere, B.; Najm, H. N.; Thornton, P. E.

2016-12-01

Surrogate construction has become a routine procedure when facing computationally intensive studies requiring multiple evaluations of complex models. In particular, surrogate models, otherwise called emulators or response surfaces, replace complex models in uncertainty quantification (UQ) studies, including uncertainty propagation (forward UQ) and parameter estimation (inverse UQ). Further, surrogates based on Polynomial Chaos (PC) expansions are especially convenient for forward UQ and global sensitivity analysis, also known as variance-based decomposition. However, the PC surrogate construction strongly suffers from the curse of dimensionality. With a large number of input parameters, the number of model simulations required for accurate surrogate construction is prohibitively large. Relatedly, non-adaptive PC expansions typically include infeasibly large number of basis terms far exceeding the number of available model evaluations. We develop Weighted Iterative Bayesian Compressive Sensing (WIBCS) algorithm for adaptive basis growth and PC surrogate construction leading to a sparse, high-dimensional PC surrogate with a very few model evaluations. The surrogate is then readily employed for global sensitivity analysis leading to further dimensionality reduction. Besides numerical tests, we demonstrate the construction on the example of Accelerated Climate Model for Energy (ACME) Land Model for several output QoIs at nearly 100 FLUXNET sites covering multiple plant functional types and climates, varying 65 input parameters over broad ranges of possible values. This work is supported by the U.S. Department of Energy, Office of Science, Biological and Environmental Research, Accelerated Climate Modeling for Energy (ACME) project. Sandia National Laboratories is a multi-program laboratory managed and operated by Sandia Corporation, a wholly owned subsidiary of Lockheed Martin Corporation, for the U.S. Department of Energy's National Nuclear Security Administration under contract DE-AC04-94AL85000.

A Bayesian changepoint-threshold model to examine the effect of TMDL implementation on the flow-nitrogen concentration relationship in the Neuse River basin.

PubMed

Alameddine, Ibrahim; Qian, Song S; Reckhow, Kenneth H

2011-01-01

In-stream nutrient concentrations are well known to exhibit a strong relationship with river flow. The use of flow measurements to predict nutrient concentrations and subsequently nutrient loads is common in water quality modeling. Nevertheless, most adopted models assume that the relationship between flow and concentration is fixed across time as well as across different flow regimes. In this study, we developed a Bayesian changepoint-threshold model that relaxes these constraints and allows for the identification and quantification of any changes in the underlying flow-concentration relationship across time. The results from our study support the occurrence of a changepoint in time around the year 1999, which coincided with the period of implementing nitrogen control measures as part of the TMDL program developed for the Neuse Estuary in North Carolina. The occurrence of the changepoint challenges the underlying assumption of temporal invariance in the flow-concentrations relationship. The model results also point towards a transition in the river nitrogen delivery system from a point source dominated loading system towards a more complicated nonlinear system, where non-point source nutrient delivery plays a major role. Moreover, we use the developed model to assess the effectiveness of the nitrogen reduction measures in achieving a 30% drop in loading. The results indicate that while there is a strong evidence of a load reduction, there still remains a high level of uncertainty associated with the mean nitrogen load reduction. We show that the level of uncertainty around the estimated load reduction is not random but is flow related. Copyright © 2010 Elsevier Ltd. All rights reserved.

A bayesian approach for determining velocity and uncertainty estimates from seismic cone penetrometer testing or vertical seismic profiling data

USGS Publications Warehouse

Pidlisecky, Adam; Haines, S.S.

2011-01-01

Conventional processing methods for seismic cone penetrometer data present several shortcomings, most notably the absence of a robust velocity model uncertainty estimate. We propose a new seismic cone penetrometer testing (SCPT) data-processing approach that employs Bayesian methods to map measured data errors into quantitative estimates of model uncertainty. We first calculate travel-time differences for all permutations of seismic trace pairs. That is, we cross-correlate each trace at each measurement location with every trace at every other measurement location to determine travel-time differences that are not biased by the choice of any particular reference trace and to thoroughly characterize data error. We calculate a forward operator that accounts for the different ray paths for each measurement location, including refraction at layer boundaries. We then use a Bayesian inversion scheme to obtain the most likely slowness (the reciprocal of velocity) and a distribution of probable slowness values for each model layer. The result is a velocity model that is based on correct ray paths, with uncertainty bounds that are based on the data error. ?? NRC Research Press 2011.

Bayesian Assessment of the Uncertainties of Estimates of a Conceptual Rainfall-Runoff Model Parameters

NASA Astrophysics Data System (ADS)

Silva, F. E. O. E.; Naghettini, M. D. C.; Fernandes, W.

2014-12-01

This paper evaluated the uncertainties associated with the estimation of the parameters of a conceptual rainfall-runoff model, through the use of Bayesian inference techniques by Monte Carlo simulation. The Pará River sub-basin, located in the upper São Francisco river basin, in southeastern Brazil, was selected for developing the studies. In this paper, we used the Rio Grande conceptual hydrologic model (EHR/UFMG, 2001) and the Markov Chain Monte Carlo simulation method named DREAM (VRUGT, 2008a). Two probabilistic models for the residues were analyzed: (i) the classic [Normal likelihood - r ≈ N (0, σ²)]; and (ii) a generalized likelihood (SCHOUPS & VRUGT, 2010), in which it is assumed that the differences between observed and simulated flows are correlated, non-stationary, and distributed as a Skew Exponential Power density. The assumptions made for both models were checked to ensure that the estimation of uncertainties in the parameters was not biased. The results showed that the Bayesian approach proved to be adequate to the proposed objectives, enabling and reinforcing the importance of assessing the uncertainties associated with hydrological modeling.

Estimating the reproductive number, total outbreak size, and reporting rates for Zika epidemics in South and Central America.

PubMed

Shutt, Deborah P; Manore, Carrie A; Pankavich, Stephen; Porter, Aaron T; Del Valle, Sara Y

2017-12-01

As South and Central American countries prepare for increased birth defects from Zika virus outbreaks and plan for mitigation strategies to minimize ongoing and future outbreaks, understanding important characteristics of Zika outbreaks and how they vary across regions is a challenging and important problem. We developed a mathematical model for the 2015/2016 Zika virus outbreak dynamics in Colombia, El Salvador, and Suriname. We fit the model to publicly available data provided by the Pan American Health Organization, using Approximate Bayesian Computation to estimate parameter distributions and provide uncertainty quantification. The model indicated that a country-level analysis was not appropriate for Colombia. We then estimated the basic reproduction number to range between 4 and 6 for El Salvador and Suriname with a median of 4.3 and 5.3, respectively. We estimated the reporting rate to be around 16% in El Salvador and 18% in Suriname with estimated total outbreak sizes of 73,395 and 21,647 people, respectively. The uncertainty in parameter estimates highlights a need for research and data collection that will better constrain parameter ranges. Copyright © 2017 The Authors. Published by Elsevier B.V. All rights reserved.

Estimating the reproductive number, total outbreak size, and reporting rates for Zika epidemics in South and Central America

DOE PAGES

Shutt, Deborah P.; Manore, Carrie A.; Pankavich, Stephen; ...

2017-07-13

As South and Central American countries prepare for increased birth defects from Zika virus outbreaks and plan for mitigation strategies to minimize ongoing and future outbreaks, understanding important characteristics of Zika outbreaks and how they vary across regions is a challenging and important problem. We developed a mathematical model for the 2015/2016 Zika virus outbreak dynamics in Colombia, El Salvador, and Suriname. We fit the model to publicly available data provided by the Pan American Health Organization, using Approximate Bayesian Computation to estimate parameter distributions and provide uncertainty quantification. The model indicated that a country-level analysis was not appropriate formore » Colombia. We then estimated the basic reproduction number to range between 4 and 6 for El Salvador and Suriname with a median of 4.3 and 5.3, respectively. We estimated the reporting rate to be around 16% in El Salvador and 18% in Suriname with estimated total outbreak sizes of 73,395 and 21,647 people, respectively. The uncertainty in parameter estimates highlights a need for research and data collection that will better constrain parameter ranges.« less

Estimating the reproductive number, total outbreak size, and reporting rates for Zika epidemics in South and Central America

DOE Office of Scientific and Technical Information (OSTI.GOV)

Shutt, Deborah P.; Manore, Carrie A.; Pankavich, Stephen

As South and Central American countries prepare for increased birth defects from Zika virus outbreaks and plan for mitigation strategies to minimize ongoing and future outbreaks, understanding important characteristics of Zika outbreaks and how they vary across regions is a challenging and important problem. We developed a mathematical model for the 2015/2016 Zika virus outbreak dynamics in Colombia, El Salvador, and Suriname. We fit the model to publicly available data provided by the Pan American Health Organization, using Approximate Bayesian Computation to estimate parameter distributions and provide uncertainty quantification. The model indicated that a country-level analysis was not appropriate formore » Colombia. We then estimated the basic reproduction number to range between 4 and 6 for El Salvador and Suriname with a median of 4.3 and 5.3, respectively. We estimated the reporting rate to be around 16% in El Salvador and 18% in Suriname with estimated total outbreak sizes of 73,395 and 21,647 people, respectively. The uncertainty in parameter estimates highlights a need for research and data collection that will better constrain parameter ranges.« less

Matthew Reynolds | NREL

Science.gov Websites

food science. Matthew's research at NREL is focused on applying uncertainty quantification techniques . Research Interests Uncertainty quantification Computational multilinear algebra Approximation theory of and the Canonical Tensor Decomposition, Journal of Computational Physics (2017) Randomized Alternating

Bayesian networks in overlay recipe optimization

NASA Astrophysics Data System (ADS)

Binns, Lewis A.; Reynolds, Greg; Rigden, Timothy C.; Watkins, Stephen; Soroka, Andrew

2005-05-01

Currently, overlay measurements are characterized by "recipe", which defines both physical parameters such as focus, illumination et cetera, and also the software parameters such as algorithm to be used and regions of interest. Setting up these recipes requires both engineering time and wafer availability on an overlay tool, so reducing these requirements will result in higher tool productivity. One of the significant challenges to automating this process is that the parameters are highly and complexly correlated. At the same time, a high level of traceability and transparency is required in the recipe creation process, so a technique that maintains its decisions in terms of well defined physical parameters is desirable. Running time should be short, given the system (automatic recipe creation) is being implemented to reduce overheads. Finally, a failure of the system to determine acceptable parameters should be obvious, so a certainty metric is also desirable. The complex, nonlinear interactions make solution by an expert system difficult at best, especially in the verification of the resulting decision network. The transparency requirements tend to preclude classical neural networks and similar techniques. Genetic algorithms and other "global minimization" techniques require too much computational power (given system footprint and cost requirements). A Bayesian network, however, provides a solution to these requirements. Such a network, with appropriate priors, can be used during recipe creation / optimization not just to select a good set of parameters, but also to guide the direction of search, by evaluating the network state while only incomplete information is available. As a Bayesian network maintains an estimate of the probability distribution of nodal values, a maximum-entropy approach can be utilized to obtain a working recipe in a minimum or near-minimum number of steps. In this paper we discuss the potential use of a Bayesian network in such a capacity, reducing the amount of engineering intervention. We discuss the benefits of this approach, especially improved repeatability and traceability of the learning process, and quantification of uncertainty in decisions made. We also consider the problems associated with this approach, especially in detailed construction of network topology, validation of the Bayesian network and the recipes it generates, and issues arising from the integration of a Bayesian network with a complex multithreaded application; these primarily relate to maintaining Bayesian network and system architecture integrity.

From Quantification to Visualization: A Taxonomy of Uncertainty Visualization Approaches

PubMed Central

Potter, Kristin; Rosen, Paul; Johnson, Chris R.

2014-01-01

Quantifying uncertainty is an increasingly important topic across many domains. The uncertainties present in data come with many diverse representations having originated from a wide variety of disciplines. Communicating these uncertainties is a task often left to visualization without clear connection between the quantification and visualization. In this paper, we first identify frequently occurring types of uncertainty. Second, we connect those uncertainty representations to ones commonly used in visualization. We then look at various approaches to visualizing this uncertainty by partitioning the work based on the dimensionality of the data and the dimensionality of the uncertainty. We also discuss noteworthy exceptions to our taxonomy along with future research directions for the uncertainty visualization community. PMID:25663949

Experimental validation of 2D uncertainty quantification for DIC.

DOE Office of Scientific and Technical Information (OSTI.GOV)

Reu, Phillip L.

Because digital image correlation (DIC) has become such an important and standard tool in the toolbox of experimental mechanicists, a complete uncertainty quantification of the method is needed. It should be remembered that each DIC setup and series of images will have a unique uncertainty based on the calibration quality and the image and speckle quality of the analyzed images. Any pretest work done with a calibrated DIC stereo-rig to quantify the errors using known shapes and translations, while useful, do not necessarily reveal the uncertainty of a later test. This is particularly true with high-speed applications where actual testmore » images are often less than ideal. Work has previously been completed on the mathematical underpinnings of DIC uncertainty quantification and is already published, this paper will present corresponding experimental work used to check the validity of the uncertainty equations.« less

Experimental validation of 2D uncertainty quantification for digital image correlation.

DOE Office of Scientific and Technical Information (OSTI.GOV)

Reu, Phillip L.

Because digital image correlation (DIC) has become such an important and standard tool in the toolbox of experimental mechanicists, a complete uncertainty quantification of the method is needed. It should be remembered that each DIC setup and series of images will have a unique uncertainty based on the calibration quality and the image and speckle quality of the analyzed images. Any pretest work done with a calibrated DIC stereo-rig to quantify the errors using known shapes and translations, while useful, do not necessarily reveal the uncertainty of a later test. This is particularly true with high-speed applications where actual testmore » images are often less than ideal. Work has previously been completed on the mathematical underpinnings of DIC uncertainty quantification and is already published, this paper will present corresponding experimental work used to check the validity of the uncertainty equations.« less

Improving statistical inference on pathogen densities estimated by quantitative molecular methods: malaria gametocytaemia as a case study.

PubMed

Walker, Martin; Basáñez, María-Gloria; Ouédraogo, André Lin; Hermsen, Cornelus; Bousema, Teun; Churcher, Thomas S

2015-01-16

Quantitative molecular methods (QMMs) such as quantitative real-time polymerase chain reaction (q-PCR), reverse-transcriptase PCR (qRT-PCR) and quantitative nucleic acid sequence-based amplification (QT-NASBA) are increasingly used to estimate pathogen density in a variety of clinical and epidemiological contexts. These methods are often classified as semi-quantitative, yet estimates of reliability or sensitivity are seldom reported. Here, a statistical framework is developed for assessing the reliability (uncertainty) of pathogen densities estimated using QMMs and the associated diagnostic sensitivity. The method is illustrated with quantification of Plasmodium falciparum gametocytaemia by QT-NASBA. The reliability of pathogen (e.g. gametocyte) densities, and the accompanying diagnostic sensitivity, estimated by two contrasting statistical calibration techniques, are compared; a traditional method and a mixed model Bayesian approach. The latter accounts for statistical dependence of QMM assays run under identical laboratory protocols and permits structural modelling of experimental measurements, allowing precision to vary with pathogen density. Traditional calibration cannot account for inter-assay variability arising from imperfect QMMs and generates estimates of pathogen density that have poor reliability, are variable among assays and inaccurately reflect diagnostic sensitivity. The Bayesian mixed model approach assimilates information from replica QMM assays, improving reliability and inter-assay homogeneity, providing an accurate appraisal of quantitative and diagnostic performance. Bayesian mixed model statistical calibration supersedes traditional techniques in the context of QMM-derived estimates of pathogen density, offering the potential to improve substantially the depth and quality of clinical and epidemiological inference for a wide variety of pathogens.

A Bayesian alternative for multi-objective ecohydrological model specification

NASA Astrophysics Data System (ADS)

Tang, Yating; Marshall, Lucy; Sharma, Ashish; Ajami, Hoori

2018-01-01

Recent studies have identified the importance of vegetation processes in terrestrial hydrologic systems. Process-based ecohydrological models combine hydrological, physical, biochemical and ecological processes of the catchments, and as such are generally more complex and parametric than conceptual hydrological models. Thus, appropriate calibration objectives and model uncertainty analysis are essential for ecohydrological modeling. In recent years, Bayesian inference has become one of the most popular tools for quantifying the uncertainties in hydrological modeling with the development of Markov chain Monte Carlo (MCMC) techniques. The Bayesian approach offers an appealing alternative to traditional multi-objective hydrologic model calibrations by defining proper prior distributions that can be considered analogous to the ad-hoc weighting often prescribed in multi-objective calibration. Our study aims to develop appropriate prior distributions and likelihood functions that minimize the model uncertainties and bias within a Bayesian ecohydrological modeling framework based on a traditional Pareto-based model calibration technique. In our study, a Pareto-based multi-objective optimization and a formal Bayesian framework are implemented in a conceptual ecohydrological model that combines a hydrological model (HYMOD) and a modified Bucket Grassland Model (BGM). Simulations focused on one objective (streamflow/LAI) and multiple objectives (streamflow and LAI) with different emphasis defined via the prior distribution of the model error parameters. Results show more reliable outputs for both predicted streamflow and LAI using Bayesian multi-objective calibration with specified prior distributions for error parameters based on results from the Pareto front in the ecohydrological modeling. The methodology implemented here provides insight into the usefulness of multiobjective Bayesian calibration for ecohydrologic systems and the importance of appropriate prior distributions in such approaches.

Comparing methods of measuring geographic patterns in temporal trends: an application to county-level heart disease mortality in the United States, 1973 to 2010.

PubMed

Vaughan, Adam S; Kramer, Michael R; Waller, Lance A; Schieb, Linda J; Greer, Sophia; Casper, Michele

2015-05-01

To demonstrate the implications of choosing analytical methods for quantifying spatiotemporal trends, we compare the assumptions, implementation, and outcomes of popular methods using county-level heart disease mortality in the United States between 1973 and 2010. We applied four regression-based approaches (joinpoint regression, both aspatial and spatial generalized linear mixed models, and Bayesian space-time model) and compared resulting inferences for geographic patterns of local estimates of annual percent change and associated uncertainty. The average local percent change in heart disease mortality from each method was -4.5%, with the Bayesian model having the smallest range of values. The associated uncertainty in percent change differed markedly across the methods, with the Bayesian space-time model producing the narrowest range of variance (0.0-0.8). The geographic pattern of percent change was consistent across methods with smaller declines in the South Central United States and larger declines in the Northeast and Midwest. However, the geographic patterns of uncertainty differed markedly between methods. The similarity of results, including geographic patterns, for magnitude of percent change across these methods validates the underlying spatial pattern of declines in heart disease mortality. However, marked differences in degree of uncertainty indicate that Bayesian modeling offers substantially more precise estimates. Copyright © 2015 Elsevier Inc. All rights reserved.

Bayesian methods for uncertainty factor application for derivation of reference values.

PubMed

Simon, Ted W; Zhu, Yiliang; Dourson, Michael L; Beck, Nancy B

2016-10-01

In 2014, the National Research Council (NRC) published Review of EPA's Integrated Risk Information System (IRIS) Process that considers methods EPA uses for developing toxicity criteria for non-carcinogens. These criteria are the Reference Dose (RfD) for oral exposure and Reference Concentration (RfC) for inhalation exposure. The NRC Review suggested using Bayesian methods for application of uncertainty factors (UFs) to adjust the point of departure dose or concentration to a level considered to be without adverse effects for the human population. The NRC foresaw Bayesian methods would be potentially useful for combining toxicity data from disparate sources-high throughput assays, animal testing, and observational epidemiology. UFs represent five distinct areas for which both adjustment and consideration of uncertainty may be needed. NRC suggested UFs could be represented as Bayesian prior distributions, illustrated the use of a log-normal distribution to represent the composite UF, and combined this distribution with a log-normal distribution representing uncertainty in the point of departure (POD) to reflect the overall uncertainty. Here, we explore these suggestions and present a refinement of the methodology suggested by NRC that considers each individual UF as a distribution. From an examination of 24 evaluations from EPA's IRIS program, when individual UFs were represented using this approach, the geometric mean fold change in the value of the RfD or RfC increased from 3 to over 30, depending on the number of individual UFs used and the sophistication of the assessment. We present example calculations and recommendations for implementing the refined NRC methodology. Copyright © 2016 The Authors. Published by Elsevier Inc. All rights reserved.

Uncertainty Quantification Analysis of Both Experimental and CFD Simulation Data of a Bench-scale Fluidized Bed Gasifier

DOE Office of Scientific and Technical Information (OSTI.GOV)

Shahnam, Mehrdad; Gel, Aytekin; Subramaniyan, Arun K.

Adequate assessment of the uncertainties in modeling and simulation is becoming an integral part of the simulation based engineering design. The goal of this study is to demonstrate the application of non-intrusive Bayesian uncertainty quantification (UQ) methodology in multiphase (gas-solid) flows with experimental and simulation data, as part of our research efforts to determine the most suited approach for UQ of a bench scale fluidized bed gasifier. UQ analysis was first performed on the available experimental data. Global sensitivity analysis performed as part of the UQ analysis shows that among the three operating factors, steam to oxygen ratio has themore » most influence on syngas composition in the bench-scale gasifier experiments. An analysis for forward propagation of uncertainties was performed and results show that an increase in steam to oxygen ratio leads to an increase in H2 mole fraction and a decrease in CO mole fraction. These findings are in agreement with the ANOVA analysis performed in the reference experimental study. Another contribution in addition to the UQ analysis is the optimization-based approach to guide to identify next best set of additional experimental samples, should the possibility arise for additional experiments. Hence, the surrogate models constructed as part of the UQ analysis is employed to improve the information gain and make incremental recommendation, should the possibility to add more experiments arise. In the second step, series of simulations were carried out with the open-source computational fluid dynamics software MFiX to reproduce the experimental conditions, where three operating factors, i.e., coal flow rate, coal particle diameter, and steam-to-oxygen ratio, were systematically varied to understand their effect on the syngas composition. Bayesian UQ analysis was performed on the numerical results. As part of Bayesian UQ analysis, a global sensitivity analysis was performed based on the simulation results, which shows that the predicted syngas composition is strongly affected not only by the steam-to-oxygen ratio (which was observed in experiments as well) but also by variation in the coal flow rate and particle diameter (which was not observed in experiments). The carbon monoxide mole fraction is underpredicted at lower steam-to-oxygen ratios and overpredicted at higher steam-to-oxygen ratios. The opposite trend is observed for the carbon dioxide mole fraction. These discrepancies are attributed to either excessive segregation of the phases that leads to the fuel-rich or -lean regions or alternatively the selection of reaction models, where different reaction models and kinetics can lead to different syngas compositions throughout the gasifier. To improve quality of numerical models used, the effect that uncertainties in reaction models for gasification, char oxidation, carbon monoxide oxidation, and water gas shift will have on the syngas composition at different grid resolution, along with bed temperature were investigated. The global sensitivity analysis showed that among various reaction models employed for water gas shift, gasification, char oxidation, the choice of reaction model for water gas shift has the greatest influence on syngas composition, with gasification reaction model being second. Syngas composition also shows a small sensitivity to temperature of the bed. The hydrodynamic behavior of the bed did not change beyond grid spacing of 18 times the particle diameter. However, the syngas concentration continued to be affected by the grid resolution as low as 9 times the particle diameter. This is due to a better resolution of the phasic interface between the gases and solid that leads to stronger heterogeneous reactions. This report is a compilation of three manuscripts published in peer-reviewed journals for the series of studies mentioned above.« less

Uncertainty Management for Diagnostics and Prognostics of Batteries using Bayesian Techniques

NASA Technical Reports Server (NTRS)

Saha, Bhaskar; Goebel, kai

2007-01-01

Uncertainty management has always been the key hurdle faced by diagnostics and prognostics algorithms. A Bayesian treatment of this problem provides an elegant and theoretically sound approach to the modern Condition- Based Maintenance (CBM)/Prognostic Health Management (PHM) paradigm. The application of the Bayesian techniques to regression and classification in the form of Relevance Vector Machine (RVM), and to state estimation as in Particle Filters (PF), provides a powerful tool to integrate the diagnosis and prognosis of battery health. The RVM, which is a Bayesian treatment of the Support Vector Machine (SVM), is used for model identification, while the PF framework uses the learnt model, statistical estimates of noise and anticipated operational conditions to provide estimates of remaining useful life (RUL) in the form of a probability density function (PDF). This type of prognostics generates a significant value addition to the management of any operation involving electrical systems.

Adjoint-Based Uncertainty Quantification with MCNP

DOE Office of Scientific and Technical Information (OSTI.GOV)

Seifried, Jeffrey E.

2011-09-01

This work serves to quantify the instantaneous uncertainties in neutron transport simulations born from nuclear data and statistical counting uncertainties. Perturbation and adjoint theories are used to derive implicit sensitivity expressions. These expressions are transformed into forms that are convenient for construction with MCNP6, creating the ability to perform adjoint-based uncertainty quantification with MCNP6. These new tools are exercised on the depleted-uranium hybrid LIFE blanket, quantifying its sensitivities and uncertainties to important figures of merit. Overall, these uncertainty estimates are small (< 2%). Having quantified the sensitivities and uncertainties, physical understanding of the system is gained and some confidence inmore » the simulation is acquired.« less

Bayesian Mass Estimates of the Milky Way: Including Measurement Uncertainties with Hierarchical Bayes

NASA Astrophysics Data System (ADS)

Eadie, Gwendolyn M.; Springford, Aaron; Harris, William E.

2017-02-01

We present a hierarchical Bayesian method for estimating the total mass and mass profile of the Milky Way Galaxy. The new hierarchical Bayesian approach further improves the framework presented by Eadie et al. and Eadie and Harris and builds upon the preliminary reports by Eadie et al. The method uses a distribution function f({ E },L) to model the Galaxy and kinematic data from satellite objects, such as globular clusters (GCs), to trace the Galaxy’s gravitational potential. A major advantage of the method is that it not only includes complete and incomplete data simultaneously in the analysis, but also incorporates measurement uncertainties in a coherent and meaningful way. We first test the hierarchical Bayesian framework, which includes measurement uncertainties, using the same data and power-law model assumed in Eadie and Harris and find the results are similar but more strongly constrained. Next, we take advantage of the new statistical framework and incorporate all possible GC data, finding a cumulative mass profile with Bayesian credible regions. This profile implies a mass within 125 kpc of 4.8× {10}11{M}⊙ with a 95% Bayesian credible region of (4.0{--}5.8)× {10}11{M}⊙ . Our results also provide estimates of the true specific energies of all the GCs. By comparing these estimated energies to the measured energies of GCs with complete velocity measurements, we observe that (the few) remote tracers with complete measurements may play a large role in determining a total mass estimate of the Galaxy. Thus, our study stresses the need for more remote tracers with complete velocity measurements.

Prediction and assimilation of surf-zone processes using a Bayesian network: Part II: Inverse models

USGS Publications Warehouse

Plant, Nathaniel G.; Holland, K. Todd

2011-01-01

A Bayesian network model has been developed to simulate a relatively simple problem of wave propagation in the surf zone (detailed in Part I). Here, we demonstrate that this Bayesian model can provide both inverse modeling and data-assimilation solutions for predicting offshore wave heights and depth estimates given limited wave-height and depth information from an onshore location. The inverse method is extended to allow data assimilation using observational inputs that are not compatible with deterministic solutions of the problem. These inputs include sand bar positions (instead of bathymetry) and estimates of the intensity of wave breaking (instead of wave-height observations). Our results indicate that wave breaking information is essential to reduce prediction errors. In many practical situations, this information could be provided from a shore-based observer or from remote-sensing systems. We show that various combinations of the assimilated inputs significantly reduce the uncertainty in the estimates of water depths and wave heights in the model domain. Application of the Bayesian network model to new field data demonstrated significant predictive skill (R2 = 0.7) for the inverse estimate of a month-long time series of offshore wave heights. The Bayesian inverse results include uncertainty estimates that were shown to be most accurate when given uncertainty in the inputs (e.g., depth and tuning parameters). Furthermore, the inverse modeling was extended to directly estimate tuning parameters associated with the underlying wave-process model. The inverse estimates of the model parameters not only showed an offshore wave height dependence consistent with results of previous studies but the uncertainty estimates of the tuning parameters also explain previously reported variations in the model parameters.

Quantification of source uncertainties in Seismic Probabilistic Tsunami Hazard Analysis (SPTHA)

NASA Astrophysics Data System (ADS)

Selva, J.; Tonini, R.; Molinari, I.; Tiberti, M. M.; Romano, F.; Grezio, A.; Melini, D.; Piatanesi, A.; Basili, R.; Lorito, S.

2016-06-01

We propose a procedure for uncertainty quantification in Probabilistic Tsunami Hazard Analysis (PTHA), with a special emphasis on the uncertainty related to statistical modelling of the earthquake source in Seismic PTHA (SPTHA), and on the separate treatment of subduction and crustal earthquakes (treated as background seismicity). An event tree approach and ensemble modelling are used in spite of more classical approaches, such as the hazard integral and the logic tree. This procedure consists of four steps: (1) exploration of aleatory uncertainty through an event tree, with alternative implementations for exploring epistemic uncertainty; (2) numerical computation of tsunami generation and propagation up to a given offshore isobath; (3) (optional) site-specific quantification of inundation; (4) simultaneous quantification of aleatory and epistemic uncertainty through ensemble modelling. The proposed procedure is general and independent of the kind of tsunami source considered; however, we implement step 1, the event tree, specifically for SPTHA, focusing on seismic source uncertainty. To exemplify the procedure, we develop a case study considering seismic sources in the Ionian Sea (central-eastern Mediterranean Sea), using the coasts of Southern Italy as a target zone. The results show that an efficient and complete quantification of all the uncertainties is feasible even when treating a large number of potential sources and a large set of alternative model formulations. We also find that (i) treating separately subduction and background (crustal) earthquakes allows for optimal use of available information and for avoiding significant biases; (ii) both subduction interface and crustal faults contribute to the SPTHA, with different proportions that depend on source-target position and tsunami intensity; (iii) the proposed framework allows sensitivity and deaggregation analyses, demonstrating the applicability of the method for operational assessments.

Robust Bayesian Experimental Design for Conceptual Model Discrimination

NASA Astrophysics Data System (ADS)

Pham, H. V.; Tsai, F. T. C.

2015-12-01

A robust Bayesian optimal experimental design under uncertainty is presented to provide firm information for model discrimination, given the least number of pumping wells and observation wells. Firm information is the maximum information of a system can be guaranteed from an experimental design. The design is based on the Box-Hill expected entropy decrease (EED) before and after the experiment design and the Bayesian model averaging (BMA) framework. A max-min programming is introduced to choose the robust design that maximizes the minimal Box-Hill EED subject to that the highest expected posterior model probability satisfies a desired probability threshold. The EED is calculated by the Gauss-Hermite quadrature. The BMA method is used to predict future observations and to quantify future observation uncertainty arising from conceptual and parametric uncertainties in calculating EED. Monte Carlo approach is adopted to quantify the uncertainty in the posterior model probabilities. The optimal experimental design is tested by a synthetic 5-layer anisotropic confined aquifer. Nine conceptual groundwater models are constructed due to uncertain geological architecture and boundary condition. High-performance computing is used to enumerate all possible design solutions in order to identify the most plausible groundwater model. Results highlight the impacts of scedasticity in future observation data as well as uncertainty sources on potential pumping and observation locations.

Impact of petrophysical uncertainty on Bayesian hydrogeophysical inversion and model selection

NASA Astrophysics Data System (ADS)

Brunetti, Carlotta; Linde, Niklas

2018-01-01

Quantitative hydrogeophysical studies rely heavily on petrophysical relationships that link geophysical properties to hydrogeological properties and state variables. Coupled inversion studies are frequently based on the questionable assumption that these relationships are perfect (i.e., no scatter). Using synthetic examples and crosshole ground-penetrating radar (GPR) data from the South Oyster Bacterial Transport Site in Virginia, USA, we investigate the impact of spatially-correlated petrophysical uncertainty on inferred posterior porosity and hydraulic conductivity distributions and on Bayes factors used in Bayesian model selection. Our study shows that accounting for petrophysical uncertainty in the inversion (I) decreases bias of the inferred variance of hydrogeological subsurface properties, (II) provides more realistic uncertainty assessment and (III) reduces the overconfidence in the ability of geophysical data to falsify conceptual hydrogeological models.

A Bayesian Network approach for flash flood risk assessment

NASA Astrophysics Data System (ADS)

Boutkhamouine, Brahim; Roux, Hélène; Pérès, François

2017-04-01

Climate change is contributing to the increase of natural disasters such as extreme weather events. Sometimes, these events lead to sudden flash floods causing devastating effects on life and property. Most recently, many regions of the French Mediterranean perimeter have endured such catastrophic flood events; Var (October 2015), Ardèche (November 2014), Nîmes (October 2014), Hérault, Gard and Languedoc (September 2014), and Pyrenees mountains (Jun 2013). Altogether, it resulted in dozens of victims and property damages amounting to millions of euros. With this heavy loss in mind, development of hydrological forecasting and warning systems is becoming an essential element in regional and national strategies. Flash flood forecasting but also monitoring is a difficult task because small ungauged catchments ( 10 km2) are often the most destructive ones as for the extreme flash flood event of September 2002 in the Cévennes region (France) (Ruin et al., 2008). The problem of measurement/prediction uncertainty is particularly crucial when attempting to develop operational flash-flood forecasting methods. Taking into account the uncertainty related to the model structure itself, to the model parametrization or to the model forcing (spatio-temporal rainfall, initial conditions) is crucial in hydrological modelling. Quantifying these uncertainties is of primary importance for risk assessment and decision making. Although significant improvements have been made in computational power and distributed hydrologic modelling, the issue dealing with integration of uncertainties into flood forecasting remains up-to-date and challenging. In order to develop a framework which could handle these uncertainties and explain their propagation through the model, we propose to explore the potential of graphical models (GMs) and, more precisely, Bayesian Networks (BNs). These networks are Directed Acyclic Graphs (DAGs) in which knowledge of a certain phenomenon is represented by influencing variables. Each node of the graph corresponds to a variable and arcs represent the probabilistic dependencies between these variables. Both the quantification of the strength of these probabilistic dependencies and the computation of inferences are based on Bayes' theorem. In order to use BNs for the assessment of the flooding risks, the modelling work is divided into two parts. First, identifying all the factors controlling the flood generation. The qualitative explanation of this issue is then reached by establishing the cause and effect relationships between these factors. These underlying relationships are represented in what we call Conditional Probabilities Tables (CPTs). The next step is to estimate these CPTs using information coming from network of sensors, databases and expertise. By using this basic cognitive structure, we will be able to estimate the magnitude of flood risk in a small geographical area with a homogeneous hydrological system. The second part of our work will be dedicated to the estimation of this risk on the scale of a basin. To do so, we will create a spatio-temporal model able to take in consideration both spatial and temporal variability of all factors involved in the flood generation. Key words: Flash flood forecasting - Uncertainty modelling - flood risk management -Bayesian Networks.

Multi-objective calibration and uncertainty analysis of hydrologic models; A comparative study between formal and informal methods

NASA Astrophysics Data System (ADS)

Shafii, M.; Tolson, B.; Matott, L. S.

2012-04-01

Hydrologic modeling has benefited from significant developments over the past two decades. This has resulted in building of higher levels of complexity into hydrologic models, which eventually makes the model evaluation process (parameter estimation via calibration and uncertainty analysis) more challenging. In order to avoid unreasonable parameter estimates, many researchers have suggested implementation of multi-criteria calibration schemes. Furthermore, for predictive hydrologic models to be useful, proper consideration of uncertainty is essential. Consequently, recent research has emphasized comprehensive model assessment procedures in which multi-criteria parameter estimation is combined with statistically-based uncertainty analysis routines such as Bayesian inference using Markov Chain Monte Carlo (MCMC) sampling. Such a procedure relies on the use of formal likelihood functions based on statistical assumptions, and moreover, the Bayesian inference structured on MCMC samplers requires a considerably large number of simulations. Due to these issues, especially in complex non-linear hydrological models, a variety of alternative informal approaches have been proposed for uncertainty analysis in the multi-criteria context. This study aims at exploring a number of such informal uncertainty analysis techniques in multi-criteria calibration of hydrological models. The informal methods addressed in this study are (i) Pareto optimality which quantifies the parameter uncertainty using the Pareto solutions, (ii) DDS-AU which uses the weighted sum of objective functions to derive the prediction limits, and (iii) GLUE which describes the total uncertainty through identification of behavioral solutions. The main objective is to compare such methods with MCMC-based Bayesian inference with respect to factors such as computational burden, and predictive capacity, which are evaluated based on multiple comparative measures. The measures for comparison are calculated both for calibration and evaluation periods. The uncertainty analysis methodologies are applied to a simple 5-parameter rainfall-runoff model, called HYMOD.

Uncertainty quantification in (α,n) neutron source calculations for an oxide matrix

DOE PAGES

Pigni, M. T.; Croft, S.; Gauld, I. C.

2016-04-25

Here we present a methodology to propagate nuclear data covariance information in neutron source calculations from (α,n) reactions. The approach is applied to estimate the uncertainty in the neutron generation rates for uranium oxide fuel types due to uncertainties on 1) 17,18O( α,n) reaction cross sections and 2) uranium and oxygen stopping power cross sections. The procedure to generate reaction cross section covariance information is based on the Bayesian fitting method implemented in the R-matrix SAMMY code. The evaluation methodology uses the Reich-Moore approximation to fit the 17,18O(α,n) reaction cross-sections in order to derive a set of resonance parameters andmore » a related covariance matrix that is then used to calculate the energydependent cross section covariance matrix. The stopping power cross sections and related covariance information for uranium and oxygen were obtained by the fit of stopping power data in the -energy range of 1 keV up to 12 MeV. Cross section perturbation factors based on the covariance information relative to the evaluated 17,18O( α,n) reaction cross sections, as well as uranium and oxygen stopping power cross sections, were used to generate a varied set of nuclear data libraries used in SOURCES4C and ORIGEN for inventory and source term calculations. The set of randomly perturbed output (α,n) source responses, provide the mean values and standard deviations of the calculated responses reflecting the uncertainties in nuclear data used in the calculations. Lastly, the results and related uncertainties are compared with experiment thick target (α,n) yields for uranium oxide.« less

Data and Model Uncertainties associated with Biogeochemical Groundwater Remediation and their impact on Decision Analysis

NASA Astrophysics Data System (ADS)

Pandey, S.; Vesselinov, V. V.; O'Malley, D.; Karra, S.; Hansen, S. K.

2016-12-01

Models and data are used to characterize the extent of contamination and remediation, both of which are dependent upon the complex interplay of processes ranging from geochemical reactions, microbial metabolism, and pore-scale mixing to heterogeneous flow and external forcings. Characterization is wrought with important uncertainties related to the model itself (e.g. conceptualization, model implementation, parameter values) and the data used for model calibration (e.g. sparsity, measurement errors). This research consists of two primary components: (1) Developing numerical models that incorporate the complex hydrogeology and biogeochemistry that drive groundwater contamination and remediation; (2) Utilizing novel techniques for data/model-based analyses (such as parameter calibration and uncertainty quantification) to aid in decision support for optimal uncertainty reduction related to characterization and remediation of contaminated sites. The reactive transport models are developed using PFLOTRAN and are capable of simulating a wide range of biogeochemical and hydrologic conditions that affect the migration and remediation of groundwater contaminants under diverse field conditions. Data/model-based analyses are achieved using MADS, which utilizes Bayesian methods and Information Gap theory to address the data/model uncertainties discussed above. We also use these tools to evaluate different models, which vary in complexity, in order to weigh and rank models based on model accuracy (in representation of existing observations), model parsimony (everything else being equal, models with smaller number of model parameters are preferred), and model robustness (related to model predictions of unknown future states). These analyses are carried out on synthetic problems, but are directly related to real-world problems; for example, the modeled processes and data inputs are consistent with the conditions at the Los Alamos National Laboratory contamination sites (RDX and Chromium).

BCM: toolkit for Bayesian analysis of Computational Models using samplers.

PubMed

Thijssen, Bram; Dijkstra, Tjeerd M H; Heskes, Tom; Wessels, Lodewyk F A

2016-10-21

Computational models in biology are characterized by a large degree of uncertainty. This uncertainty can be analyzed with Bayesian statistics, however, the sampling algorithms that are frequently used for calculating Bayesian statistical estimates are computationally demanding, and each algorithm has unique advantages and disadvantages. It is typically unclear, before starting an analysis, which algorithm will perform well on a given computational model. We present BCM, a toolkit for the Bayesian analysis of Computational Models using samplers. It provides efficient, multithreaded implementations of eleven algorithms for sampling from posterior probability distributions and for calculating marginal likelihoods. BCM includes tools to simplify the process of model specification and scripts for visualizing the results. The flexible architecture allows it to be used on diverse types of biological computational models. In an example inference task using a model of the cell cycle based on ordinary differential equations, BCM is significantly more efficient than existing software packages, allowing more challenging inference problems to be solved. BCM represents an efficient one-stop-shop for computational modelers wishing to use sampler-based Bayesian statistics.

Quantifying uncertainty in Bayesian calibrated animal-to-human PBPK models with informative prior distributions

EPA Science Inventory

Understanding and quantifying the uncertainty of model parameters and predictions has gained more interest in recent years with the increased use of computational models in chemical risk assessment. Fully characterizing the uncertainty in risk metrics derived from linked quantita...

A Novel Weighted Kernel PCA-Based Method for Optimization and Uncertainty Quantification

NASA Astrophysics Data System (ADS)

Thimmisetty, C.; Talbot, C.; Chen, X.; Tong, C. H.

2016-12-01

It has been demonstrated that machine learning methods can be successfully applied to uncertainty quantification for geophysical systems through the use of the adjoint method coupled with kernel PCA-based optimization. In addition, it has been shown through weighted linear PCA how optimization with respect to both observation weights and feature space control variables can accelerate convergence of such methods. Linear machine learning methods, however, are inherently limited in their ability to represent features of non-Gaussian stochastic random fields, as they are based on only the first two statistical moments of the original data. Nonlinear spatial relationships and multipoint statistics leading to the tortuosity characteristic of channelized media, for example, are captured only to a limited extent by linear PCA. With the aim of coupling the kernel-based and weighted methods discussed, we present a novel mathematical formulation of kernel PCA, Weighted Kernel Principal Component Analysis (WKPCA), that both captures nonlinear relationships and incorporates the attribution of significance levels to different realizations of the stochastic random field of interest. We also demonstrate how new instantiations retaining defining characteristics of the random field can be generated using Bayesian methods. In particular, we present a novel WKPCA-based optimization method that minimizes a given objective function with respect to both feature space random variables and observation weights through which optimal snapshot significance levels and optimal features are learned. We showcase how WKPCA can be applied to nonlinear optimal control problems involving channelized media, and in particular demonstrate an application of the method to learning the spatial distribution of material parameter values in the context of linear elasticity, and discuss further extensions of the method to stochastic inversion.

3.8 Proposed approach to uncertainty quantification and sensitivity analysis in the next PA

DOE Office of Scientific and Technical Information (OSTI.GOV)

Flach, Greg; Wohlwend, Jen

2017-10-02

This memorandum builds upon Section 3.8 of SRNL (2016) and Flach (2017) by defining key error analysis, uncertainty quantification, and sensitivity analysis concepts and terms, in preparation for the next E-Area Performance Assessment (WSRC 2008) revision.

A Comparison of the β-Substitution Method and a Bayesian Method for Analyzing Left-Censored Data

PubMed Central

Huynh, Tran; Quick, Harrison; Ramachandran, Gurumurthy; Banerjee, Sudipto; Stenzel, Mark; Sandler, Dale P.; Engel, Lawrence S.; Kwok, Richard K.; Blair, Aaron; Stewart, Patricia A.

2016-01-01

Classical statistical methods for analyzing exposure data with values below the detection limits are well described in the occupational hygiene literature, but an evaluation of a Bayesian approach for handling such data is currently lacking. Here, we first describe a Bayesian framework for analyzing censored data. We then present the results of a simulation study conducted to compare the β-substitution method with a Bayesian method for exposure datasets drawn from lognormal distributions and mixed lognormal distributions with varying sample sizes, geometric standard deviations (GSDs), and censoring for single and multiple limits of detection. For each set of factors, estimates for the arithmetic mean (AM), geometric mean, GSD, and the 95th percentile (X0.95) of the exposure distribution were obtained. We evaluated the performance of each method using relative bias, the root mean squared error (rMSE), and coverage (the proportion of the computed 95% uncertainty intervals containing the true value). The Bayesian method using non-informative priors and the β-substitution method were generally comparable in bias and rMSE when estimating the AM and GM. For the GSD and the 95th percentile, the Bayesian method with non-informative priors was more biased and had a higher rMSE than the β-substitution method, but use of more informative priors generally improved the Bayesian method’s performance, making both the bias and the rMSE more comparable to the β-substitution method. An advantage of the Bayesian method is that it provided estimates of uncertainty for these parameters of interest and good coverage, whereas the β-substitution method only provided estimates of uncertainty for the AM, and coverage was not as consistent. Selection of one or the other method depends on the needs of the practitioner, the availability of prior information, and the distribution characteristics of the measurement data. We suggest the use of Bayesian methods if the practitioner has the computational resources and prior information, as the method would generally provide accurate estimates and also provides the distributions of all of the parameters, which could be useful for making decisions in some applications. PMID:26209598

A Bayesian Alternative for Multi-objective Ecohydrological Model Specification

NASA Astrophysics Data System (ADS)

Tang, Y.; Marshall, L. A.; Sharma, A.; Ajami, H.

2015-12-01

Process-based ecohydrological models combine the study of hydrological, physical, biogeochemical and ecological processes of the catchments, which are usually more complex and parametric than conceptual hydrological models. Thus, appropriate calibration objectives and model uncertainty analysis are essential for ecohydrological modeling. In recent years, Bayesian inference has become one of the most popular tools for quantifying the uncertainties in hydrological modeling with the development of Markov Chain Monte Carlo (MCMC) techniques. Our study aims to develop appropriate prior distributions and likelihood functions that minimize the model uncertainties and bias within a Bayesian ecohydrological framework. In our study, a formal Bayesian approach is implemented in an ecohydrological model which combines a hydrological model (HyMOD) and a dynamic vegetation model (DVM). Simulations focused on one objective likelihood (Streamflow/LAI) and multi-objective likelihoods (Streamflow and LAI) with different weights are compared. Uniform, weakly informative and strongly informative prior distributions are used in different simulations. The Kullback-leibler divergence (KLD) is used to measure the dis(similarity) between different priors and corresponding posterior distributions to examine the parameter sensitivity. Results show that different prior distributions can strongly influence posterior distributions for parameters, especially when the available data is limited or parameters are insensitive to the available data. We demonstrate differences in optimized parameters and uncertainty limits in different cases based on multi-objective likelihoods vs. single objective likelihoods. We also demonstrate the importance of appropriately defining the weights of objectives in multi-objective calibration according to different data types.

Bayesian nonparametric adaptive control using Gaussian processes.

PubMed

Chowdhary, Girish; Kingravi, Hassan A; How, Jonathan P; Vela, Patricio A

2015-03-01

Most current model reference adaptive control (MRAC) methods rely on parametric adaptive elements, in which the number of parameters of the adaptive element are fixed a priori, often through expert judgment. An example of such an adaptive element is radial basis function networks (RBFNs), with RBF centers preallocated based on the expected operating domain. If the system operates outside of the expected operating domain, this adaptive element can become noneffective in capturing and canceling the uncertainty, thus rendering the adaptive controller only semiglobal in nature. This paper investigates a Gaussian process-based Bayesian MRAC architecture (GP-MRAC), which leverages the power and flexibility of GP Bayesian nonparametric models of uncertainty. The GP-MRAC does not require the centers to be preallocated, can inherently handle measurement noise, and enables MRAC to handle a broader set of uncertainties, including those that are defined as distributions over functions. We use stochastic stability arguments to show that GP-MRAC guarantees good closed-loop performance with no prior domain knowledge of the uncertainty. Online implementable GP inference methods are compared in numerical simulations against RBFN-MRAC with preallocated centers and are shown to provide better tracking and improved long-term learning.

An adaptive sparse-grid high-order stochastic collocation method for Bayesian inference in groundwater reactive transport modeling

NASA Astrophysics Data System (ADS)

Zhang, Guannan; Lu, Dan; Ye, Ming; Gunzburger, Max; Webster, Clayton

2013-10-01

Bayesian analysis has become vital to uncertainty quantification in groundwater modeling, but its application has been hindered by the computational cost associated with numerous model executions required by exploring the posterior probability density function (PPDF) of model parameters. This is particularly the case when the PPDF is estimated using Markov Chain Monte Carlo (MCMC) sampling. In this study, a new approach is developed to improve the computational efficiency of Bayesian inference by constructing a surrogate of the PPDF, using an adaptive sparse-grid high-order stochastic collocation (aSG-hSC) method. Unlike previous works using first-order hierarchical basis, this paper utilizes a compactly supported higher-order hierarchical basis to construct the surrogate system, resulting in a significant reduction in the number of required model executions. In addition, using the hierarchical surplus as an error indicator allows locally adaptive refinement of sparse grids in the parameter space, which further improves computational efficiency. To efficiently build the surrogate system for the PPDF with multiple significant modes, optimization techniques are used to identify the modes, for which high-probability regions are defined and components of the aSG-hSC approximation are constructed. After the surrogate is determined, the PPDF can be evaluated by sampling the surrogate system directly without model execution, resulting in improved efficiency of the surrogate-based MCMC compared with conventional MCMC. The developed method is evaluated using two synthetic groundwater reactive transport models. The first example involves coupled linear reactions and demonstrates the accuracy of our high-order hierarchical basis approach in approximating high-dimensional posteriori distribution. The second example is highly nonlinear because of the reactions of uranium surface complexation, and demonstrates how the iterative aSG-hSC method is able to capture multimodal and non-Gaussian features of PPDF caused by model nonlinearity. Both experiments show that aSG-hSC is an effective and efficient tool for Bayesian inference.

Uncertainty quantification in fission cross section measurements at LANSCE

DOE PAGES

Tovesson, F.

2015-01-09

Neutron-induced fission cross sections have been measured for several isotopes of uranium and plutonium at the Los Alamos Neutron Science Center (LANSCE) over a wide range of incident neutron energies. The total uncertainties in these measurements are in the range 3–5% above 100 keV of incident neutron energy, which results from uncertainties in the target, neutron source, and detector system. The individual sources of uncertainties are assumed to be uncorrelated, however correlation in the cross section across neutron energy bins are considered. The quantification of the uncertainty contributions will be described here.

Bayesian network learning for natural hazard assessments

NASA Astrophysics Data System (ADS)

Vogel, Kristin

2016-04-01

Even though quite different in occurrence and consequences, from a modelling perspective many natural hazards share similar properties and challenges. Their complex nature as well as lacking knowledge about their driving forces and potential effects make their analysis demanding. On top of the uncertainty about the modelling framework, inaccurate or incomplete event observations and the intrinsic randomness of the natural phenomenon add up to different interacting layers of uncertainty, which require a careful handling. Thus, for reliable natural hazard assessments it is crucial not only to capture and quantify involved uncertainties, but also to express and communicate uncertainties in an intuitive way. Decision-makers, who often find it difficult to deal with uncertainties, might otherwise return to familiar (mostly deterministic) proceedings. In the scope of the DFG research training group „NatRiskChange" we apply the probabilistic framework of Bayesian networks for diverse natural hazard and vulnerability studies. The great potential of Bayesian networks was already shown in previous natural hazard assessments. Treating each model component as random variable, Bayesian networks aim at capturing the joint distribution of all considered variables. Hence, each conditional distribution of interest (e.g. the effect of precautionary measures on damage reduction) can be inferred. The (in-)dependencies between the considered variables can be learned purely data driven or be given by experts. Even a combination of both is possible. By translating the (in-)dependences into a graph structure, Bayesian networks provide direct insights into the workings of the system and allow to learn about the underlying processes. Besides numerous studies on the topic, learning Bayesian networks from real-world data remains challenging. In previous studies, e.g. on earthquake induced ground motion and flood damage assessments, we tackled the problems arising with continuous variables and incomplete observations. Further studies rise the challenge of relying on very small data sets. Since parameter estimates for complex models based on few observations are unreliable, it is necessary to focus on simplified, yet still meaningful models. A so called Markov Blanket approach is developed to identify the most relevant model components and to construct a simple Bayesian network based on those findings. Since the proceeding is completely data driven, it can easily be transferred to various applications in natural hazard domains. This study is funded by the Deutsche Forschungsgemeinschaft (DFG) within the research training programme GRK 2043/1 "NatRiskChange - Natural hazards and risks in a changing world" at Potsdam University.

Bayesian demography 250 years after Bayes

PubMed Central

Bijak, Jakub; Bryant, John

2016-01-01

Bayesian statistics offers an alternative to classical (frequentist) statistics. It is distinguished by its use of probability distributions to describe uncertain quantities, which leads to elegant solutions to many difficult statistical problems. Although Bayesian demography, like Bayesian statistics more generally, is around 250 years old, only recently has it begun to flourish. The aim of this paper is to review the achievements of Bayesian demography, address some misconceptions, and make the case for wider use of Bayesian methods in population studies. We focus on three applications: demographic forecasts, limited data, and highly structured or complex models. The key advantages of Bayesian methods are the ability to integrate information from multiple sources and to describe uncertainty coherently. Bayesian methods also allow for including additional (prior) information next to the data sample. As such, Bayesian approaches are complementary to many traditional methods, which can be productively re-expressed in Bayesian terms. PMID:26902889

Overview of the AVT-191 Project to Assess Sensitivity Analysis and Uncertainty Quantification Methods for Military Vehicle Design

NASA Technical Reports Server (NTRS)

Benek, John A.; Luckring, James M.

2017-01-01

A NATO symposium held in 2008 identified many promising sensitivity analysis and un-certainty quantification technologies, but the maturity and suitability of these methods for realistic applications was not known. The STO Task Group AVT-191 was established to evaluate the maturity and suitability of various sensitivity analysis and uncertainty quantification methods for application to realistic problems of interest to NATO. The program ran from 2011 to 2015, and the work was organized into four discipline-centric teams: external aerodynamics, internal aerodynamics, aeroelasticity, and hydrodynamics. This paper presents an overview of the AVT-191 program content.

Summary Findings from the AVT-191 Project to Assess Sensitivity Analysis and Uncertainty Quantification Methods for Military Vehicle Design

NASA Technical Reports Server (NTRS)

Benek, John A.; Luckring, James M.

2017-01-01

A NATO symposium held in Greece in 2008 identified many promising sensitivity analysis and uncertainty quantification technologies, but the maturity and suitability of these methods for realistic applications was not clear. The NATO Science and Technology Organization, Task Group AVT-191 was established to evaluate the maturity and suitability of various sensitivity analysis and uncertainty quantification methods for application to realistic vehicle development problems. The program ran from 2011 to 2015, and the work was organized into four discipline-centric teams: external aerodynamics, internal aerodynamics, aeroelasticity, and hydrodynamics. This paper summarizes findings and lessons learned from the task group.

Quantifying errors without random sampling.

PubMed

Phillips, Carl V; LaPole, Luwanna M

2003-06-12

All quantifications of mortality, morbidity, and other health measures involve numerous sources of error. The routine quantification of random sampling error makes it easy to forget that other sources of error can and should be quantified. When a quantification does not involve sampling, error is almost never quantified and results are often reported in ways that dramatically overstate their precision. We argue that the precision implicit in typical reporting is problematic and sketch methods for quantifying the various sources of error, building up from simple examples that can be solved analytically to more complex cases. There are straightforward ways to partially quantify the uncertainty surrounding a parameter that is not characterized by random sampling, such as limiting reported significant figures. We present simple methods for doing such quantifications, and for incorporating them into calculations. More complicated methods become necessary when multiple sources of uncertainty must be combined. We demonstrate that Monte Carlo simulation, using available software, can estimate the uncertainty resulting from complicated calculations with many sources of uncertainty. We apply the method to the current estimate of the annual incidence of foodborne illness in the United States. Quantifying uncertainty from systematic errors is practical. Reporting this uncertainty would more honestly represent study results, help show the probability that estimated values fall within some critical range, and facilitate better targeting of further research.

Adaptive polynomial chaos techniques for uncertainty quantification of a gas cooled fast reactor transient

DOE Office of Scientific and Technical Information (OSTI.GOV)

Perko, Z.; Gilli, L.; Lathouwers, D.

2013-07-01

Uncertainty quantification plays an increasingly important role in the nuclear community, especially with the rise of Best Estimate Plus Uncertainty methodologies. Sensitivity analysis, surrogate models, Monte Carlo sampling and several other techniques can be used to propagate input uncertainties. In recent years however polynomial chaos expansion has become a popular alternative providing high accuracy at affordable computational cost. This paper presents such polynomial chaos (PC) methods using adaptive sparse grids and adaptive basis set construction, together with an application to a Gas Cooled Fast Reactor transient. Comparison is made between a new sparse grid algorithm and the traditionally used techniquemore » proposed by Gerstner. An adaptive basis construction method is also introduced and is proved to be advantageous both from an accuracy and a computational point of view. As a demonstration the uncertainty quantification of a 50% loss of flow transient in the GFR2400 Gas Cooled Fast Reactor design was performed using the CATHARE code system. The results are compared to direct Monte Carlo sampling and show the superior convergence and high accuracy of the polynomial chaos expansion. Since PC techniques are easy to implement, they can offer an attractive alternative to traditional techniques for the uncertainty quantification of large scale problems. (authors)« less

An approach to quantifying the efficiency of a Bayesian filter

USDA-ARS?s Scientific Manuscript database

Data assimilation is defined as the Bayesian conditioning of uncertain model simulations on observations for the purpose of reducing uncertainty about model states. Practical data assimilation applications require that simplifying assumptions be made about the prior and posterior state distributions...

Bayesian networks improve causal environmental assessments for evidence-based policy

EPA Science Inventory

Rule-based weight of evidence approaches to ecological risk assessment may not account for uncertainties and generally lack probabilistic integration of lines of evidence. Bayesian networks allow causal inferences to be made from evidence by including causal knowledge about the p...

Explicitly integrating parameter, input, and structure uncertainties into Bayesian Neural Networks for probabilistic hydrologic forecasting

DOE Office of Scientific and Technical Information (OSTI.GOV)

Zhang, Xuesong; Liang, Faming; Yu, Beibei

2011-11-09

Estimating uncertainty of hydrologic forecasting is valuable to water resources and other relevant decision making processes. Recently, Bayesian Neural Networks (BNNs) have been proved powerful tools for quantifying uncertainty of streamflow forecasting. In this study, we propose a Markov Chain Monte Carlo (MCMC) framework to incorporate the uncertainties associated with input, model structure, and parameter into BNNs. This framework allows the structure of the neural networks to change by removing or adding connections between neurons and enables scaling of input data by using rainfall multipliers. The results show that the new BNNs outperform the BNNs that only consider uncertainties associatedmore » with parameter and model structure. Critical evaluation of posterior distribution of neural network weights, number of effective connections, rainfall multipliers, and hyper-parameters show that the assumptions held in our BNNs are not well supported. Further understanding of characteristics of different uncertainty sources and including output error into the MCMC framework are expected to enhance the application of neural networks for uncertainty analysis of hydrologic forecasting.« less

On the uncertainty in single molecule fluorescent lifetime and energy emission measurements

NASA Technical Reports Server (NTRS)

Brown, Emery N.; Zhang, Zhenhua; Mccollom, Alex D.

1995-01-01

Time-correlated single photon counting has recently been combined with mode-locked picosecond pulsed excitation to measure the fluorescent lifetimes and energy emissions of single molecules in a flow stream. Maximum likelihood (ML) and least square methods agree and are optimal when the number of detected photons is large however, in single molecule fluorescence experiments the number of detected photons can be less than 20, 67% of those can be noise and the detection time is restricted to 10 nanoseconds. Under the assumption that the photon signal and background noise are two independent inhomogeneous poisson processes, we derive the exact joint arrival time probably density of the photons collected in a single counting experiment performed in the presence of background noise. The model obviates the need to bin experimental data for analysis, and makes it possible to analyze formally the effect of background noise on the photon detection experiment using both ML or Bayesian methods. For both methods we derive the joint and marginal probability densities of the fluorescent lifetime and fluorescent emission. the ML and Bayesian methods are compared in an analysis of simulated single molecule fluorescence experiments of Rhodamine 110 using different combinations of expected background nose and expected fluorescence emission. While both the ML or Bayesian procedures perform well for analyzing fluorescence emissions, the Bayesian methods provide more realistic measures of uncertainty in the fluorescent lifetimes. The Bayesian methods would be especially useful for measuring uncertainty in fluorescent lifetime estimates in current single molecule flow stream experiments where the expected fluorescence emission is low. Both the ML and Bayesian algorithms can be automated for applications in molecular biology.

On the Uncertainty in Single Molecule Fluorescent Lifetime and Energy Emission Measurements

NASA Technical Reports Server (NTRS)

Brown, Emery N.; Zhang, Zhenhua; McCollom, Alex D.

1996-01-01

Time-correlated single photon counting has recently been combined with mode-locked picosecond pulsed excitation to measure the fluorescent lifetimes and energy emissions of single molecules in a flow stream. Maximum likelihood (ML) and least squares methods agree and are optimal when the number of detected photons is large, however, in single molecule fluorescence experiments the number of detected photons can be less than 20, 67 percent of those can be noise, and the detection time is restricted to 10 nanoseconds. Under the assumption that the photon signal and background noise are two independent inhomogeneous Poisson processes, we derive the exact joint arrival time probability density of the photons collected in a single counting experiment performed in the presence of background noise. The model obviates the need to bin experimental data for analysis, and makes it possible to analyze formally the effect of background noise on the photon detection experiment using both ML or Bayesian methods. For both methods we derive the joint and marginal probability densities of the fluorescent lifetime and fluorescent emission. The ML and Bayesian methods are compared in an analysis of simulated single molecule fluorescence experiments of Rhodamine 110 using different combinations of expected background noise and expected fluorescence emission. While both the ML or Bayesian procedures perform well for analyzing fluorescence emissions, the Bayesian methods provide more realistic measures of uncertainty in the fluorescent lifetimes. The Bayesian methods would be especially useful for measuring uncertainty in fluorescent lifetime estimates in current single molecule flow stream experiments where the expected fluorescence emission is low. Both the ML and Bayesian algorithms can be automated for applications in molecular biology.

Aeroelastic Uncertainty Quantification Studies Using the S4T Wind Tunnel Model

NASA Technical Reports Server (NTRS)

Nikbay, Melike; Heeg, Jennifer

2017-01-01

This paper originates from the joint efforts of an aeroelastic study team in the Applied Vehicle Technology Panel from NATO Science and Technology Organization, with the Task Group number AVT-191, titled "Application of Sensitivity Analysis and Uncertainty Quantification to Military Vehicle Design." We present aeroelastic uncertainty quantification studies using the SemiSpan Supersonic Transport wind tunnel model at the NASA Langley Research Center. The aeroelastic study team decided treat both structural and aerodynamic input parameters as uncertain and represent them as samples drawn from statistical distributions, propagating them through aeroelastic analysis frameworks. Uncertainty quantification processes require many function evaluations to asses the impact of variations in numerous parameters on the vehicle characteristics, rapidly increasing the computational time requirement relative to that required to assess a system deterministically. The increased computational time is particularly prohibitive if high-fidelity analyses are employed. As a remedy, the Istanbul Technical University team employed an Euler solver in an aeroelastic analysis framework, and implemented reduced order modeling with Polynomial Chaos Expansion and Proper Orthogonal Decomposition to perform the uncertainty propagation. The NASA team chose to reduce the prohibitive computational time by employing linear solution processes. The NASA team also focused on determining input sample distributions.

Bayesian operational modal analysis with asynchronous data, Part II: Posterior uncertainty

NASA Astrophysics Data System (ADS)

Zhu, Yi-Chen; Au, Siu-Kui

2018-01-01

A Bayesian modal identification method has been proposed in the companion paper that allows the most probable values of modal parameters to be determined using asynchronous ambient vibration data. This paper investigates the identification uncertainty of modal parameters in terms of their posterior covariance matrix. Computational issues are addressed. Analytical expressions are derived to allow the posterior covariance matrix to be evaluated accurately and efficiently. Synthetic, laboratory and field data examples are presented to verify the consistency, investigate potential modelling error and demonstrate practical applications.

Non-Bayesian Optical Inference Machines

NASA Astrophysics Data System (ADS)

Kadar, Ivan; Eichmann, George

1987-01-01

In a recent paper, Eichmann and Caulfield) presented a preliminary exposition of optical learning machines suited for use in expert systems. In this paper, we extend the previous ideas by introducing learning as a means of reinforcement by information gathering and reasoning with uncertainty in a non-Bayesian framework2. More specifically, the non-Bayesian approach allows the representation of total ignorance (not knowing) as opposed to assuming equally likely prior distributions.

Resource-Constrained Project Scheduling Under Uncertainty: Models, Algorithms and Applications

DTIC Science & Technology

2014-11-10

Make-to-Order (MTO) Production Planning using Bayesian Updating, International Journal of Production Economics (04 2014) Norman Keith Womer, Haitao...2013) Made-to-Order Production Scheduling using Bayesian Updating, Working Paper, under second-round review in International Journal of Production Economics . VI

Technical note: Bayesian calibration of dynamic ruminant nutrition models.

PubMed

Reed, K F; Arhonditsis, G B; France, J; Kebreab, E

2016-08-01

Mechanistic models of ruminant digestion and metabolism have advanced our understanding of the processes underlying ruminant animal physiology. Deterministic modeling practices ignore the inherent variation within and among individual animals and thus have no way to assess how sources of error influence model outputs. We introduce Bayesian calibration of mathematical models to address the need for robust mechanistic modeling tools that can accommodate error analysis by remaining within the bounds of data-based parameter estimation. For the purpose of prediction, the Bayesian approach generates a posterior predictive distribution that represents the current estimate of the value of the response variable, taking into account both the uncertainty about the parameters and model residual variability. Predictions are expressed as probability distributions, thereby conveying significantly more information than point estimates in regard to uncertainty. Our study illustrates some of the technical advantages of Bayesian calibration and discusses the future perspectives in the context of animal nutrition modeling. Copyright © 2016 American Dairy Science Association. Published by Elsevier Inc. All rights reserved.

Precipitation and Latent Heating Distributions from Satellite Passive Microwave Radiometry. Part 1; Method and Uncertainties

NASA Technical Reports Server (NTRS)

Olson, William S.; Kummerow, Christian D.; Yang, Song; Petty, Grant W.; Tao, Wei-Kuo; Bell, Thomas L.; Braun, Scott A.; Wang, Yansen; Lang, Stephen E.; Johnson, Daniel E.

2004-01-01

A revised Bayesian algorithm for estimating surface rain rate, convective rain proportion, and latent heating/drying profiles from satellite-borne passive microwave radiometer observations over ocean backgrounds is described. The algorithm searches a large database of cloud-radiative model simulations to find cloud profiles that are radiatively consistent with a given set of microwave radiance measurements. The properties of these radiatively consistent profiles are then composited to obtain best estimates of the observed properties. The revised algorithm is supported by an expanded and more physically consistent database of cloud-radiative model simulations. The algorithm also features a better quantification of the convective and non-convective contributions to total rainfall, a new geographic database, and an improved representation of background radiances in rain-free regions. Bias and random error estimates are derived from applications of the algorithm to synthetic radiance data, based upon a subset of cloud resolving model simulations, and from the Bayesian formulation itself. Synthetic rain rate and latent heating estimates exhibit a trend of high (low) bias for low (high) retrieved values. The Bayesian estimates of random error are propagated to represent errors at coarser time and space resolutions, based upon applications of the algorithm to TRMM Microwave Imager (TMI) data. Errors in instantaneous rain rate estimates at 0.5 deg resolution range from approximately 50% at 1 mm/h to 20% at 14 mm/h. These errors represent about 70-90% of the mean random deviation between collocated passive microwave and spaceborne radar rain rate estimates. The cumulative algorithm error in TMI estimates at monthly, 2.5 deg resolution is relatively small (less than 6% at 5 mm/day) compared to the random error due to infrequent satellite temporal sampling (8-35% at the same rain rate).

A model based bayesian solution for characterization of complex damage scenarios in aerospace composite structures.

PubMed

Reed, H; Leckey, Cara A C; Dick, A; Harvey, G; Dobson, J

2018-01-01

Ultrasonic damage detection and characterization is commonly used in nondestructive evaluation (NDE) of aerospace composite components. In recent years there has been an increased development of guided wave based methods. In real materials and structures, these dispersive waves result in complicated behavior in the presence of complex damage scenarios. Model-based characterization methods utilize accurate three dimensional finite element models (FEMs) of guided wave interaction with realistic damage scenarios to aid in defect identification and classification. This work describes an inverse solution for realistic composite damage characterization by comparing the wavenumber-frequency spectra of experimental and simulated ultrasonic inspections. The composite laminate material properties are first verified through a Bayesian solution (Markov chain Monte Carlo), enabling uncertainty quantification surrounding the characterization. A study is undertaken to assess the efficacy of the proposed damage model and comparative metrics between the experimental and simulated output. The FEM is then parameterized with a damage model capable of describing the typical complex damage created by impact events in composites. The damage is characterized through a transdimensional Markov chain Monte Carlo solution, enabling a flexible damage model capable of adapting to the complex damage geometry investigated here. The posterior probability distributions of the individual delamination petals as well as the overall envelope of the damage site are determined. Copyright © 2017 Elsevier B.V. All rights reserved.

BN-FLEMOps pluvial - A probabilistic multi-variable loss estimation model for pluvial floods

NASA Astrophysics Data System (ADS)

Roezer, V.; Kreibich, H.; Schroeter, K.; Doss-Gollin, J.; Lall, U.; Merz, B.

2017-12-01

Pluvial flood events, such as in Copenhagen (Denmark) in 2011, Beijing (China) in 2012 or Houston (USA) in 2016, have caused severe losses to urban dwellings in recent years. These floods are caused by storm events with high rainfall rates well above the design levels of urban drainage systems, which lead to inundation of streets and buildings. A projected increase in frequency and intensity of heavy rainfall events in many areas and an ongoing urbanization may increase pluvial flood losses in the future. For an efficient risk assessment and adaptation to pluvial floods, a quantification of the flood risk is needed. Few loss models have been developed particularly for pluvial floods. These models usually use simple waterlevel- or rainfall-loss functions and come with very high uncertainties. To account for these uncertainties and improve the loss estimation, we present a probabilistic multi-variable loss estimation model for pluvial floods based on empirical data. The model was developed in a two-step process using a machine learning approach and a comprehensive database comprising 783 records of direct building and content damage of private households. The data was gathered through surveys after four different pluvial flood events in Germany between 2005 and 2014. In a first step, linear and non-linear machine learning algorithms, such as tree-based and penalized regression models were used to identify the most important loss influencing factors among a set of 55 candidate variables. These variables comprise hydrological and hydraulic aspects, early warning, precaution, building characteristics and the socio-economic status of the household. In a second step, the most important loss influencing variables were used to derive a probabilistic multi-variable pluvial flood loss estimation model based on Bayesian Networks. Two different networks were tested: a score-based network learned from the data and a network based on expert knowledge. Loss predictions are made through Bayesian inference using Markov chain Monte Carlo (MCMC) sampling. With the ability to cope with incomplete information and use expert knowledge, as well as inherently providing quantitative uncertainty information, it is shown that loss models based on BNs are superior to deterministic approaches for pluvial flood risk assessment.

Understanding and predicting changing use of groundwater with climate and other uncertainties: a Bayesian approach

NASA Astrophysics Data System (ADS)

Costa, F. A. F.; Keir, G.; McIntyre, N.; Bulovic, N.

2015-12-01

Most groundwater supply bores in Australia do not have flow metering equipment and so regional groundwater abstraction rates are not well known. Past estimates of unmetered abstraction for regional numerical groundwater modelling typically have not attempted to quantify the uncertainty inherent in the estimation process in detail. In particular, the spatial properties of errors in the estimates are almost always neglected. Here, we apply Bayesian spatial models to estimate these abstractions at a regional scale, using the state-of-the-art computationally inexpensive approaches of integrated nested Laplace approximation (INLA) and stochastic partial differential equations (SPDE). We examine a case study in the Condamine Alluvium aquifer in southern Queensland, Australia; even in this comparatively data-rich area with extensive groundwater abstraction for agricultural irrigation, approximately 80% of bores do not have reliable metered flow records. Additionally, the metering data in this area are characterised by complicated statistical features, such as zero-valued observations, non-normality, and non-stationarity. While this precludes the use of many classical spatial estimation techniques, such as kriging, our model (using the R-INLA package) is able to accommodate these features. We use a joint model to predict both probability and magnitude of abstraction from bores in space and time, and examine the effect of a range of high-resolution gridded meteorological covariates upon the predictive ability of the model. Deviance Information Criterion (DIC) scores are used to assess a range of potential models, which reward good model fit while penalising excessive model complexity. We conclude that maximum air temperature (as a reasonably effective surrogate for evapotranspiration) is the most significant single predictor of abstraction rate; and that a significant spatial effect exists (represented by the SPDE approximation of a Gaussian random field with a Matérn covariance function). Our final model adopts air temperature, solar exposure, and normalized difference vegetation index (NDVI) as covariates, shows good agreement with previous estimates at a regional scale, and additionally offers rigorous quantification of uncertainty in the estimate.

Nuclear Data Uncertainty Quantification: Past, Present and Future

NASA Astrophysics Data System (ADS)

Smith, D. L.

2015-01-01

An historical overview is provided of the mathematical foundations of uncertainty quantification and the roles played in the more recent past by nuclear data uncertainties in nuclear data evaluations and nuclear applications. Significant advances that have established the mathematical framework for contemporary nuclear data evaluation methods, as well as the use of uncertainty information in nuclear data evaluation and nuclear applications, are described. This is followed by a brief examination of the current status concerning nuclear data evaluation methodology, covariance data generation, and the application of evaluated nuclear data uncertainties in contemporary nuclear technology. A few possible areas for future investigation of this subject are also suggested.

Probabilistic Methods for Uncertainty Propagation Applied to Aircraft Design

NASA Technical Reports Server (NTRS)

Green, Lawrence L.; Lin, Hong-Zong; Khalessi, Mohammad R.

2002-01-01

Three methods of probabilistic uncertainty propagation and quantification (the method of moments, Monte Carlo simulation, and a nongradient simulation search method) are applied to an aircraft analysis and conceptual design program to demonstrate design under uncertainty. The chosen example problems appear to have discontinuous design spaces and thus these examples pose difficulties for many popular methods of uncertainty propagation and quantification. However, specific implementation features of the first and third methods chosen for use in this study enable successful propagation of small uncertainties through the program. Input uncertainties in two configuration design variables are considered. Uncertainties in aircraft weight are computed. The effects of specifying required levels of constraint satisfaction with specified levels of input uncertainty are also demonstrated. The results show, as expected, that the designs under uncertainty are typically heavier and more conservative than those in which no input uncertainties exist.

On "black swans" and "perfect storms": risk analysis and management when statistics are not enough.

PubMed

Paté-Cornell, Elisabeth

2012-11-01

Two images, "black swans" and "perfect storms," have struck the public's imagination and are used--at times indiscriminately--to describe the unthinkable or the extremely unlikely. These metaphors have been used as excuses to wait for an accident to happen before taking risk management measures, both in industry and government. These two images represent two distinct types of uncertainties (epistemic and aleatory). Existing statistics are often insufficient to support risk management because the sample may be too small and the system may have changed. Rationality as defined by the von Neumann axioms leads to a combination of both types of uncertainties into a single probability measure--Bayesian probability--and accounts only for risk aversion. Yet, the decisionmaker may also want to be ambiguity averse. This article presents an engineering risk analysis perspective on the problem, using all available information in support of proactive risk management decisions and considering both types of uncertainty. These measures involve monitoring of signals, precursors, and near-misses, as well as reinforcement of the system and a thoughtful response strategy. It also involves careful examination of organizational factors such as the incentive system, which shape human performance and affect the risk of errors. In all cases, including rare events, risk quantification does not allow "prediction" of accidents and catastrophes. Instead, it is meant to support effective risk management rather than simply reacting to the latest events and headlines. © 2012 Society for Risk Analysis.

Characterizing the Nash equilibria of three-player Bayesian quantum games

NASA Astrophysics Data System (ADS)

Solmeyer, Neal; Balu, Radhakrishnan

2017-05-01

Quantum games with incomplete information can be studied within a Bayesian framework. We analyze games quantized within the EWL framework [Eisert, Wilkens, and Lewenstein, Phys Rev. Lett. 83, 3077 (1999)]. We solve for the Nash equilibria of a variety of two-player quantum games and compare the results to the solutions of the corresponding classical games. We then analyze Bayesian games where there is uncertainty about the player types in two-player conflicting interest games. The solutions to the Bayesian games are found to have a phase diagram-like structure where different equilibria exist in different parameter regions, depending both on the amount of uncertainty and the degree of entanglement. We find that in games where a Pareto-optimal solution is not a Nash equilibrium, it is possible for the quantized game to have an advantage over the classical version. In addition, we analyze the behavior of the solutions as the strategy choices approach an unrestricted operation. We find that some games have a continuum of solutions, bounded by the solutions of a simpler restricted game. A deeper understanding of Bayesian quantum game theory could lead to novel quantum applications in a multi-agent setting.

Bayesian Inference on the Radio-quietness of Gamma-ray Pulsars

NASA Astrophysics Data System (ADS)

Yu, Hoi-Fung; Hui, Chung Yue; Kong, Albert K. H.; Takata, Jumpei

2018-04-01

For the first time we demonstrate using a robust Bayesian approach to analyze the populations of radio-quiet (RQ) and radio-loud (RL) gamma-ray pulsars. We quantify their differences and obtain their distributions of the radio-cone opening half-angle δ and the magnetic inclination angle α by Bayesian inference. In contrast to the conventional frequentist point estimations that might be non-representative when the distribution is highly skewed or multi-modal, which is often the case when data points are scarce, Bayesian statistics displays the complete posterior distribution that the uncertainties can be readily obtained regardless of the skewness and modality. We found that the spin period, the magnetic field strength at the light cylinder, the spin-down power, the gamma-ray-to-X-ray flux ratio, and the spectral curvature significance of the two groups of pulsars exhibit significant differences at the 99% level. Using Bayesian inference, we are able to infer the values and uncertainties of δ and α from the distribution of RQ and RL pulsars. We found that δ is between 10° and 35° and the distribution of α is skewed toward large values.

A Bayesian approach to model structural error and input variability in groundwater modeling

NASA Astrophysics Data System (ADS)

Xu, T.; Valocchi, A. J.; Lin, Y. F. F.; Liang, F.

2015-12-01

Effective water resource management typically relies on numerical models to analyze groundwater flow and solute transport processes. Model structural error (due to simplification and/or misrepresentation of the "true" environmental system) and input forcing variability (which commonly arises since some inputs are uncontrolled or estimated with high uncertainty) are ubiquitous in groundwater models. Calibration that overlooks errors in model structure and input data can lead to biased parameter estimates and compromised predictions. We present a fully Bayesian approach for a complete assessment of uncertainty for spatially distributed groundwater models. The approach explicitly recognizes stochastic input and uses data-driven error models based on nonparametric kernel methods to account for model structural error. We employ exploratory data analysis to assist in specifying informative prior for error models to improve identifiability. The inference is facilitated by an efficient sampling algorithm based on DREAM-ZS and a parameter subspace multiple-try strategy to reduce the required number of forward simulations of the groundwater model. We demonstrate the Bayesian approach through a synthetic case study of surface-ground water interaction under changing pumping conditions. It is found that explicit treatment of errors in model structure and input data (groundwater pumping rate) has substantial impact on the posterior distribution of groundwater model parameters. Using error models reduces predictive bias caused by parameter compensation. In addition, input variability increases parametric and predictive uncertainty. The Bayesian approach allows for a comparison among the contributions from various error sources, which could inform future model improvement and data collection efforts on how to best direct resources towards reducing predictive uncertainty.

Uncertainty Quantification in High Throughput Screening: Applications to Models of Endocrine Disruption, Cytotoxicity, and Zebrafish Development (GRC Drug Safety)

EPA Science Inventory

Using uncertainty quantification, we aim to improve the quality of modeling data from high throughput screening assays for use in risk assessment. ToxCast is a large-scale screening program that analyzes thousands of chemicals using over 800 assays representing hundreds of bioche...

Uncertainty Quantification and Certification Prediction of Low-Boom Supersonic Aircraft Configurations

NASA Technical Reports Server (NTRS)

West, Thomas K., IV; Reuter, Bryan W.; Walker, Eric L.; Kleb, Bil; Park, Michael A.

2014-01-01

The primary objective of this work was to develop and demonstrate a process for accurate and efficient uncertainty quantification and certification prediction of low-boom, supersonic, transport aircraft. High-fidelity computational fluid dynamics models of multiple low-boom configurations were investigated including the Lockheed Martin SEEB-ALR body of revolution, the NASA 69 Delta Wing, and the Lockheed Martin 1021-01 configuration. A nonintrusive polynomial chaos surrogate modeling approach was used for reduced computational cost of propagating mixed, inherent (aleatory) and model-form (epistemic) uncertainty from both the computation fluid dynamics model and the near-field to ground level propagation model. A methodology has also been introduced to quantify the plausibility of a design to pass a certification under uncertainty. Results of this study include the analysis of each of the three configurations of interest under inviscid and fully turbulent flow assumptions. A comparison of the uncertainty outputs and sensitivity analyses between the configurations is also given. The results of this study illustrate the flexibility and robustness of the developed framework as a tool for uncertainty quantification and certification prediction of low-boom, supersonic aircraft.

Uncertainty quantification and sensitivity analysis with CASL Core Simulator VERA-CS

DOE PAGES

Brown, C. S.; Zhang, Hongbin

2016-05-24

Uncertainty quantification and sensitivity analysis are important for nuclear reactor safety design and analysis. A 2x2 fuel assembly core design was developed and simulated by the Virtual Environment for Reactor Applications, Core Simulator (VERA-CS) coupled neutronics and thermal-hydraulics code under development by the Consortium for Advanced Simulation of Light Water Reactors (CASL). An approach to uncertainty quantification and sensitivity analysis with VERA-CS was developed and a new toolkit was created to perform uncertainty quantification and sensitivity analysis with fourteen uncertain input parameters. Furthermore, the minimum departure from nucleate boiling ratio (MDNBR), maximum fuel center-line temperature, and maximum outer clad surfacemore » temperature were chosen as the selected figures of merit. Pearson, Spearman, and partial correlation coefficients were considered for all of the figures of merit in sensitivity analysis and coolant inlet temperature was consistently the most influential parameter. We used parameters as inputs to the critical heat flux calculation with the W-3 correlation were shown to be the most influential on the MDNBR, maximum fuel center-line temperature, and maximum outer clad surface temperature.« less

Two Approaches to Calibration in Metrology

DOE Office of Scientific and Technical Information (OSTI.GOV)

Campanelli, Mark

2014-04-01

Inferring mathematical relationships with quantified uncertainty from measurement data is common to computational science and metrology. Sufficient knowledge of measurement process noise enables Bayesian inference. Otherwise, an alternative approach is required, here termed compartmentalized inference, because collection of uncertain data and model inference occur independently. Bayesian parameterized model inference is compared to a Bayesian-compatible compartmentalized approach for ISO-GUM compliant calibration problems in renewable energy metrology. In either approach, model evidence can help reduce model discrepancy.

The Bayesian New Statistics: Hypothesis testing, estimation, meta-analysis, and power analysis from a Bayesian perspective.

PubMed

Kruschke, John K; Liddell, Torrin M

2018-02-01

In the practice of data analysis, there is a conceptual distinction between hypothesis testing, on the one hand, and estimation with quantified uncertainty on the other. Among frequentists in psychology, a shift of emphasis from hypothesis testing to estimation has been dubbed "the New Statistics" (Cumming 2014). A second conceptual distinction is between frequentist methods and Bayesian methods. Our main goal in this article is to explain how Bayesian methods achieve the goals of the New Statistics better than frequentist methods. The article reviews frequentist and Bayesian approaches to hypothesis testing and to estimation with confidence or credible intervals. The article also describes Bayesian approaches to meta-analysis, randomized controlled trials, and power analysis.

Incorporating prior knowledge induced from stochastic differential equations in the classification of stochastic observations.

PubMed

Zollanvari, Amin; Dougherty, Edward R

2016-12-01

In classification, prior knowledge is incorporated in a Bayesian framework by assuming that the feature-label distribution belongs to an uncertainty class of feature-label distributions governed by a prior distribution. A posterior distribution is then derived from the prior and the sample data. An optimal Bayesian classifier (OBC) minimizes the expected misclassification error relative to the posterior distribution. From an application perspective, prior construction is critical. The prior distribution is formed by mapping a set of mathematical relations among the features and labels, the prior knowledge, into a distribution governing the probability mass across the uncertainty class. In this paper, we consider prior knowledge in the form of stochastic differential equations (SDEs). We consider a vector SDE in integral form involving a drift vector and dispersion matrix. Having constructed the prior, we develop the optimal Bayesian classifier between two models and examine, via synthetic experiments, the effects of uncertainty in the drift vector and dispersion matrix. We apply the theory to a set of SDEs for the purpose of differentiating the evolutionary history between two species.

Performance assessment of a Bayesian Forecasting System (BFS) for real-time flood forecasting

NASA Astrophysics Data System (ADS)

Biondi, D.; De Luca, D. L.

2013-02-01

SummaryThe paper evaluates, for a number of flood events, the performance of a Bayesian Forecasting System (BFS), with the aim of evaluating total uncertainty in real-time flood forecasting. The predictive uncertainty of future streamflow is estimated through the Bayesian integration of two separate processors. The former evaluates the propagation of input uncertainty on simulated river discharge, the latter computes the hydrological uncertainty of actual river discharge associated with all other possible sources of error. A stochastic model and a distributed rainfall-runoff model were assumed, respectively, for rainfall and hydrological response simulations. A case study was carried out for a small basin in the Calabria region (southern Italy). The performance assessment of the BFS was performed with adequate verification tools suited for probabilistic forecasts of continuous variables such as streamflow. Graphical tools and scalar metrics were used to evaluate several attributes of the forecast quality of the entire time-varying predictive distributions: calibration, sharpness, accuracy, and continuous ranked probability score (CRPS). Besides the overall system, which incorporates both sources of uncertainty, other hypotheses resulting from the BFS properties were examined, corresponding to (i) a perfect hydrological model; (ii) a non-informative rainfall forecast for predicting streamflow; and (iii) a perfect input forecast. The results emphasize the importance of using different diagnostic approaches to perform comprehensive analyses of predictive distributions, to arrive at a multifaceted view of the attributes of the prediction. For the case study, the selected criteria revealed the interaction of the different sources of error, in particular the crucial role of the hydrological uncertainty processor when compensating, at the cost of wider forecast intervals, for the unreliable and biased predictive distribution resulting from the Precipitation Uncertainty Processor.

On the Bayesian Nonparametric Generalization of IRT-Type Models

ERIC Educational Resources Information Center

San Martin, Ernesto; Jara, Alejandro; Rolin, Jean-Marie; Mouchart, Michel

2011-01-01

We study the identification and consistency of Bayesian semiparametric IRT-type models, where the uncertainty on the abilities' distribution is modeled using a prior distribution on the space of probability measures. We show that for the semiparametric Rasch Poisson counts model, simple restrictions ensure the identification of a general…

IMPLICATIONS OF USING ROBUST BAYESIAN ANALYSIS TO REPRESENT DIVERSE SOURCES OF UNCERTAINTY IN INTEGRATED ASSESSMENT

EPA Science Inventory

In our previous research, we showed that robust Bayesian methods can be used in environmental modeling to define a set of probability distributions for key parameters that captures the effects of expert disagreement, ambiguity, or ignorance. This entire set can then be update...

Bayesian convolutional neural network based MRI brain extraction on nonhuman primates.

PubMed

Zhao, Gengyan; Liu, Fang; Oler, Jonathan A; Meyerand, Mary E; Kalin, Ned H; Birn, Rasmus M

2018-07-15

Brain extraction or skull stripping of magnetic resonance images (MRI) is an essential step in neuroimaging studies, the accuracy of which can severely affect subsequent image processing procedures. Current automatic brain extraction methods demonstrate good results on human brains, but are often far from satisfactory on nonhuman primates, which are a necessary part of neuroscience research. To overcome the challenges of brain extraction in nonhuman primates, we propose a fully-automated brain extraction pipeline combining deep Bayesian convolutional neural network (CNN) and fully connected three-dimensional (3D) conditional random field (CRF). The deep Bayesian CNN, Bayesian SegNet, is used as the core segmentation engine. As a probabilistic network, it is not only able to perform accurate high-resolution pixel-wise brain segmentation, but also capable of measuring the model uncertainty by Monte Carlo sampling with dropout in the testing stage. Then, fully connected 3D CRF is used to refine the probability result from Bayesian SegNet in the whole 3D context of the brain volume. The proposed method was evaluated with a manually brain-extracted dataset comprising T1w images of 100 nonhuman primates. Our method outperforms six popular publicly available brain extraction packages and three well-established deep learning based methods with a mean Dice coefficient of 0.985 and a mean average symmetric surface distance of 0.220 mm. A better performance against all the compared methods was verified by statistical tests (all p-values < 10 -4 , two-sided, Bonferroni corrected). The maximum uncertainty of the model on nonhuman primate brain extraction has a mean value of 0.116 across all the 100 subjects. The behavior of the uncertainty was also studied, which shows the uncertainty increases as the training set size decreases, the number of inconsistent labels in the training set increases, or the inconsistency between the training set and the testing set increases. Copyright © 2018 Elsevier Inc. All rights reserved.

Modeling Soot Oxidation and Gasification with Bayesian Statistics

DOE PAGES

Josephson, Alexander J.; Gaffin, Neal D.; Smith, Sean T.; ...

2017-08-22

This paper presents a statistical method for model calibration using data collected from literature. The method is used to calibrate parameters for global models of soot consumption in combustion systems. This consumption is broken into two different submodels: first for oxidation where soot particles are attacked by certain oxidizing agents; second for gasification where soot particles are attacked by H 2O or CO 2 molecules. Rate data were collected from 19 studies in the literature and evaluated using Bayesian statistics to calibrate the model parameters. Bayesian statistics are valued in their ability to quantify uncertainty in modeling. The calibrated consumptionmore » model with quantified uncertainty is presented here along with a discussion of associated implications. The oxidation results are found to be consistent with previous studies. Significant variation is found in the CO 2 gasification rates.« less

Modeling Soot Oxidation and Gasification with Bayesian Statistics

DOE Office of Scientific and Technical Information (OSTI.GOV)

Josephson, Alexander J.; Gaffin, Neal D.; Smith, Sean T.

This paper presents a statistical method for model calibration using data collected from literature. The method is used to calibrate parameters for global models of soot consumption in combustion systems. This consumption is broken into two different submodels: first for oxidation where soot particles are attacked by certain oxidizing agents; second for gasification where soot particles are attacked by H 2O or CO 2 molecules. Rate data were collected from 19 studies in the literature and evaluated using Bayesian statistics to calibrate the model parameters. Bayesian statistics are valued in their ability to quantify uncertainty in modeling. The calibrated consumptionmore » model with quantified uncertainty is presented here along with a discussion of associated implications. The oxidation results are found to be consistent with previous studies. Significant variation is found in the CO 2 gasification rates.« less

Multi-fidelity Gaussian process regression for prediction of random fields

DOE Office of Scientific and Technical Information (OSTI.GOV)

Parussini, L.; Venturi, D., E-mail: venturi@ucsc.edu; Perdikaris, P.

We propose a new multi-fidelity Gaussian process regression (GPR) approach for prediction of random fields based on observations of surrogate models or hierarchies of surrogate models. Our method builds upon recent work on recursive Bayesian techniques, in particular recursive co-kriging, and extends it to vector-valued fields and various types of covariances, including separable and non-separable ones. The framework we propose is general and can be used to perform uncertainty propagation and quantification in model-based simulations, multi-fidelity data fusion, and surrogate-based optimization. We demonstrate the effectiveness of the proposed recursive GPR techniques through various examples. Specifically, we study the stochastic Burgersmore » equation and the stochastic Oberbeck–Boussinesq equations describing natural convection within a square enclosure. In both cases we find that the standard deviation of the Gaussian predictors as well as the absolute errors relative to benchmark stochastic solutions are very small, suggesting that the proposed multi-fidelity GPR approaches can yield highly accurate results.« less

Model Uncertainty Quantification Methods In Data Assimilation

NASA Astrophysics Data System (ADS)

Pathiraja, S. D.; Marshall, L. A.; Sharma, A.; Moradkhani, H.

2017-12-01

Data Assimilation involves utilising observations to improve model predictions in a seamless and statistically optimal fashion. Its applications are wide-ranging; from improving weather forecasts to tracking targets such as in the Apollo 11 mission. The use of Data Assimilation methods in high dimensional complex geophysical systems is an active area of research, where there exists many opportunities to enhance existing methodologies. One of the central challenges is in model uncertainty quantification; the outcome of any Data Assimilation study is strongly dependent on the uncertainties assigned to both observations and models. I focus on developing improved model uncertainty quantification methods that are applicable to challenging real world scenarios. These include developing methods for cases where the system states are only partially observed, where there is little prior knowledge of the model errors, and where the model error statistics are likely to be highly non-Gaussian.

A framework for optimization and quantification of uncertainty and sensitivity for developing carbon capture systems

DOE PAGES

Eslick, John C.; Ng, Brenda; Gao, Qianwen; ...

2014-12-31

Under the auspices of the U.S. Department of Energy’s Carbon Capture Simulation Initiative (CCSI), a Framework for Optimization and Quantification of Uncertainty and Sensitivity (FOQUS) has been developed. This tool enables carbon capture systems to be rapidly synthesized and rigorously optimized, in an environment that accounts for and propagates uncertainties in parameters and models. FOQUS currently enables (1) the development of surrogate algebraic models utilizing the ALAMO algorithm, which can be used for superstructure optimization to identify optimal process configurations, (2) simulation-based optimization utilizing derivative free optimization (DFO) algorithms with detailed black-box process models, and (3) rigorous uncertainty quantification throughmore » PSUADE. FOQUS utilizes another CCSI technology, the Turbine Science Gateway, to manage the thousands of simulated runs necessary for optimization and UQ. Thus, this computational framework has been demonstrated for the design and analysis of a solid sorbent based carbon capture system.« less

A Comparison of the β-Substitution Method and a Bayesian Method for Analyzing Left-Censored Data.

PubMed

Huynh, Tran; Quick, Harrison; Ramachandran, Gurumurthy; Banerjee, Sudipto; Stenzel, Mark; Sandler, Dale P; Engel, Lawrence S; Kwok, Richard K; Blair, Aaron; Stewart, Patricia A

2016-01-01

Classical statistical methods for analyzing exposure data with values below the detection limits are well described in the occupational hygiene literature, but an evaluation of a Bayesian approach for handling such data is currently lacking. Here, we first describe a Bayesian framework for analyzing censored data. We then present the results of a simulation study conducted to compare the β-substitution method with a Bayesian method for exposure datasets drawn from lognormal distributions and mixed lognormal distributions with varying sample sizes, geometric standard deviations (GSDs), and censoring for single and multiple limits of detection. For each set of factors, estimates for the arithmetic mean (AM), geometric mean, GSD, and the 95th percentile (X0.95) of the exposure distribution were obtained. We evaluated the performance of each method using relative bias, the root mean squared error (rMSE), and coverage (the proportion of the computed 95% uncertainty intervals containing the true value). The Bayesian method using non-informative priors and the β-substitution method were generally comparable in bias and rMSE when estimating the AM and GM. For the GSD and the 95th percentile, the Bayesian method with non-informative priors was more biased and had a higher rMSE than the β-substitution method, but use of more informative priors generally improved the Bayesian method's performance, making both the bias and the rMSE more comparable to the β-substitution method. An advantage of the Bayesian method is that it provided estimates of uncertainty for these parameters of interest and good coverage, whereas the β-substitution method only provided estimates of uncertainty for the AM, and coverage was not as consistent. Selection of one or the other method depends on the needs of the practitioner, the availability of prior information, and the distribution characteristics of the measurement data. We suggest the use of Bayesian methods if the practitioner has the computational resources and prior information, as the method would generally provide accurate estimates and also provides the distributions of all of the parameters, which could be useful for making decisions in some applications. © The Author 2015. Published by Oxford University Press on behalf of the British Occupational Hygiene Society.

Applying a Bayesian Approach to Identification of Orthotropic Elastic Constants from Full Field Displacement Measurements

NASA Astrophysics Data System (ADS)

Gogu, C.; Yin, W.; Haftka, R.; Ifju, P.; Molimard, J.; Le Riche, R.; Vautrin, A.

2010-06-01

A major challenge in the identification of material properties is handling different sources of uncertainty in the experiment and the modelling of the experiment for estimating the resulting uncertainty in the identified properties. Numerous improvements in identification methods have provided increasingly accurate estimates of various material properties. However, characterizing the uncertainty in the identified properties is still relatively crude. Different material properties obtained from a single test are not obtained with the same confidence. Typically the highest uncertainty is associated with respect to properties to which the experiment is the most insensitive. In addition, the uncertainty in different properties can be strongly correlated, so that obtaining only variance estimates may be misleading. A possible approach for handling the different sources of uncertainty and estimating the uncertainty in the identified properties is the Bayesian method. This method was introduced in the late 1970s in the context of identification [1] and has been applied since to different problems, notably identification of elastic constants from plate vibration experiments [2]-[4]. The applications of the method to these classical pointwise tests involved only a small number of measurements (typically ten natural frequencies in the previously cited vibration test) which facilitated the application of the Bayesian approach. For identifying elastic constants, full field strain or displacement measurements provide a high number of measured quantities (one measurement per image pixel) and hence a promise of smaller uncertainties in the properties. However, the high number of measurements represents also a major computational challenge in applying the Bayesian approach to full field measurements. To address this challenge we propose an approach based on the proper orthogonal decomposition (POD) of the full fields in order to drastically reduce their dimensionality. POD is based on projecting the full field images on a modal basis, constructed from sample simulations, and which can account for the variations of the full field as the elastic constants and other parameters of interest are varied. The fidelity of the decomposition depends on the number of basis vectors used. Typically even complex fields can be accurately represented with no more than a few dozen modes and for our problem we showed that only four or five modes are sufficient [5]. To further reduce the computational cost of the Bayesian approach we use response surface approximations of the POD coefficients of the fields. We show that 3rd degree polynomial response surface approximations provide a satisfying accuracy. The combination of POD decomposition and response surface methodology allows to bring down the computational time of the Bayesian identification to a few days. The proposed approach is applied to Moiré interferometry full field displacement measurements from a traction experiment on a plate with a hole. The laminate with a layup of [45,- 45,0]s is made out of a Toray® T800/3631 graphite/epoxy prepreg. The measured displacement maps are provided in Figure 1. The mean values of the identified properties joint probability density function are in agreement with previous identifications carried out on the same material. Furthermore the probability density function also provides the coefficient of variation with which the properties are identified as well as the correlations between the various properties. We find that while the longitudinal Young’s modulus is identified with good accuracy (low standard deviation), the Poisson’s ration is identified with much higher uncertainty. Several of the properties are also found to be correlated. The identified uncertainty structure of the elastic constants (i.e. variance co-variance matrix) has potential benefits to reliability analyses, by allowing a more accurate description of the input uncertainty. An additional advantage of the Bayesian approach is that it provides a natural way (in the form of the prior probability density function) for accounting for prior information that may be available on the material properties thought. This is of great interest for reducing the uncertainty on properties that can only be determined with low confidence from the plate with a hole experiment, such as Poisson’s ratio or transverse Young’s modulus in our case.

Propagation of the velocity model uncertainties to the seismic event location

NASA Astrophysics Data System (ADS)

Gesret, A.; Desassis, N.; Noble, M.; Romary, T.; Maisons, C.

2015-01-01

Earthquake hypocentre locations are crucial in many domains of application (academic and industrial) as seismic event location maps are commonly used to delineate faults or fractures. The interpretation of these maps depends on location accuracy and on the reliability of the associated uncertainties. The largest contribution to location and uncertainty errors is due to the fact that the velocity model errors are usually not correctly taken into account. We propose a new Bayesian formulation that integrates properly the knowledge on the velocity model into the formulation of the probabilistic earthquake location. In this work, the velocity model uncertainties are first estimated with a Bayesian tomography of active shot data. We implement a sampling Monte Carlo type algorithm to generate velocity models distributed according to the posterior distribution. In a second step, we propagate the velocity model uncertainties to the seismic event location in a probabilistic framework. This enables to obtain more reliable hypocentre locations as well as their associated uncertainties accounting for picking and velocity model uncertainties. We illustrate the tomography results and the gain in accuracy of earthquake location for two synthetic examples and one real data case study in the context of induced microseismicity.

Nuclear Data Uncertainty Quantification: Past, Present and Future

DOE Office of Scientific and Technical Information (OSTI.GOV)

Smith, D. L.

2015-01-01

An historical overview is provided of the mathematical foundations of uncertainty quantification and the roles played in the more recent past by nuclear data uncertainties in nuclear data evaluations and nuclear applications. Significant advances that have established the mathematical framework for contemporary nuclear data evaluation methods, as well as the use of uncertainty information in nuclear data evaluation and nuclear applications, are described. This is followed by a brief examination of the current status concerning nuclear data evaluation methodology, covariance data generation, and the application of evaluated nuclear data uncertainties in contemporary nuclear technology. A few possible areas for futuremore » investigation of this subject are also suggested.« less

Nuclear Data Uncertainty Quantification: Past, Present and Future

DOE Office of Scientific and Technical Information (OSTI.GOV)

Smith, D.L., E-mail: Donald.L.Smith@anl.gov

2015-01-15

An historical overview is provided of the mathematical foundations of uncertainty quantification and the roles played in the more recent past by nuclear data uncertainties in nuclear data evaluations and nuclear applications. Significant advances that have established the mathematical framework for contemporary nuclear data evaluation methods, as well as the use of uncertainty information in nuclear data evaluation and nuclear applications, are described. This is followed by a brief examination of the current status concerning nuclear data evaluation methodology, covariance data generation, and the application of evaluated nuclear data uncertainties in contemporary nuclear technology. A few possible areas for futuremore » investigation of this subject are also suggested.« less

Two-Stage Bayesian Model Averaging in Endogenous Variable Models*

PubMed Central

Lenkoski, Alex; Eicher, Theo S.; Raftery, Adrian E.

2013-01-01

Economic modeling in the presence of endogeneity is subject to model uncertainty at both the instrument and covariate level. We propose a Two-Stage Bayesian Model Averaging (2SBMA) methodology that extends the Two-Stage Least Squares (2SLS) estimator. By constructing a Two-Stage Unit Information Prior in the endogenous variable model, we are able to efficiently combine established methods for addressing model uncertainty in regression models with the classic technique of 2SLS. To assess the validity of instruments in the 2SBMA context, we develop Bayesian tests of the identification restriction that are based on model averaged posterior predictive p-values. A simulation study showed that 2SBMA has the ability to recover structure in both the instrument and covariate set, and substantially improves the sharpness of resulting coefficient estimates in comparison to 2SLS using the full specification in an automatic fashion. Due to the increased parsimony of the 2SBMA estimate, the Bayesian Sargan test had a power of 50 percent in detecting a violation of the exogeneity assumption, while the method based on 2SLS using the full specification had negligible power. We apply our approach to the problem of development accounting, and find support not only for institutions, but also for geography and integration as development determinants, once both model uncertainty and endogeneity have been jointly addressed. PMID:24223471

Fundamentals and Recent Developments in Approximate Bayesian Computation

PubMed Central

Lintusaari, Jarno; Gutmann, Michael U.; Dutta, Ritabrata; Kaski, Samuel; Corander, Jukka

2017-01-01

Abstract Bayesian inference plays an important role in phylogenetics, evolutionary biology, and in many other branches of science. It provides a principled framework for dealing with uncertainty and quantifying how it changes in the light of new evidence. For many complex models and inference problems, however, only approximate quantitative answers are obtainable. Approximate Bayesian computation (ABC) refers to a family of algorithms for approximate inference that makes a minimal set of assumptions by only requiring that sampling from a model is possible. We explain here the fundamentals of ABC, review the classical algorithms, and highlight recent developments. [ABC; approximate Bayesian computation; Bayesian inference; likelihood-free inference; phylogenetics; simulator-based models; stochastic simulation models; tree-based models.] PMID:28175922

Bayesian multimodel inference for dose-response studies

USGS Publications Warehouse

Link, W.A.; Albers, P.H.

2007-01-01

Statistical inference in dose?response studies is model-based: The analyst posits a mathematical model of the relation between exposure and response, estimates parameters of the model, and reports conclusions conditional on the model. Such analyses rarely include any accounting for the uncertainties associated with model selection. The Bayesian inferential system provides a convenient framework for model selection and multimodel inference. In this paper we briefly describe the Bayesian paradigm and Bayesian multimodel inference. We then present a family of models for multinomial dose?response data and apply Bayesian multimodel inferential methods to the analysis of data on the reproductive success of American kestrels (Falco sparveriuss) exposed to various sublethal dietary concentrations of methylmercury.

A Bayesian approach to multivariate measurement system assessment

DOE Office of Scientific and Technical Information (OSTI.GOV)

Hamada, Michael Scott

This article considers system assessment for multivariate measurements and presents a Bayesian approach to analyzing gauge R&R study data. The evaluation of variances for univariate measurement becomes the evaluation of covariance matrices for multivariate measurements. The Bayesian approach ensures positive definite estimates of the covariance matrices and easily provides their uncertainty. Furthermore, various measurement system assessment criteria are easily evaluated. The approach is illustrated with data from a real gauge R&R study as well as simulated data.

A Bayesian approach to multivariate measurement system assessment

DOE PAGES

Hamada, Michael Scott

2016-07-01

This article considers system assessment for multivariate measurements and presents a Bayesian approach to analyzing gauge R&R study data. The evaluation of variances for univariate measurement becomes the evaluation of covariance matrices for multivariate measurements. The Bayesian approach ensures positive definite estimates of the covariance matrices and easily provides their uncertainty. Furthermore, various measurement system assessment criteria are easily evaluated. The approach is illustrated with data from a real gauge R&R study as well as simulated data.

Cortical Hierarchies Perform Bayesian Causal Inference in Multisensory Perception

PubMed Central

Rohe, Tim; Noppeney, Uta

2015-01-01

To form a veridical percept of the environment, the brain needs to integrate sensory signals from a common source but segregate those from independent sources. Thus, perception inherently relies on solving the “causal inference problem.” Behaviorally, humans solve this problem optimally as predicted by Bayesian Causal Inference; yet, the underlying neural mechanisms are unexplored. Combining psychophysics, Bayesian modeling, functional magnetic resonance imaging (fMRI), and multivariate decoding in an audiovisual spatial localization task, we demonstrate that Bayesian Causal Inference is performed by a hierarchy of multisensory processes in the human brain. At the bottom of the hierarchy, in auditory and visual areas, location is represented on the basis that the two signals are generated by independent sources (= segregation). At the next stage, in posterior intraparietal sulcus, location is estimated under the assumption that the two signals are from a common source (= forced fusion). Only at the top of the hierarchy, in anterior intraparietal sulcus, the uncertainty about the causal structure of the world is taken into account and sensory signals are combined as predicted by Bayesian Causal Inference. Characterizing the computational operations of signal interactions reveals the hierarchical nature of multisensory perception in human neocortex. It unravels how the brain accomplishes Bayesian Causal Inference, a statistical computation fundamental for perception and cognition. Our results demonstrate how the brain combines information in the face of uncertainty about the underlying causal structure of the world. PMID:25710328

Elucidating Inherent Uncertainties in Data Assimilation for Predictions Incorporating Non-stationary Processes - Focus on Predictive Phenology

NASA Astrophysics Data System (ADS)

Lowman, L.; Barros, A. P.

2017-12-01

Data assimilation (DA) is the widely accepted procedure for estimating parameters within predictive models because of the adaptability and uncertainty quantification offered by Bayesian methods. DA applications in phenology modeling offer critical insights into how extreme weather or changes in climate impact the vegetation life cycle. Changes in leaf onset and senescence, root phenology, and intermittent leaf shedding imply large changes in the surface radiative, water, and carbon budgets at multiple scales. Models of leaf phenology require concurrent atmospheric and soil conditions to determine how biophysical plant properties respond to changes in temperature, light and water demand. Presently, climatological records for fraction of photosynthetically active radiation (FPAR) and leaf area index (LAI), the modelled states indicative of plant phenology, are not available. Further, DA models are typically trained on short periods of record (e.g. less than 10 years). Using limited records with a DA framework imposes non-stationarity on estimated parameters and the resulting predicted model states. This talk discusses how uncertainty introduced by the inherent non-stationarity of the modeled processes propagates through a land-surface hydrology model coupled to a predictive phenology model. How water demand is accounted for in the upscaling of DA model inputs and analysis period serves as a key source of uncertainty in the FPAR and LAI predictions. Parameters estimated from different DA effectively calibrate a plant water-use strategy within the land-surface hydrology model. For example, when extreme droughts are included in the DA period, the plants are trained to uptake water, transpire, and assimilate carbon under favorable conditions and quickly shut down at the onset of water stress.

Uncertainty Quantification of Turbulence Model Closure Coefficients for Transonic Wall-Bounded Flows

NASA Technical Reports Server (NTRS)

Schaefer, John; West, Thomas; Hosder, Serhat; Rumsey, Christopher; Carlson, Jan-Renee; Kleb, William

2015-01-01

The goal of this work was to quantify the uncertainty and sensitivity of commonly used turbulence models in Reynolds-Averaged Navier-Stokes codes due to uncertainty in the values of closure coefficients for transonic, wall-bounded flows and to rank the contribution of each coefficient to uncertainty in various output flow quantities of interest. Specifically, uncertainty quantification of turbulence model closure coefficients was performed for transonic flow over an axisymmetric bump at zero degrees angle of attack and the RAE 2822 transonic airfoil at a lift coefficient of 0.744. Three turbulence models were considered: the Spalart-Allmaras Model, Wilcox (2006) k-w Model, and the Menter Shear-Stress Trans- port Model. The FUN3D code developed by NASA Langley Research Center was used as the flow solver. The uncertainty quantification analysis employed stochastic expansions based on non-intrusive polynomial chaos as an efficient means of uncertainty propagation. Several integrated and point-quantities are considered as uncertain outputs for both CFD problems. All closure coefficients were treated as epistemic uncertain variables represented with intervals. Sobol indices were used to rank the relative contributions of each closure coefficient to the total uncertainty in the output quantities of interest. This study identified a number of closure coefficients for each turbulence model for which more information will reduce the amount of uncertainty in the output significantly for transonic, wall-bounded flows.

Response of hydrology to climate change in the southern Appalachian mountains using Bayesian inference

Treesearch

Wei Wu; James S. Clark; James M. Vose

2012-01-01

Predicting long-term consequences of climate change on hydrologic processes has been limited due to the needs to accommodate the uncertainties in hydrological measurements for calibration, and to account for the uncertainties in the models that would ingest those calibrations and uncertainties in climate predictions as basis for hydrological predictions. We implemented...

UQTools: The Uncertainty Quantification Toolbox - Introduction and Tutorial

NASA Technical Reports Server (NTRS)

Kenny, Sean P.; Crespo, Luis G.; Giesy, Daniel P.

2012-01-01

UQTools is the short name for the Uncertainty Quantification Toolbox, a software package designed to efficiently quantify the impact of parametric uncertainty on engineering systems. UQTools is a MATLAB-based software package and was designed to be discipline independent, employing very generic representations of the system models and uncertainty. Specifically, UQTools accepts linear and nonlinear system models and permits arbitrary functional dependencies between the system s measures of interest and the probabilistic or non-probabilistic parametric uncertainty. One of the most significant features incorporated into UQTools is the theoretical development centered on homothetic deformations and their application to set bounding and approximating failure probabilities. Beyond the set bounding technique, UQTools provides a wide range of probabilistic and uncertainty-based tools to solve key problems in science and engineering.

Bayesian uncertainty analysis for complex systems biology models: emulation, global parameter searches and evaluation of gene functions.

PubMed

Vernon, Ian; Liu, Junli; Goldstein, Michael; Rowe, James; Topping, Jen; Lindsey, Keith

2018-01-02

Many mathematical models have now been employed across every area of systems biology. These models increasingly involve large numbers of unknown parameters, have complex structure which can result in substantial evaluation time relative to the needs of the analysis, and need to be compared to observed data of various forms. The correct analysis of such models usually requires a global parameter search, over a high dimensional parameter space, that incorporates and respects the most important sources of uncertainty. This can be an extremely difficult task, but it is essential for any meaningful inference or prediction to be made about any biological system. It hence represents a fundamental challenge for the whole of systems biology. Bayesian statistical methodology for the uncertainty analysis of complex models is introduced, which is designed to address the high dimensional global parameter search problem. Bayesian emulators that mimic the systems biology model but which are extremely fast to evaluate are embeded within an iterative history match: an efficient method to search high dimensional spaces within a more formal statistical setting, while incorporating major sources of uncertainty. The approach is demonstrated via application to a model of hormonal crosstalk in Arabidopsis root development, which has 32 rate parameters, for which we identify the sets of rate parameter values that lead to acceptable matches between model output and observed trend data. The multiple insights into the model's structure that this analysis provides are discussed. The methodology is applied to a second related model, and the biological consequences of the resulting comparison, including the evaluation of gene functions, are described. Bayesian uncertainty analysis for complex models using both emulators and history matching is shown to be a powerful technique that can greatly aid the study of a large class of systems biology models. It both provides insight into model behaviour and identifies the sets of rate parameters of interest.

Bayesian belief networks: applications in ecology and natural resource management.

Treesearch

R.K. McCann; B.G. Marcot; R. Ellis

2006-01-01

We review the use of Bayesian belief networks (BBNs) in natural resource management and ecology. We suggest that BBNs are useful tools for representing expert knowledge of a system, evaluating potential effects of alternative management decisions, and communicating to nonexperts about resource decision issues. BBNs can be used effectively to represent uncertainty in...

Predicting Drug Safety and Communicating Risk: Benefits of a Bayesian Approach.

PubMed

Lazic, Stanley E; Edmunds, Nicholas; Pollard, Christopher E

2018-03-01

Drug toxicity is a major source of attrition in drug discovery and development. Pharmaceutical companies routinely use preclinical data to predict clinical outcomes and continue to invest in new assays to improve predictions. However, there are many open questions about how to make the best use of available data, combine diverse data, quantify risk, and communicate risk and uncertainty to enable good decisions. The costs of suboptimal decisions are clear: resources are wasted and patients may be put at risk. We argue that Bayesian methods provide answers to all of these problems and use hERG-mediated QT prolongation as a case study. Benefits of Bayesian machine learning models include intuitive probabilistic statements of risk that incorporate all sources of uncertainty, the option to include diverse data and external information, and visualizations that have a clear link between the output from a statistical model and what this means for risk. Furthermore, Bayesian methods are easy to use with modern software, making their adoption for safety screening straightforward. We include R and Python code to encourage the adoption of these methods.

Uncovering robust patterns of microRNA co-expression across cancers using Bayesian Relevance Networks

PubMed Central

2017-01-01

Co-expression networks have long been used as a tool for investigating the molecular circuitry governing biological systems. However, most algorithms for constructing co-expression networks were developed in the microarray era, before high-throughput sequencing—with its unique statistical properties—became the norm for expression measurement. Here we develop Bayesian Relevance Networks, an algorithm that uses Bayesian reasoning about expression levels to account for the differing levels of uncertainty in expression measurements between highly- and lowly-expressed entities, and between samples with different sequencing depths. It combines data from groups of samples (e.g., replicates) to estimate group expression levels and confidence ranges. It then computes uncertainty-moderated estimates of cross-group correlations between entities, and uses permutation testing to assess their statistical significance. Using large scale miRNA data from The Cancer Genome Atlas, we show that our Bayesian update of the classical Relevance Networks algorithm provides improved reproducibility in co-expression estimates and lower false discovery rates in the resulting co-expression networks. Software is available at www.perkinslab.ca. PMID:28817636

Uncovering robust patterns of microRNA co-expression across cancers using Bayesian Relevance Networks.

PubMed

Ramachandran, Parameswaran; Sánchez-Taltavull, Daniel; Perkins, Theodore J

2017-01-01

Co-expression networks have long been used as a tool for investigating the molecular circuitry governing biological systems. However, most algorithms for constructing co-expression networks were developed in the microarray era, before high-throughput sequencing-with its unique statistical properties-became the norm for expression measurement. Here we develop Bayesian Relevance Networks, an algorithm that uses Bayesian reasoning about expression levels to account for the differing levels of uncertainty in expression measurements between highly- and lowly-expressed entities, and between samples with different sequencing depths. It combines data from groups of samples (e.g., replicates) to estimate group expression levels and confidence ranges. It then computes uncertainty-moderated estimates of cross-group correlations between entities, and uses permutation testing to assess their statistical significance. Using large scale miRNA data from The Cancer Genome Atlas, we show that our Bayesian update of the classical Relevance Networks algorithm provides improved reproducibility in co-expression estimates and lower false discovery rates in the resulting co-expression networks. Software is available at www.perkinslab.ca.

Bayesian stock assessment of Pacific herring in Prince William Sound, Alaska.

PubMed

Muradian, Melissa L; Branch, Trevor A; Moffitt, Steven D; Hulson, Peter-John F

2017-01-01

The Pacific herring (Clupea pallasii) population in Prince William Sound, Alaska crashed in 1993 and has yet to recover, affecting food web dynamics in the Sound and impacting Alaskan communities. To help researchers design and implement the most effective monitoring, management, and recovery programs, a Bayesian assessment of Prince William Sound herring was developed by reformulating the current model used by the Alaska Department of Fish and Game. The Bayesian model estimated pre-fishery spawning biomass of herring age-3 and older in 2013 to be a median of 19,410 mt (95% credibility interval 12,150-31,740 mt), with a 54% probability that biomass in 2013 was below the management limit used to regulate fisheries in Prince William Sound. The main advantages of the Bayesian model are that it can more objectively weight different datasets and provide estimates of uncertainty for model parameters and outputs, unlike the weighted sum-of-squares used in the original model. In addition, the revised model could be used to manage herring stocks with a decision rule that considers both stock status and the uncertainty in stock status.

Bayesian modelling of the emission spectrum of the Joint European Torus Lithium Beam Emission Spectroscopy system.

PubMed

Kwak, Sehyun; Svensson, J; Brix, M; Ghim, Y-C

2016-02-01

A Bayesian model of the emission spectrum of the JET lithium beam has been developed to infer the intensity of the Li I (2p-2s) line radiation and associated uncertainties. The detected spectrum for each channel of the lithium beam emission spectroscopy system is here modelled by a single Li line modified by an instrumental function, Bremsstrahlung background, instrumental offset, and interference filter curve. Both the instrumental function and the interference filter curve are modelled with non-parametric Gaussian processes. All free parameters of the model, the intensities of the Li line, Bremsstrahlung background, and instrumental offset, are inferred using Bayesian probability theory with a Gaussian likelihood for photon statistics and electronic background noise. The prior distributions of the free parameters are chosen as Gaussians. Given these assumptions, the intensity of the Li line and corresponding uncertainties are analytically available using a Bayesian linear inversion technique. The proposed approach makes it possible to extract the intensity of Li line without doing a separate background subtraction through modulation of the Li beam.

Bayesian stock assessment of Pacific herring in Prince William Sound, Alaska

PubMed Central

Moffitt, Steven D.; Hulson, Peter-John F.

2017-01-01

The Pacific herring (Clupea pallasii) population in Prince William Sound, Alaska crashed in 1993 and has yet to recover, affecting food web dynamics in the Sound and impacting Alaskan communities. To help researchers design and implement the most effective monitoring, management, and recovery programs, a Bayesian assessment of Prince William Sound herring was developed by reformulating the current model used by the Alaska Department of Fish and Game. The Bayesian model estimated pre-fishery spawning biomass of herring age-3 and older in 2013 to be a median of 19,410 mt (95% credibility interval 12,150–31,740 mt), with a 54% probability that biomass in 2013 was below the management limit used to regulate fisheries in Prince William Sound. The main advantages of the Bayesian model are that it can more objectively weight different datasets and provide estimates of uncertainty for model parameters and outputs, unlike the weighted sum-of-squares used in the original model. In addition, the revised model could be used to manage herring stocks with a decision rule that considers both stock status and the uncertainty in stock status. PMID:28222151

Constructive Epistemic Modeling: A Hierarchical Bayesian Model Averaging Method

NASA Astrophysics Data System (ADS)

Tsai, F. T. C.; Elshall, A. S.

2014-12-01

Constructive epistemic modeling is the idea that our understanding of a natural system through a scientific model is a mental construct that continually develops through learning about and from the model. Using the hierarchical Bayesian model averaging (HBMA) method [1], this study shows that segregating different uncertain model components through a BMA tree of posterior model probabilities, model prediction, within-model variance, between-model variance and total model variance serves as a learning tool [2]. First, the BMA tree of posterior model probabilities permits the comparative evaluation of the candidate propositions of each uncertain model component. Second, systemic model dissection is imperative for understanding the individual contribution of each uncertain model component to the model prediction and variance. Third, the hierarchical representation of the between-model variance facilitates the prioritization of the contribution of each uncertain model component to the overall model uncertainty. We illustrate these concepts using the groundwater modeling of a siliciclastic aquifer-fault system. The sources of uncertainty considered are from geological architecture, formation dip, boundary conditions and model parameters. The study shows that the HBMA analysis helps in advancing knowledge about the model rather than forcing the model to fit a particularly understanding or merely averaging several candidate models. [1] Tsai, F. T.-C., and A. S. Elshall (2013), Hierarchical Bayesian model averaging for hydrostratigraphic modeling: Uncertainty segregation and comparative evaluation. Water Resources Research, 49, 5520-5536, doi:10.1002/wrcr.20428. [2] Elshall, A.S., and F. T.-C. Tsai (2014). Constructive epistemic modeling of groundwater flow with geological architecture and boundary condition uncertainty under Bayesian paradigm, Journal of Hydrology, 517, 105-119, doi: 10.1016/j.jhydrol.2014.05.027.

Population-level differences in disease transmission: A Bayesian analysis of multiple smallpox epidemics

PubMed Central

Elderd, Bret D.; Dwyer, Greg; Dukic, Vanja

2013-01-01

Estimates of a disease’s basic reproductive rate R0 play a central role in understanding outbreaks and planning intervention strategies. In many calculations of R0, a simplifying assumption is that different host populations have effectively identical transmission rates. This assumption can lead to an underestimate of the overall uncertainty associated with R0, which, due to the non-linearity of epidemic processes, may result in a mis-estimate of epidemic intensity and miscalculated expenditures associated with public-health interventions. In this paper, we utilize a Bayesian method for quantifying the overall uncertainty arising from differences in population-specific basic reproductive rates. Using this method, we fit spatial and non-spatial susceptible-exposed-infected-recovered (SEIR) models to a series of 13 smallpox outbreaks. Five outbreaks occurred in populations that had been previously exposed to smallpox, while the remaining eight occurred in Native-American populations that were naïve to the disease at the time. The Native-American outbreaks were close in a spatial and temporal sense. Using Bayesian Information Criterion (BIC), we show that the best model includes population-specific R0 values. These differences in R0 values may, in part, be due to differences in genetic background, social structure, or food and water availability. As a result of these inter-population differences, the overall uncertainty associated with the “population average” value of smallpox R0 is larger, a finding that can have important consequences for controlling epidemics. In general, Bayesian hierarchical models are able to properly account for the uncertainty associated with multiple epidemics, provide a clearer understanding of variability in epidemic dynamics, and yield a better assessment of the range of potential risks and consequences that decision makers face. PMID:24021521

Uncertainty analysis for effluent trading planning using a Bayesian estimation-based simulation-optimization modeling approach.

PubMed

Zhang, J L; Li, Y P; Huang, G H; Baetz, B W; Liu, J

2017-06-01

In this study, a Bayesian estimation-based simulation-optimization modeling approach (BESMA) is developed for identifying effluent trading strategies. BESMA incorporates nutrient fate modeling with soil and water assessment tool (SWAT), Bayesian estimation, and probabilistic-possibilistic interval programming with fuzzy random coefficients (PPI-FRC) within a general framework. Based on the water quality protocols provided by SWAT, posterior distributions of parameters can be analyzed through Bayesian estimation; stochastic characteristic of nutrient loading can be investigated which provides the inputs for the decision making. PPI-FRC can address multiple uncertainties in the form of intervals with fuzzy random boundaries and the associated system risk through incorporating the concept of possibility and necessity measures. The possibility and necessity measures are suitable for optimistic and pessimistic decision making, respectively. BESMA is applied to a real case of effluent trading planning in the Xiangxihe watershed, China. A number of decision alternatives can be obtained under different trading ratios and treatment rates. The results can not only facilitate identification of optimal effluent-trading schemes, but also gain insight into the effects of trading ratio and treatment rate on decision making. The results also reveal that decision maker's preference towards risk would affect decision alternatives on trading scheme as well as system benefit. Compared with the conventional optimization methods, it is proved that BESMA is advantageous in (i) dealing with multiple uncertainties associated with randomness and fuzziness in effluent-trading planning within a multi-source, multi-reach and multi-period context; (ii) reflecting uncertainties existing in nutrient transport behaviors to improve the accuracy in water quality prediction; and (iii) supporting pessimistic and optimistic decision making for effluent trading as well as promoting diversity of decision alternatives. Copyright © 2017 Elsevier Ltd. All rights reserved.

Practical differences among probabilities, possibilities, and credibilities

NASA Astrophysics Data System (ADS)

Grandin, Jean-Francois; Moulin, Caroline

2002-03-01

This paper presents some important differences that exist between theories, which allow the uncertainty management in data fusion. The main comparative results illustrated in this paper are the followings: Incompatibility between decisions got from probabilities and credibilities is highlighted. In the dynamic frame, as remarked in [19] or [17], belief and plausibility of Dempster-Shafer model do not frame the Bayesian probability. This framing can however be obtained by the Modified Dempster-Shafer approach. It also can be obtained in the Bayesian framework either by simulation techniques, or with a studentization. The uncommitted in the Dempster-Shafer way, e.g. the mass accorded to the ignorance, gives a mechanism similar to the reliability in the Bayesian model. Uncommitted mass in Dempster-Shafer theory or reliability in Bayes theory act like a filter that weakens extracted information, and improves robustness to outliners. So, it is logical to observe on examples like the one presented particularly by D.M. Buede, a faster convergence of a Bayesian method that doesn't take into account the reliability, in front of Dempster-Shafer method which uses uncommitted mass. But, on Bayesian masses, if reliability is taken into account, at the same level that the uncommited, e.g. F=1-m, we observe an equivalent rate for convergence. When Dempster-Shafer and Bayes operator are informed by uncertainty, faster or lower convergence can be exhibited on non Bayesian masses. This is due to positive or negative synergy between information delivered by sensors. This effect is a direct consequence of non additivity when considering non Bayesian masses. Unknowledge of the prior in bayesian techniques can be quickly compensated by information accumulated as time goes on by a set of sensors. All these results are presented on simple examples, and developed when necessary.

A flexible Bayesian assessment for the expected impact of data on prediction confidence for optimal sampling designs

NASA Astrophysics Data System (ADS)

Leube, Philipp; Geiges, Andreas; Nowak, Wolfgang

2010-05-01

Incorporating hydrogeological data, such as head and tracer data, into stochastic models of subsurface flow and transport helps to reduce prediction uncertainty. Considering limited financial resources available for the data acquisition campaign, information needs towards the prediction goal should be satisfied in a efficient and task-specific manner. For finding the best one among a set of design candidates, an objective function is commonly evaluated, which measures the expected impact of data on prediction confidence, prior to their collection. An appropriate approach to this task should be stochastically rigorous, master non-linear dependencies between data, parameters and model predictions, and allow for a wide variety of different data types. Existing methods fail to fulfill all these requirements simultaneously. For this reason, we introduce a new method, denoted as CLUE (Cross-bred Likelihood Uncertainty Estimator), that derives the essential distributions and measures of data utility within a generalized, flexible and accurate framework. The method makes use of Bayesian GLUE (Generalized Likelihood Uncertainty Estimator) and extends it to an optimal design method by marginalizing over the yet unknown data values. Operating in a purely Bayesian Monte-Carlo framework, CLUE is a strictly formal information processing scheme free of linearizations. It provides full flexibility associated with the type of measurements (linear, non-linear, direct, indirect) and accounts for almost arbitrary sources of uncertainty (e.g. heterogeneity, geostatistical assumptions, boundary conditions, model concepts) via stochastic simulation and Bayesian model averaging. This helps to minimize the strength and impact of possible subjective prior assumptions, that would be hard to defend prior to data collection. Our study focuses on evaluating two different uncertainty measures: (i) expected conditional variance and (ii) expected relative entropy of a given prediction goal. The applicability and advantages are shown in a synthetic example. Therefor, we consider a contaminant source, posing a threat on a drinking water well in an aquifer. Furthermore, we assume uncertainty in geostatistical parameters, boundary conditions and hydraulic gradient. The two mentioned measures evaluate the sensitivity of (1) general prediction confidence and (2) exceedance probability of a legal regulatory threshold value on sampling locations.

Underestimation of Variance of Predicted Health Utilities Derived from Multiattribute Utility Instruments.

PubMed

Chan, Kelvin K W; Xie, Feng; Willan, Andrew R; Pullenayegum, Eleanor M

2017-04-01

Parameter uncertainty in value sets of multiattribute utility-based instruments (MAUIs) has received little attention previously. This false precision leads to underestimation of the uncertainty of the results of cost-effectiveness analyses. The aim of this study is to examine the use of multiple imputation as a method to account for this uncertainty of MAUI scoring algorithms. We fitted a Bayesian model with random effects for respondents and health states to the data from the original US EQ-5D-3L valuation study, thereby estimating the uncertainty in the EQ-5D-3L scoring algorithm. We applied these results to EQ-5D-3L data from the Commonwealth Fund (CWF) Survey for Sick Adults ( n = 3958), comparing the standard error of the estimated mean utility in the CWF population using the predictive distribution from the Bayesian mixed-effect model (i.e., incorporating parameter uncertainty in the value set) with the standard error of the estimated mean utilities based on multiple imputation and the standard error using the conventional approach of using MAUI (i.e., ignoring uncertainty in the value set). The mean utility in the CWF population based on the predictive distribution of the Bayesian model was 0.827 with a standard error (SE) of 0.011. When utilities were derived using the conventional approach, the estimated mean utility was 0.827 with an SE of 0.003, which is only 25% of the SE based on the full predictive distribution of the mixed-effect model. Using multiple imputation with 20 imputed sets, the mean utility was 0.828 with an SE of 0.011, which is similar to the SE based on the full predictive distribution. Ignoring uncertainty of the predicted health utilities derived from MAUIs could lead to substantial underestimation of the variance of mean utilities. Multiple imputation corrects for this underestimation so that the results of cost-effectiveness analyses using MAUIs can report the correct degree of uncertainty.

Quantifying uncertainty in soot volume fraction estimates using Bayesian inference of auto-correlated laser-induced incandescence measurements

NASA Astrophysics Data System (ADS)

Hadwin, Paul J.; Sipkens, T. A.; Thomson, K. A.; Liu, F.; Daun, K. J.

2016-01-01

Auto-correlated laser-induced incandescence (AC-LII) infers the soot volume fraction (SVF) of soot particles by comparing the spectral incandescence from laser-energized particles to the pyrometrically inferred peak soot temperature. This calculation requires detailed knowledge of model parameters such as the absorption function of soot, which may vary with combustion chemistry, soot age, and the internal structure of the soot. This work presents a Bayesian methodology to quantify such uncertainties. This technique treats the additional "nuisance" model parameters, including the soot absorption function, as stochastic variables and incorporates the current state of knowledge of these parameters into the inference process through maximum entropy priors. While standard AC-LII analysis provides a point estimate of the SVF, Bayesian techniques infer the posterior probability density, which will allow scientists and engineers to better assess the reliability of AC-LII inferred SVFs in the context of environmental regulations and competing diagnostics.

Applying Bayesian belief networks in rapid response situations

DOE Office of Scientific and Technical Information (OSTI.GOV)

Gibson, William L; Deborah, Leishman, A.; Van Eeckhout, Edward

2008-01-01

The authors have developed an enhanced Bayesian analysis tool called the Integrated Knowledge Engine (IKE) for monitoring and surveillance. The enhancements are suited for Rapid Response Situations where decisions must be made based on uncertain and incomplete evidence from many diverse and heterogeneous sources. The enhancements extend the probabilistic results of the traditional Bayesian analysis by (1) better quantifying uncertainty arising from model parameter uncertainty and uncertain evidence, (2) optimizing the collection of evidence to reach conclusions more quickly, and (3) allowing the analyst to determine the influence of the remaining evidence that cannot be obtained in the time allowed.more » These extended features give the analyst and decision maker a better comprehension of the adequacy of the acquired evidence and hence the quality of the hurried decisions. They also describe two example systems where the above features are highlighted.« less

Bayesian tomography and integrated data analysis in fusion diagnostics

DOE Office of Scientific and Technical Information (OSTI.GOV)

Li, Dong, E-mail: lid@swip.ac.cn; Dong, Y. B.; Deng, Wei

2016-11-15

In this article, a Bayesian tomography method using non-stationary Gaussian process for a prior has been introduced. The Bayesian formalism allows quantities which bear uncertainty to be expressed in the probabilistic form so that the uncertainty of a final solution can be fully resolved from the confidence interval of a posterior probability. Moreover, a consistency check of that solution can be performed by checking whether the misfits between predicted and measured data are reasonably within an assumed data error. In particular, the accuracy of reconstructions is significantly improved by using the non-stationary Gaussian process that can adapt to the varyingmore » smoothness of emission distribution. The implementation of this method to a soft X-ray diagnostics on HL-2A has been used to explore relevant physics in equilibrium and MHD instability modes. This project is carried out within a large size inference framework, aiming at an integrated analysis of heterogeneous diagnostics.« less

Probabilistic Damage Characterization Using the Computationally-Efficient Bayesian Approach

NASA Technical Reports Server (NTRS)

Warner, James E.; Hochhalter, Jacob D.

2016-01-01

This work presents a computationally-ecient approach for damage determination that quanti es uncertainty in the provided diagnosis. Given strain sensor data that are polluted with measurement errors, Bayesian inference is used to estimate the location, size, and orientation of damage. This approach uses Bayes' Theorem to combine any prior knowledge an analyst may have about the nature of the damage with information provided implicitly by the strain sensor data to form a posterior probability distribution over possible damage states. The unknown damage parameters are then estimated based on samples drawn numerically from this distribution using a Markov Chain Monte Carlo (MCMC) sampling algorithm. Several modi cations are made to the traditional Bayesian inference approach to provide signi cant computational speedup. First, an ecient surrogate model is constructed using sparse grid interpolation to replace a costly nite element model that must otherwise be evaluated for each sample drawn with MCMC. Next, the standard Bayesian posterior distribution is modi ed using a weighted likelihood formulation, which is shown to improve the convergence of the sampling process. Finally, a robust MCMC algorithm, Delayed Rejection Adaptive Metropolis (DRAM), is adopted to sample the probability distribution more eciently. Numerical examples demonstrate that the proposed framework e ectively provides damage estimates with uncertainty quanti cation and can yield orders of magnitude speedup over standard Bayesian approaches.

Bayesian wavelet PCA methodology for turbomachinery damage diagnosis under uncertainty

NASA Astrophysics Data System (ADS)

Xu, Shengli; Jiang, Xiaomo; Huang, Jinzhi; Yang, Shuhua; Wang, Xiaofang

2016-12-01

Centrifugal compressor often suffers various defects such as impeller cracking, resulting in forced outage of the total plant. Damage diagnostics and condition monitoring of such a turbomachinery system has become an increasingly important and powerful tool to prevent potential failure in components and reduce unplanned forced outage and further maintenance costs, while improving reliability, availability and maintainability of a turbomachinery system. This paper presents a probabilistic signal processing methodology for damage diagnostics using multiple time history data collected from different locations of a turbomachine, considering data uncertainty and multivariate correlation. The proposed methodology is based on the integration of three advanced state-of-the-art data mining techniques: discrete wavelet packet transform, Bayesian hypothesis testing, and probabilistic principal component analysis. The multiresolution wavelet analysis approach is employed to decompose a time series signal into different levels of wavelet coefficients. These coefficients represent multiple time-frequency resolutions of a signal. Bayesian hypothesis testing is then applied to each level of wavelet coefficient to remove possible imperfections. The ratio of posterior odds Bayesian approach provides a direct means to assess whether there is imperfection in the decomposed coefficients, thus avoiding over-denoising. Power spectral density estimated by the Welch method is utilized to evaluate the effectiveness of Bayesian wavelet cleansing method. Furthermore, the probabilistic principal component analysis approach is developed to reduce dimensionality of multiple time series and to address multivariate correlation and data uncertainty for damage diagnostics. The proposed methodology and generalized framework is demonstrated with a set of sensor data collected from a real-world centrifugal compressor with impeller cracks, through both time series and contour analyses of vibration signal and principal components.

Bayesian focalization: quantifying source localization with environmental uncertainty.

PubMed

Dosso, Stan E; Wilmut, Michael J

2007-05-01

This paper applies a Bayesian formulation to study ocean acoustic source localization as a function of uncertainty in environmental properties (water column and seabed) and of data information content [signal-to-noise ratio (SNR) and number of frequencies]. The approach follows that of the optimum uncertain field processor [A. M. Richardson and L. W. Nolte, J. Acoust. Soc. Am. 89, 2280-2284 (1991)], in that localization uncertainty is quantified by joint marginal probability distributions for source range and depth integrated over uncertain environmental properties. The integration is carried out here using Metropolis Gibbs' sampling for environmental parameters and heat-bath Gibbs' sampling for source location to provide efficient sampling over complicated parameter spaces. The approach is applied to acoustic data from a shallow-water site in the Mediterranean Sea where previous geoacoustic studies have been carried out. It is found that reliable localization requires a sufficient combination of prior (environmental) information and data information. For example, sources can be localized reliably for single-frequency data at low SNR (-3 dB) only with small environmental uncertainties, whereas successful localization with large environmental uncertainties requires higher SNR and/or multifrequency data.

Chemical purity using quantitative 1H-nuclear magnetic resonance: a hierarchical Bayesian approach for traceable calibrations

NASA Astrophysics Data System (ADS)

Toman, Blaza; Nelson, Michael A.; Lippa, Katrice A.

2016-10-01

Chemical purity assessment using quantitative 1H-nuclear magnetic resonance spectroscopy is a method based on ratio references of mass and signal intensity of the analyte species to that of chemical standards of known purity. As such, it is an example of a calculation using a known measurement equation with multiple inputs. Though multiple samples are often analyzed during purity evaluations in order to assess measurement repeatability, the uncertainty evaluation must also account for contributions from inputs to the measurement equation. Furthermore, there may be other uncertainty components inherent in the experimental design, such as independent implementation of multiple calibration standards. As such, the uncertainty evaluation is not purely bottom up (based on the measurement equation) or top down (based on the experimental design), but inherently contains elements of both. This hybrid form of uncertainty analysis is readily implemented with Bayesian statistical analysis. In this article we describe this type of analysis in detail and illustrate it using data from an evaluation of chemical purity and its uncertainty for a folic acid material.

Uncertainty in Ecohydrological Modeling in an Arid Region Determined with Bayesian Methods

PubMed Central

Yang, Junjun; He, Zhibin; Du, Jun; Chen, Longfei; Zhu, Xi

2016-01-01

In arid regions, water resources are a key forcing factor in ecosystem circulation, and soil moisture is the critical link that constrains plant and animal life on the soil surface and underground. Simulation of soil moisture in arid ecosystems is inherently difficult due to high variability. We assessed the applicability of the process-oriented CoupModel for forecasting of soil water relations in arid regions. We used vertical soil moisture profiling for model calibration. We determined that model-structural uncertainty constituted the largest error; the model did not capture the extremes of low soil moisture in the desert-oasis ecotone (DOE), particularly below 40 cm soil depth. Our results showed that total uncertainty in soil moisture prediction was improved when input and output data, parameter value array, and structure errors were characterized explicitly. Bayesian analysis was applied with prior information to reduce uncertainty. The need to provide independent descriptions of uncertainty analysis (UA) in the input and output data was demonstrated. Application of soil moisture simulation in arid regions will be useful for dune-stabilization and revegetation efforts in the DOE. PMID:26963523

Classifying the Sizes of Explosive Eruptions using Tephra Deposits: The Advantages of a Numerical Inversion Approach

NASA Astrophysics Data System (ADS)

Connor, C.; Connor, L.; White, J.

2015-12-01

Explosive volcanic eruptions are often classified by deposit mass and eruption column height. How well are these eruption parameters determined in older deposits, and how well can we reduce uncertainty using robust numerical and statistical methods? We describe an efficient and effective inversion and uncertainty quantification approach for estimating eruption parameters given a dataset of tephra deposit thickness and granulometry. The inversion and uncertainty quantification is implemented using the open-source PEST++ code. Inversion with PEST++ can be used with a variety of forward models and here is applied using Tephra2, a code that simulates advective and dispersive tephra transport and deposition. The Levenburg-Marquardt algorithm is combined with formal Tikhonov and subspace regularization to invert eruption parameters; a linear equation for conditional uncertainty propagation is used to estimate posterior parameter uncertainty. Both the inversion and uncertainty analysis support simultaneous analysis of the full eruption and wind-field parameterization. The combined inversion/uncertainty-quantification approach is applied to the 1992 eruption of Cerro Negro (Nicaragua), the 2011 Kirishima-Shinmoedake (Japan), and the 1913 Colima (Mexico) eruptions. These examples show that although eruption mass uncertainty is reduced by inversion against tephra isomass data, considerable uncertainty remains for many eruption and wind-field parameters, such as eruption column height. Supplementing the inversion dataset with tephra granulometry data is shown to further reduce the uncertainty of most eruption and wind-field parameters. We think the use of such robust models provides a better understanding of uncertainty in eruption parameters, and hence eruption classification, than is possible with more qualitative methods that are widely used.

Sensitivity Analysis and Uncertainty Quantification for the LAMMPS Molecular Dynamics Simulation Code

DOE Office of Scientific and Technical Information (OSTI.GOV)

Picard, Richard Roy; Bhat, Kabekode Ghanasham

2017-07-18

We examine sensitivity analysis and uncertainty quantification for molecular dynamics simulation. Extreme (large or small) output values for the LAMMPS code often occur at the boundaries of input regions, and uncertainties in those boundary values are overlooked by common SA methods. Similarly, input values for which code outputs are consistent with calibration data can also occur near boundaries. Upon applying approaches in the literature for imprecise probabilities (IPs), much more realistic results are obtained than for the complacent application of standard SA and code calibration.

Numerical Uncertainty Quantification for Radiation Analysis Tools

NASA Technical Reports Server (NTRS)

Anderson, Brooke; Blattnig, Steve; Clowdsley, Martha

2007-01-01

Recently a new emphasis has been placed on engineering applications of space radiation analyses and thus a systematic effort of Verification, Validation and Uncertainty Quantification (VV&UQ) of the tools commonly used for radiation analysis for vehicle design and mission planning has begun. There are two sources of uncertainty in geometric discretization addressed in this paper that need to be quantified in order to understand the total uncertainty in estimating space radiation exposures. One source of uncertainty is in ray tracing, as the number of rays increase the associated uncertainty decreases, but the computational expense increases. Thus, a cost benefit analysis optimizing computational time versus uncertainty is needed and is addressed in this paper. The second source of uncertainty results from the interpolation over the dose vs. depth curves that is needed to determine the radiation exposure. The question, then, is what is the number of thicknesses that is needed to get an accurate result. So convergence testing is performed to quantify the uncertainty associated with interpolating over different shield thickness spatial grids.

How Reliable is Bayesian Model Averaging Under Noisy Data? Statistical Assessment and Implications for Robust Model Selection

NASA Astrophysics Data System (ADS)

Schöniger, Anneli; Wöhling, Thomas; Nowak, Wolfgang

2014-05-01

Bayesian model averaging ranks the predictive capabilities of alternative conceptual models based on Bayes' theorem. The individual models are weighted with their posterior probability to be the best one in the considered set of models. Finally, their predictions are combined into a robust weighted average and the predictive uncertainty can be quantified. This rigorous procedure does, however, not yet account for possible instabilities due to measurement noise in the calibration data set. This is a major drawback, since posterior model weights may suffer a lack of robustness related to the uncertainty in noisy data, which may compromise the reliability of model ranking. We present a new statistical concept to account for measurement noise as source of uncertainty for the weights in Bayesian model averaging. Our suggested upgrade reflects the limited information content of data for the purpose of model selection. It allows us to assess the significance of the determined posterior model weights, the confidence in model selection, and the accuracy of the quantified predictive uncertainty. Our approach rests on a brute-force Monte Carlo framework. We determine the robustness of model weights against measurement noise by repeatedly perturbing the observed data with random realizations of measurement error. Then, we analyze the induced variability in posterior model weights and introduce this "weighting variance" as an additional term into the overall prediction uncertainty analysis scheme. We further determine the theoretical upper limit in performance of the model set which is imposed by measurement noise. As an extension to the merely relative model ranking, this analysis provides a measure of absolute model performance. To finally decide, whether better data or longer time series are needed to ensure a robust basis for model selection, we resample the measurement time series and assess the convergence of model weights for increasing time series length. We illustrate our suggested approach with an application to model selection between different soil-plant models following up on a study by Wöhling et al. (2013). Results show that measurement noise compromises the reliability of model ranking and causes a significant amount of weighting uncertainty, if the calibration data time series is not long enough to compensate for its noisiness. This additional contribution to the overall predictive uncertainty is neglected without our approach. Thus, we strongly advertise to include our suggested upgrade in the Bayesian model averaging routine.

Adaptive selection and validation of models of complex systems in the presence of uncertainty

DOE Office of Scientific and Technical Information (OSTI.GOV)

Farrell-Maupin, Kathryn; Oden, J. T.

This study describes versions of OPAL, the Occam-Plausibility Algorithm in which the use of Bayesian model plausibilities is replaced with information theoretic methods, such as the Akaike Information Criterion and the Bayes Information Criterion. Applications to complex systems of coarse-grained molecular models approximating atomistic models of polyethylene materials are described. All of these model selection methods take into account uncertainties in the model, the observational data, the model parameters, and the predicted quantities of interest. A comparison of the models chosen by Bayesian model selection criteria and those chosen by the information-theoretic criteria is given.

Spectral Analysis of B Stars: An Application of Bayesian Statistics

NASA Astrophysics Data System (ADS)

Mugnes, J.-M.; Robert, C.

2012-12-01

To better understand the processes involved in stellar physics, it is necessary to obtain accurate stellar parameters (effective temperature, surface gravity, abundances…). Spectral analysis is a powerful tool for investigating stars, but it is also vital to reduce uncertainties at a decent computational cost. Here we present a spectral analysis method based on a combination of Bayesian statistics and grids of synthetic spectra obtained with TLUSTY. This method simultaneously constrains the stellar parameters by using all the lines accessible in observed spectra and thus greatly reduces uncertainties and improves the overall spectrum fitting. Preliminary results are shown using spectra from the Observatoire du Mont-Mégantic.

Adaptive selection and validation of models of complex systems in the presence of uncertainty

DOE PAGES

Farrell-Maupin, Kathryn; Oden, J. T.

2017-08-01

This study describes versions of OPAL, the Occam-Plausibility Algorithm in which the use of Bayesian model plausibilities is replaced with information theoretic methods, such as the Akaike Information Criterion and the Bayes Information Criterion. Applications to complex systems of coarse-grained molecular models approximating atomistic models of polyethylene materials are described. All of these model selection methods take into account uncertainties in the model, the observational data, the model parameters, and the predicted quantities of interest. A comparison of the models chosen by Bayesian model selection criteria and those chosen by the information-theoretic criteria is given.

Bayesian correction of H(z) data uncertainties

NASA Astrophysics Data System (ADS)

Jesus, J. F.; Gregório, T. M.; Andrade-Oliveira, F.; Valentim, R.; Matos, C. A. O.

2018-07-01

We compile 41 H(z) data from literature and use them to constrain OΛCDM and flat ΛCDM parameters. We show that the available H(z) suffers from uncertainties overestimation and propose a Bayesian method to reduce them. As a result of this method, using H(z) only, we find, in the context of OΛCDM, H0 = 69.5 ± 2.5 km s-1 Mpc-1, Ωm = 0.242 ± 0.036, and Ω _Λ =0.68± 0.14. In the context of flat ΛCDM model, we have found H0 = 70.4 ± 1.2 km s-1 Mpc-1 and Ωm = 0.256 ± 0.014. This corresponds to an uncertainty reduction of up to ≈ 30 per cent when compared to the uncorrected analysis in both cases.

A hierarchical Bayesian GEV model for improving local and regional flood quantile estimates

NASA Astrophysics Data System (ADS)

Lima, Carlos H. R.; Lall, Upmanu; Troy, Tara; Devineni, Naresh

2016-10-01

We estimate local and regional Generalized Extreme Value (GEV) distribution parameters for flood frequency analysis in a multilevel, hierarchical Bayesian framework, to explicitly model and reduce uncertainties. As prior information for the model, we assume that the GEV location and scale parameters for each site come from independent log-normal distributions, whose mean parameter scales with the drainage area. From empirical and theoretical arguments, the shape parameter for each site is shrunk towards a common mean. Non-informative prior distributions are assumed for the hyperparameters and the MCMC method is used to sample from the joint posterior distribution. The model is tested using annual maximum series from 20 streamflow gauges located in an 83,000 km2 flood prone basin in Southeast Brazil. The results show a significant reduction of uncertainty estimates of flood quantile estimates over the traditional GEV model, particularly for sites with shorter records. For return periods within the range of the data (around 50 years), the Bayesian credible intervals for the flood quantiles tend to be narrower than the classical confidence limits based on the delta method. As the return period increases beyond the range of the data, the confidence limits from the delta method become unreliable and the Bayesian credible intervals provide a way to estimate satisfactory confidence bands for the flood quantiles considering parameter uncertainties and regional information. In order to evaluate the applicability of the proposed hierarchical Bayesian model for regional flood frequency analysis, we estimate flood quantiles for three randomly chosen out-of-sample sites and compare with classical estimates using the index flood method. The posterior distributions of the scaling law coefficients are used to define the predictive distributions of the GEV location and scale parameters for the out-of-sample sites given only their drainage areas and the posterior distribution of the average shape parameter is taken as the regional predictive distribution for this parameter. While the index flood method does not provide a straightforward way to consider the uncertainties in the index flood and in the regional parameters, the results obtained here show that the proposed Bayesian method is able to produce adequate credible intervals for flood quantiles that are in accordance with empirical estimates.

Capturing and Displaying Uncertainty in the Common Tactical/Environmental Picture

DTIC Science & Technology

2003-09-30

multistatic active detection, and incorporated this characterization into a Bayesian track - before - detect system called, the Likelihood Ratio Tracker (LRT...prediction uncertainty in a track before detect system for multistatic active sonar. The approach has worked well on limited simulation data. IMPACT

Uncertainty quantification in volumetric Particle Image Velocimetry

NASA Astrophysics Data System (ADS)

Bhattacharya, Sayantan; Charonko, John; Vlachos, Pavlos

2016-11-01

Particle Image Velocimetry (PIV) uncertainty quantification is challenging due to coupled sources of elemental uncertainty and complex data reduction procedures in the measurement chain. Recent developments in this field have led to uncertainty estimation methods for planar PIV. However, no framework exists for three-dimensional volumetric PIV. In volumetric PIV the measurement uncertainty is a function of reconstructed three-dimensional particle location that in turn is very sensitive to the accuracy of the calibration mapping function. Furthermore, the iterative correction to the camera mapping function using triangulated particle locations in space (volumetric self-calibration) has its own associated uncertainty due to image noise and ghost particle reconstructions. Here we first quantify the uncertainty in the triangulated particle position which is a function of particle detection and mapping function uncertainty. The location uncertainty is then combined with the three-dimensional cross-correlation uncertainty that is estimated as an extension of the 2D PIV uncertainty framework. Finally the overall measurement uncertainty is quantified using an uncertainty propagation equation. The framework is tested with both simulated and experimental cases. For the simulated cases the variation of estimated uncertainty with the elemental volumetric PIV error sources are also evaluated. The results show reasonable prediction of standard uncertainty with good coverage.

A General Structure for Legal Arguments about Evidence Using Bayesian Networks

ERIC Educational Resources Information Center

Fenton, Norman; Neil, Martin; Lagnado, David A.

2013-01-01

A Bayesian network (BN) is a graphical model of uncertainty that is especially well suited to legal arguments. It enables us to visualize and model dependencies between different hypotheses and pieces of evidence and to calculate the revised probability beliefs about all uncertain factors when any piece of new evidence is presented. Although BNs…

Predicting Graduation Rates at 4-Year Broad Access Institutions Using a Bayesian Modeling Approach

ERIC Educational Resources Information Center

Crisp, Gloria; Doran, Erin; Salis Reyes, Nicole A.

2018-01-01

This study models graduation rates at 4-year broad access institutions (BAIs). We examine the student body, structural-demographic, and financial characteristics that best predict 6-year graduation rates across two time periods (2008-2009 and 2014-2015). A Bayesian model averaging approach is utilized to account for uncertainty in variable…

Mads.jl

DOE Office of Scientific and Technical Information (OSTI.GOV)

Vesselinov, Velimir; O'Malley, Daniel; Lin, Youzuo

2016-07-01

Mads.jl (Model analysis and decision support in Julia) is a code that streamlines the process of using data and models for analysis and decision support. It is based on another open-source code developed at LANL and written in C/C++ (MADS; http://mads.lanl.gov; LA-CC-11- 035). Mads.jl can work with external models of arbitrary complexity as well as built-in models of flow and transport in porous media. It enables a number of data- and model-based analyses including model calibration, sensitivity analysis, uncertainty quantification, and decision analysis. The code also can use a series of alternative adaptive computational techniques for Bayesian sampling, Monte Carlo,more » and Bayesian Information-Gap Decision Theory. The code is implemented in the Julia programming language, and has high-performance (parallel) and memory management capabilities. The code uses a series of third party modules developed by others. The code development will also include contributions to the existing third party modules written in Julia; this contributions will be important for the efficient implementation of the algorithm used by Mads.jl. The code also uses a series of LANL developed modules that are developed by Dan O'Malley; these modules will be also a part of the Mads.jl release. Mads.jl will be released under GPL V3 license. The code will be distributed as a Git repo at gitlab.com and github.com. Mads.jl manual and documentation will be posted at madsjulia.lanl.gov.« less

Multilevel Sequential2 Monte Carlo for Bayesian inverse problems

NASA Astrophysics Data System (ADS)

Latz, Jonas; Papaioannou, Iason; Ullmann, Elisabeth

2018-09-01

The identification of parameters in mathematical models using noisy observations is a common task in uncertainty quantification. We employ the framework of Bayesian inversion: we combine monitoring and observational data with prior information to estimate the posterior distribution of a parameter. Specifically, we are interested in the distribution of a diffusion coefficient of an elliptic PDE. In this setting, the sample space is high-dimensional, and each sample of the PDE solution is expensive. To address these issues we propose and analyse a novel Sequential Monte Carlo (SMC) sampler for the approximation of the posterior distribution. Classical, single-level SMC constructs a sequence of measures, starting with the prior distribution, and finishing with the posterior distribution. The intermediate measures arise from a tempering of the likelihood, or, equivalently, a rescaling of the noise. The resolution of the PDE discretisation is fixed. In contrast, our estimator employs a hierarchy of PDE discretisations to decrease the computational cost. We construct a sequence of intermediate measures by decreasing the temperature or by increasing the discretisation level at the same time. This idea builds on and generalises the multi-resolution sampler proposed in P.S. Koutsourelakis (2009) [33] where a bridging scheme is used to transfer samples from coarse to fine discretisation levels. Importantly, our choice between tempering and bridging is fully adaptive. We present numerical experiments in 2D space, comparing our estimator to single-level SMC and the multi-resolution sampler.

Dakota Graphical User Interface v. 1.0

DOE Office of Scientific and Technical Information (OSTI.GOV)

Friedman-Hill, Ernest; Glickman, Matthew; Gibson, Marcus

Graphical analysis environment for Sandia’s Dakota software for optimization and uncertainty quantification. The Dakota GUI is an interactive graphical analysis environment for creating, running, and interpreting Dakota optimization and uncertainty quantification studies. It includes problem (Dakota study) set-up, option specification, simulation interfacing, analysis execution, and results visualization. Through the use of wizards, templates, and views, Dakota GUI helps uses navigate Dakota’s complex capability landscape.

A Posteriori Error Analysis and Uncertainty Quantification for Adaptive Multiscale Operator Decomposition Methods for Multiphysics Problems

DTIC Science & Technology

2014-04-01

Barrier methods for critical exponent problems in geometric analysis and mathematical physics, J. Erway and M. Holst, Submitted for publication ...TR-14-33 A Posteriori Error Analysis and Uncertainty Quantification for Adaptive Multiscale Operator Decomposition Methods for Multiphysics...Problems Approved for public release, distribution is unlimited. April 2014 HDTRA1-09-1-0036 Donald Estep and Michael

Underwater passive acoustic localization of Pacific walruses in the northeastern Chukchi Sea.

PubMed

Rideout, Brendan P; Dosso, Stan E; Hannay, David E

2013-09-01

This paper develops and applies a linearized Bayesian localization algorithm based on acoustic arrival times of marine mammal vocalizations at spatially-separated receivers which provides three-dimensional (3D) location estimates with rigorous uncertainty analysis. To properly account for uncertainty in receiver parameters (3D hydrophone locations and synchronization times) and environmental parameters (water depth and sound-speed correction), these quantities are treated as unknowns constrained by prior estimates and prior uncertainties. Unknown scaling factors on both the prior and arrival-time uncertainties are estimated by minimizing Akaike's Bayesian information criterion (a maximum entropy condition). Maximum a posteriori estimates for sound source locations and times, receiver parameters, and environmental parameters are calculated simultaneously using measurements of arrival times for direct and interface-reflected acoustic paths. Posterior uncertainties for all unknowns incorporate both arrival time and prior uncertainties. Monte Carlo simulation results demonstrate that, for the cases considered here, linearization errors are small and the lack of an accurate sound-speed profile does not cause significant biases in the estimated locations. A sequence of Pacific walrus vocalizations, recorded in the Chukchi Sea northwest of Alaska, is localized using this technique, yielding a track estimate and uncertainties with an estimated speed comparable to normal walrus swim speeds.

Robust Bayesian linear regression with application to an analysis of the CODATA values for the Planck constant

NASA Astrophysics Data System (ADS)

Wübbeler, Gerd; Bodnar, Olha; Elster, Clemens

2018-02-01

Weighted least-squares estimation is commonly applied in metrology to fit models to measurements that are accompanied with quoted uncertainties. The weights are chosen in dependence on the quoted uncertainties. However, when data and model are inconsistent in view of the quoted uncertainties, this procedure does not yield adequate results. When it can be assumed that all uncertainties ought to be rescaled by a common factor, weighted least-squares estimation may still be used, provided that a simple correction of the uncertainty obtained for the estimated model is applied. We show that these uncertainties and credible intervals are robust, as they do not rely on the assumption of a Gaussian distribution of the data. Hence, common software for weighted least-squares estimation may still safely be employed in such a case, followed by a simple modification of the uncertainties obtained by that software. We also provide means of checking the assumptions of such an approach. The Bayesian regression procedure is applied to analyze the CODATA values for the Planck constant published over the past decades in terms of three different models: a constant model, a straight line model and a spline model. Our results indicate that the CODATA values may not have yet stabilized.

Bayesian soft X-ray tomography using non-stationary Gaussian Processes

NASA Astrophysics Data System (ADS)

Li, Dong; Svensson, J.; Thomsen, H.; Medina, F.; Werner, A.; Wolf, R.

2013-08-01

In this study, a Bayesian based non-stationary Gaussian Process (GP) method for the inference of soft X-ray emissivity distribution along with its associated uncertainties has been developed. For the investigation of equilibrium condition and fast magnetohydrodynamic behaviors in nuclear fusion plasmas, it is of importance to infer, especially in the plasma center, spatially resolved soft X-ray profiles from a limited number of noisy line integral measurements. For this ill-posed inversion problem, Bayesian probability theory can provide a posterior probability distribution over all possible solutions under given model assumptions. Specifically, the use of a non-stationary GP to model the emission allows the model to adapt to the varying length scales of the underlying diffusion process. In contrast to other conventional methods, the prior regularization is realized in a probability form which enhances the capability of uncertainty analysis, in consequence, scientists who concern the reliability of their results will benefit from it. Under the assumption of normally distributed noise, the posterior distribution evaluated at a discrete number of points becomes a multivariate normal distribution whose mean and covariance are analytically available, making inversions and calculation of uncertainty fast. Additionally, the hyper-parameters embedded in the model assumption can be optimized through a Bayesian Occam's Razor formalism and thereby automatically adjust the model complexity. This method is shown to produce convincing reconstructions and good agreements with independently calculated results from the Maximum Entropy and Equilibrium-Based Iterative Tomography Algorithm methods.

Bayesian soft X-ray tomography using non-stationary Gaussian Processes.

PubMed

Li, Dong; Svensson, J; Thomsen, H; Medina, F; Werner, A; Wolf, R

2013-08-01

In this study, a Bayesian based non-stationary Gaussian Process (GP) method for the inference of soft X-ray emissivity distribution along with its associated uncertainties has been developed. For the investigation of equilibrium condition and fast magnetohydrodynamic behaviors in nuclear fusion plasmas, it is of importance to infer, especially in the plasma center, spatially resolved soft X-ray profiles from a limited number of noisy line integral measurements. For this ill-posed inversion problem, Bayesian probability theory can provide a posterior probability distribution over all possible solutions under given model assumptions. Specifically, the use of a non-stationary GP to model the emission allows the model to adapt to the varying length scales of the underlying diffusion process. In contrast to other conventional methods, the prior regularization is realized in a probability form which enhances the capability of uncertainty analysis, in consequence, scientists who concern the reliability of their results will benefit from it. Under the assumption of normally distributed noise, the posterior distribution evaluated at a discrete number of points becomes a multivariate normal distribution whose mean and covariance are analytically available, making inversions and calculation of uncertainty fast. Additionally, the hyper-parameters embedded in the model assumption can be optimized through a Bayesian Occam's Razor formalism and thereby automatically adjust the model complexity. This method is shown to produce convincing reconstructions and good agreements with independently calculated results from the Maximum Entropy and Equilibrium-Based Iterative Tomography Algorithm methods.

How People Use Social Information to Find out What to Want in the Paradigmatic Case of Inter-temporal Preferences

PubMed Central

Dolan, Raymond J.

2016-01-01

The weight with which a specific outcome feature contributes to preference quantifies a person’s ‘taste’ for that feature. However, far from being fixed personality characteristics, tastes are plastic. They tend to align, for example, with those of others even if such conformity is not rewarded. We hypothesised that people can be uncertain about their tastes. Personal tastes are therefore uncertain beliefs. People can thus learn about them by considering evidence, such as the preferences of relevant others, and then performing Bayesian updating. If a person’s choice variability reflects uncertainty, as in random-preference models, then a signature of Bayesian updating is that the degree of taste change should correlate with that person’s choice variability. Temporal discounting coefficients are an important example of taste–for patience. These coefficients quantify impulsivity, have good psychometric properties and can change upon observing others’ choices. We examined discounting preferences in a novel, large community study of 14–24 year olds. We assessed discounting behaviour, including decision variability, before and after participants observed another person’s choices. We found good evidence for taste uncertainty and for Bayesian taste updating. First, participants displayed decision variability which was better accounted for by a random-taste than by a response-noise model. Second, apparent taste shifts were well described by a Bayesian model taking into account taste uncertainty and the relevance of social information. Our findings have important neuroscientific, clinical and developmental significance. PMID:27447491

DOE Office of Scientific and Technical Information (OSTI.GOV)

Mitrani, J

Bayesian networks (BN) are an excellent tool for modeling uncertainties in systems with several interdependent variables. A BN is a directed acyclic graph, and consists of a structure, or the set of directional links between variables that depend on other variables, and conditional probabilities (CP) for each variable. In this project, we apply BN's to understand uncertainties in NIF ignition experiments. One can represent various physical properties of National Ignition Facility (NIF) capsule implosions as variables in a BN. A dataset containing simulations of NIF capsule implosions was provided. The dataset was generated from a radiation hydrodynamics code, and itmore » contained 120 simulations of 16 variables. Relevant knowledge about the physics of NIF capsule implosions and greedy search algorithms were used to search for hypothetical structures for a BN. Our preliminary results found 6 links between variables in the dataset. However, we thought there should have been more links between the dataset variables based on the physics of NIF capsule implosions. Important reasons for the paucity of links are the relatively small size of the dataset, and the sampling of the values for dataset variables. Another factor that might have caused the paucity of links is the fact that in the dataset, 20% of the simulations represented successful fusion, and 80% didn't, (simulations of unsuccessful fusion are useful for measuring certain diagnostics) which skewed the distributions of several variables, and possibly reduced the number of links. Nevertheless, by illustrating the interdependencies and conditional probabilities of several parameters and diagnostics, an accurate and complete BN built from an appropriate simulation set would provide uncertainty quantification for NIF capsule implosions.« less

Rigorous evaluation of chemical measurement uncertainty: liquid chromatographic analysis methods using detector response factor calibration

NASA Astrophysics Data System (ADS)

Toman, Blaza; Nelson, Michael A.; Bedner, Mary

2017-06-01

Chemical measurement methods are designed to promote accurate knowledge of a measurand or system. As such, these methods often allow elicitation of latent sources of variability and correlation in experimental data. They typically implement measurement equations that support quantification of effects associated with calibration standards and other known or observed parametric variables. Additionally, multiple samples and calibrants are usually analyzed to assess accuracy of the measurement procedure and repeatability by the analyst. Thus, a realistic assessment of uncertainty for most chemical measurement methods is not purely bottom-up (based on the measurement equation) or top-down (based on the experimental design), but inherently contains elements of both. Confidence in results must be rigorously evaluated for the sources of variability in all of the bottom-up and top-down elements. This type of analysis presents unique challenges due to various statistical correlations among the outputs of measurement equations. One approach is to use a Bayesian hierarchical (BH) model which is intrinsically rigorous, thus making it a straightforward method for use with complex experimental designs, particularly when correlations among data are numerous and difficult to elucidate or explicitly quantify. In simpler cases, careful analysis using GUM Supplement 1 (MC) methods augmented with random effects meta analysis yields similar results to a full BH model analysis. In this article we describe both approaches to rigorous uncertainty evaluation using as examples measurements of 25-hydroxyvitamin D3 in solution reference materials via liquid chromatography with UV absorbance detection (LC-UV) and liquid chromatography mass spectrometric detection using isotope dilution (LC-IDMS).

Testing for ontological errors in probabilistic forecasting models of natural systems

PubMed Central

Marzocchi, Warner; Jordan, Thomas H.

2014-01-01

Probabilistic forecasting models describe the aleatory variability of natural systems as well as our epistemic uncertainty about how the systems work. Testing a model against observations exposes ontological errors in the representation of a system and its uncertainties. We clarify several conceptual issues regarding the testing of probabilistic forecasting models for ontological errors: the ambiguity of the aleatory/epistemic dichotomy, the quantification of uncertainties as degrees of belief, the interplay between Bayesian and frequentist methods, and the scientific pathway for capturing predictability. We show that testability of the ontological null hypothesis derives from an experimental concept, external to the model, that identifies collections of data, observed and not yet observed, that are judged to be exchangeable when conditioned on a set of explanatory variables. These conditional exchangeability judgments specify observations with well-defined frequencies. Any model predicting these behaviors can thus be tested for ontological error by frequentist methods; e.g., using P values. In the forecasting problem, prior predictive model checking, rather than posterior predictive checking, is desirable because it provides more severe tests. We illustrate experimental concepts using examples from probabilistic seismic hazard analysis. Severe testing of a model under an appropriate set of experimental concepts is the key to model validation, in which we seek to know whether a model replicates the data-generating process well enough to be sufficiently reliable for some useful purpose, such as long-term seismic forecasting. Pessimistic views of system predictability fail to recognize the power of this methodology in separating predictable behaviors from those that are not. PMID:25097265

Rational selection of experimental readout and intervention sites for reducing uncertainties in computational model predictions.

PubMed

Flassig, Robert J; Migal, Iryna; der Zalm, Esther van; Rihko-Struckmann, Liisa; Sundmacher, Kai

2015-01-16

Understanding the dynamics of biological processes can substantially be supported by computational models in the form of nonlinear ordinary differential equations (ODE). Typically, this model class contains many unknown parameters, which are estimated from inadequate and noisy data. Depending on the ODE structure, predictions based on unmeasured states and associated parameters are highly uncertain, even undetermined. For given data, profile likelihood analysis has been proven to be one of the most practically relevant approaches for analyzing the identifiability of an ODE structure, and thus model predictions. In case of highly uncertain or non-identifiable parameters, rational experimental design based on various approaches has shown to significantly reduce parameter uncertainties with minimal amount of effort. In this work we illustrate how to use profile likelihood samples for quantifying the individual contribution of parameter uncertainty to prediction uncertainty. For the uncertainty quantification we introduce the profile likelihood sensitivity (PLS) index. Additionally, for the case of several uncertain parameters, we introduce the PLS entropy to quantify individual contributions to the overall prediction uncertainty. We show how to use these two criteria as an experimental design objective for selecting new, informative readouts in combination with intervention site identification. The characteristics of the proposed multi-criterion objective are illustrated with an in silico example. We further illustrate how an existing practically non-identifiable model for the chlorophyll fluorescence induction in a photosynthetic organism, D. salina, can be rendered identifiable by additional experiments with new readouts. Having data and profile likelihood samples at hand, the here proposed uncertainty quantification based on prediction samples from the profile likelihood provides a simple way for determining individual contributions of parameter uncertainties to uncertainties in model predictions. The uncertainty quantification of specific model predictions allows identifying regions, where model predictions have to be considered with care. Such uncertain regions can be used for a rational experimental design to render initially highly uncertain model predictions into certainty. Finally, our uncertainty quantification directly accounts for parameter interdependencies and parameter sensitivities of the specific prediction.

Neural Mechanisms of Updating under Reducible and Irreducible Uncertainty.

PubMed

Kobayashi, Kenji; Hsu, Ming

2017-07-19

Adaptive decision making depends on an agent's ability to use environmental signals to reduce uncertainty. However, because of multiple types of uncertainty, agents must take into account not only the extent to which signals violate prior expectations but also whether uncertainty can be reduced in the first place. Here we studied how human brains of both sexes respond to signals under conditions of reducible and irreducible uncertainty. We show behaviorally that subjects' value updating was sensitive to the reducibility of uncertainty, and could be quantitatively characterized by a Bayesian model where agents ignore expectancy violations that do not update beliefs or values. Using fMRI, we found that neural processes underlying belief and value updating were separable from responses to expectancy violation, and that reducibility of uncertainty in value modulated connections from belief-updating regions to value-updating regions. Together, these results provide insights into how agents use knowledge about uncertainty to make better decisions while ignoring mere expectancy violation. SIGNIFICANCE STATEMENT To make good decisions, a person must observe the environment carefully, and use these observations to reduce uncertainty about consequences of actions. Importantly, uncertainty should not be reduced purely based on how surprising the observations are, particularly because in some cases uncertainty is not reducible. Here we show that the human brain indeed reduces uncertainty adaptively by taking into account the nature of uncertainty and ignoring mere surprise. Behaviorally, we show that human subjects reduce uncertainty in a quasioptimal Bayesian manner. Using fMRI, we characterize brain regions that may be involved in uncertainty reduction, as well as the network they constitute, and dissociate them from brain regions that respond to mere surprise. Copyright © 2017 the authors 0270-6474/17/376972-11$15.00/0.

Neural Mechanisms of Updating under Reducible and Irreducible Uncertainty

PubMed Central

2017-01-01

Adaptive decision making depends on an agent's ability to use environmental signals to reduce uncertainty. However, because of multiple types of uncertainty, agents must take into account not only the extent to which signals violate prior expectations but also whether uncertainty can be reduced in the first place. Here we studied how human brains of both sexes respond to signals under conditions of reducible and irreducible uncertainty. We show behaviorally that subjects' value updating was sensitive to the reducibility of uncertainty, and could be quantitatively characterized by a Bayesian model where agents ignore expectancy violations that do not update beliefs or values. Using fMRI, we found that neural processes underlying belief and value updating were separable from responses to expectancy violation, and that reducibility of uncertainty in value modulated connections from belief-updating regions to value-updating regions. Together, these results provide insights into how agents use knowledge about uncertainty to make better decisions while ignoring mere expectancy violation. SIGNIFICANCE STATEMENT To make good decisions, a person must observe the environment carefully, and use these observations to reduce uncertainty about consequences of actions. Importantly, uncertainty should not be reduced purely based on how surprising the observations are, particularly because in some cases uncertainty is not reducible. Here we show that the human brain indeed reduces uncertainty adaptively by taking into account the nature of uncertainty and ignoring mere surprise. Behaviorally, we show that human subjects reduce uncertainty in a quasioptimal Bayesian manner. Using fMRI, we characterize brain regions that may be involved in uncertainty reduction, as well as the network they constitute, and dissociate them from brain regions that respond to mere surprise. PMID:28626019

Bayesian Inference for Functional Dynamics Exploring in fMRI Data.

PubMed

Guo, Xuan; Liu, Bing; Chen, Le; Chen, Guantao; Pan, Yi; Zhang, Jing

2016-01-01

This paper aims to review state-of-the-art Bayesian-inference-based methods applied to functional magnetic resonance imaging (fMRI) data. Particularly, we focus on one specific long-standing challenge in the computational modeling of fMRI datasets: how to effectively explore typical functional interactions from fMRI time series and the corresponding boundaries of temporal segments. Bayesian inference is a method of statistical inference which has been shown to be a powerful tool to encode dependence relationships among the variables with uncertainty. Here we provide an introduction to a group of Bayesian-inference-based methods for fMRI data analysis, which were designed to detect magnitude or functional connectivity change points and to infer their functional interaction patterns based on corresponding temporal boundaries. We also provide a comparison of three popular Bayesian models, that is, Bayesian Magnitude Change Point Model (BMCPM), Bayesian Connectivity Change Point Model (BCCPM), and Dynamic Bayesian Variable Partition Model (DBVPM), and give a summary of their applications. We envision that more delicate Bayesian inference models will be emerging and play increasingly important roles in modeling brain functions in the years to come.

USACM Thematic Workshop On Uncertainty Quantification And Data-Driven Modeling.

DOE Office of Scientific and Technical Information (OSTI.GOV)

Stewart, James R.

The USACM Thematic Workshop on Uncertainty Quantification and Data-Driven Modeling was held on March 23-24, 2017, in Austin, TX. The organizers of the technical program were James R. Stewart of Sandia National Laboratories and Krishna Garikipati of University of Michigan. The administrative organizer was Ruth Hengst, who serves as Program Coordinator for the USACM. The organization of this workshop was coordinated through the USACM Technical Thrust Area on Uncertainty Quantification and Probabilistic Analysis. The workshop website (http://uqpm2017.usacm.org) includes the presentation agenda as well as links to several of the presentation slides (permission to access the presentations was granted by eachmore » of those speakers, respectively). Herein, this final report contains the complete workshop program that includes the presentation agenda, the presentation abstracts, and the list of posters.« less

Complex Systems Models and Their Applications: Towards a New Science of Verification, Validation & Uncertainty Quantification

DOE Office of Scientific and Technical Information (OSTI.GOV)

Tsao, Jeffrey Y.; Trucano, Timothy G.; Kleban, Stephen D.

This report contains the written footprint of a Sandia-hosted workshop held in Albuquerque, New Mexico, June 22-23, 2016 on “Complex Systems Models and Their Applications: Towards a New Science of Verification, Validation and Uncertainty Quantification,” as well as of pre-work that fed into the workshop. The workshop’s intent was to explore and begin articulating research opportunities at the intersection between two important Sandia communities: the complex systems (CS) modeling community, and the verification, validation and uncertainty quantification (VVUQ) community The overarching research opportunity (and challenge) that we ultimately hope to address is: how can we quantify the credibility of knowledgemore » gained from complex systems models, knowledge that is often incomplete and interim, but will nonetheless be used, sometimes in real-time, by decision makers?« less

Recognizing Uncertainty in the Q-Matrix via a Bayesian Extension of the DINA Model

ERIC Educational Resources Information Center

DeCarlo, Lawrence T.

2012-01-01

In the typical application of a cognitive diagnosis model, the Q-matrix, which reflects the theory with respect to the skills indicated by the items, is assumed to be known. However, the Q-matrix is usually determined by expert judgment, and so there can be uncertainty about some of its elements. Here it is shown that this uncertainty can be…

Fractional viscoelasticity in fractal and non-fractal media: Theory, experimental validation, and uncertainty analysis

NASA Astrophysics Data System (ADS)

Mashayekhi, Somayeh; Miles, Paul; Hussaini, M. Yousuff; Oates, William S.

2018-02-01

In this paper, fractional and non-fractional viscoelastic models for elastomeric materials are derived and analyzed in comparison to experimental results. The viscoelastic models are derived by expanding thermodynamic balance equations for both fractal and non-fractal media. The order of the fractional time derivative is shown to strongly affect the accuracy of the viscoelastic constitutive predictions. Model validation uses experimental data describing viscoelasticity of the dielectric elastomer Very High Bond (VHB) 4910. Since these materials are known for their broad applications in smart structures, it is important to characterize and accurately predict their behavior across a large range of time scales. Whereas integer order viscoelastic models can yield reasonable agreement with data, the model parameters often lack robustness in prediction at different deformation rates. Alternatively, fractional order models of viscoelasticity provide an alternative framework to more accurately quantify complex rate-dependent behavior. Prior research that has considered fractional order viscoelasticity lacks experimental validation and contains limited links between viscoelastic theory and fractional order derivatives. To address these issues, we use fractional order operators to experimentally validate fractional and non-fractional viscoelastic models in elastomeric solids using Bayesian uncertainty quantification. The fractional order model is found to be advantageous as predictions are significantly more accurate than integer order viscoelastic models for deformation rates spanning four orders of magnitude.

Analysis of actuator delay and its effect on uncertainty quantification for real-time hybrid simulation

NASA Astrophysics Data System (ADS)

Chen, Cheng; Xu, Weijie; Guo, Tong; Chen, Kai

2017-10-01

Uncertainties in structure properties can result in different responses in hybrid simulations. Quantification of the effect of these uncertainties would enable researchers to estimate the variances of structural responses observed from experiments. This poses challenges for real-time hybrid simulation (RTHS) due to the existence of actuator delay. Polynomial chaos expansion (PCE) projects the model outputs on a basis of orthogonal stochastic polynomials to account for influences of model uncertainties. In this paper, PCE is utilized to evaluate effect of actuator delay on the maximum displacement from real-time hybrid simulation of a single degree of freedom (SDOF) structure when accounting for uncertainties in structural properties. The PCE is first applied for RTHS without delay to determine the order of PCE, the number of sample points as well as the method for coefficients calculation. The PCE is then applied to RTHS with actuator delay. The mean, variance and Sobol indices are compared and discussed to evaluate the effects of actuator delay on uncertainty quantification for RTHS. Results show that the mean and the variance of the maximum displacement increase linearly and exponentially with respect to actuator delay, respectively. Sensitivity analysis through Sobol indices also indicates the influence of the single random variable decreases while the coupling effect increases with the increase of actuator delay.

Uncertainty Quantification of Evapotranspiration and Infiltration from Modeling and Historic Time Series at the Savannah River F-Area

NASA Astrophysics Data System (ADS)

Faybishenko, B.; Flach, G. P.

2012-12-01

The objectives of this presentation are: (a) to illustrate the application of Monte Carlo and fuzzy-probabilistic approaches for uncertainty quantification (UQ) in predictions of potential evapotranspiration (PET), actual evapotranspiration (ET), and infiltration (I), using uncertain hydrological or meteorological time series data, and (b) to compare the results of these calculations with those from field measurements at the U.S. Department of Energy Savannah River Site (SRS), near Aiken, South Carolina, USA. The UQ calculations include the evaluation of aleatory (parameter uncertainty) and epistemic (model) uncertainties. The effect of aleatory uncertainty is expressed by assigning the probability distributions of input parameters, using historical monthly averaged data from the meteorological station at the SRS. The combined effect of aleatory and epistemic uncertainties on the UQ of PET, ET, and Iis then expressed by aggregating the results of calculations from multiple models using a p-box and fuzzy numbers. The uncertainty in PETis calculated using the Bair-Robertson, Blaney-Criddle, Caprio, Hargreaves-Samani, Hamon, Jensen-Haise, Linacre, Makkink, Priestly-Taylor, Penman, Penman-Monteith, Thornthwaite, and Turc models. Then, ET is calculated from the modified Budyko model, followed by calculations of I from the water balance equation. We show that probabilistic and fuzzy-probabilistic calculations using multiple models generate the PET, ET, and Idistributions, which are well within the range of field measurements. We also show that a selection of a subset of models can be used to constrain the uncertainty quantification of PET, ET, and I.

Climatic Models Ensemble-based Mid-21st Century Runoff Projections: A Bayesian Framework

NASA Astrophysics Data System (ADS)

Achieng, K. O.; Zhu, J.

2017-12-01

There are a number of North American Regional Climate Change Assessment Program (NARCCAP) climatic models that have been used to project surface runoff in the mid-21st century. Statistical model selection techniques are often used to select the model that best fits data. However, model selection techniques often lead to different conclusions. In this study, ten models are averaged in Bayesian paradigm to project runoff. Bayesian Model Averaging (BMA) is used to project and identify effect of model uncertainty on future runoff projections. Baseflow separation - a two-digital filter which is also called Eckhardt filter - is used to separate USGS streamflow (total runoff) into two components: baseflow and surface runoff. We use this surface runoff as the a priori runoff when conducting BMA of runoff simulated from the ten RCM models. The primary objective of this study is to evaluate how well RCM multi-model ensembles simulate surface runoff, in a Bayesian framework. Specifically, we investigate and discuss the following questions: How well do ten RCM models ensemble jointly simulate surface runoff by averaging over all the models using BMA, given a priori surface runoff? What are the effects of model uncertainty on surface runoff simulation?

Applying Bayesian Neural Network to determine neutrino incoming direction in reactor neutrino experiments and supernova explosion location by scintillator detectors

NASA Astrophysics Data System (ADS)

Xu, W. W.; Xu, Y.; Meng, Y. X.; Wu, B.

2009-01-01

In the paper, it is discussed by using Monte-Carlo simulation that the Bayesian Neural Network (BNN) is applied to determine neutrino incoming direction in reactor neutrino experiments and supernova explosion location by scintillator detectors. As a result, compared to the method in ref. [1], the uncertainty on the measurement of the neutrino direction using BNN is significantly improved. The uncertainty on the measurement of the reactor neutrino direction is about 1.0° at the 68.3% C.L., and the one in the case of supernova neutrino is about 0.6° at the 68.3% C.L. . Compared to the method in ref. [1], the uncertainty attainable by using BNN reduces by a factor of about 20. And compared to the Super-Kamiokande experiment (SK), it reduces by a factor of about 8.

Goal-oriented Site Characterization in Hydrogeological Applications: An Overview

NASA Astrophysics Data System (ADS)

Nowak, W.; de Barros, F.; Rubin, Y.

2011-12-01

In this study, we address the importance of goal-oriented site characterization. Given the multiple sources of uncertainty in hydrogeological applications, information needs of modeling, prediction and decision support should be satisfied with efficient and rational field campaigns. In this work, we provide an overview of an optimal sampling design framework based on Bayesian decision theory, statistical parameter inference and Bayesian model averaging. It optimizes the field sampling campaign around decisions on environmental performance metrics (e.g., risk, arrival times, etc.) while accounting for parametric and model uncertainty in the geostatistical characterization, in forcing terms, and measurement error. The appealing aspects of the framework lie on its goal-oriented character and that it is directly linked to the confidence in a specified decision. We illustrate how these concepts could be applied in a human health risk problem where uncertainty from both hydrogeological and health parameters are accounted.

Learning and Information Approaches for Inference in Dynamic Data-Driven Geophysical Applications

NASA Astrophysics Data System (ADS)

Ravela, S.

2015-12-01

Many Geophysical inference problems are characterized by non-linear processes, high-dimensional models and complex uncertainties. A dynamic coupling between models, estimation, and sampling is typically sought to efficiently characterize and reduce uncertainty. This process is however fraught with several difficulties. Among them, the key difficulties are the ability to deal with model errors, efficacy of uncertainty quantification and data assimilation. In this presentation, we present three key ideas from learning and intelligent systems theory and apply them to two geophysical applications. The first idea is the use of Ensemble Learning to compensate for model error, the second is to develop tractable Information Theoretic Learning to deal with non-Gaussianity in inference, and the third is a Manifold Resampling technique for effective uncertainty quantification. We apply these methods, first to the development of a cooperative autonomous observing system using sUAS for studying coherent structures. We apply this to Second, we apply this to the problem of quantifying risk from hurricanes and storm surges in a changing climate. Results indicate that learning approaches can enable new effectiveness in cases where standard approaches to model reduction, uncertainty quantification and data assimilation fail.

Uncertainty for calculating transport on Titan: A probabilistic description of bimolecular diffusion parameters

NASA Astrophysics Data System (ADS)

Plessis, S.; McDougall, D.; Mandt, K.; Greathouse, T.; Luspay-Kuti, A.

2015-11-01

Bimolecular diffusion coefficients are important parameters used by atmospheric models to calculate altitude profiles of minor constituents in an atmosphere. Unfortunately, laboratory measurements of these coefficients were never conducted at temperature conditions relevant to the atmosphere of Titan. Here we conduct a detailed uncertainty analysis of the bimolecular diffusion coefficient parameters as applied to Titan's upper atmosphere to provide a better understanding of the impact of uncertainty for this parameter on models. Because temperature and pressure conditions are much lower than the laboratory conditions in which bimolecular diffusion parameters were measured, we apply a Bayesian framework, a problem-agnostic framework, to determine parameter estimates and associated uncertainties. We solve the Bayesian calibration problem using the open-source QUESO library which also performs a propagation of uncertainties in the calibrated parameters to temperature and pressure conditions observed in Titan's upper atmosphere. Our results show that, after propagating uncertainty through the Massman model, the uncertainty in molecular diffusion is highly correlated to temperature and we observe no noticeable correlation with pressure. We propagate the calibrated molecular diffusion estimate and associated uncertainty to obtain an estimate with uncertainty due to bimolecular diffusion for the methane molar fraction as a function of altitude. Results show that the uncertainty in methane abundance due to molecular diffusion is in general small compared to eddy diffusion and the chemical kinetics description. However, methane abundance is most sensitive to uncertainty in molecular diffusion above 1200 km where the errors are nontrivial and could have important implications for scientific research based on diffusion models in this altitude range.

Finite‐fault Bayesian inversion of teleseismic body waves

USGS Publications Warehouse

Clayton, Brandon; Hartzell, Stephen; Moschetti, Morgan P.; Minson, Sarah E.

2017-01-01

Inverting geophysical data has provided fundamental information about the behavior of earthquake rupture. However, inferring kinematic source model parameters for finite‐fault ruptures is an intrinsically underdetermined problem (the problem of nonuniqueness), because we are restricted to finite noisy observations. Although many studies use least‐squares techniques to make the finite‐fault problem tractable, these methods generally lack the ability to apply non‐Gaussian error analysis and the imposition of nonlinear constraints. However, the Bayesian approach can be employed to find a Gaussian or non‐Gaussian distribution of all probable model parameters, while utilizing nonlinear constraints. We present case studies to quantify the resolving power and associated uncertainties using only teleseismic body waves in a Bayesian framework to infer the slip history for a synthetic case and two earthquakes: the 2011 Mw 7.1 Van, east Turkey, earthquake and the 2010 Mw 7.2 El Mayor–Cucapah, Baja California, earthquake. In implementing the Bayesian method, we further present two distinct solutions to investigate the uncertainties by performing the inversion with and without velocity structure perturbations. We find that the posterior ensemble becomes broader when including velocity structure variability and introduces a spatial smearing of slip. Using the Bayesian framework solely on teleseismic body waves, we find rake is poorly constrained by the observations and rise time is poorly resolved when slip amplitude is low.

A Bayesian Network Based Global Sensitivity Analysis Method for Identifying Dominant Processes in a Multi-physics Model

NASA Astrophysics Data System (ADS)

Dai, H.; Chen, X.; Ye, M.; Song, X.; Zachara, J. M.

2016-12-01

Sensitivity analysis has been an important tool in groundwater modeling to identify the influential parameters. Among various sensitivity analysis methods, the variance-based global sensitivity analysis has gained popularity for its model independence characteristic and capability of providing accurate sensitivity measurements. However, the conventional variance-based method only considers uncertainty contribution of single model parameters. In this research, we extended the variance-based method to consider more uncertainty sources and developed a new framework to allow flexible combinations of different uncertainty components. We decompose the uncertainty sources into a hierarchical three-layer structure: scenario, model and parametric. Furthermore, each layer of uncertainty source is capable of containing multiple components. An uncertainty and sensitivity analysis framework was then constructed following this three-layer structure using Bayesian network. Different uncertainty components are represented as uncertain nodes in this network. Through the framework, variance-based sensitivity analysis can be implemented with great flexibility of using different grouping strategies for uncertainty components. The variance-based sensitivity analysis thus is improved to be able to investigate the importance of an extended range of uncertainty sources: scenario, model, and other different combinations of uncertainty components which can represent certain key model system processes (e.g., groundwater recharge process, flow reactive transport process). For test and demonstration purposes, the developed methodology was implemented into a test case of real-world groundwater reactive transport modeling with various uncertainty sources. The results demonstrate that the new sensitivity analysis method is able to estimate accurate importance measurements for any uncertainty sources which were formed by different combinations of uncertainty components. The new methodology can provide useful information for environmental management and decision-makers to formulate policies and strategies.

Quantification of Emission Factor Uncertainty

EPA Science Inventory

Emissions factors are important for estimating and characterizing emissions from sources of air pollution. There is no quantitative indication of uncertainty for these emission factors, most factors do not have an adequate data set to compute uncertainty, and it is very difficult...

An efficient Bayesian data-worth analysis using a multilevel Monte Carlo method

NASA Astrophysics Data System (ADS)

Lu, Dan; Ricciuto, Daniel; Evans, Katherine

2018-03-01

Improving the understanding of subsurface systems and thus reducing prediction uncertainty requires collection of data. As the collection of subsurface data is costly, it is important that the data collection scheme is cost-effective. Design of a cost-effective data collection scheme, i.e., data-worth analysis, requires quantifying model parameter, prediction, and both current and potential data uncertainties. Assessment of these uncertainties in large-scale stochastic subsurface hydrological model simulations using standard Monte Carlo (MC) sampling or surrogate modeling is extremely computationally intensive, sometimes even infeasible. In this work, we propose an efficient Bayesian data-worth analysis using a multilevel Monte Carlo (MLMC) method. Compared to the standard MC that requires a significantly large number of high-fidelity model executions to achieve a prescribed accuracy in estimating expectations, the MLMC can substantially reduce computational costs using multifidelity approximations. Since the Bayesian data-worth analysis involves a great deal of expectation estimation, the cost saving of the MLMC in the assessment can be outstanding. While the proposed MLMC-based data-worth analysis is broadly applicable, we use it for a highly heterogeneous two-phase subsurface flow simulation to select an optimal candidate data set that gives the largest uncertainty reduction in predicting mass flow rates at four production wells. The choices made by the MLMC estimation are validated by the actual measurements of the potential data, and consistent with the standard MC estimation. But compared to the standard MC, the MLMC greatly reduces the computational costs.

Uncertainty Assessment of Synthetic Design Hydrographs for Gauged and Ungauged Catchments

NASA Astrophysics Data System (ADS)

Brunner, Manuela I.; Sikorska, Anna E.; Furrer, Reinhard; Favre, Anne-Catherine

2018-03-01

Design hydrographs described by peak discharge, hydrograph volume, and hydrograph shape are essential for engineering tasks involving storage. Such design hydrographs are inherently uncertain as are classical flood estimates focusing on peak discharge only. Various sources of uncertainty contribute to the total uncertainty of synthetic design hydrographs for gauged and ungauged catchments. These comprise model uncertainties, sampling uncertainty, and uncertainty due to the choice of a regionalization method. A quantification of the uncertainties associated with flood estimates is essential for reliable decision making and allows for the identification of important uncertainty sources. We therefore propose an uncertainty assessment framework for the quantification of the uncertainty associated with synthetic design hydrographs. The framework is based on bootstrap simulations and consists of three levels of complexity. On the first level, we assess the uncertainty due to individual uncertainty sources. On the second level, we quantify the total uncertainty of design hydrographs for gauged catchments and the total uncertainty of regionalizing them to ungauged catchments but independently from the construction uncertainty. On the third level, we assess the coupled uncertainty of synthetic design hydrographs in ungauged catchments, jointly considering construction and regionalization uncertainty. We find that the most important sources of uncertainty in design hydrograph construction are the record length and the choice of the flood sampling strategy. The total uncertainty of design hydrographs in ungauged catchments depends on the catchment properties and is not negligible in our case.

Computer-Based Model Calibration and Uncertainty Analysis: Terms and Concepts

DTIC Science & Technology

2015-07-01

uncertainty analyses throughout the lifecycle of planning, designing, and operating of Civil Works flood risk management projects as described in...value 95% of the time. In the frequentist approach to PE, model parameters area regarded as having true values, and their estimate is based on the...in catchment models. 1. Evaluating parameter uncertainty. Water Resources Research 19(5):1151–1172. Lee, P. M. 2012. Bayesian statistics: An

Uncertainties in Parameters Estimated with Neural Networks: Application to Strong Gravitational Lensing

NASA Astrophysics Data System (ADS)

Perreault Levasseur, Laurence; Hezaveh, Yashar D.; Wechsler, Risa H.

2017-11-01

In Hezaveh et al. we showed that deep learning can be used for model parameter estimation and trained convolutional neural networks to determine the parameters of strong gravitational-lensing systems. Here we demonstrate a method for obtaining the uncertainties of these parameters. We review the framework of variational inference to obtain approximate posteriors of Bayesian neural networks and apply it to a network trained to estimate the parameters of the Singular Isothermal Ellipsoid plus external shear and total flux magnification. We show that the method can capture the uncertainties due to different levels of noise in the input data, as well as training and architecture-related errors made by the network. To evaluate the accuracy of the resulting uncertainties, we calculate the coverage probabilities of marginalized distributions for each lensing parameter. By tuning a single variational parameter, the dropout rate, we obtain coverage probabilities approximately equal to the confidence levels for which they were calculated, resulting in accurate and precise uncertainty estimates. Our results suggest that the application of approximate Bayesian neural networks to astrophysical modeling problems can be a fast alternative to Monte Carlo Markov Chains, allowing orders of magnitude improvement in speed.

Bayesian assessment of uncertainty in aerosol size distributions and index of refraction retrieved from multiwavelength lidar measurements.

PubMed

Herman, Benjamin R; Gross, Barry; Moshary, Fred; Ahmed, Samir

2008-04-01

We investigate the assessment of uncertainty in the inference of aerosol size distributions from backscatter and extinction measurements that can be obtained from a modern elastic/Raman lidar system with a Nd:YAG laser transmitter. To calculate the uncertainty, an analytic formula for the correlated probability density function (PDF) describing the error for an optical coefficient ratio is derived based on a normally distributed fractional error in the optical coefficients. Assuming a monomodal lognormal particle size distribution of spherical, homogeneous particles with a known index of refraction, we compare the assessment of uncertainty using a more conventional forward Monte Carlo method with that obtained from a Bayesian posterior PDF assuming a uniform prior PDF and show that substantial differences between the two methods exist. In addition, we use the posterior PDF formalism, which was extended to include an unknown refractive index, to find credible sets for a variety of optical measurement scenarios. We find the uncertainty is greatly reduced with the addition of suitable extinction measurements in contrast to the inclusion of extra backscatter coefficients, which we show to have a minimal effect and strengthens similar observations based on numerical regularization methods.

Uncertainty Quantification and Regional Sensitivity Analysis of Snow-related Parameters in the Canadian LAnd Surface Scheme (CLASS)

NASA Astrophysics Data System (ADS)

Badawy, B.; Fletcher, C. G.

2017-12-01

The parameterization of snow processes in land surface models is an important source of uncertainty in climate simulations. Quantifying the importance of snow-related parameters, and their uncertainties, may therefore lead to better understanding and quantification of uncertainty within integrated earth system models. However, quantifying the uncertainty arising from parameterized snow processes is challenging due to the high-dimensional parameter space, poor observational constraints, and parameter interaction. In this study, we investigate the sensitivity of the land simulation to uncertainty in snow microphysical parameters in the Canadian LAnd Surface Scheme (CLASS) using an uncertainty quantification (UQ) approach. A set of training cases (n=400) from CLASS is used to sample each parameter across its full range of empirical uncertainty, as determined from available observations and expert elicitation. A statistical learning model using support vector regression (SVR) is then constructed from the training data (CLASS output variables) to efficiently emulate the dynamical CLASS simulations over a much larger (n=220) set of cases. This approach is used to constrain the plausible range for each parameter using a skill score, and to identify the parameters with largest influence on the land simulation in CLASS at global and regional scales, using a random forest (RF) permutation importance algorithm. Preliminary sensitivity tests indicate that snow albedo refreshment threshold and the limiting snow depth, below which bare patches begin to appear, have the highest impact on snow output variables. The results also show a considerable reduction of the plausible ranges of the parameters values and hence reducing their uncertainty ranges, which can lead to a significant reduction of the model uncertainty. The implementation and results of this study will be presented and discussed in details.

A solution to the static frame validation challenge problem using Bayesian model selection

DOE PAGES

Grigoriu, M. D.; Field, R. V.

2007-12-23

Within this paper, we provide a solution to the static frame validation challenge problem (see this issue) in a manner that is consistent with the guidelines provided by the Validation Challenge Workshop tasking document. The static frame problem is constructed such that variability in material properties is known to be the only source of uncertainty in the system description, but there is ignorance on the type of model that best describes this variability. Hence both types of uncertainty, aleatoric and epistemic, are present and must be addressed. Our approach is to consider a collection of competing probabilistic models for themore » material properties, and calibrate these models to the information provided; models of different levels of complexity and numerical efficiency are included in the analysis. A Bayesian formulation is used to select the optimal model from the collection, which is then used for the regulatory assessment. Lastly, bayesian credible intervals are used to provide a measure of confidence to our regulatory assessment.« less

Validation of the thermal challenge problem using Bayesian Belief Networks.

DOE Office of Scientific and Technical Information (OSTI.GOV)

McFarland, John; Swiler, Laura Painton

The thermal challenge problem has been developed at Sandia National Laboratories as a testbed for demonstrating various types of validation approaches and prediction methods. This report discusses one particular methodology to assess the validity of a computational model given experimental data. This methodology is based on Bayesian Belief Networks (BBNs) and can incorporate uncertainty in experimental measurements, in physical quantities, and model uncertainties. The approach uses the prior and posterior distributions of model output to compute a validation metric based on Bayesian hypothesis testing (a Bayes' factor). This report discusses various aspects of the BBN, specifically in the context ofmore » the thermal challenge problem. A BBN is developed for a given set of experimental data in a particular experimental configuration. The development of the BBN and the method for ''solving'' the BBN to develop the posterior distribution of model output through Monte Carlo Markov Chain sampling is discussed in detail. The use of the BBN to compute a Bayes' factor is demonstrated.« less

Uncertainty Quantification in Alchemical Free Energy Methods.

PubMed

Bhati, Agastya P; Wan, Shunzhou; Hu, Yuan; Sherborne, Brad; Coveney, Peter V

2018-06-12

Alchemical free energy methods have gained much importance recently from several reports of improved ligand-protein binding affinity predictions based on their implementation using molecular dynamics simulations. A large number of variants of such methods implementing different accelerated sampling techniques and free energy estimators are available, each claimed to be better than the others in its own way. However, the key features of reproducibility and quantification of associated uncertainties in such methods have barely been discussed. Here, we apply a systematic protocol for uncertainty quantification to a number of popular alchemical free energy methods, covering both absolute and relative free energy predictions. We show that a reliable measure of error estimation is provided by ensemble simulation-an ensemble of independent MD simulations-which applies irrespective of the free energy method. The need to use ensemble methods is fundamental and holds regardless of the duration of time of the molecular dynamics simulations performed.

Final Report: Quantification of Uncertainty in Extreme Scale Computations (QUEST)

DOE Office of Scientific and Technical Information (OSTI.GOV)

Marzouk, Youssef; Conrad, Patrick; Bigoni, Daniele

QUEST (\\url{www.quest-scidac.org}) is a SciDAC Institute that is focused on uncertainty quantification (UQ) in large-scale scientific computations. Our goals are to (1) advance the state of the art in UQ mathematics, algorithms, and software; and (2) provide modeling, algorithmic, and general UQ expertise, together with software tools, to other SciDAC projects, thereby enabling and guiding a broad range of UQ activities in their respective contexts. QUEST is a collaboration among six institutions (Sandia National Laboratories, Los Alamos National Laboratory, the University of Southern California, Massachusetts Institute of Technology, the University of Texas at Austin, and Duke University) with a historymore » of joint UQ research. Our vision encompasses all aspects of UQ in leadership-class computing. This includes the well-founded setup of UQ problems; characterization of the input space given available data/information; local and global sensitivity analysis; adaptive dimensionality and order reduction; forward and inverse propagation of uncertainty; handling of application code failures, missing data, and hardware/software fault tolerance; and model inadequacy, comparison, validation, selection, and averaging. The nature of the UQ problem requires the seamless combination of data, models, and information across this landscape in a manner that provides a self-consistent quantification of requisite uncertainties in predictions from computational models. Accordingly, our UQ methods and tools span an interdisciplinary space across applied math, information theory, and statistics. The MIT QUEST effort centers on statistical inference and methods for surrogate or reduced-order modeling. MIT personnel have been responsible for the development of adaptive sampling methods, methods for approximating computationally intensive models, and software for both forward uncertainty propagation and statistical inverse problems. A key software product of the MIT QUEST effort is the MIT Uncertainty Quantification library, called MUQ (\\url{muq.mit.edu}).« less

Reducing uncertainty in Climate Response Time Scale by Bayesian Analysis of the 8.2 ka event

NASA Astrophysics Data System (ADS)

Lorenz, A.; Held, H.; Bauer, E.; Schneider von Deimling, T.

2009-04-01

We analyze the possibility of uncertainty reduction in Climate Response Time Scale by utilizing Greenland ice-core data that contain the 8.2 ka event within a Bayesian model-data intercomparison with the Earth system model of intermediate complexity, CLIMBER-2.3. Within a stochastic version of the model it has been possible to mimic the 8.2 ka event within a plausible experimental setting and with relatively good accuracy considering the timing of the event in comparison to other modeling exercises [1]. The simulation of the centennial cold event is effectively determined by the oceanic cooling rate which depends largely on the ocean diffusivity described by diffusion coefficients of relatively wide uncertainty ranges. The idea now is to discriminate between the different values of diffusivities according to their likelihood to rightly represent the duration of the 8.2 ka event and thus to exploit the paleo data to constrain uncertainty in model parameters in analogue to [2]. Implementing this inverse Bayesian Analysis with this model the technical difficulty arises to establish the related likelihood numerically in addition to the uncertain model parameters: While mainstream uncertainty analyses can assume a quasi-Gaussian shape of likelihood, with weather fluctuating around a long term mean, the 8.2 ka event as a highly nonlinear effect precludes such an a priori assumption. As a result of this study [3] the Bayesian Analysis showed a reduction of uncertainty in vertical ocean diffusivity parameters of factor 2 compared to prior knowledge. This learning effect on the model parameters is propagated to other model outputs of interest; e.g. the inverse ocean heat capacity, which is important for the dominant time scale of climate response to anthropogenic forcing which, in combination with climate sensitivity, strongly influences the climate systems reaction for the near- and medium-term future. 1 References [1] E. Bauer, A. Ganopolski, M. Montoya: Simulation of the cold climate event 8200 years ago by meltwater outburst from lake Agassiz. Paleoceanography 19:PA3014, (2004) [2] T. Schneider von Deimling, H. Held, A. Ganopolski, S. Rahmstorf, Climate sensitivity estimated from ensemble simulations of glacial climates, Climate Dynamics 27, 149-163, DOI 10.1007/s00382-006-0126-8 (2006). [3] A. Lorenz, Diploma Thesis, U Potsdam (2007).

Bayesian Analysis of Silica Exposure and Lung Cancer Using Human and Animal Studies.

PubMed

Bartell, Scott M; Hamra, Ghassan Badri; Steenland, Kyle

2017-03-01

Bayesian methods can be used to incorporate external information into epidemiologic exposure-response analyses of silica and lung cancer. We used data from a pooled mortality analysis of silica and lung cancer (n = 65,980), using untransformed and log-transformed cumulative exposure. Animal data came from chronic silica inhalation studies using rats. We conducted Bayesian analyses with informative priors based on the animal data and different cross-species extrapolation factors. We also conducted analyses with exposure measurement error corrections in the absence of a gold standard, assuming Berkson-type error that increased with increasing exposure. The pooled animal data exposure-response coefficient was markedly higher (log exposure) or lower (untransformed exposure) than the coefficient for the pooled human data. With 10-fold uncertainty, the animal prior had little effect on results for pooled analyses and only modest effects in some individual studies. One-fold uncertainty produced markedly different results for both pooled and individual studies. Measurement error correction had little effect in pooled analyses using log exposure. Using untransformed exposure, measurement error correction caused a 5% decrease in the exposure-response coefficient for the pooled analysis and marked changes in some individual studies. The animal prior had more impact for smaller human studies and for one-fold versus three- or 10-fold uncertainty. Adjustment for Berkson error using Bayesian methods had little effect on the exposure-response coefficient when exposure was log transformed or when the sample size was large. See video abstract at, http://links.lww.com/EDE/B160.

Bayesian effect estimation accounting for adjustment uncertainty.

PubMed

Wang, Chi; Parmigiani, Giovanni; Dominici, Francesca

2012-09-01

Model-based estimation of the effect of an exposure on an outcome is generally sensitive to the choice of which confounding factors are included in the model. We propose a new approach, which we call Bayesian adjustment for confounding (BAC), to estimate the effect of an exposure of interest on the outcome, while accounting for the uncertainty in the choice of confounders. Our approach is based on specifying two models: (1) the outcome as a function of the exposure and the potential confounders (the outcome model); and (2) the exposure as a function of the potential confounders (the exposure model). We consider Bayesian variable selection on both models and link the two by introducing a dependence parameter, ω, denoting the prior odds of including a predictor in the outcome model, given that the same predictor is in the exposure model. In the absence of dependence (ω= 1), BAC reduces to traditional Bayesian model averaging (BMA). In simulation studies, we show that BAC, with ω > 1, estimates the exposure effect with smaller bias than traditional BMA, and improved coverage. We, then, compare BAC, a recent approach of Crainiceanu, Dominici, and Parmigiani (2008, Biometrika 95, 635-651), and traditional BMA in a time series data set of hospital admissions, air pollution levels, and weather variables in Nassau, NY for the period 1999-2005. Using each approach, we estimate the short-term effects of on emergency admissions for cardiovascular diseases, accounting for confounding. This application illustrates the potentially significant pitfalls of misusing variable selection methods in the context of adjustment uncertainty. © 2012, The International Biometric Society.

Bayesian Chance-Constrained Hydraulic Barrier Design under Geological Structure Uncertainty.

PubMed

Chitsazan, Nima; Pham, Hai V; Tsai, Frank T-C

2015-01-01

The groundwater community has widely recognized geological structure uncertainty as a major source of model structure uncertainty. Previous studies in aquifer remediation design, however, rarely discuss the impact of geological structure uncertainty. This study combines chance-constrained (CC) programming with Bayesian model averaging (BMA) as a BMA-CC framework to assess the impact of geological structure uncertainty in remediation design. To pursue this goal, the BMA-CC method is compared with traditional CC programming that only considers model parameter uncertainty. The BMA-CC method is employed to design a hydraulic barrier to protect public supply wells of the Government St. pump station from salt water intrusion in the "1500-foot" sand and the "1700-foot" sand of the Baton Rouge area, southeastern Louisiana. To address geological structure uncertainty, three groundwater models based on three different hydrostratigraphic architectures are developed. The results show that using traditional CC programming overestimates design reliability. The results also show that at least five additional connector wells are needed to achieve more than 90% design reliability level. The total amount of injected water from the connector wells is higher than the total pumpage of the protected public supply wells. While reducing the injection rate can be achieved by reducing the reliability level, the study finds that the hydraulic barrier design to protect the Government St. pump station may not be economically attractive. © 2014, National Ground Water Association.

Probabilistic Space Weather Forecasting: a Bayesian Perspective

NASA Astrophysics Data System (ADS)

Camporeale, E.; Chandorkar, M.; Borovsky, J.; Care', A.

2017-12-01

Most of the Space Weather forecasts, both at operational and research level, are not probabilistic in nature. Unfortunately, a prediction that does not provide a confidence level is not very useful in a decision-making scenario. Nowadays, forecast models range from purely data-driven, machine learning algorithms, to physics-based approximation of first-principle equations (and everything that sits in between). Uncertainties pervade all such models, at every level: from the raw data to finite-precision implementation of numerical methods. The most rigorous way of quantifying the propagation of uncertainties is by embracing a Bayesian probabilistic approach. One of the simplest and most robust machine learning technique in the Bayesian framework is Gaussian Process regression and classification. Here, we present the application of Gaussian Processes to the problems of the DST geomagnetic index forecast, the solar wind type classification, and the estimation of diffusion parameters in radiation belt modeling. In each of these very diverse problems, the GP approach rigorously provide forecasts in the form of predictive distributions. In turn, these distributions can be used as input for ensemble simulations in order to quantify the amplification of uncertainties. We show that we have achieved excellent results in all of the standard metrics to evaluate our models, with very modest computational cost.

Uncertainty and the Social Cost of Methane Using Bayesian Constrained Climate Models

NASA Astrophysics Data System (ADS)

Errickson, F. C.; Anthoff, D.; Keller, K.

2016-12-01

Social cost estimates of greenhouse gases are important for the design of sound climate policies and are also plagued by uncertainty. One major source of uncertainty stems from the simplified representation of the climate system used in the integrated assessment models that provide these social cost estimates. We explore how uncertainty over the social cost of methane varies with the way physical processes and feedbacks in the methane cycle are modeled by (i) coupling three different methane models to a simple climate model, (ii) using MCMC to perform a Bayesian calibration of the three coupled climate models that simulates direct sampling from the joint posterior probability density function (pdf) of model parameters, and (iii) producing probabilistic climate projections that are then used to calculate the Social Cost of Methane (SCM) with the DICE and FUND integrated assessment models. We find that including a temperature feedback in the methane cycle acts as an additional constraint during the calibration process and results in a correlation between the tropospheric lifetime of methane and several climate model parameters. This correlation is not seen in the models lacking this feedback. Several of the estimated marginal pdfs of the model parameters also exhibit different distributional shapes and expected values depending on the methane model used. As a result, probabilistic projections of the climate system out to the year 2300 exhibit different levels of uncertainty and magnitudes of warming for each of the three models under an RCP8.5 scenario. We find these differences in climate projections result in differences in the distributions and expected values for our estimates of the SCM. We also examine uncertainty about the SCM by performing a Monte Carlo analysis using a distribution for the climate sensitivity while holding all other climate model parameters constant. Our SCM estimates using the Bayesian calibration are lower and exhibit less uncertainty about extremely high values in the right tail of the distribution compared to the Monte Carlo approach. This finding has important climate policy implications and suggests previous work that accounts for climate model uncertainty by only varying the climate sensitivity parameter may overestimate the SCM.

Quantification of Covariance in Tropical Cyclone Activity across Teleconnected Basins

NASA Astrophysics Data System (ADS)

Tolwinski-Ward, S. E.; Wang, D.

2015-12-01

Rigorous statistical quantification of natural hazard covariance across regions has important implications for risk management, and is also of fundamental scientific interest. We present a multivariate Bayesian Poisson regression model for inferring the covariance in tropical cyclone (TC) counts across multiple ocean basins and across Saffir-Simpson intensity categories. Such covariability results from the influence of large-scale modes of climate variability on local environments that can alternately suppress or enhance TC genesis and intensification, and our model also simultaneously quantifies the covariance of TC counts with various climatic modes in order to deduce the source of inter-basin TC covariability. The model explicitly treats the time-dependent uncertainty in observed maximum sustained wind data, and hence the nominal intensity category of each TC. Differences in annual TC counts as measured by different agencies are also formally addressed. The probabilistic output of the model can be probed for probabilistic answers to such questions as: - Does the relationship between different categories of TCs differ statistically by basin? - Which climatic predictors have significant relationships with TC activity in each basin? - Are the relationships between counts in different basins conditionally independent given the climatic predictors, or are there other factors at play affecting inter-basin covariability? - How can a portfolio of insured property be optimized across space to minimize risk? Although we present results of our model applied to TCs, the framework is generalizable to covariance estimation between multivariate counts of natural hazards across regions and/or across peril types.

Stochastic approach for radionuclides quantification

NASA Astrophysics Data System (ADS)

Clement, A.; Saurel, N.; Perrin, G.

2018-01-01

Gamma spectrometry is a passive non-destructive assay used to quantify radionuclides present in more or less complex objects. Basic methods using empirical calibration with a standard in order to quantify the activity of nuclear materials by determining the calibration coefficient are useless on non-reproducible, complex and single nuclear objects such as waste packages. Package specifications as composition or geometry change from one package to another and involve a high variability of objects. Current quantification process uses numerical modelling of the measured scene with few available data such as geometry or composition. These data are density, material, screen, geometric shape, matrix composition, matrix and source distribution. Some of them are strongly dependent on package data knowledge and operator backgrounds. The French Commissariat à l'Energie Atomique (CEA) is developing a new methodology to quantify nuclear materials in waste packages and waste drums without operator adjustment and internal package configuration knowledge. This method suggests combining a global stochastic approach which uses, among others, surrogate models available to simulate the gamma attenuation behaviour, a Bayesian approach which considers conditional probability densities of problem inputs, and Markov Chains Monte Carlo algorithms (MCMC) which solve inverse problems, with gamma ray emission radionuclide spectrum, and outside dimensions of interest objects. The methodology is testing to quantify actinide activity in different kind of matrix, composition, and configuration of sources standard in terms of actinide masses, locations and distributions. Activity uncertainties are taken into account by this adjustment methodology.

Performance of two predictive uncertainty estimation approaches for conceptual Rainfall-Runoff Model: Bayesian Joint Inference and Hydrologic Uncertainty Post-processing

NASA Astrophysics Data System (ADS)

Hernández-López, Mario R.; Romero-Cuéllar, Jonathan; Camilo Múnera-Estrada, Juan; Coccia, Gabriele; Francés, Félix

2017-04-01

It is noticeably important to emphasize the role of uncertainty particularly when the model forecasts are used to support decision-making and water management. This research compares two approaches for the evaluation of the predictive uncertainty in hydrological modeling. First approach is the Bayesian Joint Inference of hydrological and error models. Second approach is carried out through the Model Conditional Processor using the Truncated Normal Distribution in the transformed space. This comparison is focused on the predictive distribution reliability. The case study is applied to two basins included in the Model Parameter Estimation Experiment (MOPEX). These two basins, which have different hydrological complexity, are the French Broad River (North Carolina) and the Guadalupe River (Texas). The results indicate that generally, both approaches are able to provide similar predictive performances. However, the differences between them can arise in basins with complex hydrology (e.g. ephemeral basins). This is because obtained results with Bayesian Joint Inference are strongly dependent on the suitability of the hypothesized error model. Similarly, the results in the case of the Model Conditional Processor are mainly influenced by the selected model of tails or even by the selected full probability distribution model of the data in the real space, and by the definition of the Truncated Normal Distribution in the transformed space. In summary, the different hypotheses that the modeler choose on each of the two approaches are the main cause of the different results. This research also explores a proper combination of both methodologies which could be useful to achieve less biased hydrological parameter estimation. For this approach, firstly the predictive distribution is obtained through the Model Conditional Processor. Secondly, this predictive distribution is used to derive the corresponding additive error model which is employed for the hydrological parameter estimation with the Bayesian Joint Inference methodology.

Uncertainty Quantification of Multi-Phase Closures

DOE Office of Scientific and Technical Information (OSTI.GOV)

Nadiga, Balasubramanya T.; Baglietto, Emilio

In the ensemble-averaged dispersed phase formulation used for CFD of multiphase ows in nuclear reactor thermohydraulics, closures of interphase transfer of mass, momentum, and energy constitute, by far, the biggest source of error and uncertainty. Reliable estimators of this source of error and uncertainty are currently non-existent. Here, we report on how modern Validation and Uncertainty Quanti cation (VUQ) techniques can be leveraged to not only quantify such errors and uncertainties, but also to uncover (unintended) interactions between closures of di erent phenomena. As such this approach serves as a valuable aide in the research and development of multiphase closures.more » The joint modeling of lift, drag, wall lubrication, and turbulent dispersion|forces that lead to tranfer of momentum between the liquid and gas phases|is examined in the frame- work of validation of the adiabatic but turbulent experiments of Liu and Banko , 1993. An extensive calibration study is undertaken with a popular combination of closure relations and the popular k-ϵ turbulence model in a Bayesian framework. When a wide range of super cial liquid and gas velocities and void fractions is considered, it is found that this set of closures can be validated against the experimental data only by allowing large variations in the coe cients associated with the closures. We argue that such an extent of variation is a measure of uncertainty induced by the chosen set of closures. We also nd that while mean uid velocity and void fraction pro les are properly t, uctuating uid velocity may or may not be properly t. This aspect needs to be investigated further. The popular set of closures considered contains ad-hoc components and are undesirable from a predictive modeling point of view. Consequently, we next consider improvements that are being developed by the MIT group under CASL and which remove the ad-hoc elements. We use non-intrusive methodologies for sensitivity analysis and calibration (using Dakota) to study sensitivities of the CFD representation (STARCCM+) of uid velocity pro les and void fraction pro les in the context of Shaver and Podowski, 2015 correction to lift, and the Lubchenko et al., 2017 formulation of wall lubrication.« less

Bayesian analysis of input uncertainty in hydrological modeling: 2. Application

NASA Astrophysics Data System (ADS)

Kavetski, Dmitri; Kuczera, George; Franks, Stewart W.

2006-03-01

The Bayesian total error analysis (BATEA) methodology directly addresses both input and output errors in hydrological modeling, requiring the modeler to make explicit, rather than implicit, assumptions about the likely extent of data uncertainty. This study considers a BATEA assessment of two North American catchments: (1) French Broad River and (2) Potomac basins. It assesses the performance of the conceptual Variable Infiltration Capacity (VIC) model with and without accounting for input (precipitation) uncertainty. The results show the considerable effects of precipitation errors on the predicted hydrographs (especially the prediction limits) and on the calibrated parameters. In addition, the performance of BATEA in the presence of severe model errors is analyzed. While BATEA allows a very direct treatment of input uncertainty and yields some limited insight into model errors, it requires the specification of valid error models, which are currently poorly understood and require further work. Moreover, it leads to computationally challenging highly dimensional problems. For some types of models, including the VIC implemented using robust numerical methods, the computational cost of BATEA can be reduced using Newton-type methods.

Bayesian averaging over Decision Tree models for trauma severity scoring.

PubMed

Schetinin, V; Jakaite, L; Krzanowski, W

2018-01-01

Health care practitioners analyse possible risks of misleading decisions and need to estimate and quantify uncertainty in predictions. We have examined the "gold" standard of screening a patient's conditions for predicting survival probability, based on logistic regression modelling, which is used in trauma care for clinical purposes and quality audit. This methodology is based on theoretical assumptions about data and uncertainties. Models induced within such an approach have exposed a number of problems, providing unexplained fluctuation of predicted survival and low accuracy of estimating uncertainty intervals within which predictions are made. Bayesian method, which in theory is capable of providing accurate predictions and uncertainty estimates, has been adopted in our study using Decision Tree models. Our approach has been tested on a large set of patients registered in the US National Trauma Data Bank and has outperformed the standard method in terms of prediction accuracy, thereby providing practitioners with accurate estimates of the predictive posterior densities of interest that are required for making risk-aware decisions. Copyright © 2017 Elsevier B.V. All rights reserved.

On the capability of IASI measurements to inform about CO surface emissions

NASA Astrophysics Data System (ADS)

Fortems-Cheiney, A.; Chevallier, F.; Pison, I.; Bousquet, P.; Carouge, C.; Clerbaux, C.; Coheur, P.-F.; George, M.; Hurtmans, D.; Szopa, S.

2009-03-01

Between July and November 2008, simultaneous observations were conducted by several orbiting instruments that monitor carbon monoxide in the atmosphere, among them the Infrared Atmospheric Sounding Instrument (IASI) and Measurements Of Pollution In The Troposphere (MOPITT). In this paper, the concentration retrievals at about 700 hPa from these two instruments are successively used in a variational Bayesian system to infer the global distribution of CO emissions. Our posterior estimate of CO emissions using IASI retrievals gives a total of 793 Tg for the considered period, which is 40% higher than the global budget calculated with the MOPITT data (566 Tg). Over six continental regions (Eurasian Boreal, South Asia, South East Asia, North American Boreal, Northern Africa and South American Temperate) and thanks to a better observation density, the theoretical uncertainty reduction obtained with the IASI retrievals is better or similar than with MOPITT. For the other continental regions, IASI constrains the emissions less than MOPITT because of lesser sensitivity in the lower troposphere. These first results indicate that IASI may play a major role in the quantification of the emissions of CO.

Robust optimization of supersonic ORC nozzle guide vanes

NASA Astrophysics Data System (ADS)

Bufi, Elio A.; Cinnella, Paola

2017-03-01

An efficient Robust Optimization (RO) strategy is developed for the design of 2D supersonic Organic Rankine Cycle turbine expanders. The dense gas effects are not-negligible for this application and they are taken into account describing the thermodynamics by means of the Peng-Robinson-Stryjek-Vera equation of state. The design methodology combines an Uncertainty Quantification (UQ) loop based on a Bayesian kriging model of the system response to the uncertain parameters, used to approximate statistics (mean and variance) of the uncertain system output, a CFD solver, and a multi-objective non-dominated sorting algorithm (NSGA), also based on a Kriging surrogate of the multi-objective fitness function, along with an adaptive infill strategy for surrogate enrichment at each generation of the NSGA. The objective functions are the average and variance of the isentropic efficiency. The blade shape is parametrized by means of a Free Form Deformation (FFD) approach. The robust optimal blades are compared to the baseline design (based on the Method of Characteristics) and to a blade obtained by means of a deterministic CFD-based optimization.

Combined Uncertainty and A-Posteriori Error Bound Estimates for General CFD Calculations: Theory and Software Implementation

NASA Technical Reports Server (NTRS)

Barth, Timothy J.

2014-01-01

This workshop presentation discusses the design and implementation of numerical methods for the quantification of statistical uncertainty, including a-posteriori error bounds, for output quantities computed using CFD methods. Hydrodynamic realizations often contain numerical error arising from finite-dimensional approximation (e.g. numerical methods using grids, basis functions, particles) and statistical uncertainty arising from incomplete information and/or statistical characterization of model parameters and random fields. The first task at hand is to derive formal error bounds for statistics given realizations containing finite-dimensional numerical error [1]. The error in computed output statistics contains contributions from both realization error and the error resulting from the calculation of statistics integrals using a numerical method. A second task is to devise computable a-posteriori error bounds by numerically approximating all terms arising in the error bound estimates. For the same reason that CFD calculations including error bounds but omitting uncertainty modeling are only of limited value, CFD calculations including uncertainty modeling but omitting error bounds are only of limited value. To gain maximum value from CFD calculations, a general software package for uncertainty quantification with quantified error bounds has been developed at NASA. The package provides implementations for a suite of numerical methods used in uncertainty quantification: Dense tensorization basis methods [3] and a subscale recovery variant [1] for non-smooth data, Sparse tensorization methods[2] utilizing node-nested hierarchies, Sampling methods[4] for high-dimensional random variable spaces.

A General Uncertainty Quantification Methodology for Cloud Microphysical Property Retrievals

NASA Astrophysics Data System (ADS)

Tang, Q.; Xie, S.; Chen, X.; Zhao, C.

2014-12-01

The US Department of Energy (DOE) Atmospheric Radiation Measurement (ARM) program provides long-term (~20 years) ground-based cloud remote sensing observations. However, there are large uncertainties in the retrieval products of cloud microphysical properties based on the active and/or passive remote-sensing measurements. To address this uncertainty issue, a DOE Atmospheric System Research scientific focus study, Quantification of Uncertainties in Cloud Retrievals (QUICR), has been formed. In addition to an overview of recent progress of QUICR, we will demonstrate the capacity of an observation-based general uncertainty quantification (UQ) methodology via the ARM Climate Research Facility baseline cloud microphysical properties (MICROBASE) product. This UQ method utilizes the Karhunen-Loéve expansion (KLE) and Central Limit Theorems (CLT) to quantify the retrieval uncertainties from observations and algorithm parameters. The input perturbations are imposed on major modes to take into account the cross correlations between input data, which greatly reduces the dimension of random variables (up to a factor of 50) and quantifies vertically resolved full probability distribution functions of retrieved quantities. Moreover, this KLE/CLT approach has the capability of attributing the uncertainties in the retrieval output to individual uncertainty source and thus sheds light on improving the retrieval algorithm and observations. We will present the results of a case study for the ice water content at the Southern Great Plains during an intensive observing period on March 9, 2000. This work is performed under the auspices of the U.S. Department of Energy by Lawrence Livermore National Laboratory under Contract DE-AC52-07NA27344.

CASL Dakota Capabilities Summary

DOE Office of Scientific and Technical Information (OSTI.GOV)

Adams, Brian M.; Simmons, Chris; Williams, Brian J.

2017-10-10

The Dakota software project serves the mission of Sandia National Laboratories and supports a worldwide user community by delivering state-of-the-art research and robust, usable software for optimization and uncertainty quantification. These capabilities enable advanced exploration and riskinformed prediction with a wide range of computational science and engineering models. Dakota is the verification and validation (V&V) / uncertainty quantification (UQ) software delivery vehicle for CASL, allowing analysts across focus areas to apply these capabilities to myriad nuclear engineering analyses.

Comparison between the basic least squares and the Bayesian approach for elastic constants identification

NASA Astrophysics Data System (ADS)

Gogu, C.; Haftka, R.; LeRiche, R.; Molimard, J.; Vautrin, A.; Sankar, B.

2008-11-01

The basic formulation of the least squares method, based on the L2 norm of the misfit, is still widely used today for identifying elastic material properties from experimental data. An alternative statistical approach is the Bayesian method. We seek here situations with significant difference between the material properties found by the two methods. For a simple three bar truss example we illustrate three such situations in which the Bayesian approach leads to more accurate results: different magnitude of the measurements, different uncertainty in the measurements and correlation among measurements. When all three effects add up, the Bayesian approach can have a large advantage. We then compared the two methods for identification of elastic constants from plate vibration natural frequencies.

Bayesian methods in reliability

NASA Astrophysics Data System (ADS)

Sander, P.; Badoux, R.

1991-11-01

The present proceedings from a course on Bayesian methods in reliability encompasses Bayesian statistical methods and their computational implementation, models for analyzing censored data from nonrepairable systems, the traits of repairable systems and growth models, the use of expert judgment, and a review of the problem of forecasting software reliability. Specific issues addressed include the use of Bayesian methods to estimate the leak rate of a gas pipeline, approximate analyses under great prior uncertainty, reliability estimation techniques, and a nonhomogeneous Poisson process. Also addressed are the calibration sets and seed variables of expert judgment systems for risk assessment, experimental illustrations of the use of expert judgment for reliability testing, and analyses of the predictive quality of software-reliability growth models such as the Weibull order statistics.

VAVUQ, Python and Matlab freeware for Verification and Validation, Uncertainty Quantification

NASA Astrophysics Data System (ADS)

Courtney, J. E.; Zamani, K.; Bombardelli, F. A.; Fleenor, W. E.

2015-12-01

A package of scripts is presented for automated Verification and Validation (V&V) and Uncertainty Quantification (UQ) for engineering codes that approximate Partial Differential Equations (PDFs). The code post-processes model results to produce V&V and UQ information. This information can be used to assess model performance. Automated information on code performance can allow for a systematic methodology to assess the quality of model approximations. The software implements common and accepted code verification schemes. The software uses the Method of Manufactured Solutions (MMS), the Method of Exact Solution (MES), Cross-Code Verification, and Richardson Extrapolation (RE) for solution (calculation) verification. It also includes common statistical measures that can be used for model skill assessment. Complete RE can be conducted for complex geometries by implementing high-order non-oscillating numerical interpolation schemes within the software. Model approximation uncertainty is quantified by calculating lower and upper bounds of numerical error from the RE results. The software is also able to calculate the Grid Convergence Index (GCI), and to handle adaptive meshes and models that implement mixed order schemes. Four examples are provided to demonstrate the use of the software for code and solution verification, model validation and uncertainty quantification. The software is used for code verification of a mixed-order compact difference heat transport solver; the solution verification of a 2D shallow-water-wave solver for tidal flow modeling in estuaries; the model validation of a two-phase flow computation in a hydraulic jump compared to experimental data; and numerical uncertainty quantification for 3D CFD modeling of the flow patterns in a Gust erosion chamber.

Bayesian quantification of sensory reweighting in a familial bilateral vestibular disorder (DFNA9).

PubMed

Alberts, Bart B G T; Selen, Luc P J; Verhagen, Wim I M; Pennings, Ronald J E; Medendorp, W Pieter

2018-03-01

DFNA9 is a rare progressive autosomal dominantly inherited vestibulo-cochlear disorder, resulting in a homogeneous group of patients with hearing impairment and bilateral vestibular function loss. These patients suffer from a deteriorated sense of spatial orientation, leading to balance problems in darkness, especially on irregular surfaces. Both behavioral and functional imaging studies suggest that the remaining sensory cues could compensate for the loss of vestibular information. A thorough model-based quantification of this reweighting in individual patients is, however, missing. Here we psychometrically examined the individual patient's sensory reweighting of these cues after complete vestibular loss. We asked a group of DFNA9 patients and healthy control subjects to judge the orientation (clockwise or counterclockwise relative to gravity) of a rod presented within an oriented square frame (rod-in-frame task) in three different head-on-body tilt conditions. Our results show a cyclical frame-induced bias in perceived gravity direction across a 90° range of frame orientations. The magnitude of this bias was significantly increased in the patients compared with the healthy control subjects. Response variability, which increased with head-on-body tilt, was also larger for the patients. Reverse engineering of the underlying signal properties, using Bayesian inference principles, suggests a reweighting of sensory signals, with an increase in visual weight of 20-40% in the patients. Our approach of combining psychophysics and Bayesian reverse engineering is the first to quantify the weights associated with the different sensory modalities at an individual patient level, which could make it possible to develop personal rehabilitation programs based on the patient's sensory weight distribution. NEW & NOTEWORTHY It has been suggested that patients with vestibular deficits can compensate for this loss by increasing reliance on other sensory cues, although an actual quantification of this reweighting is lacking. We combine experimental psychophysics with a reverse engineering approach based on Bayesian inference principles to quantify sensory reweighting in individual vestibular patients. We discuss the suitability of this approach for developing personal rehabilitation programs based on the patient's sensory weight distribution.

Expert judgement and uncertainty quantification for climate change

NASA Astrophysics Data System (ADS)

Oppenheimer, Michael; Little, Christopher M.; Cooke, Roger M.

2016-05-01

Expert judgement is an unavoidable element of the process-based numerical models used for climate change projections, and the statistical approaches used to characterize uncertainty across model ensembles. Here, we highlight the need for formalized approaches to unifying numerical modelling with expert judgement in order to facilitate characterization of uncertainty in a reproducible, consistent and transparent fashion. As an example, we use probabilistic inversion, a well-established technique used in many other applications outside of climate change, to fuse two recent analyses of twenty-first century Antarctic ice loss. Probabilistic inversion is but one of many possible approaches to formalizing the role of expert judgement, and the Antarctic ice sheet is only one possible climate-related application. We recommend indicators or signposts that characterize successful science-based uncertainty quantification.

OR14-V-Uncertainty-PD2La Uncertainty Quantification for Nuclear Safeguards and Nondestructive Assay Final Report

DOE Office of Scientific and Technical Information (OSTI.GOV)

Nicholson, Andrew D.; Croft, Stephen; McElroy, Robert Dennis

2017-08-01

The various methods of nondestructive assay (NDA) of special nuclear material (SNM) have applications in nuclear nonproliferation, including detection and identification of illicit SNM at border crossings and quantifying SNM at nuclear facilities for safeguards. No assay method is complete without “error bars,” which provide one way of expressing confidence in the assay result. Consequently, NDA specialists typically provide error bars and also partition total uncertainty into “random” and “systematic” components so that, for example, an error bar can be developed for the total mass estimate in multiple items. Uncertainty Quantification (UQ) for NDA has always been important, but itmore » is recognized that greater rigor is needed and achievable using modern statistical methods.« less

Estimation of the quantification uncertainty from flow injection and liquid chromatography transient signals in inductively coupled plasma mass spectrometry

NASA Astrophysics Data System (ADS)

Laborda, Francisco; Medrano, Jesús; Castillo, Juan R.

2004-06-01

The quality of the quantitative results obtained from transient signals in high-performance liquid chromatography-inductively coupled plasma mass spectrometry (HPLC-ICPMS) and flow injection-inductively coupled plasma mass spectrometry (FI-ICPMS) was investigated under multielement conditions. Quantification methods were based on multiple-point calibration by simple and weighted linear regression, and double-point calibration (measurement of the baseline and one standard). An uncertainty model, which includes the main sources of uncertainty from FI-ICPMS and HPLC-ICPMS (signal measurement, sample flow rate and injection volume), was developed to estimate peak area uncertainties and statistical weights used in weighted linear regression. The behaviour of the ICPMS instrument was characterized in order to be considered in the model, concluding that the instrument works as a concentration detector when it is used to monitorize transient signals from flow injection or chromatographic separations. Proper quantification by the three calibration methods was achieved when compared to reference materials, although the double-point calibration allowed to obtain results of the same quality as the multiple-point calibration, shortening the calibration time. Relative expanded uncertainties ranged from 10-20% for concentrations around the LOQ to 5% for concentrations higher than 100 times the LOQ.

Modeling and Bayesian parameter estimation for shape memory alloy bending actuators

NASA Astrophysics Data System (ADS)

Crews, John H.; Smith, Ralph C.

2012-04-01

In this paper, we employ a homogenized energy model (HEM) for shape memory alloy (SMA) bending actuators. Additionally, we utilize a Bayesian method for quantifying parameter uncertainty. The system consists of a SMA wire attached to a flexible beam. As the actuator is heated, the beam bends, providing endoscopic motion. The model parameters are fit to experimental data using an ordinary least-squares approach. The uncertainty in the fit model parameters is then quantified using Markov Chain Monte Carlo (MCMC) methods. The MCMC algorithm provides bounds on the parameters, which will ultimately be used in robust control algorithms. One purpose of the paper is to test the feasibility of the Random Walk Metropolis algorithm, the MCMC method used here.

Bayesian analysis of non-linear differential equation models with application to a gut microbial ecosystem.

PubMed

Lawson, Daniel J; Holtrop, Grietje; Flint, Harry

2011-07-01

Process models specified by non-linear dynamic differential equations contain many parameters, which often must be inferred from a limited amount of data. We discuss a hierarchical Bayesian approach combining data from multiple related experiments in a meaningful way, which permits more powerful inference than treating each experiment as independent. The approach is illustrated with a simulation study and example data from experiments replicating the aspects of the human gut microbial ecosystem. A predictive model is obtained that contains prediction uncertainty caused by uncertainty in the parameters, and we extend the model to capture situations of interest that cannot easily be studied experimentally. Copyright © 2011 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim.

Bayesian approach for three-dimensional aquifer characterization at the Hanford 300 Area

DOE Office of Scientific and Technical Information (OSTI.GOV)

Murakami, Haruko; Chen, X.; Hahn, Melanie S.

2010-10-21

This study presents a stochastic, three-dimensional characterization of a heterogeneous hydraulic conductivity field within DOE's Hanford 300 Area site, Washington, by assimilating large-scale, constant-rate injection test data with small-scale, three-dimensional electromagnetic borehole flowmeter (EBF) measurement data. We first inverted the injection test data to estimate the transmissivity field, using zeroth-order temporal moments of pressure buildup curves. We applied a newly developed Bayesian geostatistical inversion framework, the method of anchored distributions (MAD), to obtain a joint posterior distribution of geostatistical parameters and local log-transmissivities at multiple locations. The unique aspects of MAD that make it suitable for this purpose are itsmore » ability to integrate multi-scale, multi-type data within a Bayesian framework and to compute a nonparametric posterior distribution. After we combined the distribution of transmissivities with depth-discrete relative-conductivity profile from EBF data, we inferred the three-dimensional geostatistical parameters of the log-conductivity field, using the Bayesian model-based geostatistics. Such consistent use of the Bayesian approach throughout the procedure enabled us to systematically incorporate data uncertainty into the final posterior distribution. The method was tested in a synthetic study and validated using the actual data that was not part of the estimation. Results showed broader and skewed posterior distributions of geostatistical parameters except for the mean, which suggests the importance of inferring the entire distribution to quantify the parameter uncertainty.« less

Understanding causality and uncertainty in volcanic observations: An example of forecasting eruptive activity on Soufrière Hills Volcano, Montserrat

NASA Astrophysics Data System (ADS)

Sheldrake, T. E.; Aspinall, W. P.; Odbert, H. M.; Wadge, G.; Sparks, R. S. J.

2017-07-01

Following a cessation in eruptive activity it is important to understand how a volcano will behave in the future and when it may next erupt. Such an assessment can be based on the volcano's long-term pattern of behaviour and insights into its current state via monitoring observations. We present a Bayesian network that integrates these two strands of evidence to forecast future eruptive scenarios using expert elicitation. The Bayesian approach provides a framework to quantify the magmatic causes in terms of volcanic effects (i.e., eruption and unrest). In October 2013, an expert elicitation was performed to populate a Bayesian network designed to help forecast future eruptive (in-)activity at Soufrière Hills Volcano. The Bayesian network was devised to assess the state of the shallow magmatic system, as a means to forecast the future eruptive activity in the context of the long-term behaviour at similar dome-building volcanoes. The findings highlight coherence amongst experts when interpreting the current behaviour of the volcano, but reveal considerable ambiguity when relating this to longer patterns of volcanism at dome-building volcanoes, as a class. By asking questions in terms of magmatic causes, the Bayesian approach highlights the importance of using short-term unrest indicators from monitoring data as evidence in long-term forecasts at volcanoes. Furthermore, it highlights potential biases in the judgements of volcanologists and identifies sources of uncertainty in terms of magmatic causes rather than scenario-based outcomes.

Bayesian Logic Programs for Plan Recognition and Machine Reading

DTIC Science & Technology

2012-12-01

models is that they can handle both uncertainty and structured/ relational data. As a result, they are widely used in domains like social network...data. As a result, they are widely used in domains like social net- work analysis, biological data analysis, and natural language processing. Bayesian...the Story Understanding data set. (b) The logical representation of the observations. (c) The set of ground rules obtained from logical abduction

Simultaneous Force Regression and Movement Classification of Fingers via Surface EMG within a Unified Bayesian Framework.

PubMed

Baldacchino, Tara; Jacobs, William R; Anderson, Sean R; Worden, Keith; Rowson, Jennifer

2018-01-01

This contribution presents a novel methodology for myolectric-based control using surface electromyographic (sEMG) signals recorded during finger movements. A multivariate Bayesian mixture of experts (MoE) model is introduced which provides a powerful method for modeling force regression at the fingertips, while also performing finger movement classification as a by-product of the modeling algorithm. Bayesian inference of the model allows uncertainties to be naturally incorporated into the model structure. This method is tested using data from the publicly released NinaPro database which consists of sEMG recordings for 6 degree-of-freedom force activations for 40 intact subjects. The results demonstrate that the MoE model achieves similar performance compared to the benchmark set by the authors of NinaPro for finger force regression. Additionally, inherent to the Bayesian framework is the inclusion of uncertainty in the model parameters, naturally providing confidence bounds on the force regression predictions. Furthermore, the integrated clustering step allows a detailed investigation into classification of the finger movements, without incurring any extra computational effort. Subsequently, a systematic approach to assessing the importance of the number of electrodes needed for accurate control is performed via sensitivity analysis techniques. A slight degradation in regression performance is observed for a reduced number of electrodes, while classification performance is unaffected.

Optimal Experimental Design of Borehole Locations for Bayesian Inference of Past Ice Sheet Surface Temperatures

NASA Astrophysics Data System (ADS)

Davis, A. D.; Huan, X.; Heimbach, P.; Marzouk, Y.

2017-12-01

Borehole data are essential for calibrating ice sheet models. However, field expeditions for acquiring borehole data are often time-consuming, expensive, and dangerous. It is thus essential to plan the best sampling locations that maximize the value of data while minimizing costs and risks. We present an uncertainty quantification (UQ) workflow based on rigorous probability framework to achieve these objectives. First, we employ an optimal experimental design (OED) procedure to compute borehole locations that yield the highest expected information gain. We take into account practical considerations of location accessibility (e.g., proximity to research sites, terrain, and ice velocity may affect feasibility of drilling) and robustness (e.g., real-time constraints such as weather may force researchers to drill at sub-optimal locations near those originally planned), by incorporating a penalty reflecting accessibility as well as sensitivity to deviations from the optimal locations. Next, we extract vertical temperature profiles from these boreholes and formulate a Bayesian inverse problem to reconstruct past surface temperatures. Using a model of temperature advection/diffusion, the top boundary condition (corresponding to surface temperatures) is calibrated via efficient Markov chain Monte Carlo (MCMC). The overall procedure can then be iterated to choose new optimal borehole locations for the next expeditions.Through this work, we demonstrate powerful UQ methods for designing experiments, calibrating models, making predictions, and assessing sensitivity--all performed under an uncertain environment. We develop a theoretical framework as well as practical software within an intuitive workflow, and illustrate their usefulness for combining data and models for environmental and climate research.

A preliminary probabilistic analysis of tsunami sources of seismic and non-seismic origin applied to the city of Naples, Italy

NASA Astrophysics Data System (ADS)

Tonini, R.; Anita, G.

2011-12-01

In both worldwide and regional historical catalogues, most of the tsunamis are caused by earthquakes and a minor percentage is represented by all the other non-seismic sources. On the other hand, tsunami hazard and risk studies are often applied to very specific areas, where this global trend can be different or even inverted, depending on the kind of potential tsunamigenic sources which characterize the case study. So far, few probabilistic approaches consider the contribution of landslides and/or phenomena derived by volcanic activity, i.e. pyroclastic flows and flank collapses, as predominant in the PTHA, also because of the difficulties to estimate the correspondent recurrence time. These considerations are valid, for example, for the city of Naples, Italy, which is surrounded by a complex active volcanic system (Vesuvio, Campi Flegrei, Ischia) that presents a significant number of potential tsunami sources of non-seismic origin compared to the seismic ones. In this work we present the preliminary results of a probabilistic multi-source tsunami hazard assessment applied to Naples. The method to estimate the uncertainties will be based on Bayesian inference. This is the first step towards a more comprehensive task which will provide a tsunami risk quantification for this town in the frame of the Italian national project ByMuR (http://bymur.bo.ingv.it). This three years long ongoing project has the final objective of developing a Bayesian multi-risk methodology to quantify the risk related to different natural hazards (volcanoes, earthquakes and tsunamis) applied to the city of Naples.

GWASinlps: Nonlocal prior based iterative SNP selection tool for genome-wide association studies.

PubMed

Sanyal, Nilotpal; Lo, Min-Tzu; Kauppi, Karolina; Djurovic, Srdjan; Andreassen, Ole A; Johnson, Valen E; Chen, Chi-Hua

2018-06-19

Multiple marker analysis of the genome-wide association study (GWAS) data has gained ample attention in recent years. However, because of the ultra high-dimensionality of GWAS data, such analysis is challenging. Frequently used penalized regression methods often lead to large number of false positives, whereas Bayesian methods are computationally very expensive. Motivated to ameliorate these issues simultaneously, we consider the novel approach of using nonlocal priors in an iterative variable selection framework. We develop a variable selection method, named, iterative nonlocal prior based selection for GWAS, or GWASinlps, that combines, in an iterative variable selection framework, the computational efficiency of the screen-and-select approach based on some association learning and the parsimonious uncertainty quantification provided by the use of nonlocal priors. The hallmark of our method is the introduction of 'structured screen-and-select' strategy, that considers hierarchical screening, which is not only based on response-predictor associations, but also based on response-response associations, and concatenates variable selection within that hierarchy. Extensive simulation studies with SNPs having realistic linkage disequilibrium structures demonstrate the advantages of our computationally efficient method compared to several frequentist and Bayesian variable selection methods, in terms of true positive rate, false discovery rate, mean squared error, and effect size estimation error. Further, we provide empirical power analysis useful for study design. Finally, a real GWAS data application was considered with human height as phenotype. An R-package for implementing the GWASinlps method is available at https://cran.r-project.org/web/packages/GWASinlps/index.html. Supplementary data are available at Bioinformatics online.

A Bayesian geostatistical approach for evaluating the uncertainty of contaminant mass discharges from point sources

NASA Astrophysics Data System (ADS)

Troldborg, M.; Nowak, W.; Binning, P. J.; Bjerg, P. L.

2012-12-01

Estimates of mass discharge (mass/time) are increasingly being used when assessing risks of groundwater contamination and designing remedial systems at contaminated sites. Mass discharge estimates are, however, prone to rather large uncertainties as they integrate uncertain spatial distributions of both concentration and groundwater flow velocities. For risk assessments or any other decisions that are being based on mass discharge estimates, it is essential to address these uncertainties. We present a novel Bayesian geostatistical approach for quantifying the uncertainty of the mass discharge across a multilevel control plane. The method decouples the flow and transport simulation and has the advantage of avoiding the heavy computational burden of three-dimensional numerical flow and transport simulation coupled with geostatistical inversion. It may therefore be of practical relevance to practitioners compared to existing methods that are either too simple or computationally demanding. The method is based on conditional geostatistical simulation and accounts for i) heterogeneity of both the flow field and the concentration distribution through Bayesian geostatistics (including the uncertainty in covariance functions), ii) measurement uncertainty, and iii) uncertain source zone geometry and transport parameters. The method generates multiple equally likely realizations of the spatial flow and concentration distribution, which all honour the measured data at the control plane. The flow realizations are generated by analytical co-simulation of the hydraulic conductivity and the hydraulic gradient across the control plane. These realizations are made consistent with measurements of both hydraulic conductivity and head at the site. An analytical macro-dispersive transport solution is employed to simulate the mean concentration distribution across the control plane, and a geostatistical model of the Box-Cox transformed concentration data is used to simulate observed deviations from this mean solution. By combining the flow and concentration realizations, a mass discharge probability distribution is obtained. Tests show that the decoupled approach is both efficient and able to provide accurate uncertainty estimates. The method is demonstrated on a Danish field site contaminated with chlorinated ethenes. For this site, we show that including a physically meaningful concentration trend and the co-simulation of hydraulic conductivity and hydraulic gradient across the transect helps constrain the mass discharge uncertainty. The number of sampling points required for accurate mass discharge estimation and the relative influence of different data types on mass discharge uncertainty is discussed.

Mapping marine habitat suitability and uncertainty of Bayesian networks: a case study using Pacific benthic macrofauna

Treesearch

Andrea Havron; Chris Goldfinger; Sarah Henkel; Bruce G. Marcot; Chris Romsos; Lisa Gilbane

2017-01-01

Resource managers increasingly use habitat suitability map products to inform risk management and policy decisions. Modeling habitat suitability of data-poor species over large areas requires careful attention to assumptions and limitations. Resulting habitat suitability maps can harbor uncertainties from data collection and modeling processes; yet these limitations...

Community Project for Accelerator Science and Simulation (ComPASS) Final Report

DOE Office of Scientific and Technical Information (OSTI.GOV)

Cary, John R.; Cowan, Benjamin M.; Veitzer, S. A.

2016-03-04

Tech-X participated across the full range of ComPASS activities, with efforts in the Energy Frontier primarily through modeling of laser plasma accelerators and dielectric laser acceleration, in the Intensity Frontier primarily through electron cloud modeling, and in Uncertainty Quantification being applied to dielectric laser acceleration. In the following we present the progress and status of our activities for the entire period of the ComPASS project for the different areas of Energy Frontier, Intensity Frontier and Uncertainty Quantification.

Quantification of the Uncertainties for the Space Launch System Liftoff/Transition and Ascent Databases

NASA Technical Reports Server (NTRS)

Favaregh, Amber L.; Houlden, Heather P.; Pinier, Jeremy T.

2016-01-01

A detailed description of the uncertainty quantification process for the Space Launch System Block 1 vehicle configuration liftoff/transition and ascent 6-Degree-of-Freedom (DOF) aerodynamic databases is presented. These databases were constructed from wind tunnel test data acquired in the NASA Langley Research Center 14- by 22-Foot Subsonic Wind Tunnel and the Boeing Polysonic Wind Tunnel in St. Louis, MO, respectively. The major sources of error for these databases were experimental error and database modeling errors.

Quantification of the Uncertainties for the Ares I A106 Ascent Aerodynamic Database

NASA Technical Reports Server (NTRS)

Houlden, Heather P.; Favaregh, Amber L.

2010-01-01

A detailed description of the quantification of uncertainties for the Ares I ascent aero 6-DOF wind tunnel database is presented. The database was constructed from wind tunnel test data and CFD results. The experimental data came from tests conducted in the Boeing Polysonic Wind Tunnel in St. Louis and the Unitary Plan Wind Tunnel at NASA Langley Research Center. The major sources of error for this database were: experimental error (repeatability), database modeling errors, and database interpolation errors.

Estimating the Properties of Hard X-Ray Solar Flares by Constraining Model Parameters

NASA Technical Reports Server (NTRS)

Ireland, J.; Tolbert, A. K.; Schwartz, R. A.; Holman, G. D.; Dennis, B. R.

2013-01-01

We wish to better constrain the properties of solar flares by exploring how parameterized models of solar flares interact with uncertainty estimation methods. We compare four different methods of calculating uncertainty estimates in fitting parameterized models to Ramaty High Energy Solar Spectroscopic Imager X-ray spectra, considering only statistical sources of error. Three of the four methods are based on estimating the scale-size of the minimum in a hypersurface formed by the weighted sum of the squares of the differences between the model fit and the data as a function of the fit parameters, and are implemented as commonly practiced. The fourth method is also based on the difference between the data and the model, but instead uses Bayesian data analysis and Markov chain Monte Carlo (MCMC) techniques to calculate an uncertainty estimate. Two flare spectra are modeled: one from the Geostationary Operational Environmental Satellite X1.3 class flare of 2005 January 19, and the other from the X4.8 flare of 2002 July 23.We find that the four methods give approximately the same uncertainty estimates for the 2005 January 19 spectral fit parameters, but lead to very different uncertainty estimates for the 2002 July 23 spectral fit. This is because each method implements different analyses of the hypersurface, yielding method-dependent results that can differ greatly depending on the shape of the hypersurface. The hypersurface arising from the 2005 January 19 analysis is consistent with a normal distribution; therefore, the assumptions behind the three non- Bayesian uncertainty estimation methods are satisfied and similar estimates are found. The 2002 July 23 analysis shows that the hypersurface is not consistent with a normal distribution, indicating that the assumptions behind the three non-Bayesian uncertainty estimation methods are not satisfied, leading to differing estimates of the uncertainty. We find that the shape of the hypersurface is crucial in understanding the output from each uncertainty estimation technique, and that a crucial factor determining the shape of hypersurface is the location of the low-energy cutoff relative to energies where the thermal emission dominates. The Bayesian/MCMC approach also allows us to provide detailed information on probable values of the low-energy cutoff, Ec, a crucial parameter in defining the energy content of the flare-accelerated electrons. We show that for the 2002 July 23 flare data, there is a 95% probability that Ec lies below approximately 40 keV, and a 68% probability that it lies in the range 7-36 keV. Further, the low-energy cutoff is more likely to be in the range 25-35 keV than in any other 10 keV wide energy range. The low-energy cutoff for the 2005 January 19 flare is more tightly constrained to 107 +/- 4 keV with 68% probability.

Inventory Uncertainty Quantification using TENDL Covariance Data in Fispact-II

DOE Office of Scientific and Technical Information (OSTI.GOV)

Eastwood, J.W.; Morgan, J.G.; Sublet, J.-Ch., E-mail: jean-christophe.sublet@ccfe.ac.uk

2015-01-15

The new inventory code Fispact-II provides predictions of inventory, radiological quantities and their uncertainties using nuclear data covariance information. Central to the method is a novel fast pathways search algorithm using directed graphs. The pathways output provides (1) an aid to identifying important reactions, (2) fast estimates of uncertainties, (3) reduced models that retain important nuclides and reactions for use in the code's Monte Carlo sensitivity analysis module. Described are the methods that are being implemented for improving uncertainty predictions, quantification and propagation using the covariance data that the recent nuclear data libraries contain. In the TENDL library, above themore » upper energy of the resolved resonance range, a Monte Carlo method in which the covariance data come from uncertainties of the nuclear model calculations is used. The nuclear data files are read directly by FISPACT-II without any further intermediate processing. Variance and covariance data are processed and used by FISPACT-II to compute uncertainties in collapsed cross sections, and these are in turn used to predict uncertainties in inventories and all derived radiological data.« less

Incorporating uncertainty into medical decision making: an approach to unexpected test results.

PubMed

Bianchi, Matt T; Alexander, Brian M; Cash, Sydney S

2009-01-01

The utility of diagnostic tests derives from the ability to translate the population concepts of sensitivity and specificity into information that will be useful for the individual patient: the predictive value of the result. As the array of available diagnostic testing broadens, there is a temptation to de-emphasize history and physical findings and defer to the objective rigor of technology. However, diagnostic test interpretation is not always straightforward. One significant barrier to routine use of probability-based test interpretation is the uncertainty inherent in pretest probability estimation, the critical first step of Bayesian reasoning. The context in which this uncertainty presents the greatest challenge is when test results oppose clinical judgment. It is this situation when decision support would be most helpful. The authors propose a simple graphical approach that incorporates uncertainty in pretest probability and has specific application to the interpretation of unexpected results. This method quantitatively demonstrates how uncertainty in disease probability may be amplified when test results are unexpected (opposing clinical judgment), even for tests with high sensitivity and specificity. The authors provide a simple nomogram for determining whether an unexpected test result suggests that one should "switch diagnostic sides.'' This graphical framework overcomes the limitation of pretest probability uncertainty in Bayesian analysis and guides decision making when it is most challenging: interpretation of unexpected test results.

Model averaging techniques for quantifying conceptual model uncertainty.

PubMed

Singh, Abhishek; Mishra, Srikanta; Ruskauff, Greg

2010-01-01

In recent years a growing understanding has emerged regarding the need to expand the modeling paradigm to include conceptual model uncertainty for groundwater models. Conceptual model uncertainty is typically addressed by formulating alternative model conceptualizations and assessing their relative likelihoods using statistical model averaging approaches. Several model averaging techniques and likelihood measures have been proposed in the recent literature for this purpose with two broad categories--Monte Carlo-based techniques such as Generalized Likelihood Uncertainty Estimation or GLUE (Beven and Binley 1992) and criterion-based techniques that use metrics such as the Bayesian and Kashyap Information Criteria (e.g., the Maximum Likelihood Bayesian Model Averaging or MLBMA approach proposed by Neuman 2003) and Akaike Information Criterion-based model averaging (AICMA) (Poeter and Anderson 2005). These different techniques can often lead to significantly different relative model weights and ranks because of differences in the underlying statistical assumptions about the nature of model uncertainty. This paper provides a comparative assessment of the four model averaging techniques (GLUE, MLBMA with KIC, MLBMA with BIC, and AIC-based model averaging) mentioned above for the purpose of quantifying the impacts of model uncertainty on groundwater model predictions. Pros and cons of each model averaging technique are examined from a practitioner's perspective using two groundwater modeling case studies. Recommendations are provided regarding the use of these techniques in groundwater modeling practice.

Reducing the Uncertainty in Atlantic Meridional Overturning Circulation Projections Using Bayesian Model Averaging

NASA Astrophysics Data System (ADS)

Olson, R.; An, S. I.

2016-12-01

Atlantic Meridional Overturning Circulation (AMOC) in the ocean might slow down in the future, which can lead to a host of climatic effects in North Atlantic and throughout the world. Despite improvements in climate models and availability of new observations, AMOC projections remain uncertain. Here we constrain CMIP5 multi-model ensemble output with observations of a recently developed AMOC index to provide improved Bayesian predictions of future AMOC. Specifically, we first calculate yearly AMOC index loosely based on Rahmstorf et al. (2015) for years 1880—2004 for both observations, and the CMIP5 models for which relevant output is available. We then assign a weight to each model based on a Bayesian Model Averaging method that accounts for differential model skill in terms of both mean state and variability. We include the temporal autocorrelation in climate model errors, and account for the uncertainty in the parameters of our statistical model. We use the weights to provide future weighted projections of AMOC, and compare them to un-weighted ones. Our projections use bootstrapping to account for uncertainty in internal AMOC variability. We also perform spectral and other statistical analyses to show that AMOC index variability, both in models and in observations, is consistent with red noise. Our results improve on and complement previous work by using a new ensemble of climate models, a different observational metric, and an improved Bayesian weighting method that accounts for differential model skill at reproducing internal variability. Reference: Rahmstorf, S., Box, J. E., Feulner, G., Mann, M. E., Robinson, A., Rutherford, S., & Schaffernicht, E. J. (2015). Exceptional twentieth-century slowdown in atlantic ocean overturning circulation. Nature Climate Change, 5(5), 475-480. doi:10.1038/nclimate2554

An approach based on Hierarchical Bayesian Graphical Models for measurement interpretation under uncertainty

NASA Astrophysics Data System (ADS)

Skataric, Maja; Bose, Sandip; Zeroug, Smaine; Tilke, Peter

2017-02-01

It is not uncommon in the field of non-destructive evaluation that multiple measurements encompassing a variety of modalities are available for analysis and interpretation for determining the underlying states of nature of the materials or parts being tested. Despite and sometimes due to the richness of data, significant challenges arise in the interpretation manifested as ambiguities and inconsistencies due to various uncertain factors in the physical properties (inputs), environment, measurement device properties, human errors, and the measurement data (outputs). Most of these uncertainties cannot be described by any rigorous mathematical means, and modeling of all possibilities is usually infeasible for many real time applications. In this work, we will discuss an approach based on Hierarchical Bayesian Graphical Models (HBGM) for the improved interpretation of complex (multi-dimensional) problems with parametric uncertainties that lack usable physical models. In this setting, the input space of the physical properties is specified through prior distributions based on domain knowledge and expertise, which are represented as Gaussian mixtures to model the various possible scenarios of interest for non-destructive testing applications. Forward models are then used offline to generate the expected distribution of the proposed measurements which are used to train a hierarchical Bayesian network. In Bayesian analysis, all model parameters are treated as random variables, and inference of the parameters is made on the basis of posterior distribution given the observed data. Learned parameters of the posterior distribution obtained after the training can therefore be used to build an efficient classifier for differentiating new observed data in real time on the basis of pre-trained models. We will illustrate the implementation of the HBGM approach to ultrasonic measurements used for cement evaluation of cased wells in the oil industry.

Wavelet extractor: A Bayesian well-tie and wavelet extraction program

NASA Astrophysics Data System (ADS)

Gunning, James; Glinsky, Michael E.

2006-06-01

We introduce a new open-source toolkit for the well-tie or wavelet extraction problem of estimating seismic wavelets from seismic data, time-to-depth information, and well-log suites. The wavelet extraction model is formulated as a Bayesian inverse problem, and the software will simultaneously estimate wavelet coefficients, other parameters associated with uncertainty in the time-to-depth mapping, positioning errors in the seismic imaging, and useful amplitude-variation-with-offset (AVO) related parameters in multi-stack extractions. It is capable of multi-well, multi-stack extractions, and uses continuous seismic data-cube interpolation to cope with the problem of arbitrary well paths. Velocity constraints in the form of checkshot data, interpreted markers, and sonic logs are integrated in a natural way. The Bayesian formulation allows computation of full posterior uncertainties of the model parameters, and the important problem of the uncertain wavelet span is addressed uses a multi-model posterior developed from Bayesian model selection theory. The wavelet extraction tool is distributed as part of the Delivery seismic inversion toolkit. A simple log and seismic viewing tool is included in the distribution. The code is written in Java, and thus platform independent, but the Seismic Unix (SU) data model makes the inversion particularly suited to Unix/Linux environments. It is a natural companion piece of software to Delivery, having the capacity to produce maximum likelihood wavelet and noise estimates, but will also be of significant utility to practitioners wanting to produce wavelet estimates for other inversion codes or purposes. The generation of full parameter uncertainties is a crucial function for workers wishing to investigate questions of wavelet stability before proceeding to more advanced inversion studies.

On the use of posterior predictive probabilities and prediction uncertainty to tailor informative sampling for parasitological surveillance in livestock.

PubMed

Musella, Vincenzo; Rinaldi, Laura; Lagazio, Corrado; Cringoli, Giuseppe; Biggeri, Annibale; Catelan, Dolores

2014-09-15

Model-based geostatistics and Bayesian approaches are appropriate in the context of Veterinary Epidemiology when point data have been collected by valid study designs. The aim is to predict a continuous infection risk surface. Little work has been done on the use of predictive infection probabilities at farm unit level. In this paper we show how to use predictive infection probability and related uncertainty from a Bayesian kriging model to draw a informative samples from the 8794 geo-referenced sheep farms of the Campania region (southern Italy). Parasitological data come from a first cross-sectional survey carried out to study the spatial distribution of selected helminths in sheep farms. A grid sampling was performed to select the farms for coprological examinations. Faecal samples were collected for 121 sheep farms and the presence of 21 different helminths were investigated using the FLOTAC technique. The 21 responses are very different in terms of geographical distribution and prevalence of infection. The observed prevalence range is from 0.83% to 96.69%. The distributions of the posterior predictive probabilities for all the 21 parasites are very heterogeneous. We show how the results of the Bayesian kriging model can be used to plan a second wave survey. Several alternatives can be chosen depending on the purposes of the second survey: weight by posterior predictive probabilities, their uncertainty or combining both information. The proposed Bayesian kriging model is simple, and the proposed samping strategy represents a useful tool to address targeted infection control treatments and surbveillance campaigns. It is easily extendable to other fields of research. Copyright © 2014 Elsevier B.V. All rights reserved.

Impacts of uncertainties in weather and streamflow observations in calibration and evaluation of an elevation distributed HBV-model

NASA Astrophysics Data System (ADS)

Engeland, K.; Steinsland, I.; Petersen-Øverleir, A.; Johansen, S.

2012-04-01

The aim of this study is to assess the uncertainties in streamflow simulations when uncertainties in both observed inputs (precipitation and temperature) and streamflow observations used in the calibration of the hydrological model are explicitly accounted for. To achieve this goal we applied the elevation distributed HBV model operating on daily time steps to a small catchment in high elevation in Southern Norway where the seasonal snow cover is important. The uncertainties in precipitation inputs were quantified using conditional simulation. This procedure accounts for the uncertainty related to the density of the precipitation network, but neglects uncertainties related to measurement bias/errors and eventual elevation gradients in precipitation. The uncertainties in temperature inputs were quantified using a Bayesian temperature interpolation procedure where the temperature lapse rate is re-estimated every day. The uncertainty in the lapse rate was accounted for whereas the sampling uncertainty related to network density was neglected. For every day a random sample of precipitation and temperature inputs were drawn to be applied as inputs to the hydrologic model. The uncertainties in observed streamflow were assessed based on the uncertainties in the rating curve model. A Bayesian procedure was applied to estimate the probability for rating curve models with 1 to 3 segments and the uncertainties in their parameters. This method neglects uncertainties related to errors in observed water levels. Note that one rating curve was drawn to make one realisation of a whole time series of streamflow, thus the rating curve errors lead to a systematic bias in the streamflow observations. All these uncertainty sources were linked together in both calibration and evaluation of the hydrologic model using a DREAM based MCMC routine. Effects of having less information (e.g. missing one streamflow measurement for defining the rating curve or missing one precipitation station) was also investigated.

An objective Bayesian analysis of a crossover design via model selection and model averaging.

PubMed

Li, Dandan; Sivaganesan, Siva

2016-11-10

Inference about the treatment effect in a crossover design has received much attention over time owing to the uncertainty in the existence of the carryover effect and its impact on the estimation of the treatment effect. Adding to this uncertainty is that the existence of the carryover effect and its size may depend on the presence of the treatment effect and its size. We consider estimation and testing hypothesis about the treatment effect in a two-period crossover design, assuming normally distributed response variable, and use an objective Bayesian approach to test the hypothesis about the treatment effect and to estimate its size when it exists while accounting for the uncertainty about the presence of the carryover effect as well as the treatment and period effects. We evaluate and compare the performance of the proposed approach with a standard frequentist approach using simulated data, and real data. Copyright © 2016 John Wiley & Sons, Ltd. Copyright © 2016 John Wiley & Sons, Ltd.

Model Update of a Micro Air Vehicle (MAV) Flexible Wing Frame with Uncertainty Quantification

NASA Technical Reports Server (NTRS)

Reaves, Mercedes C.; Horta, Lucas G.; Waszak, Martin R.; Morgan, Benjamin G.

2004-01-01

This paper describes a procedure to update parameters in the finite element model of a Micro Air Vehicle (MAV) to improve displacement predictions under aerodynamics loads. Because of fabrication, materials, and geometric uncertainties, a statistical approach combined with Multidisciplinary Design Optimization (MDO) is used to modify key model parameters. Static test data collected using photogrammetry are used to correlate with model predictions. Results show significant improvements in model predictions after parameters are updated; however, computed probabilities values indicate low confidence in updated values and/or model structure errors. Lessons learned in the areas of wing design, test procedures, modeling approaches with geometric nonlinearities, and uncertainties quantification are all documented.

Bayesian probabilistic population projections for all countries.

PubMed

Raftery, Adrian E; Li, Nan; Ševčíková, Hana; Gerland, Patrick; Heilig, Gerhard K

2012-08-28

Projections of countries' future populations, broken down by age and sex, are widely used for planning and research. They are mostly done deterministically, but there is a widespread need for probabilistic projections. We propose a bayesian method for probabilistic population projections for all countries. The total fertility rate and female and male life expectancies at birth are projected probabilistically using bayesian hierarchical models estimated via Markov chain Monte Carlo using United Nations population data for all countries. These are then converted to age-specific rates and combined with a cohort component projection model. This yields probabilistic projections of any population quantity of interest. The method is illustrated for five countries of different demographic stages, continents and sizes. The method is validated by an out of sample experiment in which data from 1950-1990 are used for estimation, and applied to predict 1990-2010. The method appears reasonably accurate and well calibrated for this period. The results suggest that the current United Nations high and low variants greatly underestimate uncertainty about the number of oldest old from about 2050 and that they underestimate uncertainty for high fertility countries and overstate uncertainty for countries that have completed the demographic transition and whose fertility has started to recover towards replacement level, mostly in Europe. The results also indicate that the potential support ratio (persons aged 20-64 per person aged 65+) will almost certainly decline dramatically in most countries over the coming decades.

Bayesian Nonparametric Ordination for the Analysis of Microbial Communities.

PubMed

Ren, Boyu; Bacallado, Sergio; Favaro, Stefano; Holmes, Susan; Trippa, Lorenzo

2017-01-01

Human microbiome studies use sequencing technologies to measure the abundance of bacterial species or Operational Taxonomic Units (OTUs) in samples of biological material. Typically the data are organized in contingency tables with OTU counts across heterogeneous biological samples. In the microbial ecology community, ordination methods are frequently used to investigate latent factors or clusters that capture and describe variations of OTU counts across biological samples. It remains important to evaluate how uncertainty in estimates of each biological sample's microbial distribution propagates to ordination analyses, including visualization of clusters and projections of biological samples on low dimensional spaces. We propose a Bayesian analysis for dependent distributions to endow frequently used ordinations with estimates of uncertainty. A Bayesian nonparametric prior for dependent normalized random measures is constructed, which is marginally equivalent to the normalized generalized Gamma process, a well-known prior for nonparametric analyses. In our prior, the dependence and similarity between microbial distributions is represented by latent factors that concentrate in a low dimensional space. We use a shrinkage prior to tune the dimensionality of the latent factors. The resulting posterior samples of model parameters can be used to evaluate uncertainty in analyses routinely applied in microbiome studies. Specifically, by combining them with multivariate data analysis techniques we can visualize credible regions in ecological ordination plots. The characteristics of the proposed model are illustrated through a simulation study and applications in two microbiome datasets.

Computational solution verification and validation applied to a thermal model of a ruggedized instrumentation package

DOE PAGES

Scott, Sarah Nicole; Templeton, Jeremy Alan; Hough, Patricia Diane; ...

2014-01-01

This study details a methodology for quantification of errors and uncertainties of a finite element heat transfer model applied to a Ruggedized Instrumentation Package (RIP). The proposed verification and validation (V&V) process includes solution verification to examine errors associated with the code's solution techniques, and model validation to assess the model's predictive capability for quantities of interest. The model was subjected to mesh resolution and numerical parameters sensitivity studies to determine reasonable parameter values and to understand how they change the overall model response and performance criteria. To facilitate quantification of the uncertainty associated with the mesh, automatic meshing andmore » mesh refining/coarsening algorithms were created and implemented on the complex geometry of the RIP. Automated software to vary model inputs was also developed to determine the solution’s sensitivity to numerical and physical parameters. The model was compared with an experiment to demonstrate its accuracy and determine the importance of both modelled and unmodelled physics in quantifying the results' uncertainty. An emphasis is placed on automating the V&V process to enable uncertainty quantification within tight development schedules.« less

Error correction in multi-fidelity molecular dynamics simulations using functional uncertainty quantification

DOE Office of Scientific and Technical Information (OSTI.GOV)

Reeve, Samuel Temple; Strachan, Alejandro, E-mail: strachan@purdue.edu

We use functional, Fréchet, derivatives to quantify how thermodynamic outputs of a molecular dynamics (MD) simulation depend on the potential used to compute atomic interactions. Our approach quantifies the sensitivity of the quantities of interest with respect to the input functions as opposed to its parameters as is done in typical uncertainty quantification methods. We show that the functional sensitivity of the average potential energy and pressure in isothermal, isochoric MD simulations using Lennard–Jones two-body interactions can be used to accurately predict those properties for other interatomic potentials (with different functional forms) without re-running the simulations. This is demonstrated undermore » three different thermodynamic conditions, namely a crystal at room temperature, a liquid at ambient pressure, and a high pressure liquid. The method provides accurate predictions as long as the change in potential can be reasonably described to first order and does not significantly affect the region in phase space explored by the simulation. The functional uncertainty quantification approach can be used to estimate the uncertainties associated with constitutive models used in the simulation and to correct predictions if a more accurate representation becomes available.« less

Population forecasts for Bangladesh, using a Bayesian methodology.

PubMed

Mahsin, Md; Hossain, Syed Shahadat

2012-12-01

Population projection for many developing countries could be quite a challenging task for the demographers mostly due to lack of availability of enough reliable data. The objective of this paper is to present an overview of the existing methods for population forecasting and to propose an alternative based on the Bayesian statistics, combining the formality of inference. The analysis has been made using Markov Chain Monte Carlo (MCMC) technique for Bayesian methodology available with the software WinBUGS. Convergence diagnostic techniques available with the WinBUGS software have been applied to ensure the convergence of the chains necessary for the implementation of MCMC. The Bayesian approach allows for the use of observed data and expert judgements by means of appropriate priors, and a more realistic population forecasts, along with associated uncertainty, has been possible.

Improving and Evaluating Nested Sampling Algorithm for Marginal Likelihood Estimation

NASA Astrophysics Data System (ADS)

Ye, M.; Zeng, X.; Wu, J.; Wang, D.; Liu, J.

2016-12-01

With the growing impacts of climate change and human activities on the cycle of water resources, an increasing number of researches focus on the quantification of modeling uncertainty. Bayesian model averaging (BMA) provides a popular framework for quantifying conceptual model and parameter uncertainty. The ensemble prediction is generated by combining each plausible model's prediction, and each model is attached with a model weight which is determined by model's prior weight and marginal likelihood. Thus, the estimation of model's marginal likelihood is crucial for reliable and accurate BMA prediction. Nested sampling estimator (NSE) is a new proposed method for marginal likelihood estimation. The process of NSE is accomplished by searching the parameters' space from low likelihood area to high likelihood area gradually, and this evolution is finished iteratively via local sampling procedure. Thus, the efficiency of NSE is dominated by the strength of local sampling procedure. Currently, Metropolis-Hasting (M-H) algorithm is often used for local sampling. However, M-H is not an efficient sampling algorithm for high-dimensional or complicated parameter space. For improving the efficiency of NSE, it could be ideal to incorporate the robust and efficient sampling algorithm - DREAMzs into the local sampling of NSE. The comparison results demonstrated that the improved NSE could improve the efficiency of marginal likelihood estimation significantly. However, both improved and original NSEs suffer from heavy instability. In addition, the heavy computation cost of huge number of model executions is overcome by using an adaptive sparse grid surrogates.

Truth, models, model sets, AIC, and multimodel inference: a Bayesian perspective

USGS Publications Warehouse

Barker, Richard J.; Link, William A.

2015-01-01

Statistical inference begins with viewing data as realizations of stochastic processes. Mathematical models provide partial descriptions of these processes; inference is the process of using the data to obtain a more complete description of the stochastic processes. Wildlife and ecological scientists have become increasingly concerned with the conditional nature of model-based inference: what if the model is wrong? Over the last 2 decades, Akaike's Information Criterion (AIC) has been widely and increasingly used in wildlife statistics for 2 related purposes, first for model choice and second to quantify model uncertainty. We argue that for the second of these purposes, the Bayesian paradigm provides the natural framework for describing uncertainty associated with model choice and provides the most easily communicated basis for model weighting. Moreover, Bayesian arguments provide the sole justification for interpreting model weights (including AIC weights) as coherent (mathematically self consistent) model probabilities. This interpretation requires treating the model as an exact description of the data-generating mechanism. We discuss the implications of this assumption, and conclude that more emphasis is needed on model checking to provide confidence in the quality of inference.

Bayesian Estimation of Thermonuclear Reaction Rates for Deuterium+Deuterium Reactions

NASA Astrophysics Data System (ADS)

Gómez Iñesta, Á.; Iliadis, C.; Coc, A.

2017-11-01

The study of d+d reactions is of major interest since their reaction rates affect the predicted abundances of D, 3He, and 7Li. In particular, recent measurements of primordial D/H ratios call for reduced uncertainties in the theoretical abundances predicted by Big Bang nucleosynthesis (BBN). Different authors have studied reactions involved in BBN by incorporating new experimental data and a careful treatment of systematic and probabilistic uncertainties. To analyze the experimental data, Coc et al. used results of ab initio models for the theoretical calculation of the energy dependence of S-factors in conjunction with traditional statistical methods based on χ 2 minimization. Bayesian methods have now spread to many scientific fields and provide numerous advantages in data analysis. Astrophysical S-factors and reaction rates using Bayesian statistics were calculated by Iliadis et al. Here we present a similar analysis for two d+d reactions, d(d, n)3He and d(d, p)3H, that has been translated into a total decrease of the predicted D/H value by 0.16%.

Using robust Bayesian network to estimate the residuals of fluoroquinolone antibiotic in soil.

PubMed

Li, Xuewen; Xie, Yunfeng; Li, Lianfa; Yang, Xunfeng; Wang, Ning; Wang, Jinfeng

2015-11-01

Prediction of antibiotic pollution and its consequences is difficult, due to the uncertainties and complexities associated with multiple related factors. This article employed domain knowledge and spatial data to construct a Bayesian network (BN) model to assess fluoroquinolone antibiotic (FQs) pollution in the soil of an intensive vegetable cultivation area. The results show: (1) The relationships between FQs pollution and contributory factors: Three factors (cultivation methods, crop rotations, and chicken manure types) were consistently identified as predictors in the topological structures of three FQs, indicating their importance in FQs pollution; deduced with domain knowledge, the cultivation methods are determined by the crop rotations, which require different nutrients (derived from the manure) according to different plant biomass. (2) The performance of BN model: The integrative robust Bayesian network model achieved the highest detection probability (pd) of high-risk and receiver operating characteristic (ROC) area, since it incorporates domain knowledge and model uncertainty. Our encouraging findings have implications for the use of BN as a robust approach to assessment of FQs pollution and for informing decisions on appropriate remedial measures.

Accounting for uncertainty in the historical response rate of the standard treatment in single-arm two-stage designs based on Bayesian power functions.

PubMed

Matano, Francesca; Sambucini, Valeria

2016-11-01

In phase II single-arm studies, the response rate of the experimental treatment is typically compared with a fixed target value that should ideally represent the true response rate for the standard of care therapy. Generally, this target value is estimated through previous data, but the inherent variability in the historical response rate is not taken into account. In this paper, we present a Bayesian procedure to construct single-arm two-stage designs that allows to incorporate uncertainty in the response rate of the standard treatment. In both stages, the sample size determination criterion is based on the concepts of conditional and predictive Bayesian power functions. Different kinds of prior distributions, which play different roles in the designs, are introduced, and some guidelines for their elicitation are described. Finally, some numerical results about the performance of the designs are provided and a real data example is illustrated. Copyright © 2016 John Wiley & Sons, Ltd. Copyright © 2016 John Wiley & Sons, Ltd.

Uncertainty of fast biological radiation dose assessment for emergency response scenarios.

PubMed

Ainsbury, Elizabeth A; Higueras, Manuel; Puig, Pedro; Einbeck, Jochen; Samaga, Daniel; Barquinero, Joan Francesc; Barrios, Lleonard; Brzozowska, Beata; Fattibene, Paola; Gregoire, Eric; Jaworska, Alicja; Lloyd, David; Oestreicher, Ursula; Romm, Horst; Rothkamm, Kai; Roy, Laurence; Sommer, Sylwester; Terzoudi, Georgia; Thierens, Hubert; Trompier, Francois; Vral, Anne; Woda, Clemens

2017-01-01

Reliable dose estimation is an important factor in appropriate dosimetric triage categorization of exposed individuals to support radiation emergency response. Following work done under the EU FP7 MULTIBIODOSE and RENEB projects, formal methods for defining uncertainties on biological dose estimates are compared using simulated and real data from recent exercises. The results demonstrate that a Bayesian method of uncertainty assessment is the most appropriate, even in the absence of detailed prior information. The relative accuracy and relevance of techniques for calculating uncertainty and combining assay results to produce single dose and uncertainty estimates is further discussed. Finally, it is demonstrated that whatever uncertainty estimation method is employed, ignoring the uncertainty on fast dose assessments can have an important impact on rapid biodosimetric categorization.

Characterizing reliability in a product/process design-assurance program

DOE Office of Scientific and Technical Information (OSTI.GOV)

Kerscher, W.J. III; Booker, J.M.; Bement, T.R.

1997-10-01

Over the years many advancing techniques in the area of reliability engineering have surfaced in the military sphere of influence, and one of these techniques is Reliability Growth Testing (RGT). Private industry has reviewed RGT as part of the solution to their reliability concerns, but many practical considerations have slowed its implementation. It`s objective is to demonstrate the reliability requirement of a new product with a specified confidence. This paper speaks directly to that objective but discusses a somewhat different approach to achieving it. Rather than conducting testing as a continuum and developing statistical confidence bands around the results, thismore » Bayesian updating approach starts with a reliability estimate characterized by large uncertainty and then proceeds to reduce the uncertainty by folding in fresh information in a Bayesian framework.« less

Accommodating Uncertainty in Prior Distributions

DOE Office of Scientific and Technical Information (OSTI.GOV)

Picard, Richard Roy; Vander Wiel, Scott Alan

2017-01-19

A fundamental premise of Bayesian methodology is that a priori information is accurately summarized by a single, precisely de ned prior distribution. In many cases, especially involving informative priors, this premise is false, and the (mis)application of Bayes methods produces posterior quantities whose apparent precisions are highly misleading. We examine the implications of uncertainty in prior distributions, and present graphical methods for dealing with them.

Bayesian source tracking via focalization and marginalization in an uncertain Mediterranean Sea environment.

PubMed

Dosso, Stan E; Wilmut, Michael J; Nielsen, Peter L

2010-07-01

This paper applies Bayesian source tracking in an uncertain environment to Mediterranean Sea data, and investigates the resulting tracks and track uncertainties as a function of data information content (number of data time-segments, number of frequencies, and signal-to-noise ratio) and of prior information (environmental uncertainties and source-velocity constraints). To track low-level sources, acoustic data recorded for multiple time segments (corresponding to multiple source positions along the track) are inverted simultaneously. Environmental uncertainty is addressed by including unknown water-column and seabed properties as nuisance parameters in an augmented inversion. Two approaches are considered: Focalization-tracking maximizes the posterior probability density (PPD) over the unknown source and environmental parameters. Marginalization-tracking integrates the PPD over environmental parameters to obtain a sequence of joint marginal probability distributions over source coordinates, from which the most-probable track and track uncertainties can be extracted. Both approaches apply track constraints on the maximum allowable vertical and radial source velocity. The two approaches are applied for towed-source acoustic data recorded at a vertical line array at a shallow-water test site in the Mediterranean Sea where previous geoacoustic studies have been carried out.

Potential uncertainty reduction in model-averaged benchmark dose estimates informed by an additional dose study.

PubMed

Shao, Kan; Small, Mitchell J

2011-10-01

A methodology is presented for assessing the information value of an additional dosage experiment in existing bioassay studies. The analysis demonstrates the potential reduction in the uncertainty of toxicity metrics derived from expanded studies, providing insights for future studies. Bayesian methods are used to fit alternative dose-response models using Markov chain Monte Carlo (MCMC) simulation for parameter estimation and Bayesian model averaging (BMA) is used to compare and combine the alternative models. BMA predictions for benchmark dose (BMD) are developed, with uncertainty in these predictions used to derive the lower bound BMDL. The MCMC and BMA results provide a basis for a subsequent Monte Carlo analysis that backcasts the dosage where an additional test group would have been most beneficial in reducing the uncertainty in the BMD prediction, along with the magnitude of the expected uncertainty reduction. Uncertainty reductions are measured in terms of reduced interval widths of predicted BMD values and increases in BMDL values that occur as a result of this reduced uncertainty. The methodology is illustrated using two existing data sets for TCDD carcinogenicity, fitted with two alternative dose-response models (logistic and quantal-linear). The example shows that an additional dose at a relatively high value would have been most effective for reducing the uncertainty in BMA BMD estimates, with predicted reductions in the widths of uncertainty intervals of approximately 30%, and expected increases in BMDL values of 5-10%. The results demonstrate that dose selection for studies that subsequently inform dose-response models can benefit from consideration of how these models will be fit, combined, and interpreted. © 2011 Society for Risk Analysis.

Toward best practice framing of uncertainty in scientific publications: A review of Water Resources Research abstracts

NASA Astrophysics Data System (ADS)

Guillaume, Joseph H. A.; Helgeson, Casey; Elsawah, Sondoss; Jakeman, Anthony J.; Kummu, Matti

2017-08-01

Uncertainty is recognized as a key issue in water resources research, among other sciences. Discussions of uncertainty typically focus on tools and techniques applied within an analysis, e.g., uncertainty quantification and model validation. But uncertainty is also addressed outside the analysis, in writing scientific publications. The language that authors use conveys their perspective of the role of uncertainty when interpreting a claim—what we call here "framing" the uncertainty. This article promotes awareness of uncertainty framing in four ways. (1) It proposes a typology of eighteen uncertainty frames, addressing five questions about uncertainty. (2) It describes the context in which uncertainty framing occurs. This is an interdisciplinary topic, involving philosophy of science, science studies, linguistics, rhetoric, and argumentation. (3) We analyze the use of uncertainty frames in a sample of 177 abstracts from the Water Resources Research journal in 2015. This helped develop and tentatively verify the typology, and provides a snapshot of current practice. (4) We make provocative recommendations to achieve a more influential, dynamic science. Current practice in uncertainty framing might be described as carefully considered incremental science. In addition to uncertainty quantification and degree of belief (present in ˜5% of abstracts), uncertainty is addressed by a combination of limiting scope, deferring to further work (˜25%) and indicating evidence is sufficient (˜40%)—or uncertainty is completely ignored (˜8%). There is a need for public debate within our discipline to decide in what context different uncertainty frames are appropriate. Uncertainty framing cannot remain a hidden practice evaluated only by lone reviewers.

Neural network modeling and an uncertainty analysis in Bayesian framework: A case study from the KTB borehole site

NASA Astrophysics Data System (ADS)

Maiti, Saumen; Tiwari, Ram Krishna

2010-10-01

A new probabilistic approach based on the concept of Bayesian neural network (BNN) learning theory is proposed for decoding litho-facies boundaries from well-log data. We show that how a multi-layer-perceptron neural network model can be employed in Bayesian framework to classify changes in litho-log successions. The method is then applied to the German Continental Deep Drilling Program (KTB) well-log data for classification and uncertainty estimation in the litho-facies boundaries. In this framework, a posteriori distribution of network parameter is estimated via the principle of Bayesian probabilistic theory, and an objective function is minimized following the scaled conjugate gradient optimization scheme. For the model development, we inflict a suitable criterion, which provides probabilistic information by emulating different combinations of synthetic data. Uncertainty in the relationship between the data and the model space is appropriately taken care by assuming a Gaussian a priori distribution of networks parameters (e.g., synaptic weights and biases). Prior to applying the new method to the real KTB data, we tested the proposed method on synthetic examples to examine the sensitivity of neural network hyperparameters in prediction. Within this framework, we examine stability and efficiency of this new probabilistic approach using different kinds of synthetic data assorted with different level of correlated noise. Our data analysis suggests that the designed network topology based on the Bayesian paradigm is steady up to nearly 40% correlated noise; however, adding more noise (˜50% or more) degrades the results. We perform uncertainty analyses on training, validation, and test data sets with and devoid of intrinsic noise by making the Gaussian approximation of the a posteriori distribution about the peak model. We present a standard deviation error-map at the network output corresponding to the three types of the litho-facies present over the entire litho-section of the KTB. The comparisons of maximum a posteriori geological sections constructed here, based on the maximum a posteriori probability distribution, with the available geological information and the existing geophysical findings suggest that the BNN results reveal some additional finer details in the KTB borehole data at certain depths, which appears to be of some geological significance. We also demonstrate that the proposed BNN approach is superior to the conventional artificial neural network in terms of both avoiding "over-fitting" and aiding uncertainty estimation, which are vital for meaningful interpretation of geophysical records. Our analyses demonstrate that the BNN-based approach renders a robust means for the classification of complex changes in the litho-facies successions and thus could provide a useful guide for understanding the crustal inhomogeneity and the structural discontinuity in many other tectonically complex regions.

A Monte-Carlo Bayesian framework for urban rainfall error modelling

NASA Astrophysics Data System (ADS)

Ochoa Rodriguez, Susana; Wang, Li-Pen; Willems, Patrick; Onof, Christian

2016-04-01

Rainfall estimates of the highest possible accuracy and resolution are required for urban hydrological applications, given the small size and fast response which characterise urban catchments. While significant progress has been made in recent years towards meeting rainfall input requirements for urban hydrology -including increasing use of high spatial resolution radar rainfall estimates in combination with point rain gauge records- rainfall estimates will never be perfect and the true rainfall field is, by definition, unknown [1]. Quantifying the residual errors in rainfall estimates is crucial in order to understand their reliability, as well as the impact that their uncertainty may have in subsequent runoff estimates. The quantification of errors in rainfall estimates has been an active topic of research for decades. However, existing rainfall error models have several shortcomings, including the fact that they are limited to describing errors associated to a single data source (i.e. errors associated to rain gauge measurements or radar QPEs alone) and to a single representative error source (e.g. radar-rain gauge differences, spatial temporal resolution). Moreover, rainfall error models have been mostly developed for and tested at large scales. Studies at urban scales are mostly limited to analyses of propagation of errors in rain gauge records-only through urban drainage models and to tests of model sensitivity to uncertainty arising from unmeasured rainfall variability. Only few radar rainfall error models -originally developed for large scales- have been tested at urban scales [2] and have been shown to fail to well capture small-scale storm dynamics, including storm peaks, which are of utmost important for urban runoff simulations. In this work a Monte-Carlo Bayesian framework for rainfall error modelling at urban scales is introduced, which explicitly accounts for relevant errors (arising from insufficient accuracy and/or resolution) in multiple data sources (in this case radar and rain gauge estimates typically available at present), while at the same time enabling dynamic combination of these data sources (thus not only quantifying uncertainty, but also reducing it). This model generates an ensemble of merged rainfall estimates, which can then be used as input to urban drainage models in order to examine how uncertainties in rainfall estimates propagate to urban runoff estimates. The proposed model is tested using as case study a detailed rainfall and flow dataset, and a carefully verified urban drainage model of a small (~9 km2) pilot catchment in North-East London. The model has shown to well characterise residual errors in rainfall data at urban scales (which remain after the merging), leading to improved runoff estimates. In fact, the majority of measured flow peaks are bounded within the uncertainty area produced by the runoff ensembles generated with the ensemble rainfall inputs. REFERENCES: [1] Ciach, G. J. & Krajewski, W. F. (1999). On the estimation of radar rainfall error variance. Advances in Water Resources, 22 (6), 585-595. [2] Rico-Ramirez, M. A., Liguori, S. & Schellart, A. N. A. (2015). Quantifying radar-rainfall uncertainties in urban drainage flow modelling. Journal of Hydrology, 528, 17-28.

Sensitivity test and ensemble hazard assessment for tephra fallout at Campi Flegrei, Italy

NASA Astrophysics Data System (ADS)

Selva, J.; Costa, A.; De Natale, G.; Di Vito, M. A.; Isaia, R.; Macedonio, G.

2018-02-01

We present the results of a statistical study on tephra dispersal in the case of a reactivation of the Campi Flegrei volcano. To represent the spectrum of possible eruptive sizes, four classes of eruptions were considered. Excluding the lava emission, three classes are explosive (Small, Medium, and Large) and can produce a significant quantity of volcanic ash. Hazard assessments were made through simulations of atmospheric dispersion of ash and lapilli, considering the full variability of winds and eruptive vents. The results are presented in form of conditional hazard curves given the occurrence of specific eruptive sizes, representative members of each size class, and then combined to quantify the conditional hazard given an eruption of any size. The main focus of this analysis was to constrain the epistemic uncertainty (i.e. associated with the level of scientific knowledge of phenomena), in order to provide unbiased hazard estimations. The epistemic uncertainty on the estimation of hazard curves was quantified, making use of scientifically acceptable alternatives to be aggregated in the final results. The choice of such alternative models was made after a comprehensive sensitivity analysis which considered different weather databases, alternative modelling of submarine eruptive vents and tephra total grain-size distributions (TGSD) with a different relative mass fraction of fine ash, and the effect of ash aggregation. The results showed that the dominant uncertainty is related to the combined effect of the uncertainty with regard to the fraction of fine particles with respect to the total mass and on how ash aggregation is modelled. The latter is particularly relevant in the case of magma-water interactions during explosive eruptive phases, when a large fraction of fine ash can form accretionary lapilli that might contribute significantly in increasing the tephra load in the proximal areas. The variability induced by the use of different meteorological databases and the selected approach to modelling offshore eruptions were relatively insignificant. The uncertainty arising from the alternative implementations, which would have been neglected in standard (Bayesian) quantifications, were finally quantified by ensemble modelling, and represented by hazard and probability maps produced at different confidence levels.

Determination of boron in uranium aluminum silicon alloy by spectrophotometry and estimation of expanded uncertainty in measurement

NASA Astrophysics Data System (ADS)

Ramanjaneyulu, P. S.; Sayi, Y. S.; Ramakumar, K. L.

2008-08-01

Quantification of boron in diverse materials of relevance in nuclear technology is essential in view of its high thermal neutron absorption cross section. A simple and sensitive method has been developed for the determination of boron in uranium-aluminum-silicon alloy, based on leaching of boron with 6 M HCl and H 2O 2, its selective separation by solvent extraction with 2-ethyl hexane 1,3-diol and quantification by spectrophotometry using curcumin. The method has been evaluated by standard addition method and validated by inductively coupled plasma-atomic emission spectroscopy. Relative standard deviation and absolute detection limit of the method are 3.0% (at 1 σ level) and 12 ng, respectively. All possible sources of uncertainties in the methodology have been individually assessed, following the International Organization for Standardization guidelines. The combined uncertainty is calculated employing uncertainty propagation formulae. The expanded uncertainty in the measurement at 95% confidence level (coverage factor 2) is 8.840%.

Uncertainty quantification in flood risk assessment

NASA Astrophysics Data System (ADS)

Blöschl, Günter; Hall, Julia; Kiss, Andrea; Parajka, Juraj; Perdigão, Rui A. P.; Rogger, Magdalena; Salinas, José Luis; Viglione, Alberto

2017-04-01

Uncertainty is inherent to flood risk assessments because of the complexity of the human-water system, which is characterised by nonlinearities and interdependencies, because of limited knowledge about system properties and because of cognitive biases in human perception and decision-making. On top of the uncertainty associated with the assessment of the existing risk to extreme events, additional uncertainty arises because of temporal changes in the system due to climate change, modifications of the environment, population growth and the associated increase in assets. Novel risk assessment concepts are needed that take into account all these sources of uncertainty. They should be based on the understanding of how flood extremes are generated and how they change over time. They should also account for the dynamics of risk perception of decision makers and population in the floodplains. In this talk we discuss these novel risk assessment concepts through examples from Flood Frequency Hydrology, Socio-Hydrology and Predictions Under Change. We believe that uncertainty quantification in flood risk assessment should lead to a robust approach of integrated flood risk management aiming at enhancing resilience rather than searching for optimal defense strategies.

Application of a Monte Carlo framework with bootstrapping for quantification of uncertainty in baseline map of carbon emissions from deforestation in Tropical Regions

Treesearch

William Salas; Steve Hagen

2013-01-01

This presentation will provide an overview of an approach for quantifying uncertainty in spatial estimates of carbon emission from land use change. We generate uncertainty bounds around our final emissions estimate using a randomized, Monte Carlo (MC)-style sampling technique. This approach allows us to combine uncertainty from different sources without making...

Uncertainty Quantification and Statistical Engineering for Hypersonic Entry Applications

NASA Technical Reports Server (NTRS)

Cozmuta, Ioana

2011-01-01

NASA has invested significant resources in developing and validating a mathematical construct for TPS margin management: a) Tailorable for low/high reliability missions; b) Tailorable for ablative/reusable TPS; c) Uncertainty Quantification and Statistical Engineering are valuable tools not exploited enough; and d) Need to define strategies combining both Theoretical Tools and Experimental Methods. The main reason for this lecture is to give a flavor of where UQ and SE could contribute and hope that the broader community will work with us to improve in these areas.

Theoretical analysis on the measurement errors of local 2D DIC: Part I temporal and spatial uncertainty quantification of displacement measurements

DOE Office of Scientific and Technical Information (OSTI.GOV)

Wang, Yueqi; Lava, Pascal; Reu, Phillip

This study presents a theoretical uncertainty quantification of displacement measurements by subset-based 2D-digital image correlation. A generalized solution to estimate the random error of displacement measurement is presented. The obtained solution suggests that the random error of displacement measurements is determined by the image noise, the summation of the intensity gradient in a subset, the subpixel part of displacement, and the interpolation scheme. The proposed method is validated with virtual digital image correlation tests.

Theoretical analysis on the measurement errors of local 2D DIC: Part I temporal and spatial uncertainty quantification of displacement measurements

DOE PAGES

Wang, Yueqi; Lava, Pascal; Reu, Phillip; ...

2015-12-23

This study presents a theoretical uncertainty quantification of displacement measurements by subset-based 2D-digital image correlation. A generalized solution to estimate the random error of displacement measurement is presented. The obtained solution suggests that the random error of displacement measurements is determined by the image noise, the summation of the intensity gradient in a subset, the subpixel part of displacement, and the interpolation scheme. The proposed method is validated with virtual digital image correlation tests.

Tutorial examples for uncertainty quantification methods.

DOE Office of Scientific and Technical Information (OSTI.GOV)

De Bord, Sarah

2015-08-01

This report details the work accomplished during my 2015 SULI summer internship at Sandia National Laboratories in Livermore, CA. During this internship, I worked on multiple tasks with the common goal of making uncertainty quantification (UQ) methods more accessible to the general scientific community. As part of my work, I created a comprehensive numerical integration example to incorporate into the user manual of a UQ software package. Further, I developed examples involving heat transfer through a window to incorporate into tutorial lectures that serve as an introduction to UQ methods.

Accounting for shared and unshared dosimetric uncertainties in the dose response for ultrasound-detected thyroid nodules after exposure to radioactive fallout.

PubMed

Land, Charles E; Kwon, Deukwoo; Hoffman, F Owen; Moroz, Brian; Drozdovitch, Vladimir; Bouville, André; Beck, Harold; Luckyanov, Nicholas; Weinstock, Robert M; Simon, Steven L

2015-02-01

Dosimetic uncertainties, particularly those that are shared among subgroups of a study population, can bias, distort or reduce the slope or significance of a dose response. Exposure estimates in studies of health risks from environmental radiation exposures are generally highly uncertain and thus, susceptible to these methodological limitations. An analysis was published in 2008 concerning radiation-related thyroid nodule prevalence in a study population of 2,994 villagers under the age of 21 years old between August 1949 and September 1962 and who lived downwind from the Semipalatinsk Nuclear Test Site in Kazakhstan. This dose-response analysis identified a statistically significant association between thyroid nodule prevalence and reconstructed doses of fallout-related internal and external radiation to the thyroid gland; however, the effects of dosimetric uncertainty were not evaluated since the doses were simple point "best estimates". In this work, we revised the 2008 study by a comprehensive treatment of dosimetric uncertainties. Our present analysis improves upon the previous study, specifically by accounting for shared and unshared uncertainties in dose estimation and risk analysis, and differs from the 2008 analysis in the following ways: 1. The study population size was reduced from 2,994 to 2,376 subjects, removing 618 persons with uncertain residence histories; 2. Simulation of multiple population dose sets (vectors) was performed using a two-dimensional Monte Carlo dose estimation method; and 3. A Bayesian model averaging approach was employed for evaluating the dose response, explicitly accounting for large and complex uncertainty in dose estimation. The results were compared against conventional regression techniques. The Bayesian approach utilizes 5,000 independent realizations of population dose vectors, each of which corresponds to a set of conditional individual median internal and external doses for the 2,376 subjects. These 5,000 population dose vectors reflect uncertainties in dosimetric parameters, partly shared and partly independent, among individual members of the study population. Risk estimates for thyroid nodules from internal irradiation were higher than those published in 2008, which results, to the best of our knowledge, from explicitly accounting for dose uncertainty. In contrast to earlier findings, the use of Bayesian methods led to the conclusion that the biological effectiveness for internal and external dose was similar. Estimates of excess relative risk per unit dose (ERR/Gy) for males (177 thyroid nodule cases) were almost 30 times those for females (571 cases) and were similar to those reported for thyroid cancers related to childhood exposures to external and internal sources in other studies. For confirmed cases of papillary thyroid cancers (3 in males, 18 in females), the ERR/Gy was also comparable to risk estimates from other studies, but not significantly different from zero. These findings represent the first reported dose response for a radiation epidemiologic study considering all known sources of shared and unshared errors in dose estimation and using a Bayesian model averaging (BMA) method for analysis of the dose response.

Hydrologic Model Selection using Markov chain Monte Carlo methods

NASA Astrophysics Data System (ADS)

Marshall, L.; Sharma, A.; Nott, D.

2002-12-01

Estimation of parameter uncertainty (and in turn model uncertainty) allows assessment of the risk in likely applications of hydrological models. Bayesian statistical inference provides an ideal means of assessing parameter uncertainty whereby prior knowledge about the parameter is combined with information from the available data to produce a probability distribution (the posterior distribution) that describes uncertainty about the parameter and serves as a basis for selecting appropriate values for use in modelling applications. Widespread use of Bayesian techniques in hydrology has been hindered by difficulties in summarizing and exploring the posterior distribution. These difficulties have been largely overcome by recent advances in Markov chain Monte Carlo (MCMC) methods that involve random sampling of the posterior distribution. This study presents an adaptive MCMC sampling algorithm which has characteristics that are well suited to model parameters with a high degree of correlation and interdependence, as is often evident in hydrological models. The MCMC sampling technique is used to compare six alternative configurations of a commonly used conceptual rainfall-runoff model, the Australian Water Balance Model (AWBM), using 11 years of daily rainfall runoff data from the Bass river catchment in Australia. The alternative configurations considered fall into two classes - those that consider model errors to be independent of prior values, and those that model the errors as an autoregressive process. Each such class consists of three formulations that represent increasing levels of complexity (and parameterisation) of the original model structure. The results from this study point both to the importance of using Bayesian approaches in evaluating model performance, as well as the simplicity of the MCMC sampling framework that has the ability to bring such approaches within the reach of the applied hydrological community.

Bayesian assessment of the expected data impact on prediction confidence in optimal sampling design

NASA Astrophysics Data System (ADS)

Leube, P. C.; Geiges, A.; Nowak, W.

2012-02-01

Incorporating hydro(geo)logical data, such as head and tracer data, into stochastic models of (subsurface) flow and transport helps to reduce prediction uncertainty. Because of financial limitations for investigation campaigns, information needs toward modeling or prediction goals should be satisfied efficiently and rationally. Optimal design techniques find the best one among a set of investigation strategies. They optimize the expected impact of data on prediction confidence or related objectives prior to data collection. We introduce a new optimal design method, called PreDIA(gnosis) (Preposterior Data Impact Assessor). PreDIA derives the relevant probability distributions and measures of data utility within a fully Bayesian, generalized, flexible, and accurate framework. It extends the bootstrap filter (BF) and related frameworks to optimal design by marginalizing utility measures over the yet unknown data values. PreDIA is a strictly formal information-processing scheme free of linearizations. It works with arbitrary simulation tools, provides full flexibility concerning measurement types (linear, nonlinear, direct, indirect), allows for any desired task-driven formulations, and can account for various sources of uncertainty (e.g., heterogeneity, geostatistical assumptions, boundary conditions, measurement values, model structure uncertainty, a large class of model errors) via Bayesian geostatistics and model averaging. Existing methods fail to simultaneously provide these crucial advantages, which our method buys at relatively higher-computational costs. We demonstrate the applicability and advantages of PreDIA over conventional linearized methods in a synthetic example of subsurface transport. In the example, we show that informative data is often invisible for linearized methods that confuse zero correlation with statistical independence. Hence, PreDIA will often lead to substantially better sampling designs. Finally, we extend our example to specifically highlight the consideration of conceptual model uncertainty.

A new software for deformation source optimization, the Bayesian Earthquake Analysis Tool (BEAT)

NASA Astrophysics Data System (ADS)

Vasyura-Bathke, H.; Dutta, R.; Jonsson, S.; Mai, P. M.

2017-12-01

Modern studies of crustal deformation and the related source estimation, including magmatic and tectonic sources, increasingly use non-linear optimization strategies to estimate geometric and/or kinematic source parameters and often consider both jointly, geodetic and seismic data. Bayesian inference is increasingly being used for estimating posterior distributions of deformation source model parameters, given measured/estimated/assumed data and model uncertainties. For instance, some studies consider uncertainties of a layered medium and propagate these into source parameter uncertainties, while others use informative priors to reduce the model parameter space. In addition, innovative sampling algorithms have been developed to efficiently explore the high-dimensional parameter spaces. Compared to earlier studies, these improvements have resulted in overall more robust source model parameter estimates that include uncertainties. However, the computational burden of these methods is high and estimation codes are rarely made available along with the published results. Even if the codes are accessible, it is usually challenging to assemble them into a single optimization framework as they are typically coded in different programing languages. Therefore, further progress and future applications of these methods/codes are hampered, while reproducibility and validation of results has become essentially impossible. In the spirit of providing open-access and modular codes to facilitate progress and reproducible research in deformation source estimations, we undertook the effort of developing BEAT, a python package that comprises all the above-mentioned features in one single programing environment. The package builds on the pyrocko seismological toolbox (www.pyrocko.org), and uses the pymc3 module for Bayesian statistical model fitting. BEAT is an open-source package (https://github.com/hvasbath/beat), and we encourage and solicit contributions to the project. Here, we present our strategy for developing BEAT and show application examples; especially the effect of including the model prediction uncertainty of the velocity model in following source optimizations: full moment tensor, Mogi source, moderate strike-slip earth-quake.

BAM: Bayesian AMHG-Manning Inference of Discharge Using Remotely Sensed Stream Width, Slope, and Height

NASA Astrophysics Data System (ADS)

Hagemann, M. W.; Gleason, C. J.; Durand, M. T.

2017-11-01

The forthcoming Surface Water and Ocean Topography (SWOT) NASA satellite mission will measure water surface width, height, and slope of major rivers worldwide. The resulting data could provide an unprecedented account of river discharge at continental scales, but reliable methods need to be identified prior to launch. Here we present a novel algorithm for discharge estimation from only remotely sensed stream width, slope, and height at multiple locations along a mass-conserved river segment. The algorithm, termed the Bayesian AMHG-Manning (BAM) algorithm, implements a Bayesian formulation of streamflow uncertainty using a combination of Manning's equation and at-many-stations hydraulic geometry (AMHG). Bayesian methods provide a statistically defensible approach to generating discharge estimates in a physically underconstrained system but rely on prior distributions that quantify the a priori uncertainty of unknown quantities including discharge and hydraulic equation parameters. These were obtained from literature-reported values and from a USGS data set of acoustic Doppler current profiler (ADCP) measurements at USGS stream gauges. A data set of simulated widths, slopes, and heights from 19 rivers was used to evaluate the algorithms using a set of performance metrics. Results across the 19 rivers indicate an improvement in performance of BAM over previously tested methods and highlight a path forward in solving discharge estimation using solely satellite remote sensing.

Inverse and forward modeling under uncertainty using MRE-based Bayesian approach

NASA Astrophysics Data System (ADS)

Hou, Z.; Rubin, Y.

2004-12-01

A stochastic inverse approach for subsurface characterization is proposed and applied to shallow vadose zone at a winery field site in north California and to a gas reservoir at the Ormen Lange field site in the North Sea. The approach is formulated in a Bayesian-stochastic framework, whereby the unknown parameters are identified in terms of their statistical moments or their probabilities. Instead of the traditional single-valued estimation /prediction provided by deterministic methods, the approach gives a probability distribution for an unknown parameter. This allows calculating the mean, the mode, and the confidence interval, which is useful for a rational treatment of uncertainty and its consequences. The approach also allows incorporating data of various types and different error levels, including measurements of state variables as well as information such as bounds on or statistical moments of the unknown parameters, which may represent prior information. To obtain minimally subjective prior probabilities required for the Bayesian approach, the principle of Minimum Relative Entropy (MRE) is employed. The approach is tested in field sites for flow parameters identification and soil moisture estimation in the vadose zone and for gas saturation estimation at great depth below the ocean floor. Results indicate the potential of coupling various types of field data within a MRE-based Bayesian formalism for improving the estimation of the parameters of interest.

A surrogate accelerated multicanonical Monte Carlo method for uncertainty quantification

NASA Astrophysics Data System (ADS)

Wu, Keyi; Li, Jinglai

2016-09-01

In this work we consider a class of uncertainty quantification problems where the system performance or reliability is characterized by a scalar parameter y. The performance parameter y is random due to the presence of various sources of uncertainty in the system, and our goal is to estimate the probability density function (PDF) of y. We propose to use the multicanonical Monte Carlo (MMC) method, a special type of adaptive importance sampling algorithms, to compute the PDF of interest. Moreover, we develop an adaptive algorithm to construct local Gaussian process surrogates to further accelerate the MMC iterations. With numerical examples we demonstrate that the proposed method can achieve several orders of magnitudes of speedup over the standard Monte Carlo methods.

Uncertainty Quantification in Aeroelasticity

NASA Astrophysics Data System (ADS)

Beran, Philip; Stanford, Bret; Schrock, Christopher

2017-01-01

Physical interactions between a fluid and structure, potentially manifested as self-sustained or divergent oscillations, can be sensitive to many parameters whose values are uncertain. Of interest here are aircraft aeroelastic interactions, which must be accounted for in aircraft certification and design. Deterministic prediction of these aeroelastic behaviors can be difficult owing to physical and computational complexity. New challenges are introduced when physical parameters and elements of the modeling process are uncertain. By viewing aeroelasticity through a nondeterministic prism, where key quantities are assumed stochastic, one may gain insights into how to reduce system uncertainty, increase system robustness, and maintain aeroelastic safety. This article reviews uncertainty quantification in aeroelasticity using traditional analytical techniques not reliant on computational fluid dynamics; compares and contrasts this work with emerging methods based on computational fluid dynamics, which target richer physics; and reviews the state of the art in aeroelastic optimization under uncertainty. Barriers to continued progress, for example, the so-called curse of dimensionality, are discussed.

Information transduction capacity reduces the uncertainties in annotation-free isoform discovery and quantification

PubMed Central

Deng, Yue; Bao, Feng; Yang, Yang; Ji, Xiangyang; Du, Mulong; Zhang, Zhengdong

2017-01-01

Abstract The automated transcript discovery and quantification of high-throughput RNA sequencing (RNA-seq) data are important tasks of next-generation sequencing (NGS) research. However, these tasks are challenging due to the uncertainties that arise in the inference of complete splicing isoform variants from partially observed short reads. Here, we address this problem by explicitly reducing the inherent uncertainties in a biological system caused by missing information. In our approach, the RNA-seq procedure for transforming transcripts into short reads is considered an information transmission process. Consequently, the data uncertainties are substantially reduced by exploiting the information transduction capacity of information theory. The experimental results obtained from the analyses of simulated datasets and RNA-seq datasets from cell lines and tissues demonstrate the advantages of our method over state-of-the-art competitors. Our algorithm is an open-source implementation of MaxInfo. PMID:28911101

Uncertainty quantification in Eulerian-Lagrangian models for particle-laden flows

NASA Astrophysics Data System (ADS)

Fountoulakis, Vasileios; Jacobs, Gustaaf; Udaykumar, Hs

2017-11-01

A common approach to ameliorate the computational burden in simulations of particle-laden flows is to use a point-particle based Eulerian-Lagrangian model, which traces individual particles in their Lagrangian frame and models particles as mathematical points. The particle motion is determined by Stokes drag law, which is empirically corrected for Reynolds number, Mach number and other parameters. The empirical corrections are subject to uncertainty. Treating them as random variables renders the coupled system of PDEs and ODEs stochastic. An approach to quantify the propagation of this parametric uncertainty to the particle solution variables is proposed. The approach is based on averaging of the governing equations and allows for estimation of the first moments of the quantities of interest. We demonstrate the feasibility of our proposed methodology of uncertainty quantification of particle-laden flows on one-dimensional linear and nonlinear Eulerian-Lagrangian systems. This research is supported by AFOSR under Grant FA9550-16-1-0008.

Comparing spatially varying coefficient models: a case study examining violent crime rates and their relationships to alcohol outlets and illegal drug arrests

NASA Astrophysics Data System (ADS)

Wheeler, David C.; Waller, Lance A.

2009-03-01

In this paper, we compare and contrast a Bayesian spatially varying coefficient process (SVCP) model with a geographically weighted regression (GWR) model for the estimation of the potentially spatially varying regression effects of alcohol outlets and illegal drug activity on violent crime in Houston, Texas. In addition, we focus on the inherent coefficient shrinkage properties of the Bayesian SVCP model as a way to address increased coefficient variance that follows from collinearity in GWR models. We outline the advantages of the Bayesian model in terms of reducing inflated coefficient variance, enhanced model flexibility, and more formal measuring of model uncertainty for prediction. We find spatially varying effects for alcohol outlets and drug violations, but the amount of variation depends on the type of model used. For the Bayesian model, this variation is controllable through the amount of prior influence placed on the variance of the coefficients. For example, the spatial pattern of coefficients is similar for the GWR and Bayesian models when a relatively large prior variance is used in the Bayesian model.

Impact assessment of extreme storm events using a Bayesian network

USGS Publications Warehouse

den Heijer, C.(Kees); Knipping, Dirk T.J.A.; Plant, Nathaniel G.; van Thiel de Vries, Jaap S. M.; Baart, Fedor; van Gelder, Pieter H. A. J. M.

2012-01-01

This paper describes an investigation on the usefulness of Bayesian Networks in the safety assessment of dune coasts. A network has been created that predicts the erosion volume based on hydraulic boundary conditions and a number of cross-shore profile indicators. Field measurement data along a large part of the Dutch coast has been used to train the network. Corresponding storm impact on the dunes was calculated with an empirical dune erosion model named duros+. Comparison between the Bayesian Network predictions and the original duros+ results, here considered as observations, results in a skill up to 0.88, provided that the training data covers the range of predictions. Hence, the predictions from a deterministic model (duros+) can be captured in a probabilistic model (Bayesian Network) such that both the process knowledge and uncertainties can be included in impact and vulnerability assessments.

Integrating chronological uncertainties for annually laminated lake sediments using layer counting, independent chronologies and Bayesian age modelling (Lake Ohau, South Island, New Zealand)

NASA Astrophysics Data System (ADS)

Vandergoes, Marcus J.; Howarth, Jamie D.; Dunbar, Gavin B.; Turnbull, Jocelyn C.; Roop, Heidi A.; Levy, Richard H.; Li, Xun; Prior, Christine; Norris, Margaret; Keller, Liz D.; Baisden, W. Troy; Ditchburn, Robert; Fitzsimons, Sean J.; Bronk Ramsey, Christopher

2018-05-01

Annually resolved (varved) lake sequences are important palaeoenvironmental archives as they offer a direct incremental dating technique for high-frequency reconstruction of environmental and climate change. Despite the importance of these records, establishing a robust chronology and quantifying its precision and accuracy (estimations of error) remains an essential but challenging component of their development. We outline an approach for building reliable independent chronologies, testing the accuracy of layer counts and integrating all chronological uncertainties to provide quantitative age and error estimates for varved lake sequences. The approach incorporates (1) layer counts and estimates of counting precision; (2) radiometric and biostratigrapic dating techniques to derive independent chronology; and (3) the application of Bayesian age modelling to produce an integrated age model. This approach is applied to a case study of an annually resolved sediment record from Lake Ohau, New Zealand. The most robust age model provides an average error of 72 years across the whole depth range. This represents a fractional uncertainty of ∼5%, higher than the <3% quoted for most published varve records. However, the age model and reported uncertainty represent the best fit between layer counts and independent chronology and the uncertainties account for both layer counting precision and the chronological accuracy of the layer counts. This integrated approach provides a more representative estimate of age uncertainty and therefore represents a statistically more robust chronology.

Advances and Challenges In Uncertainty Quantification with Application to Climate Prediction, ICF design and Science Stockpile Stewardship

NASA Astrophysics Data System (ADS)

Klein, R.; Woodward, C. S.; Johannesson, G.; Domyancic, D.; Covey, C. C.; Lucas, D. D.

2012-12-01

Uncertainty Quantification (UQ) is a critical field within 21st century simulation science that resides at the very center of the web of emerging predictive capabilities. The science of UQ holds the promise of giving much greater meaning to the results of complex large-scale simulations, allowing for quantifying and bounding uncertainties. This powerful capability will yield new insights into scientific predictions (e.g. Climate) of great impact on both national and international arenas, allow informed decisions on the design of critical experiments (e.g. ICF capsule design, MFE, NE) in many scientific fields, and assign confidence bounds to scientifically predictable outcomes (e.g. nuclear weapons design). In this talk I will discuss a major new strategic initiative (SI) we have developed at Lawrence Livermore National Laboratory to advance the science of Uncertainty Quantification at LLNL focusing in particular on (a) the research and development of new algorithms and methodologies of UQ as applied to multi-physics multi-scale codes, (b) incorporation of these advancements into a global UQ Pipeline (i.e. a computational superstructure) that will simplify user access to sophisticated tools for UQ studies as well as act as a self-guided, self-adapting UQ engine for UQ studies on extreme computing platforms and (c) use laboratory applications as a test bed for new algorithms and methodologies. The initial SI focus has been on applications for the quantification of uncertainty associated with Climate prediction, but the validated UQ methodologies we have developed are now being fed back into Science Based Stockpile Stewardship (SSS) and ICF UQ efforts. To make advancements in several of these UQ grand challenges, I will focus in talk on the following three research areas in our Strategic Initiative: Error Estimation in multi-physics and multi-scale codes ; Tackling the "Curse of High Dimensionality"; and development of an advanced UQ Computational Pipeline to enable complete UQ workflow and analysis for ensemble runs at the extreme scale (e.g. exascale) with self-guiding adaptation in the UQ Pipeline engine. This work was performed under the auspices of the U.S. Department of Energy by Lawrence Livermore National Laboratory under Contract DE-AC52-07NA27344 and was funded by the Uncertainty Quantification Strategic Initiative Laboratory Directed Research and Development Project at LLNL under project tracking code 10-SI-013 (UCRL LLNL-ABS-569112).

Bayesian inference of uncertainties in precipitation-streamflow modeling in a snow affected catchment

NASA Astrophysics Data System (ADS)

Koskela, J. J.; Croke, B. W. F.; Koivusalo, H.; Jakeman, A. J.; Kokkonen, T.

2012-11-01

Bayesian inference is used to study the effect of precipitation and model structural uncertainty on estimates of model parameters and confidence limits of predictive variables in a conceptual rainfall-runoff model in the snow-fed Rudbäck catchment (142 ha) in southern Finland. The IHACRES model is coupled with a simple degree day model to account for snow accumulation and melt. The posterior probability distribution of the model parameters is sampled by using the Differential Evolution Adaptive Metropolis (DREAM(ZS)) algorithm and the generalized likelihood function. Precipitation uncertainty is taken into account by introducing additional latent variables that were used as multipliers for individual storm events. Results suggest that occasional snow water equivalent (SWE) observations together with daily streamflow observations do not contain enough information to simultaneously identify model parameters, precipitation uncertainty and model structural uncertainty in the Rudbäck catchment. The addition of an autoregressive component to account for model structure error and latent variables having uniform priors to account for input uncertainty lead to dubious posterior distributions of model parameters. Thus our hypothesis that informative priors for latent variables could be replaced by additional SWE data could not be confirmed. The model was found to work adequately in 1-day-ahead simulation mode, but the results were poor in the simulation batch mode. This was caused by the interaction of parameters that were used to describe different sources of uncertainty. The findings may have lessons for other cases where parameterizations are similarly high in relation to available prior information.

Resolution analysis of marine seismic full waveform data by Bayesian inversion

NASA Astrophysics Data System (ADS)

Ray, A.; Sekar, A.; Hoversten, G. M.; Albertin, U.

2015-12-01

The Bayesian posterior density function (PDF) of earth models that fit full waveform seismic data convey information on the uncertainty with which the elastic model parameters are resolved. In this work, we apply the trans-dimensional reversible jump Markov Chain Monte Carlo method (RJ-MCMC) for the 1D inversion of noisy synthetic full-waveform seismic data in the frequency-wavenumber domain. While seismic full waveform inversion (FWI) is a powerful method for characterizing subsurface elastic parameters, the uncertainty in the inverted models has remained poorly known, if at all and is highly initial model dependent. The Bayesian method we use is trans-dimensional in that the number of model layers is not fixed, and flexible such that the layer boundaries are free to move around. The resulting parameterization does not require regularization to stabilize the inversion. Depth resolution is traded off with the number of layers, providing an estimate of uncertainty in elastic parameters (compressional and shear velocities Vp and Vs as well as density) with depth. We find that in the absence of additional constraints, Bayesian inversion can result in a wide range of posterior PDFs on Vp, Vs and density. These PDFs range from being clustered around the true model, to those that contain little resolution of any particular features other than those in the near surface, depending on the particular data and target geometry. We present results for a suite of different frequencies and offset ranges, examining the differences in the posterior model densities thus derived. Though these results are for a 1D earth, they are applicable to areas with simple, layered geology and provide valuable insight into the resolving capabilities of FWI, as well as highlight the challenges in solving a highly non-linear problem. The RJ-MCMC method also presents a tantalizing possibility for extension to 2D and 3D Bayesian inversion of full waveform seismic data in the future, as it objectively tackles the problem of model selection (i.e., the number of layers or cells for parameterization), which could ease the computational burden of evaluating forward models with many parameters.

Bayesian Inversion of 2D Models from Airborne Transient EM Data

NASA Astrophysics Data System (ADS)

Blatter, D. B.; Key, K.; Ray, A.

2016-12-01

The inherent non-uniqueness in most geophysical inverse problems leads to an infinite number of Earth models that fit observed data to within an adequate tolerance. To resolve this ambiguity, traditional inversion methods based on optimization techniques such as the Gauss-Newton and conjugate gradient methods rely on an additional regularization constraint on the properties that an acceptable model can possess, such as having minimal roughness. While allowing such an inversion scheme to converge on a solution, regularization makes it difficult to estimate the uncertainty associated with the model parameters. This is because regularization biases the inversion process toward certain models that satisfy the regularization constraint and away from others that don't, even when both may suitably fit the data. By contrast, a Bayesian inversion framework aims to produce not a single `most acceptable' model but an estimate of the posterior likelihood of the model parameters, given the observed data. In this work, we develop a 2D Bayesian framework for the inversion of transient electromagnetic (TEM) data. Our method relies on a reversible-jump Markov Chain Monte Carlo (RJ-MCMC) Bayesian inverse method with parallel tempering. Previous gradient-based inversion work in this area used a spatially constrained scheme wherein individual (1D) soundings were inverted together and non-uniqueness was tackled by using lateral and vertical smoothness constraints. By contrast, our work uses a 2D model space of Voronoi cells whose parameterization (including number of cells) is fully data-driven. To make the problem work practically, we approximate the forward solution for each TEM sounding using a local 1D approximation where the model is obtained from the 2D model by retrieving a vertical profile through the Voronoi cells. The implicit parsimony of the Bayesian inversion process leads to the simplest models that adequately explain the data, obviating the need for explicit smoothness constraints. In addition, credible intervals in model space are directly obtained, resolving some of the uncertainty introduced by regularization. An example application shows how the method can be used to quantify the uncertainty in airborne EM soundings for imaging subglacial brine channels and groundwater systems.

Bayesian model evidence as a model evaluation metric

NASA Astrophysics Data System (ADS)

Guthke, Anneli; Höge, Marvin; Nowak, Wolfgang

2017-04-01

When building environmental systems models, we are typically confronted with the questions of how to choose an appropriate model (i.e., which processes to include or neglect) and how to measure its quality. Various metrics have been proposed that shall guide the modeller towards a most robust and realistic representation of the system under study. Criteria for evaluation often address aspects of accuracy (absence of bias) or of precision (absence of unnecessary variance) and need to be combined in a meaningful way in order to address the inherent bias-variance dilemma. We suggest using Bayesian model evidence (BME) as a model evaluation metric that implicitly performs a tradeoff between bias and variance. BME is typically associated with model weights in the context of Bayesian model averaging (BMA). However, it can also be seen as a model evaluation metric in a single-model context or in model comparison. It combines a measure for goodness of fit with a penalty for unjustifiable complexity. Unjustifiable refers to the fact that the appropriate level of model complexity is limited by the amount of information available for calibration. Derived in a Bayesian context, BME naturally accounts for measurement errors in the calibration data as well as for input and parameter uncertainty. BME is therefore perfectly suitable to assess model quality under uncertainty. We will explain in detail and with schematic illustrations what BME measures, i.e. how complexity is defined in the Bayesian setting and how this complexity is balanced with goodness of fit. We will further discuss how BME compares to other model evaluation metrics that address accuracy and precision such as the predictive logscore or other model selection criteria such as the AIC, BIC or KIC. Although computationally more expensive than other metrics or criteria, BME represents an appealing alternative because it provides a global measure of model quality. Even if not applicable to each and every case, we aim at stimulating discussion about how to judge the quality of hydrological models in the presence of uncertainty in general by dissecting the mechanism behind BME.

Uncertainty characterization and quantification in air pollution models. Application to the CHIMERE model

NASA Astrophysics Data System (ADS)

Debry, Edouard; Mallet, Vivien; Garaud, Damien; Malherbe, Laure; Bessagnet, Bertrand; Rouïl, Laurence

2010-05-01

Prev'Air is the French operational system for air pollution forecasting. It is developed and maintained by INERIS with financial support from the French Ministry for Environment. On a daily basis it delivers forecasts up to three days ahead for ozone, nitrogene dioxide and particles over France and Europe. Maps of concentration peaks and daily averages are freely available to the general public. More accurate data can be provided to customers and modelers. Prev'Air forecasts are based on the Chemical Transport Model CHIMERE. French authorities rely more and more on this platform to alert the general public in case of high pollution events and to assess the efficiency of regulation measures when such events occur. For example the road speed limit may be reduced in given areas when the ozone level exceeds one regulatory threshold. These operational applications require INERIS to assess the quality of its forecasts and to sensitize end users about the confidence level. Indeed concentrations always remain an approximation of the true concentrations because of the high uncertainty on input data, such as meteorological fields and emissions, because of incomplete or inaccurate representation of physical processes, and because of efficiencies in numerical integration [1]. We would like to present in this communication the uncertainty analysis of the CHIMERE model led in the framework of an INERIS research project aiming, on the one hand, to assess the uncertainty of several deterministic models and, on the other hand, to propose relevant indicators describing air quality forecast and their uncertainty. There exist several methods to assess the uncertainty of one model. Under given assumptions the model may be differentiated into an adjoint model which directly provides the concentrations sensitivity to given parameters. But so far Monte Carlo methods seem to be the most widely and oftenly used [2,3] as they are relatively easy to implement. In this framework one probability density function (PDF) is associated with an input parameter, according to its assumed uncertainty. Then the combined PDFs are propagated into the model, by means of several simulations with randomly perturbed input parameters. One may then obtain an approximation of the PDF of modeled concentrations, provided the Monte Carlo process has reasonably converged. The uncertainty analysis with CHIMERE has been led with a Monte Carlo method on the French domain and on two periods : 13 days during January 2009, with a focus on particles, and 28 days during August 2009, with a focus on ozone. The results show that for the summer period and 500 simulations, the time and space averaged standard deviation for ozone is 16 µg/m3, to be compared with an averaged concentration of 89 µg/m3. It is noteworthy that the space averaged standard deviation for ozone is relatively constant over time (the standard deviation of the timeseries itself is 1.6 µg/m3). The space variation of the ozone standard deviation seems to indicate that emissions have a significant impact, followed by western boundary conditions. Monte Carlo simulations are then post-processed by both ensemble [4] and Bayesian [5] methods in order to assess the quality of the uncertainty estimation. (1) Rao, K.S. Uncertainty Analysis in Atmospheric Dispersion Modeling, Pure and Applied Geophysics, 2005, 162, 1893-1917. (2) Beekmann, M. and Derognat, C. Monte Carlo uncertainty analysis of a regional-scale transport chemistry model constrained by measurements from the Atmospheric Pollution Over the Paris Area (ESQUIF) campaign, Journal of Geophysical Research, 2003, 108, 8559-8576. (3) Hanna, S.R. and Lu, Z. and Frey, H.C. and Wheeler, N. and Vukovich, J. and Arunachalam, S. and Fernau, M. and Hansen, D.A. Uncertainties in predicted ozone concentrations due to input uncertainties for the UAM-V photochemical grid model applied to the July 1995 OTAG domain, Atmospheric Environment, 2001, 35, 891-903. (4) Mallet, V., and B. Sportisse (2006), Uncertainty in a chemistry-transport model due to physical parameterizations and numerical approximations: An ensemble approach applied to ozone modeling, J. Geophys. Res., 111, D01302, doi:10.1029/2005JD006149. (5) Romanowicz, R. and Higson, H. and Teasdale, I. Bayesian uncertainty estimation methodology applied to air pollution modelling, Environmetrics, 2000, 11, 351-371.

Can I Order a Burger at rnacdonalds.com? Visual Similarity Effects of Multi-Letter Combinations at the Early Stages of Word Recognition

ERIC Educational Resources Information Center

Marcet, Ana; Perea, Manuel

2018-01-01

Previous research has shown that early in the word recognition process, there is some degree of uncertainty concerning letter identity and letter position. Here, we examined whether this uncertainty also extends to the mapping of letter features onto letters, as predicted by the Bayesian Reader (Norris & Kinoshita, 2012). Indeed, anecdotal…

A New Mathematical Framework for Design Under Uncertainty

DTIC Science & Technology

2016-05-05

blending multiple information sources via auto-regressive stochastic modeling. A computationally efficient machine learning framework is developed based on...sion and machine learning approaches; see Fig. 1. This will lead to a comprehensive description of system performance with less uncertainty than in the...Bayesian optimization of super-cavitating hy- drofoils The goal of this study is to demonstrate the capabilities of statistical learning and

Uncertainty evaluation in normalization of isotope delta measurement results against international reference materials.

PubMed

Meija, Juris; Chartrand, Michelle M G

2018-01-01

Isotope delta measurements are normalized against international reference standards. Although multi-point normalization is becoming a standard practice, the existing uncertainty evaluation practices are either undocumented or are incomplete. For multi-point normalization, we present errors-in-variables regression models for explicit accounting of the measurement uncertainty of the international standards along with the uncertainty that is attributed to their assigned values. This manuscript presents framework to account for the uncertainty that arises due to a small number of replicate measurements and discusses multi-laboratory data reduction while accounting for inevitable correlations between the laboratories due to the use of identical reference materials for calibration. Both frequentist and Bayesian methods of uncertainty analysis are discussed.

Managing the uncertainties of the streamflow data produced by the French national hydrological services

NASA Astrophysics Data System (ADS)

Puechberty, Rachel; Bechon, Pierre-Marie; Le Coz, Jérôme; Renard, Benjamin

2015-04-01

The French national hydrological services (NHS) manage the production of streamflow time series throughout the national territory. The hydrological data are made available to end-users through different web applications and the national hydrological archive (Banque Hydro). Providing end-users with qualitative and quantitative information on the uncertainty of the hydrological data is key to allow them drawing relevant conclusions and making appropriate decisions. Due to technical and organisational issues that are specific to the field of hydrometry, quantifying the uncertainty of hydrological measurements is still challenging and not yet standardized. The French NHS have made progress on building a consistent strategy to assess the uncertainty of their streamflow data. The strategy consists of addressing the uncertainties produced and propagated at each step of the data production with uncertainty analysis tools that are compatible with each other and compliant with international uncertainty guidance and standards. Beyond the necessary research and methodological developments, operational software tools and procedures are absolutely necessary to the data management and uncertainty analysis by field hydrologists. A first challenge is to assess, and if possible reduce, the uncertainty of streamgauging data, i.e. direct stage-discharge measurements. Interlaboratory experiments proved to be a very efficient way to empirically measure the uncertainty of a given streamgauging technique in given measurement conditions. The Q+ method (Le Coz et al., 2012) was developed to improve the uncertainty propagation method proposed in the ISO748 standard for velocity-area gaugings. Both empirical or computed (with Q+) uncertainty values can now be assigned in BAREME, which is the software used by the French NHS for managing streamgauging measurements. A second pivotal step is to quantify the uncertainty related to stage-discharge rating curves and their application to water level records to produce continuous discharge time series. The management of rating curves is also done using BAREME. The BaRatin method (Le Coz et al., 2014) was developed as a Bayesian approach of rating curve development and uncertainty analysis. Since BaRatin accounts for the individual uncertainties of gauging data used to build the rating curve, it was coupled with BAREME. The BaRatin method is still undergoing development and research, in particular to address non univocal or time-varying stage-discharge relations, due to hysteresis, variable backwater, rating shifts, etc. A new interface including new options is under development. The next steps are now to propagate the uncertainties of water level records, through uncertain rating curves, up to discharge time series and derived variables (e.g. annual mean flow) and statistics (e.g. flood quantiles). Bayesian tools are already available for both tasks but further validation and development is necessary for their integration in the operational data workflow of the French NHS. References Le Coz, J., Camenen, B., Peyrard, X., Dramais, G., 2012. Uncertainty in open-channel discharges measured with the velocity-area method. Flow Measurement and Instrumentation 26, 18-29. Le Coz, J., Renard, B., Bonnifait, L., Branger, F., Le Boursicaud, R., 2014. Combining hydraulic knowledge and uncertain gaugings in the estimation of hydrometric rating curves: a Bayesian approach, Journal of Hydrology, 509, 573-587.

Uncertainty quantification applied to the radiological characterization of radioactive waste.

PubMed

Zaffora, B; Magistris, M; Saporta, G; Chevalier, J-P

2017-09-01

This paper describes the process adopted at the European Organization for Nuclear Research (CERN) to quantify uncertainties affecting the characterization of very-low-level radioactive waste. Radioactive waste is a by-product of the operation of high-energy particle accelerators. Radioactive waste must be characterized to ensure its safe disposal in final repositories. Characterizing radioactive waste means establishing the list of radionuclides together with their activities. The estimated activity levels are compared to the limits given by the national authority of the waste disposal. The quantification of the uncertainty affecting the concentration of the radionuclides is therefore essential to estimate the acceptability of the waste in the final repository but also to control the sorting, volume reduction and packaging phases of the characterization process. The characterization method consists of estimating the activity of produced radionuclides either by experimental methods or statistical approaches. The uncertainties are estimated using classical statistical methods and uncertainty propagation. A mixed multivariate random vector is built to generate random input parameters for the activity calculations. The random vector is a robust tool to account for the unknown radiological history of legacy waste. This analytical technique is also particularly useful to generate random chemical compositions of materials when the trace element concentrations are not available or cannot be measured. The methodology was validated using a waste population of legacy copper activated at CERN. The methodology introduced here represents a first approach for the uncertainty quantification (UQ) of the characterization process of waste produced at particle accelerators. Copyright © 2017 Elsevier Ltd. All rights reserved.

User Guidelines and Best Practices for CASL VUQ Analysis Using Dakota

DOE Office of Scientific and Technical Information (OSTI.GOV)

Adams, Brian M.; Coleman, Kayla; Gilkey, Lindsay N.

Sandia’s Dakota software (available at http://dakota.sandia.gov) supports science and engineering transformation through advanced exploration of simulations. Specifically it manages and analyzes ensembles of simulations to provide broader and deeper perspective for analysts and decision makers. This enables them to enhance understanding of risk, improve products, and assess simulation credibility. In its simplest mode, Dakota can automate typical parameter variation studies through a generic interface to a physics-based computational model. This can lend efficiency and rigor to manual parameter perturbation studies already being conducted by analysts. However, Dakota also delivers advanced parametric analysis techniques enabling design exploration, optimization, model calibration, riskmore » analysis, and quantification of margins and uncertainty with such models. It directly supports verification and validation activities. Dakota algorithms enrich complex science and engineering models, enabling an analyst to answer crucial questions of - Sensitivity: Which are the most important input factors or parameters entering the simulation, and how do they influence key outputs?; Uncertainty: What is the uncertainty or variability in simulation output, given uncertainties in input parameters? How safe, reliable, robust, or variable is my system? (Quantification of margins and uncertainty, QMU); Optimization: What parameter values yield the best performing design or operating condition, given constraints? Calibration: What models and/or parameters best match experimental data? In general, Dakota is the Consortium for Advanced Simulation of Light Water Reactors (CASL) delivery vehicle for verification, validation, and uncertainty quantification (VUQ) algorithms. It permits ready application of the VUQ methods described above to simulation codes by CASL researchers, code developers, and application engineers.« less