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.

Performance Assessment Uncertainty Analysis for Japan's HLW Program Feasibility Study (H12)

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

BABA,T.; ISHIGURO,K.; ISHIHARA,Y.

1999-08-30

Most HLW programs in the world recognize that any estimate of long-term radiological performance must be couched in terms of the uncertainties derived from natural variation, changes through time and lack of knowledge about the essential processes. The Japan Nuclear Cycle Development Institute followed a relatively standard procedure to address two major categories of uncertainty. First, a FEatures, Events and Processes (FEPs) listing, screening and grouping activity was pursued in order to define the range of uncertainty in system processes as well as possible variations in engineering design. A reference and many alternative cases representing various groups of FEPs weremore » defined and individual numerical simulations performed for each to quantify the range of conceptual uncertainty. Second, parameter distributions were developed for the reference case to represent the uncertainty in the strength of these processes, the sequencing of activities and geometric variations. Both point estimates using high and low values for individual parameters as well as a probabilistic analysis were performed to estimate parameter uncertainty. A brief description of the conceptual model uncertainty analysis is presented. This paper focuses on presenting the details of the probabilistic parameter uncertainty assessment.« less

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...

Interval Estimation of Seismic Hazard Parameters

NASA Astrophysics Data System (ADS)

Orlecka-Sikora, Beata; Lasocki, Stanislaw

2017-03-01

The paper considers Poisson temporal occurrence of earthquakes and presents a way to integrate uncertainties of the estimates of mean activity rate and magnitude cumulative distribution function in the interval estimation of the most widely used seismic hazard functions, such as the exceedance probability and the mean return period. The proposed algorithm can be used either when the Gutenberg-Richter model of magnitude distribution is accepted or when the nonparametric estimation is in use. When the Gutenberg-Richter model of magnitude distribution is used the interval estimation of its parameters is based on the asymptotic normality of the maximum likelihood estimator. When the nonparametric kernel estimation of magnitude distribution is used, we propose the iterated bias corrected and accelerated method for interval estimation based on the smoothed bootstrap and second-order bootstrap samples. The changes resulted from the integrated approach in the interval estimation of the seismic hazard functions with respect to the approach, which neglects the uncertainty of the mean activity rate estimates have been studied using Monte Carlo simulations and two real dataset examples. The results indicate that the uncertainty of mean activity rate affects significantly the interval estimates of hazard functions only when the product of activity rate and the time period, for which the hazard is estimated, is no more than 5.0. When this product becomes greater than 5.0, the impact of the uncertainty of cumulative distribution function of magnitude dominates the impact of the uncertainty of mean activity rate in the aggregated uncertainty of the hazard functions. Following, the interval estimates with and without inclusion of the uncertainty of mean activity rate converge. The presented algorithm is generic and can be applied also to capture the propagation of uncertainty of estimates, which are parameters of a multiparameter function, onto this function.

A New Formulation of the Filter-Error Method for Aerodynamic Parameter Estimation in Turbulence

NASA Technical Reports Server (NTRS)

Grauer, Jared A.; Morelli, Eugene A.

2015-01-01

A new formulation of the filter-error method for estimating aerodynamic parameters in nonlinear aircraft dynamic models during turbulence was developed and demonstrated. The approach uses an estimate of the measurement noise covariance to identify the model parameters, their uncertainties, and the process noise covariance, in a relaxation method analogous to the output-error method. Prior information on the model parameters and uncertainties can be supplied, and a post-estimation correction to the uncertainty was included to account for colored residuals not considered in the theory. No tuning parameters, needing adjustment by the analyst, are used in the estimation. The method was demonstrated in simulation using the NASA Generic Transport Model, then applied to the subscale T-2 jet-engine transport aircraft flight. Modeling results in different levels of turbulence were compared with results from time-domain output error and frequency- domain equation error methods to demonstrate the effectiveness of the approach.

Evaluation of assigned-value uncertainty for complex calibrator value assignment processes: a prealbumin example.

PubMed

Middleton, John; Vaks, Jeffrey E

2007-04-01

Errors of calibrator-assigned values lead to errors in the testing of patient samples. The ability to estimate the uncertainties of calibrator-assigned values and other variables minimizes errors in testing processes. International Organization of Standardization guidelines provide simple equations for the estimation of calibrator uncertainty with simple value-assignment processes, but other methods are needed to estimate uncertainty in complex processes. We estimated the assigned-value uncertainty with a Monte Carlo computer simulation of a complex value-assignment process, based on a formalized description of the process, with measurement parameters estimated experimentally. This method was applied to study uncertainty of a multilevel calibrator value assignment for a prealbumin immunoassay. The simulation results showed that the component of the uncertainty added by the process of value transfer from the reference material CRM470 to the calibrator is smaller than that of the reference material itself (<0.8% vs 3.7%). Varying the process parameters in the simulation model allowed for optimizing the process, while keeping the added uncertainty small. The patient result uncertainty caused by the calibrator uncertainty was also found to be small. This method of estimating uncertainty is a powerful tool that allows for estimation of calibrator uncertainty for optimization of various value assignment processes, with a reduced number of measurements and reagent costs, while satisfying the requirements to uncertainty. The new method expands and augments existing methods to allow estimation of uncertainty in complex processes.

Study of the uncertainty in estimation of the exposure of non-human biota to ionising radiation.

PubMed

Avila, R; Beresford, N A; Agüero, A; Broed, R; Brown, J; Iospje, M; Robles, B; Suañez, A

2004-12-01

Uncertainty in estimations of the exposure of non-human biota to ionising radiation may arise from a number of sources including values of the model parameters, empirical data, measurement errors and biases in the sampling. The significance of the overall uncertainty of an exposure assessment will depend on how the estimated dose compares with reference doses used for risk characterisation. In this paper, we present the results of a study of the uncertainty in estimation of the exposure of non-human biota using some of the models and parameters recommended in the FASSET methodology. The study was carried out for semi-natural terrestrial, agricultural and marine ecosystems, and for four radionuclides (137Cs, 239Pu, 129I and 237Np). The parameters of the radionuclide transfer models showed the highest sensitivity and contributed the most to the uncertainty in the predictions of doses to biota. The most important ones were related to the bioavailability and mobility of radionuclides in the environment, for example soil-to-plant transfer factors, the bioaccumulation factors for marine biota and the gut uptake fraction for terrestrial mammals. In contrast, the dose conversion coefficients showed low sensitivity and contributed little to the overall uncertainty. Radiobiological effectiveness contributed to the overall uncertainty of the dose estimations for alpha emitters although to a lesser degree than a number of transfer model parameters.

Assessment of uncertainties of the models used in thermal-hydraulic computer codes

NASA Astrophysics Data System (ADS)

Gricay, A. S.; Migrov, Yu. A.

2015-09-01

The article deals with matters concerned with the problem of determining the statistical characteristics of variable parameters (the variation range and distribution law) in analyzing the uncertainty and sensitivity of calculation results to uncertainty in input data. A comparative analysis of modern approaches to uncertainty in input data is presented. The need to develop an alternative method for estimating the uncertainty of model parameters used in thermal-hydraulic computer codes, in particular, in the closing correlations of the loop thermal hydraulics block, is shown. Such a method shall feature the minimal degree of subjectivism and must be based on objective quantitative assessment criteria. The method includes three sequential stages: selecting experimental data satisfying the specified criteria, identifying the key closing correlation using a sensitivity analysis, and carrying out case calculations followed by statistical processing of the results. By using the method, one can estimate the uncertainty range of a variable parameter and establish its distribution law in the above-mentioned range provided that the experimental information is sufficiently representative. Practical application of the method is demonstrated taking as an example the problem of estimating the uncertainty of a parameter appearing in the model describing transition to post-burnout heat transfer that is used in the thermal-hydraulic computer code KORSAR. The performed study revealed the need to narrow the previously established uncertainty range of this parameter and to replace the uniform distribution law in the above-mentioned range by the Gaussian distribution law. The proposed method can be applied to different thermal-hydraulic computer codes. In some cases, application of the method can make it possible to achieve a smaller degree of conservatism in the expert estimates of uncertainties pertinent to the model parameters used in computer codes.

Linear Parameter Varying Control Synthesis for Actuator Failure, Based on Estimated Parameter

NASA Technical Reports Server (NTRS)

Shin, Jong-Yeob; Wu, N. Eva; Belcastro, Christine

2002-01-01

The design of a linear parameter varying (LPV) controller for an aircraft at actuator failure cases is presented. The controller synthesis for actuator failure cases is formulated into linear matrix inequality (LMI) optimizations based on an estimated failure parameter with pre-defined estimation error bounds. The inherent conservatism of an LPV control synthesis methodology is reduced using a scaling factor on the uncertainty block which represents estimated parameter uncertainties. The fault parameter is estimated using the two-stage Kalman filter. The simulation results of the designed LPV controller for a HiMXT (Highly Maneuverable Aircraft Technology) vehicle with the on-line estimator show that the desired performance and robustness objectives are achieved for actuator failure cases.

Dealing with uncertainty in landscape genetic resistance models: a case of three co-occurring marsupials.

PubMed

Dudaniec, Rachael Y; Worthington Wilmer, Jessica; Hanson, Jeffrey O; Warren, Matthew; Bell, Sarah; Rhodes, Jonathan R

2016-01-01

Landscape genetics lacks explicit methods for dealing with the uncertainty in landscape resistance estimation, which is particularly problematic when sample sizes of individuals are small. Unless uncertainty can be quantified, valuable but small data sets may be rendered unusable for conservation purposes. We offer a method to quantify uncertainty in landscape resistance estimates using multimodel inference as an improvement over single model-based inference. We illustrate the approach empirically using co-occurring, woodland-preferring Australian marsupials within a common study area: two arboreal gliders (Petaurus breviceps, and Petaurus norfolcensis) and one ground-dwelling antechinus (Antechinus flavipes). First, we use maximum-likelihood and a bootstrap procedure to identify the best-supported isolation-by-resistance model out of 56 models defined by linear and non-linear resistance functions. We then quantify uncertainty in resistance estimates by examining parameter selection probabilities from the bootstrapped data. The selection probabilities provide estimates of uncertainty in the parameters that drive the relationships between landscape features and resistance. We then validate our method for quantifying uncertainty using simulated genetic and landscape data showing that for most parameter combinations it provides sensible estimates of uncertainty. We conclude that small data sets can be informative in landscape genetic analyses provided uncertainty can be explicitly quantified. Being explicit about uncertainty in landscape genetic models will make results more interpretable and useful for conservation decision-making, where dealing with uncertainty is critical. © 2015 John Wiley & Sons Ltd.

Effect of Small Numbers of Test Results on Accuracy of Hoek-Brown Strength Parameter Estimations: A Statistical Simulation Study

NASA Astrophysics Data System (ADS)

Bozorgzadeh, Nezam; Yanagimura, Yoko; Harrison, John P.

2017-12-01

The Hoek-Brown empirical strength criterion for intact rock is widely used as the basis for estimating the strength of rock masses. Estimations of the intact rock H-B parameters, namely the empirical constant m and the uniaxial compressive strength σc, are commonly obtained by fitting the criterion to triaxial strength data sets of small sample size. This paper investigates how such small sample sizes affect the uncertainty associated with the H-B parameter estimations. We use Monte Carlo (MC) simulation to generate data sets of different sizes and different combinations of H-B parameters, and then investigate the uncertainty in H-B parameters estimated from these limited data sets. We show that the uncertainties depend not only on the level of variability but also on the particular combination of parameters being investigated. As particular combinations of H-B parameters can informally be considered to represent specific rock types, we discuss that as the minimum number of required samples depends on rock type it should correspond to some acceptable level of uncertainty in the estimations. Also, a comparison of the results from our analysis with actual rock strength data shows that the probability of obtaining reliable strength parameter estimations using small samples may be very low. We further discuss the impact of this on ongoing implementation of reliability-based design protocols and conclude with suggestions for improvements in this respect.

Aeroservoelastic Uncertainty Model Identification from Flight Data

NASA Technical Reports Server (NTRS)

Brenner, Martin J.

2001-01-01

Uncertainty modeling is a critical element in the estimation of robust stability margins for stability boundary prediction and robust flight control system development. There has been a serious deficiency to date in aeroservoelastic data analysis with attention to uncertainty modeling. Uncertainty can be estimated from flight data using both parametric and nonparametric identification techniques. The model validation problem addressed in this paper is to identify aeroservoelastic models with associated uncertainty structures from a limited amount of controlled excitation inputs over an extensive flight envelope. The challenge to this problem is to update analytical models from flight data estimates while also deriving non-conservative uncertainty descriptions consistent with the flight data. Multisine control surface command inputs and control system feedbacks are used as signals in a wavelet-based modal parameter estimation procedure for model updates. Transfer function estimates are incorporated in a robust minimax estimation scheme to get input-output parameters and error bounds consistent with the data and model structure. Uncertainty estimates derived from the data in this manner provide an appropriate and relevant representation for model development and robust stability analysis. This model-plus-uncertainty identification procedure is applied to aeroservoelastic flight data from the NASA Dryden Flight Research Center F-18 Systems Research Aircraft.

Effect of correlated observation error on parameters, predictions, and uncertainty

USGS Publications Warehouse

Tiedeman, Claire; Green, Christopher T.

2013-01-01

Correlations among observation errors are typically omitted when calculating observation weights for model calibration by inverse methods. We explore the effects of omitting these correlations on estimates of parameters, predictions, and uncertainties. First, we develop a new analytical expression for the difference in parameter variance estimated with and without error correlations for a simple one-parameter two-observation inverse model. Results indicate that omitting error correlations from both the weight matrix and the variance calculation can either increase or decrease the parameter variance, depending on the values of error correlation (ρ) and the ratio of dimensionless scaled sensitivities (rdss). For small ρ, the difference in variance is always small, but for large ρ, the difference varies widely depending on the sign and magnitude of rdss. Next, we consider a groundwater reactive transport model of denitrification with four parameters and correlated geochemical observation errors that are computed by an error-propagation approach that is new for hydrogeologic studies. We compare parameter estimates, predictions, and uncertainties obtained with and without the error correlations. Omitting the correlations modestly to substantially changes parameter estimates, and causes both increases and decreases of parameter variances, consistent with the analytical expression. Differences in predictions for the models calibrated with and without error correlations can be greater than parameter differences when both are considered relative to their respective confidence intervals. These results indicate that including observation error correlations in weighting for nonlinear regression can have important effects on parameter estimates, predictions, and their respective uncertainties.

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.

Parameter and prediction uncertainty in an optimized terrestrial carbon cycle model: Effects of constraining variables and data record length

NASA Astrophysics Data System (ADS)

Ricciuto, Daniel M.; King, Anthony W.; Dragoni, D.; Post, Wilfred M.

2011-03-01

Many parameters in terrestrial biogeochemical models are inherently uncertain, leading to uncertainty in predictions of key carbon cycle variables. At observation sites, this uncertainty can be quantified by applying model-data fusion techniques to estimate model parameters using eddy covariance observations and associated biometric data sets as constraints. Uncertainty is reduced as data records become longer and different types of observations are added. We estimate parametric and associated predictive uncertainty at the Morgan Monroe State Forest in Indiana, USA. Parameters in the Local Terrestrial Ecosystem Carbon (LoTEC) are estimated using both synthetic and actual constraints. These model parameters and uncertainties are then used to make predictions of carbon flux for up to 20 years. We find a strong dependence of both parametric and prediction uncertainty on the length of the data record used in the model-data fusion. In this model framework, this dependence is strongly reduced as the data record length increases beyond 5 years. If synthetic initial biomass pool constraints with realistic uncertainties are included in the model-data fusion, prediction uncertainty is reduced by more than 25% when constraining flux records are less than 3 years. If synthetic annual aboveground woody biomass increment constraints are also included, uncertainty is similarly reduced by an additional 25%. When actual observed eddy covariance data are used as constraints, there is still a strong dependence of parameter and prediction uncertainty on data record length, but the results are harder to interpret because of the inability of LoTEC to reproduce observed interannual variations and the confounding effects of model structural error.

Estimation of the uncertainty of analyte concentration from the measurement uncertainty.

PubMed

Brown, Simon; Cooke, Delwyn G; Blackwell, Leonard F

2015-09-01

Ligand-binding assays, such as immunoassays, are usually analysed using standard curves based on the four-parameter and five-parameter logistic models. An estimate of the uncertainty of an analyte concentration obtained from such curves is needed for confidence intervals or precision profiles. Using a numerical simulation approach, it is shown that the uncertainty of the analyte concentration estimate becomes significant at the extremes of the concentration range and that this is affected significantly by the steepness of the standard curve. We also provide expressions for the coefficient of variation of the analyte concentration estimate from which confidence intervals and the precision profile can be obtained. Using three examples, we show that the expressions perform well.

Large Uncertainty in Estimating pCO2 From Carbonate Equilibria in Lakes

NASA Astrophysics Data System (ADS)

Golub, Malgorzata; Desai, Ankur R.; McKinley, Galen A.; Remucal, Christina K.; Stanley, Emily H.

2017-11-01

Most estimates of carbon dioxide (CO2) evasion from freshwaters rely on calculating partial pressure of aquatic CO2 (pCO2) from two out of three CO2-related parameters using carbonate equilibria. However, the pCO2 uncertainty has not been systematically evaluated across multiple lake types and equilibria. We quantified random errors in pH, dissolved inorganic carbon, alkalinity, and temperature from the North Temperate Lakes Long-Term Ecological Research site in four lake groups across a broad gradient of chemical composition. These errors were propagated onto pCO2 calculated from three carbonate equilibria, and for overlapping observations, compared against uncertainties in directly measured pCO2. The empirical random errors in CO2-related parameters were mostly below 2% of their median values. Resulting random pCO2 errors ranged from ±3.7% to ±31.5% of the median depending on alkalinity group and choice of input parameter pairs. Temperature uncertainty had a negligible effect on pCO2. When compared with direct pCO2 measurements, all parameter combinations produced biased pCO2 estimates with less than one third of total uncertainty explained by random pCO2 errors, indicating that systematic uncertainty dominates over random error. Multidecadal trend of pCO2 was difficult to reconstruct from uncertain historical observations of CO2-related parameters. Given poor precision and accuracy of pCO2 estimates derived from virtually any combination of two CO2-related parameters, we recommend direct pCO2 measurements where possible. To achieve consistently robust estimates of CO2 emissions from freshwater components of terrestrial carbon balances, future efforts should focus on improving accuracy and precision of CO2-related parameters (including direct pCO2) measurements and associated pCO2 calculations.

The Importance of Behavioral Thresholds and Objective Functions in Contaminant Transport Uncertainty Analysis

NASA Astrophysics Data System (ADS)

Sykes, J. F.; Kang, M.; Thomson, N. R.

2007-12-01

The TCE release from The Lockformer Company in Lisle Illinois resulted in a plume in a confined aquifer that is more than 4 km long and impacted more than 300 residential wells. Many of the wells are on the fringe of the plume and have concentrations that did not exceed 5 ppb. The settlement for the Chapter 11 bankruptcy protection of Lockformer involved the establishment of a trust fund that compensates individuals with cancers with payments being based on cancer type, estimated TCE concentration in the well and the duration of exposure to TCE. The estimation of early arrival times and hence low likelihood events is critical in the determination of the eligibility of an individual for compensation. Thus, an emphasis must be placed on the accuracy of the leading tail region in the likelihood distribution of possible arrival times at a well. The estimation of TCE arrival time, using a three-dimensional analytical solution, involved parameter estimation and uncertainty analysis. Parameters in the model included TCE source parameters, groundwater velocities, dispersivities and the TCE decay coefficient for both the confining layer and the bedrock aquifer. Numerous objective functions, which include the well-known L2-estimator, robust estimators (L1-estimators and M-estimators), penalty functions, and dead zones, were incorporated in the parameter estimation process to treat insufficiencies in both the model and observational data due to errors, biases, and limitations. The concept of equifinality was adopted and multiple maximum likelihood parameter sets were accepted if pre-defined physical criteria were met. The criteria ensured that a valid solution predicted TCE concentrations for all TCE impacted areas. Monte Carlo samples are found to be inadequate for uncertainty analysis of this case study due to its inability to find parameter sets that meet the predefined physical criteria. Successful results are achieved using a Dynamically-Dimensioned Search sampling methodology that inherently accounts for parameter correlations and does not require assumptions regarding parameter distributions. For uncertainty analysis, multiple parameter sets were obtained using a modified Cauchy's M-estimator. Penalty functions had to be incorporated into the objective function definitions to generate a sufficient number of acceptable parameter sets. The combined effect of optimization and the application of the physical criteria perform the function of behavioral thresholds by reducing anomalies and by removing parameter sets with high objective function values. The factors that are important to the creation of an uncertainty envelope for TCE arrival at wells are outlined in the work. In general, greater uncertainty appears to be present at the tails of the distribution. For a refinement of the uncertainty envelopes, the application of additional physical criteria or behavioral thresholds is recommended.

Estimation of environment-related properties of chemicals for design of sustainable processes: development of group-contribution+ (GC+) property models and uncertainty analysis.

PubMed

Hukkerikar, Amol Shivajirao; Kalakul, Sawitree; Sarup, Bent; Young, Douglas M; Sin, Gürkan; Gani, Rafiqul

2012-11-26

The aim of this work is to develop group-contribution(+) (GC(+)) method (combined group-contribution (GC) method and atom connectivity index (CI) method) based property models to provide reliable estimations of environment-related properties of organic chemicals together with uncertainties of estimated property values. For this purpose, a systematic methodology for property modeling and uncertainty analysis is used. The methodology includes a parameter estimation step to determine parameters of property models and an uncertainty analysis step to establish statistical information about the quality of parameter estimation, such as the parameter covariance, the standard errors in predicted properties, and the confidence intervals. For parameter estimation, large data sets of experimentally measured property values of a wide range of chemicals (hydrocarbons, oxygenated chemicals, nitrogenated chemicals, poly functional chemicals, etc.) taken from the database of the US Environmental Protection Agency (EPA) and from the database of USEtox is used. For property modeling and uncertainty analysis, the Marrero and Gani GC method and atom connectivity index method have been considered. In total, 22 environment-related properties, which include the fathead minnow 96-h LC(50), Daphnia magna 48-h LC(50), oral rat LD(50), aqueous solubility, bioconcentration factor, permissible exposure limit (OSHA-TWA), photochemical oxidation potential, global warming potential, ozone depletion potential, acidification potential, emission to urban air (carcinogenic and noncarcinogenic), emission to continental rural air (carcinogenic and noncarcinogenic), emission to continental fresh water (carcinogenic and noncarcinogenic), emission to continental seawater (carcinogenic and noncarcinogenic), emission to continental natural soil (carcinogenic and noncarcinogenic), and emission to continental agricultural soil (carcinogenic and noncarcinogenic) have been modeled and analyzed. The application of the developed property models for the estimation of environment-related properties and uncertainties of the estimated property values is highlighted through an illustrative example. The developed property models provide reliable estimates of environment-related properties needed to perform process synthesis, design, and analysis of sustainable chemical processes and allow one to evaluate the effect of uncertainties of estimated property values on the calculated performance of processes giving useful insights into quality and reliability of the design of sustainable processes.

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).

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

Post, Wilfred M; King, Anthony Wayne; Dragoni, Danilo

Many parameters in terrestrial biogeochemical models are inherently uncertain, leading to uncertainty in predictions of key carbon cycle variables. At observation sites, this uncertainty can be quantified by applying model-data fusion techniques to estimate model parameters using eddy covariance observations and associated biometric data sets as constraints. Uncertainty is reduced as data records become longer and different types of observations are added. We estimate parametric and associated predictive uncertainty at the Morgan Monroe State Forest in Indiana, USA. Parameters in the Local Terrestrial Ecosystem Carbon (LoTEC) are estimated using both synthetic and actual constraints. These model parameters and uncertainties aremore » then used to make predictions of carbon flux for up to 20 years. We find a strong dependence of both parametric and prediction uncertainty on the length of the data record used in the model-data fusion. In this model framework, this dependence is strongly reduced as the data record length increases beyond 5 years. If synthetic initial biomass pool constraints with realistic uncertainties are included in the model-data fusion, prediction uncertainty is reduced by more than 25% when constraining flux records are less than 3 years. If synthetic annual aboveground woody biomass increment constraints are also included, uncertainty is similarly reduced by an additional 25%. When actual observed eddy covariance data are used as constraints, there is still a strong dependence of parameter and prediction uncertainty on data record length, but the results are harder to interpret because of the inability of LoTEC to reproduce observed interannual variations and the confounding effects of model structural error.« less

Parameter estimation for groundwater models under uncertain irrigation data

USGS Publications Warehouse

Demissie, Yonas; Valocchi, Albert J.; Cai, Ximing; Brozovic, Nicholas; Senay, Gabriel; Gebremichael, Mekonnen

2015-01-01

The success of modeling groundwater is strongly influenced by the accuracy of the model parameters that are used to characterize the subsurface system. However, the presence of uncertainty and possibly bias in groundwater model source/sink terms may lead to biased estimates of model parameters and model predictions when the standard regression-based inverse modeling techniques are used. This study first quantifies the levels of bias in groundwater model parameters and predictions due to the presence of errors in irrigation data. Then, a new inverse modeling technique called input uncertainty weighted least-squares (IUWLS) is presented for unbiased estimation of the parameters when pumping and other source/sink data are uncertain. The approach uses the concept of generalized least-squares method with the weight of the objective function depending on the level of pumping uncertainty and iteratively adjusted during the parameter optimization process. We have conducted both analytical and numerical experiments, using irrigation pumping data from the Republican River Basin in Nebraska, to evaluate the performance of ordinary least-squares (OLS) and IUWLS calibration methods under different levels of uncertainty of irrigation data and calibration conditions. The result from the OLS method shows the presence of statistically significant (p < 0.05) bias in estimated parameters and model predictions that persist despite calibrating the models to different calibration data and sample sizes. However, by directly accounting for the irrigation pumping uncertainties during the calibration procedures, the proposed IUWLS is able to minimize the bias effectively without adding significant computational burden to the calibration processes.

Accounting for parameter uncertainty in the definition of parametric distributions used to describe individual patient variation in health economic models.

PubMed

Degeling, Koen; IJzerman, Maarten J; Koopman, Miriam; Koffijberg, Hendrik

2017-12-15

Parametric distributions based on individual patient data can be used to represent both stochastic and parameter uncertainty. Although general guidance is available on how parameter uncertainty should be accounted for in probabilistic sensitivity analysis, there is no comprehensive guidance on reflecting parameter uncertainty in the (correlated) parameters of distributions used to represent stochastic uncertainty in patient-level models. This study aims to provide this guidance by proposing appropriate methods and illustrating the impact of this uncertainty on modeling outcomes. Two approaches, 1) using non-parametric bootstrapping and 2) using multivariate Normal distributions, were applied in a simulation and case study. The approaches were compared based on point-estimates and distributions of time-to-event and health economic outcomes. To assess sample size impact on the uncertainty in these outcomes, sample size was varied in the simulation study and subgroup analyses were performed for the case-study. Accounting for parameter uncertainty in distributions that reflect stochastic uncertainty substantially increased the uncertainty surrounding health economic outcomes, illustrated by larger confidence ellipses surrounding the cost-effectiveness point-estimates and different cost-effectiveness acceptability curves. Although both approaches performed similar for larger sample sizes (i.e. n = 500), the second approach was more sensitive to extreme values for small sample sizes (i.e. n = 25), yielding infeasible modeling outcomes. Modelers should be aware that parameter uncertainty in distributions used to describe stochastic uncertainty needs to be reflected in probabilistic sensitivity analysis, as it could substantially impact the total amount of uncertainty surrounding health economic outcomes. If feasible, the bootstrap approach is recommended to account for this uncertainty.

Uncertainty analysis of an inflow forecasting model: extension of the UNEEC machine learning-based method

NASA Astrophysics Data System (ADS)

Pianosi, Francesca; Lal Shrestha, Durga; Solomatine, Dimitri

2010-05-01

This research presents an extension of UNEEC (Uncertainty Estimation based on Local Errors and Clustering, Shrestha and Solomatine, 2006, 2008 & Solomatine and Shrestha, 2009) method in the direction of explicit inclusion of parameter uncertainty. UNEEC method assumes that there is an optimal model and the residuals of the model can be used to assess the uncertainty of the model prediction. It is assumed that all sources of uncertainty including input, parameter and model structure uncertainty are explicitly manifested in the model residuals. In this research, theses assumptions are relaxed, and the UNEEC method is extended to consider parameter uncertainty as well (abbreviated as UNEEC-P). In UNEEC-P, first we use Monte Carlo (MC) sampling in parameter space to generate N model realizations (each of which is a time series), estimate the prediction quantiles based on the empirical distribution functions of the model residuals considering all the residual realizations, and only then apply the standard UNEEC method that encapsulates the uncertainty of a hydrologic model (expressed by quantiles of the error distribution) in a machine learning model (e.g., ANN). UNEEC-P is applied first to a linear regression model of synthetic data, and then to a real case study of forecasting inflow to lake Lugano in northern Italy. The inflow forecasting model is a stochastic heteroscedastic model (Pianosi and Soncini-Sessa, 2009). The preliminary results show that the UNEEC-P method produces wider uncertainty bounds, which is consistent with the fact that the method considers also parameter uncertainty of the optimal model. In the future UNEEC method will be further extended to consider input and structure uncertainty which will provide more realistic estimation of model predictions.

Improving Forecasts Through Realistic Uncertainty Estimates: A Novel Data Driven Method for Model Uncertainty Quantification in Data Assimilation

NASA Astrophysics Data System (ADS)

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

2016-12-01

Effective combination of model simulations and observations through Data Assimilation (DA) depends heavily on uncertainty characterisation. Many traditional methods for quantifying model uncertainty in DA require some level of subjectivity (by way of tuning parameters or by assuming Gaussian statistics). Furthermore, the focus is typically on only estimating the first and second moments. We propose a data-driven methodology to estimate the full distributional form of model uncertainty, i.e. the transition density p(xt|xt-1). All sources of uncertainty associated with the model simulations are considered collectively, without needing to devise stochastic perturbations for individual components (such as model input, parameter and structural uncertainty). A training period is used to derive the distribution of errors in observed variables conditioned on hidden states. Errors in hidden states are estimated from the conditional distribution of observed variables using non-linear optimization. The theory behind the framework and case study applications are discussed in detail. Results demonstrate improved predictions and more realistic uncertainty bounds compared to a standard perturbation approach.

A Bayesian Framework for Coupled Estimation of Key Unknown Parameters of Land Water and Energy Balance Equations

NASA Astrophysics Data System (ADS)

Farhadi, L.; Abdolghafoorian, A.

2015-12-01

The land surface is a key component of climate system. It controls the partitioning of available energy at the surface between sensible and latent heat, and partitioning of available water between evaporation and runoff. Water and energy cycle are intrinsically coupled through evaporation, which represents a heat exchange as latent heat flux. Accurate estimation of fluxes of heat and moisture are of significant importance in many fields such as hydrology, climatology and meteorology. In this study we develop and apply a Bayesian framework for estimating the key unknown parameters of terrestrial water and energy balance equations (i.e. moisture and heat diffusion) and their uncertainty in land surface models. These equations are coupled through flux of evaporation. The estimation system is based on the adjoint method for solving a least-squares optimization problem. The cost function consists of aggregated errors on state (i.e. moisture and temperature) with respect to observation and parameters estimation with respect to prior values over the entire assimilation period. This cost function is minimized with respect to parameters to identify models of sensible heat, latent heat/evaporation and drainage and runoff. Inverse of Hessian of the cost function is an approximation of the posterior uncertainty of parameter estimates. Uncertainty of estimated fluxes is estimated by propagating the uncertainty for linear and nonlinear function of key parameters through the method of First Order Second Moment (FOSM). Uncertainty analysis is used in this method to guide the formulation of a well-posed estimation problem. Accuracy of the method is assessed at point scale using surface energy and water fluxes generated by the Simultaneous Heat and Water (SHAW) model at the selected AmeriFlux stations. This method can be applied to diverse climates and land surface conditions with different spatial scales, using remotely sensed measurements of surface moisture and temperature states

Assessing the Uncertainties on Seismic Source Parameters: Towards Realistic Estimates of Moment Tensor Determinations

NASA Astrophysics Data System (ADS)

Magnoni, F.; Scognamiglio, L.; Tinti, E.; Casarotti, E.

2014-12-01

Seismic moment tensor is one of the most important source parameters defining the earthquake dimension and style of the activated fault. Moment tensor catalogues are ordinarily used by geoscientists, however, few attempts have been done to assess possible impacts of moment magnitude uncertainties upon their own analysis. The 2012 May 20 Emilia mainshock is a representative event since it is defined in literature with a moment magnitude value (Mw) spanning between 5.63 and 6.12. An uncertainty of ~0.5 units in magnitude leads to a controversial knowledge of the real size of the event. The possible uncertainty associated to this estimate could be critical for the inference of other seismological parameters, suggesting caution for seismic hazard assessment, coulomb stress transfer determination and other analyses where self-consistency is important. In this work, we focus on the variability of the moment tensor solution, highlighting the effect of four different velocity models, different types and ranges of filtering, and two different methodologies. Using a larger dataset, to better quantify the source parameter uncertainty, we also analyze the variability of the moment tensor solutions depending on the number, the epicentral distance and the azimuth of used stations. We endorse that the estimate of seismic moment from moment tensor solutions, as well as the estimate of the other kinematic source parameters, cannot be considered an absolute value and requires to come out with the related uncertainties and in a reproducible framework characterized by disclosed assumptions and explicit processing workflows.

Estimating groundwater recharge uncertainty from joint application of an aquifer test and the water-table fluctuation method

NASA Astrophysics Data System (ADS)

Delottier, H.; Pryet, A.; Lemieux, J. M.; Dupuy, A.

2018-05-01

Specific yield and groundwater recharge of unconfined aquifers are both essential parameters for groundwater modeling and sustainable groundwater development, yet the collection of reliable estimates of these parameters remains challenging. Here, a joint approach combining an aquifer test with application of the water-table fluctuation (WTF) method is presented to estimate these parameters and quantify their uncertainty. The approach requires two wells: an observation well instrumented with a pressure probe for long-term monitoring and a pumping well, located in the vicinity, for the aquifer test. The derivative of observed drawdown levels highlights the necessity to represent delayed drainage from the unsaturated zone when interpreting the aquifer test results. Groundwater recharge is estimated with an event-based WTF method in order to minimize the transient effects of flow dynamics in the unsaturated zone. The uncertainty on groundwater recharge is obtained by the propagation of the uncertainties on specific yield (Bayesian inference) and groundwater recession dynamics (regression analysis) through the WTF equation. A major portion of the uncertainty on groundwater recharge originates from the uncertainty on the specific yield. The approach was applied to a site in Bordeaux (France). Groundwater recharge was estimated to be 335 mm with an associated uncertainty of 86.6 mm at 2σ. By the use of cost-effective instrumentation and parsimonious methods of interpretation, the replication of such a joint approach should be encouraged to provide reliable estimates of specific yield and groundwater recharge over a region of interest. This is necessary to reduce the predictive uncertainty of groundwater management models.

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.

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.

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.

Estimation of Uncertainties in Stage-Discharge Curve for an Experimental Himalayan Watershed

NASA Astrophysics Data System (ADS)

Kumar, V.; Sen, S.

2016-12-01

Various water resource projects developed on rivers originating from the Himalayan region, the "Water Tower of Asia", plays an important role on downstream development. Flow measurements at the desired river site are very critical for river engineers and hydrologists for water resources planning and management, flood forecasting, reservoir operation and flood inundation studies. However, an accurate discharge assessment of these mountainous rivers is costly, tedious and frequently dangerous to operators during flood events. Currently, in India, discharge estimation is linked to stage-discharge relationship known as rating curve. This relationship would be affected by a high degree of uncertainty. Estimating the uncertainty of rating curve remains a relevant challenge because it is not easy to parameterize. Main source of rating curve uncertainty are errors because of incorrect discharge measurement, variation in hydraulic conditions and depth measurement. In this study our objective is to obtain best parameters of rating curve that fit the limited record of observations and to estimate uncertainties at different depth obtained from rating curve. The rating curve parameters of standard power law are estimated for three different streams of Aglar watershed located in lesser Himalayas by maximum-likelihood estimator. Quantification of uncertainties in the developed rating curves is obtained from the estimate of variances and covariances of the rating curve parameters. Results showed that the uncertainties varied with catchment behavior with error varies between 0.006-1.831 m3/s. Discharge uncertainty in the Aglar watershed streams significantly depend on the extent of extrapolation outside the range of observed water levels. Extrapolation analysis confirmed that more than 15% for maximum discharges and 5% for minimum discharges are not strongly recommended for these mountainous gauging sites.

An uncertainty analysis of the hydrogen source term for a station blackout accident in Sequoyah using MELCOR 1.8.5

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

Gauntt, Randall O.; Bixler, Nathan E.; Wagner, Kenneth Charles

2014-03-01

A methodology for using the MELCOR code with the Latin Hypercube Sampling method was developed to estimate uncertainty in various predicted quantities such as hydrogen generation or release of fission products under severe accident conditions. In this case, the emphasis was on estimating the range of hydrogen sources in station blackout conditions in the Sequoyah Ice Condenser plant, taking into account uncertainties in the modeled physics known to affect hydrogen generation. The method uses user-specified likelihood distributions for uncertain model parameters, which may include uncertainties of a stochastic nature, to produce a collection of code calculations, or realizations, characterizing themore » range of possible outcomes. Forty MELCOR code realizations of Sequoyah were conducted that included 10 uncertain parameters, producing a range of in-vessel hydrogen quantities. The range of total hydrogen produced was approximately 583kg 131kg. Sensitivity analyses revealed expected trends with respected to the parameters of greatest importance, however, considerable scatter in results when plotted against any of the uncertain parameters was observed, with no parameter manifesting dominant effects on hydrogen generation. It is concluded that, with respect to the physics parameters investigated, in order to further reduce predicted hydrogen uncertainty, it would be necessary to reduce all physics parameter uncertainties similarly, bearing in mind that some parameters are inherently uncertain within a range. It is suspected that some residual uncertainty associated with modeling complex, coupled and synergistic phenomena, is an inherent aspect of complex systems and cannot be reduced to point value estimates. The probabilistic analyses such as the one demonstrated in this work are important to properly characterize response of complex systems such as severe accident progression in nuclear power plants.« less

Robust guaranteed-cost adaptive quantum phase estimation

NASA Astrophysics Data System (ADS)

Roy, Shibdas; Berry, Dominic W.; Petersen, Ian R.; Huntington, Elanor H.

2017-05-01

Quantum parameter estimation plays a key role in many fields like quantum computation, communication, and metrology. Optimal estimation allows one to achieve the most precise parameter estimates, but requires accurate knowledge of the model. Any inevitable uncertainty in the model parameters may heavily degrade the quality of the estimate. It is therefore desired to make the estimation process robust to such uncertainties. Robust estimation was previously studied for a varying phase, where the goal was to estimate the phase at some time in the past, using the measurement results from both before and after that time within a fixed time interval up to current time. Here, we consider a robust guaranteed-cost filter yielding robust estimates of a varying phase in real time, where the current phase is estimated using only past measurements. Our filter minimizes the largest (worst-case) variance in the allowable range of the uncertain model parameter(s) and this determines its guaranteed cost. It outperforms in the worst case the optimal Kalman filter designed for the model with no uncertainty, which corresponds to the center of the possible range of the uncertain parameter(s). Moreover, unlike the Kalman filter, our filter in the worst case always performs better than the best achievable variance for heterodyne measurements, which we consider as the tolerable threshold for our system. Furthermore, we consider effective quantum efficiency and effective noise power, and show that our filter provides the best results by these measures in the worst case.

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.

Benchmarking NLDAS-2 Soil Moisture and Evapotranspiration to Separate Uncertainty Contributions

NASA Technical Reports Server (NTRS)

Nearing, Grey S.; Mocko, David M.; Peters-Lidard, Christa D.; Kumar, Sujay V.; Xia, Youlong

2016-01-01

Model benchmarking allows us to separate uncertainty in model predictions caused 1 by model inputs from uncertainty due to model structural error. We extend this method with a large-sample approach (using data from multiple field sites) to measure prediction uncertainty caused by errors in (i) forcing data, (ii) model parameters, and (iii) model structure, and use it to compare the efficiency of soil moisture state and evapotranspiration flux predictions made by the four land surface models in the North American Land Data Assimilation System Phase 2 (NLDAS-2). Parameters dominated uncertainty in soil moisture estimates and forcing data dominated uncertainty in evapotranspiration estimates; however, the models themselves used only a fraction of the information available to them. This means that there is significant potential to improve all three components of the NLDAS-2 system. In particular, continued work toward refining the parameter maps and look-up tables, the forcing data measurement and processing, and also the land surface models themselves, has potential to result in improved estimates of surface mass and energy balances.

Benchmarking NLDAS-2 Soil Moisture and Evapotranspiration to Separate Uncertainty Contributions

PubMed Central

Nearing, Grey S.; Mocko, David M.; Peters-Lidard, Christa D.; Kumar, Sujay V.; Xia, Youlong

2018-01-01

Model benchmarking allows us to separate uncertainty in model predictions caused by model inputs from uncertainty due to model structural error. We extend this method with a “large-sample” approach (using data from multiple field sites) to measure prediction uncertainty caused by errors in (i) forcing data, (ii) model parameters, and (iii) model structure, and use it to compare the efficiency of soil moisture state and evapotranspiration flux predictions made by the four land surface models in the North American Land Data Assimilation System Phase 2 (NLDAS-2). Parameters dominated uncertainty in soil moisture estimates and forcing data dominated uncertainty in evapotranspiration estimates; however, the models themselves used only a fraction of the information available to them. This means that there is significant potential to improve all three components of the NLDAS-2 system. In particular, continued work toward refining the parameter maps and look-up tables, the forcing data measurement and processing, and also the land surface models themselves, has potential to result in improved estimates of surface mass and energy balances. PMID:29697706

Benchmarking NLDAS-2 Soil Moisture and Evapotranspiration to Separate Uncertainty Contributions.

PubMed

Nearing, Grey S; Mocko, David M; Peters-Lidard, Christa D; Kumar, Sujay V; Xia, Youlong

2016-03-01

Model benchmarking allows us to separate uncertainty in model predictions caused by model inputs from uncertainty due to model structural error. We extend this method with a "large-sample" approach (using data from multiple field sites) to measure prediction uncertainty caused by errors in (i) forcing data, (ii) model parameters, and (iii) model structure, and use it to compare the efficiency of soil moisture state and evapotranspiration flux predictions made by the four land surface models in the North American Land Data Assimilation System Phase 2 (NLDAS-2). Parameters dominated uncertainty in soil moisture estimates and forcing data dominated uncertainty in evapotranspiration estimates; however, the models themselves used only a fraction of the information available to them. This means that there is significant potential to improve all three components of the NLDAS-2 system. In particular, continued work toward refining the parameter maps and look-up tables, the forcing data measurement and processing, and also the land surface models themselves, has potential to result in improved estimates of surface mass and energy balances.

Forward and backward uncertainty propagation: an oxidation ditch modelling example.

PubMed

Abusam, A; Keesman, K J; van Straten, G

2003-01-01

In the field of water technology, forward uncertainty propagation is frequently used, whereas backward uncertainty propagation is rarely used. In forward uncertainty analysis, one moves from a given (or assumed) parameter subspace towards the corresponding distribution of the output or objective function. However, in the backward uncertainty propagation, one moves in the reverse direction, from the distribution function towards the parameter subspace. Backward uncertainty propagation, which is a generalisation of parameter estimation error analysis, gives information essential for designing experimental or monitoring programmes, and for tighter bounding of parameter uncertainty intervals. The procedure of carrying out backward uncertainty propagation is illustrated in this technical note by working example for an oxidation ditch wastewater treatment plant. Results obtained have demonstrated that essential information can be achieved by carrying out backward uncertainty propagation analysis.

Assessing the reliability of dose coefficients for exposure to radioiodine by members of the public, accounting for dosimetric and risk model uncertainties.

PubMed

Puncher, M; Zhang, W; Harrison, J D; Wakeford, R

2017-06-26

Assessments of risk to a specific population group resulting from internal exposure to a particular radionuclide can be used to assess the reliability of the appropriate International Commission on Radiological Protection (ICRP) dose coefficients used as a radiation protection device for the specified exposure pathway. An estimate of the uncertainty on the associated risk is important for informing judgments on reliability; a derived uncertainty factor, UF, is an estimate of the 95% probable geometric difference between the best risk estimate and the nominal risk and is a useful tool for making this assessment. This paper describes the application of parameter uncertainty analysis to quantify uncertainties resulting from internal exposures to radioiodine by members of the public, specifically 1, 10 and 20-year old females from the population of England and Wales. Best estimates of thyroid cancer incidence risk (lifetime attributable risk) are calculated for ingestion or inhalation of 129 I and 131 I, accounting for uncertainties in biokinetic model and cancer risk model parameter values. These estimates are compared with the equivalent ICRP derived nominal age-, sex- and population-averaged estimates of excess thyroid cancer incidence to obtain UFs. Derived UF values for ingestion or inhalation of 131 I for 1 year, 10-year and 20-year olds are around 28, 12 and 6, respectively, when compared with ICRP Publication 103 nominal values, and 9, 7 and 14, respectively, when compared with ICRP Publication 60 values. Broadly similar results were obtained for 129 I. The uncertainties on risk estimates are largely determined by uncertainties on risk model parameters rather than uncertainties on biokinetic model parameters. An examination of the sensitivity of the results to the risk models and populations used in the calculations show variations in the central estimates of risk of a factor of around 2-3. It is assumed that the direct proportionality of excess thyroid cancer risk and dose observed at low to moderate acute doses and incorporated in the risk models also applies to very small doses received at very low dose rates; the uncertainty in this assumption is considerable, but largely unquantifiable. The UF values illustrate the need for an informed approach to the use of ICRP dose and risk coefficients.

Quantifying uncertainty in geoacoustic inversion. II. Application to broadband, shallow-water data.

PubMed

Dosso, Stan E; Nielsen, Peter L

2002-01-01

This paper applies the new method of fast Gibbs sampling (FGS) to estimate the uncertainties of seabed geoacoustic parameters in a broadband, shallow-water acoustic survey, with the goal of interpreting the survey results and validating the method for experimental data. FGS applies a Bayesian approach to geoacoustic inversion based on sampling the posterior probability density to estimate marginal probability distributions and parameter covariances. This requires knowledge of the statistical distribution of the data errors, including both measurement and theory errors, which is generally not available. Invoking the simplifying assumption of independent, identically distributed Gaussian errors allows a maximum-likelihood estimate of the data variance and leads to a practical inversion algorithm. However, it is necessary to validate these assumptions, i.e., to verify that the parameter uncertainties obtained represent meaningful estimates. To this end, FGS is applied to a geoacoustic experiment carried out at a site off the west coast of Italy where previous acoustic and geophysical studies have been performed. The parameter uncertainties estimated via FGS are validated by comparison with: (i) the variability in the results of inverting multiple independent data sets collected during the experiment; (ii) the results of FGS inversion of synthetic test cases designed to simulate the experiment and data errors; and (iii) the available geophysical ground truth. Comparisons are carried out for a number of different source bandwidths, ranges, and levels of prior information, and indicate that FGS provides reliable and stable uncertainty estimates for the geoacoustic inverse problem.

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

PROCEEDINGS OF THE INTERNATIONAL WORKSHOP ON UNCERTAINTY, SENSITIVITY, AND PARAMETER ESTIMATION FOR MULTIMEDIA ENVIRONMENTAL MODELING. EPA/600/R-04/117, NUREG/CP-0187, ERDC SR-04-2.

EPA Science Inventory

An International Workshop on Uncertainty, Sensitivity, and Parameter Estimation for Multimedia Environmental Modeling was held August 1921, 2003, at the U.S. Nuclear Regulatory Commission Headquarters in Rockville, Maryland, USA. The workshop was organized and convened by the Fe...

Volcano deformation source parameters estimated from InSAR: Sensitivities to uncertainties in seismic tomography

USGS Publications Warehouse

Masterlark, Timothy; Donovan, Theodore; Feigl, Kurt L.; Haney, Matt; Thurber, Clifford H.; Tung, Sui

2016-01-01

The eruption cycle of a volcano is controlled in part by the upward migration of magma. The characteristics of the magma flux produce a deformation signature at the Earth's surface. Inverse analyses use geodetic data to estimate strategic controlling parameters that describe the position and pressurization of a magma chamber at depth. The specific distribution of material properties controls how observed surface deformation translates to source parameter estimates. Seismic tomography models describe the spatial distributions of material properties that are necessary for accurate models of volcano deformation. This study investigates how uncertainties in seismic tomography models propagate into variations in the estimates of volcano deformation source parameters inverted from geodetic data. We conduct finite element model-based nonlinear inverse analyses of interferometric synthetic aperture radar (InSAR) data for Okmok volcano, Alaska, as an example. We then analyze the estimated parameters and their uncertainties to characterize the magma chamber. Analyses are performed separately for models simulating a pressurized chamber embedded in a homogeneous domain as well as for a domain having a heterogeneous distribution of material properties according to seismic tomography. The estimated depth of the source is sensitive to the distribution of material properties. The estimated depths for the homogeneous and heterogeneous domains are 2666 ± 42 and 3527 ± 56 m below mean sea level, respectively (99% confidence). A Monte Carlo analysis indicates that uncertainties of the seismic tomography cannot account for this discrepancy at the 99% confidence level. Accounting for the spatial distribution of elastic properties according to seismic tomography significantly improves the fit of the deformation model predictions and significantly influences estimates for parameters that describe the location of a pressurized magma chamber.

A novel Bayesian approach to accounting for uncertainty in fMRI-derived estimates of cerebral oxygen metabolism fluctuations

PubMed Central

Simon, Aaron B.; Dubowitz, David J.; Blockley, Nicholas P.; Buxton, Richard B.

2016-01-01

Calibrated blood oxygenation level dependent (BOLD) imaging is a multimodal functional MRI technique designed to estimate changes in cerebral oxygen metabolism from measured changes in cerebral blood flow and the BOLD signal. This technique addresses fundamental ambiguities associated with quantitative BOLD signal analysis; however, its dependence on biophysical modeling creates uncertainty in the resulting oxygen metabolism estimates. In this work, we developed a Bayesian approach to estimating the oxygen metabolism response to a neural stimulus and used it to examine the uncertainty that arises in calibrated BOLD estimation due to the presence of unmeasured model parameters. We applied our approach to estimate the CMRO2 response to a visual task using the traditional hypercapnia calibration experiment as well as to estimate the metabolic response to both a visual task and hypercapnia using the measurement of baseline apparent R2′ as a calibration technique. Further, in order to examine the effects of cerebral spinal fluid (CSF) signal contamination on the measurement of apparent R2′, we examined the effects of measuring this parameter with and without CSF-nulling. We found that the two calibration techniques provided consistent estimates of the metabolic response on average, with a median R2′-based estimate of the metabolic response to CO2 of 1.4%, and R2′- and hypercapnia-calibrated estimates of the visual response of 27% and 24%, respectively. However, these estimates were sensitive to different sources of estimation uncertainty. The R2′-calibrated estimate was highly sensitive to CSF contamination and to uncertainty in unmeasured model parameters describing flow-volume coupling, capillary bed characteristics, and the iso-susceptibility saturation of blood. The hypercapnia-calibrated estimate was relatively insensitive to these parameters but highly sensitive to the assumed metabolic response to CO2. PMID:26790354

A novel Bayesian approach to accounting for uncertainty in fMRI-derived estimates of cerebral oxygen metabolism fluctuations.

PubMed

Simon, Aaron B; Dubowitz, David J; Blockley, Nicholas P; Buxton, Richard B

2016-04-01

Calibrated blood oxygenation level dependent (BOLD) imaging is a multimodal functional MRI technique designed to estimate changes in cerebral oxygen metabolism from measured changes in cerebral blood flow and the BOLD signal. This technique addresses fundamental ambiguities associated with quantitative BOLD signal analysis; however, its dependence on biophysical modeling creates uncertainty in the resulting oxygen metabolism estimates. In this work, we developed a Bayesian approach to estimating the oxygen metabolism response to a neural stimulus and used it to examine the uncertainty that arises in calibrated BOLD estimation due to the presence of unmeasured model parameters. We applied our approach to estimate the CMRO2 response to a visual task using the traditional hypercapnia calibration experiment as well as to estimate the metabolic response to both a visual task and hypercapnia using the measurement of baseline apparent R2' as a calibration technique. Further, in order to examine the effects of cerebral spinal fluid (CSF) signal contamination on the measurement of apparent R2', we examined the effects of measuring this parameter with and without CSF-nulling. We found that the two calibration techniques provided consistent estimates of the metabolic response on average, with a median R2'-based estimate of the metabolic response to CO2 of 1.4%, and R2'- and hypercapnia-calibrated estimates of the visual response of 27% and 24%, respectively. However, these estimates were sensitive to different sources of estimation uncertainty. The R2'-calibrated estimate was highly sensitive to CSF contamination and to uncertainty in unmeasured model parameters describing flow-volume coupling, capillary bed characteristics, and the iso-susceptibility saturation of blood. The hypercapnia-calibrated estimate was relatively insensitive to these parameters but highly sensitive to the assumed metabolic response to CO2. Copyright © 2016 Elsevier Inc. All rights reserved.

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.

Reduced uncertainty of regional scale CLM predictions of net carbon fluxes and leaf area indices with estimated plant-specific parameters

NASA Astrophysics Data System (ADS)

Post, Hanna; Hendricks Franssen, Harrie-Jan; Han, Xujun; Baatz, Roland; Montzka, Carsten; Schmidt, Marius; Vereecken, Harry

2016-04-01

Reliable estimates of carbon fluxes and states at regional scales are required to reduce uncertainties in regional carbon balance estimates and to support decision making in environmental politics. In this work the Community Land Model version 4.5 (CLM4.5-BGC) was applied at a high spatial resolution (1 km2) for the Rur catchment in western Germany. In order to improve the model-data consistency of net ecosystem exchange (NEE) and leaf area index (LAI) for this study area, five plant functional type (PFT)-specific CLM4.5-BGC parameters were estimated with time series of half-hourly NEE data for one year in 2011/2012, using the DiffeRential Evolution Adaptive Metropolis (DREAM) algorithm, a Markov Chain Monte Carlo (MCMC) approach. The parameters were estimated separately for four different plant functional types (needleleaf evergreen temperate tree, broadleaf deciduous temperate tree, C3-grass and C3-crop) at four different sites. The four sites are located inside or close to the Rur catchment. We evaluated modeled NEE for one year in 2012/2013 with NEE measured at seven eddy covariance sites in the catchment, including the four parameter estimation sites. Modeled LAI was evaluated by means of LAI derived from remotely sensed RapidEye images of about 18 days in 2011/2012. Performance indices were based on a comparison between measurements and (i) a reference run with CLM default parameters, and (ii) a 60 instance CLM ensemble with parameters sampled from the DREAM posterior probability density functions (pdfs). The difference between the observed and simulated NEE sum reduced 23% if estimated parameters instead of default parameters were used as input. The mean absolute difference between modeled and measured LAI was reduced by 59% on average. Simulated LAI was not only improved in terms of the absolute value but in some cases also in terms of the timing (beginning of vegetation onset), which was directly related to a substantial improvement of the NEE estimates in spring. In order to obtain a more comprehensive estimate of the model uncertainty, a second CLM ensemble was set up, where initial conditions and atmospheric forcings were perturbed in addition to the parameter estimates. This resulted in very high standard deviations (STD) of the modeled annual NEE sums for C3-grass and C3-crop PFTs, ranging between 24.1 and 225.9 gC m-2 y-1, compared to STD = 0.1 - 3.4 gC m-2 y-1 (effect of parameter uncertainty only, without additional perturbation of initial states and atmospheric forcings). The higher spread of modeled NEE for the C3-crop and C3-grass indicated that the model uncertainty was notably higher for those PFTs compared to the forest-PFTs. Our findings highlight the potential of parameter and uncertainty estimation to support the understanding and further development of land surface models such as CLM.

Markov Chain Monte Carlo Used in Parameter Inference of Magnetic Resonance Spectra

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

Hock, Kiel; Earle, Keith

2016-02-06

In this paper, we use Boltzmann statistics and the maximum likelihood distribution derived from Bayes’ Theorem to infer parameter values for a Pake Doublet Spectrum, a lineshape of historical significance and contemporary relevance for determining distances between interacting magnetic dipoles. A Metropolis Hastings Markov Chain Monte Carlo algorithm is implemented and designed to find the optimum parameter set and to estimate parameter uncertainties. In conclusion, the posterior distribution allows us to define a metric on parameter space that induces a geometry with negative curvature that affects the parameter uncertainty estimates, particularly for spectra with low signal to noise.

Partitioning the Uncertainty in Estimates of Mean Basal Area Obtained from 10-year Diameter Growth Model Predictions

Treesearch

Ronald E. McRoberts

2005-01-01

Uncertainty in model-based predictions of individual tree diameter growth is attributed to three sources: measurement error for predictor variables, residual variability around model predictions, and uncertainty in model parameter estimates. Monte Carlo simulations are used to propagate the uncertainty from the three sources through a set of diameter growth models to...

Estimating winter wheat phenological parameters: Implications for crop modeling

USDA-ARS?s Scientific Manuscript database

Crop parameters, such as the timing of developmental events, are critical for accurate simulation results in crop simulation models, yet uncertainty often exists in determining the parameters. Factors contributing to the uncertainty include: a) sources of variation within a plant (i.e., within diffe...

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.

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.

Convergence in parameters and predictions using computational experimental design.

PubMed

Hagen, David R; White, Jacob K; Tidor, Bruce

2013-08-06

Typically, biological models fitted to experimental data suffer from significant parameter uncertainty, which can lead to inaccurate or uncertain predictions. One school of thought holds that accurate estimation of the true parameters of a biological system is inherently problematic. Recent work, however, suggests that optimal experimental design techniques can select sets of experiments whose members probe complementary aspects of a biochemical network that together can account for its full behaviour. Here, we implemented an experimental design approach for selecting sets of experiments that constrain parameter uncertainty. We demonstrated with a model of the epidermal growth factor-nerve growth factor pathway that, after synthetically performing a handful of optimal experiments, the uncertainty in all 48 parameters converged below 10 per cent. Furthermore, the fitted parameters converged to their true values with a small error consistent with the residual uncertainty. When untested experimental conditions were simulated with the fitted models, the predicted species concentrations converged to their true values with errors that were consistent with the residual uncertainty. This paper suggests that accurate parameter estimation is achievable with complementary experiments specifically designed for the task, and that the resulting parametrized models are capable of accurate predictions.

Parameter and model uncertainty in a life-table model for fine particles (PM2.5): a statistical modeling study

PubMed Central

Tainio, Marko; Tuomisto, Jouni T; Hänninen, Otto; Ruuskanen, Juhani; Jantunen, Matti J; Pekkanen, Juha

2007-01-01

Background The estimation of health impacts involves often uncertain input variables and assumptions which have to be incorporated into the model structure. These uncertainties may have significant effects on the results obtained with model, and, thus, on decision making. Fine particles (PM2.5) are believed to cause major health impacts, and, consequently, uncertainties in their health impact assessment have clear relevance to policy-making. We studied the effects of various uncertain input variables by building a life-table model for fine particles. Methods Life-expectancy of the Helsinki metropolitan area population and the change in life-expectancy due to fine particle exposures were predicted using a life-table model. A number of parameter and model uncertainties were estimated. Sensitivity analysis for input variables was performed by calculating rank-order correlations between input and output variables. The studied model uncertainties were (i) plausibility of mortality outcomes and (ii) lag, and parameter uncertainties (iii) exposure-response coefficients for different mortality outcomes, and (iv) exposure estimates for different age groups. The monetary value of the years-of-life-lost and the relative importance of the uncertainties related to monetary valuation were predicted to compare the relative importance of the monetary valuation on the health effect uncertainties. Results The magnitude of the health effects costs depended mostly on discount rate, exposure-response coefficient, and plausibility of the cardiopulmonary mortality. Other mortality outcomes (lung cancer, other non-accidental and infant mortality) and lag had only minor impact on the output. The results highlight the importance of the uncertainties associated with cardiopulmonary mortality in the fine particle impact assessment when compared with other uncertainties. Conclusion When estimating life-expectancy, the estimates used for cardiopulmonary exposure-response coefficient, discount rate, and plausibility require careful assessment, while complicated lag estimates can be omitted without this having any major effect on the results. PMID:17714598

Parameter and model uncertainty in a life-table model for fine particles (PM2.5): a statistical modeling study.

PubMed

Tainio, Marko; Tuomisto, Jouni T; Hänninen, Otto; Ruuskanen, Juhani; Jantunen, Matti J; Pekkanen, Juha

2007-08-23

The estimation of health impacts involves often uncertain input variables and assumptions which have to be incorporated into the model structure. These uncertainties may have significant effects on the results obtained with model, and, thus, on decision making. Fine particles (PM2.5) are believed to cause major health impacts, and, consequently, uncertainties in their health impact assessment have clear relevance to policy-making. We studied the effects of various uncertain input variables by building a life-table model for fine particles. Life-expectancy of the Helsinki metropolitan area population and the change in life-expectancy due to fine particle exposures were predicted using a life-table model. A number of parameter and model uncertainties were estimated. Sensitivity analysis for input variables was performed by calculating rank-order correlations between input and output variables. The studied model uncertainties were (i) plausibility of mortality outcomes and (ii) lag, and parameter uncertainties (iii) exposure-response coefficients for different mortality outcomes, and (iv) exposure estimates for different age groups. The monetary value of the years-of-life-lost and the relative importance of the uncertainties related to monetary valuation were predicted to compare the relative importance of the monetary valuation on the health effect uncertainties. The magnitude of the health effects costs depended mostly on discount rate, exposure-response coefficient, and plausibility of the cardiopulmonary mortality. Other mortality outcomes (lung cancer, other non-accidental and infant mortality) and lag had only minor impact on the output. The results highlight the importance of the uncertainties associated with cardiopulmonary mortality in the fine particle impact assessment when compared with other uncertainties. When estimating life-expectancy, the estimates used for cardiopulmonary exposure-response coefficient, discount rate, and plausibility require careful assessment, while complicated lag estimates can be omitted without this having any major effect on the results.

An optimization based sampling approach for multiple metrics uncertainty analysis using generalized likelihood uncertainty estimation

NASA Astrophysics Data System (ADS)

Zhou, Rurui; Li, Yu; Lu, Di; Liu, Haixing; Zhou, Huicheng

2016-09-01

This paper investigates the use of an epsilon-dominance non-dominated sorted genetic algorithm II (ɛ-NSGAII) as a sampling approach with an aim to improving sampling efficiency for multiple metrics uncertainty analysis using Generalized Likelihood Uncertainty Estimation (GLUE). The effectiveness of ɛ-NSGAII based sampling is demonstrated compared with Latin hypercube sampling (LHS) through analyzing sampling efficiency, multiple metrics performance, parameter uncertainty and flood forecasting uncertainty with a case study of flood forecasting uncertainty evaluation based on Xinanjiang model (XAJ) for Qing River reservoir, China. Results obtained demonstrate the following advantages of the ɛ-NSGAII based sampling approach in comparison to LHS: (1) The former performs more effective and efficient than LHS, for example the simulation time required to generate 1000 behavioral parameter sets is shorter by 9 times; (2) The Pareto tradeoffs between metrics are demonstrated clearly with the solutions from ɛ-NSGAII based sampling, also their Pareto optimal values are better than those of LHS, which means better forecasting accuracy of ɛ-NSGAII parameter sets; (3) The parameter posterior distributions from ɛ-NSGAII based sampling are concentrated in the appropriate ranges rather than uniform, which accords with their physical significance, also parameter uncertainties are reduced significantly; (4) The forecasted floods are close to the observations as evaluated by three measures: the normalized total flow outside the uncertainty intervals (FOUI), average relative band-width (RB) and average deviation amplitude (D). The flood forecasting uncertainty is also reduced a lot with ɛ-NSGAII based sampling. This study provides a new sampling approach to improve multiple metrics uncertainty analysis under the framework of GLUE, and could be used to reveal the underlying mechanisms of parameter sets under multiple conflicting metrics in the uncertainty analysis process.

MOESHA: A genetic algorithm for automatic calibration and estimation of parameter uncertainty and sensitivity of hydrologic models

EPA Science Inventory

Characterization of uncertainty and sensitivity of model parameters is an essential and often overlooked facet of hydrological modeling. This paper introduces an algorithm called MOESHA that combines input parameter sensitivity analyses with a genetic algorithm calibration routin...

CXTFIT/Excel A modular adaptable code for parameter estimation, sensitivity analysis and uncertainty analysis for laboratory or field tracer experiments

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

Tang, Guoping; Mayes, Melanie; Parker, Jack C

2010-01-01

We implemented the widely used CXTFIT code in Excel to provide flexibility and added sensitivity and uncertainty analysis functions to improve transport parameter estimation and to facilitate model discrimination for multi-tracer experiments on structured soils. Analytical solutions for one-dimensional equilibrium and nonequilibrium convection dispersion equations were coded as VBA functions so that they could be used as ordinary math functions in Excel for forward predictions. Macros with user-friendly interfaces were developed for optimization, sensitivity analysis, uncertainty analysis, error propagation, response surface calculation, and Monte Carlo analysis. As a result, any parameter with transformations (e.g., dimensionless, log-transformed, species-dependent reactions, etc.) couldmore » be estimated with uncertainty and sensitivity quantification for multiple tracer data at multiple locations and times. Prior information and observation errors could be incorporated into the weighted nonlinear least squares method with a penalty function. Users are able to change selected parameter values and view the results via embedded graphics, resulting in a flexible tool applicable to modeling transport processes and to teaching students about parameter estimation. The code was verified by comparing to a number of benchmarks with CXTFIT 2.0. It was applied to improve parameter estimation for four typical tracer experiment data sets in the literature using multi-model evaluation and comparison. Additional examples were included to illustrate the flexibilities and advantages of CXTFIT/Excel. The VBA macros were designed for general purpose and could be used for any parameter estimation/model calibration when the forward solution is implemented in Excel. A step-by-step tutorial, example Excel files and the code are provided as supplemental material.« less

Predicting minimum uncertainties in the inversion of ocean color geophysical parameters based on Cramer-Rao bounds.

PubMed

Jay, Sylvain; Guillaume, Mireille; Chami, Malik; Minghelli, Audrey; Deville, Yannick; Lafrance, Bruno; Serfaty, Véronique

2018-01-22

We present an analytical approach based on Cramer-Rao Bounds (CRBs) to investigate the uncertainties in estimated ocean color parameters resulting from the propagation of uncertainties in the bio-optical reflectance modeling through the inversion process. Based on given bio-optical and noise probabilistic models, CRBs can be computed efficiently for any set of ocean color parameters and any sensor configuration, directly providing the minimum estimation variance that can be possibly attained by any unbiased estimator of any targeted parameter. Here, CRBs are explicitly developed using (1) two water reflectance models corresponding to deep and shallow waters, resp., and (2) four probabilistic models describing the environmental noises observed within four Sentinel-2 MSI, HICO, Sentinel-3 OLCI and MODIS images, resp. For both deep and shallow waters, CRBs are shown to be consistent with the experimental estimation variances obtained using two published remote-sensing methods, while not requiring one to perform any inversion. CRBs are also used to investigate to what extent perfect a priori knowledge on one or several geophysical parameters can improve the estimation of remaining unknown parameters. For example, using pre-existing knowledge of bathymetry (e.g., derived from LiDAR) within the inversion is shown to greatly improve the retrieval of bottom cover for shallow waters. Finally, CRBs are shown to provide valuable information on the best estimation performances that may be achieved with the MSI, HICO, OLCI and MODIS configurations for a variety of oceanic, coastal and inland waters. CRBs are thus demonstrated to be an informative and efficient tool to characterize minimum uncertainties in inverted ocean color geophysical parameters.

What’s Driving Uncertainty? The Model or the Model Parameters (What’s Driving Uncertainty? The influences of model and model parameters in data analysis)

DOE PAGES

Anderson-Cook, Christine Michaela

2017-03-01

Here, one of the substantial improvements to the practice of data analysis in recent decades is the change from reporting just a point estimate for a parameter or characteristic, to now including a summary of uncertainty for that estimate. Understanding the precision of the estimate for the quantity of interest provides better understanding of what to expect and how well we are able to predict future behavior from the process. For example, when we report a sample average as an estimate of the population mean, it is good practice to also provide a confidence interval (or credible interval, if youmore » are doing a Bayesian analysis) to accompany that summary. This helps to calibrate what ranges of values are reasonable given the variability observed in the sample and the amount of data that were included in producing the summary.« less

Stochastic and Perturbed Parameter Representations of Model Uncertainty in Convection Parameterization

NASA Astrophysics Data System (ADS)

Christensen, H. M.; Moroz, I.; Palmer, T.

2015-12-01

It is now acknowledged that representing model uncertainty in atmospheric simulators is essential for the production of reliable probabilistic ensemble forecasts, and a number of different techniques have been proposed for this purpose. Stochastic convection parameterization schemes use random numbers to represent the difference between a deterministic parameterization scheme and the true atmosphere, accounting for the unresolved sub grid-scale variability associated with convective clouds. An alternative approach varies the values of poorly constrained physical parameters in the model to represent the uncertainty in these parameters. This study presents new perturbed parameter schemes for use in the European Centre for Medium Range Weather Forecasts (ECMWF) convection scheme. Two types of scheme are developed and implemented. Both schemes represent the joint uncertainty in four of the parameters in the convection parametrisation scheme, which was estimated using the Ensemble Prediction and Parameter Estimation System (EPPES). The first scheme developed is a fixed perturbed parameter scheme, where the values of uncertain parameters are changed between ensemble members, but held constant over the duration of the forecast. The second is a stochastically varying perturbed parameter scheme. The performance of these schemes was compared to the ECMWF operational stochastic scheme, Stochastically Perturbed Parametrisation Tendencies (SPPT), and to a model which does not represent uncertainty in convection. The skill of probabilistic forecasts made using the different models was evaluated. While the perturbed parameter schemes improve on the stochastic parametrisation in some regards, the SPPT scheme outperforms the perturbed parameter approaches when considering forecast variables that are particularly sensitive to convection. Overall, SPPT schemes are the most skilful representations of model uncertainty due to convection parametrisation. Reference: H. M. Christensen, I. M. Moroz, and T. N. Palmer, 2015: Stochastic and Perturbed Parameter Representations of Model Uncertainty in Convection Parameterization. J. Atmos. Sci., 72, 2525-2544.

Evaluation and uncertainty analysis of regional-scale CLM4.5 net carbon flux estimates

NASA Astrophysics Data System (ADS)

Post, Hanna; Hendricks Franssen, Harrie-Jan; Han, Xujun; Baatz, Roland; Montzka, Carsten; Schmidt, Marius; Vereecken, Harry

2018-01-01

Modeling net ecosystem exchange (NEE) at the regional scale with land surface models (LSMs) is relevant for the estimation of regional carbon balances, but studies on it are very limited. Furthermore, it is essential to better understand and quantify the uncertainty of LSMs in order to improve them. An important key variable in this respect is the prognostic leaf area index (LAI), which is very sensitive to forcing data and strongly affects the modeled NEE. We applied the Community Land Model (CLM4.5-BGC) to the Rur catchment in western Germany and compared estimated and default ecological key parameters for modeling carbon fluxes and LAI. The parameter estimates were previously estimated with the Markov chain Monte Carlo (MCMC) approach DREAM(zs) for four of the most widespread plant functional types in the catchment. It was found that the catchment-scale annual NEE was strongly positive with default parameter values but negative (and closer to observations) with the estimated values. Thus, the estimation of CLM parameters with local NEE observations can be highly relevant when determining regional carbon balances. To obtain a more comprehensive picture of model uncertainty, CLM ensembles were set up with perturbed meteorological input and uncertain initial states in addition to uncertain parameters. C3 grass and C3 crops were particularly sensitive to the perturbed meteorological input, which resulted in a strong increase in the standard deviation of the annual NEE sum (σ ∑ NEE) for the different ensemble members from ˜ 2 to 3 g C m-2 yr-1 (with uncertain parameters) to ˜ 45 g C m-2 yr-1 (C3 grass) and ˜ 75 g C m-2 yr-1 (C3 crops) with perturbed forcings. This increase in uncertainty is related to the impact of the meteorological forcings on leaf onset and senescence, and enhanced/reduced drought stress related to perturbation of precipitation. The NEE uncertainty for the forest plant functional type (PFT) was considerably lower (σ ∑ NEE ˜ 4.0-13.5 g C m-2 yr-1 with perturbed parameters, meteorological forcings and initial states). We conclude that LAI and NEE uncertainty with CLM is clearly underestimated if uncertain meteorological forcings and initial states are not taken into account.

State estimation bias induced by optimization under uncertainty and error cost asymmetry is likely reflected in perception.

PubMed

Shimansky, Y P

2011-05-01

It is well known from numerous studies that perception can be significantly affected by intended action in many everyday situations, indicating that perception and related decision-making is not a simple, one-way sequence, but a complex iterative cognitive process. However, the underlying functional mechanisms are yet unclear. Based on an optimality approach, a quantitative computational model of one such mechanism has been developed in this study. It is assumed in the model that significant uncertainty about task-related parameters of the environment results in parameter estimation errors and an optimal control system should minimize the cost of such errors in terms of the optimality criterion. It is demonstrated that, if the cost of a parameter estimation error is significantly asymmetrical with respect to error direction, the tendency to minimize error cost creates a systematic deviation of the optimal parameter estimate from its maximum likelihood value. Consequently, optimization of parameter estimate and optimization of control action cannot be performed separately from each other under parameter uncertainty combined with asymmetry of estimation error cost, thus making the certainty equivalence principle non-applicable under those conditions. A hypothesis that not only the action, but also perception itself is biased by the above deviation of parameter estimate is supported by ample experimental evidence. The results provide important insights into the cognitive mechanisms of interaction between sensory perception and planning an action under realistic conditions. Implications for understanding related functional mechanisms of optimal control in the CNS are discussed.

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 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.

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.

The critical role of uncertainty in projections of hydrological extremes

NASA Astrophysics Data System (ADS)

Meresa, Hadush K.; Romanowicz, Renata J.

2017-08-01

This paper aims to quantify the uncertainty in projections of future hydrological extremes in the Biala Tarnowska River at Koszyce gauging station, south Poland. The approach followed is based on several climate projections obtained from the EURO-CORDEX initiative, raw and bias-corrected realizations of catchment precipitation, and flow simulations derived using multiple hydrological model parameter sets. The projections cover the 21st century. Three sources of uncertainty are considered: one related to climate projection ensemble spread, the second related to the uncertainty in hydrological model parameters and the third related to the error in fitting theoretical distribution models to annual extreme flow series. The uncertainty of projected extreme indices related to hydrological model parameters was conditioned on flow observations from the reference period using the generalized likelihood uncertainty estimation (GLUE) approach, with separate criteria for high- and low-flow extremes. Extreme (low and high) flow quantiles were estimated using the generalized extreme value (GEV) distribution at different return periods and were based on two different lengths of the flow time series. A sensitivity analysis based on the analysis of variance (ANOVA) shows that the uncertainty introduced by the hydrological model parameters can be larger than the climate model variability and the distribution fit uncertainty for the low-flow extremes whilst for the high-flow extremes higher uncertainty is observed from climate models than from hydrological parameter and distribution fit uncertainties. This implies that ignoring one of the three uncertainty sources may cause great risk to future hydrological extreme adaptations and water resource planning and management.

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.

Certainty Equivalence M-MRAC for Systems with Unmatched Uncertainties

NASA Technical Reports Server (NTRS)

Stepanyan, Vahram; Krishnakumar, Kalmanje

2012-01-01

The paper presents a certainty equivalence state feedback indirect adaptive control design method for the systems of any relative degree with unmatched uncertainties. The approach is based on the parameter identification (estimation) model, which is completely separated from the control design and is capable of producing parameter estimates as fast as the computing power allows without generating high frequency oscillations. It is shown that the system's input and output tracking errors can be systematically decreased by the proper choice of the design parameters.

Experimental design for estimating parameters of rate-limited mass transfer: Analysis of stream tracer studies

USGS Publications Warehouse

Wagner, Brian J.; Harvey, Judson W.

1997-01-01

Tracer experiments are valuable tools for analyzing the transport characteristics of streams and their interactions with shallow groundwater. The focus of this work is the design of tracer studies in high-gradient stream systems subject to advection, dispersion, groundwater inflow, and exchange between the active channel and zones in surface or subsurface water where flow is stagnant or slow moving. We present a methodology for (1) evaluating and comparing alternative stream tracer experiment designs and (2) identifying those combinations of stream transport properties that pose limitations to parameter estimation and therefore a challenge to tracer test design. The methodology uses the concept of global parameter uncertainty analysis, which couples solute transport simulation with parameter uncertainty analysis in a Monte Carlo framework. Two general conclusions resulted from this work. First, the solute injection and sampling strategy has an important effect on the reliability of transport parameter estimates. We found that constant injection with sampling through concentration rise, plateau, and fall provided considerably more reliable parameter estimates than a pulse injection across the spectrum of transport scenarios likely encountered in high-gradient streams. Second, for a given tracer test design, the uncertainties in mass transfer and storage-zone parameter estimates are strongly dependent on the experimental Damkohler number, DaI, which is a dimensionless combination of the rates of exchange between the stream and storage zones, the stream-water velocity, and the stream reach length of the experiment. Parameter uncertainties are lowest at DaI values on the order of 1.0. When DaI values are much less than 1.0 (owing to high velocity, long exchange timescale, and/or short reach length), parameter uncertainties are high because only a small amount of tracer interacts with storage zones in the reach. For the opposite conditions (DaI ≫ 1.0), solute exchange rates are fast relative to stream-water velocity and all solute is exchanged with the storage zone over the experimental reach. As DaI increases, tracer dispersion caused by hyporheic exchange eventually reaches an equilibrium condition and storage-zone exchange parameters become essentially nonidentifiable.

An improved state-parameter analysis of ecosystem models using data assimilation

USGS Publications Warehouse

Chen, M.; Liu, S.; Tieszen, L.L.; Hollinger, D.Y.

2008-01-01

Much of the effort spent in developing data assimilation methods for carbon dynamics analysis has focused on estimating optimal values for either model parameters or state variables. The main weakness of estimating parameter values alone (i.e., without considering state variables) is that all errors from input, output, and model structure are attributed to model parameter uncertainties. On the other hand, the accuracy of estimating state variables may be lowered if the temporal evolution of parameter values is not incorporated. This research develops a smoothed ensemble Kalman filter (SEnKF) by combining ensemble Kalman filter with kernel smoothing technique. SEnKF has following characteristics: (1) to estimate simultaneously the model states and parameters through concatenating unknown parameters and state variables into a joint state vector; (2) to mitigate dramatic, sudden changes of parameter values in parameter sampling and parameter evolution process, and control narrowing of parameter variance which results in filter divergence through adjusting smoothing factor in kernel smoothing algorithm; (3) to assimilate recursively data into the model and thus detect possible time variation of parameters; and (4) to address properly various sources of uncertainties stemming from input, output and parameter uncertainties. The SEnKF is tested by assimilating observed fluxes of carbon dioxide and environmental driving factor data from an AmeriFlux forest station located near Howland, Maine, USA, into a partition eddy flux model. Our analysis demonstrates that model parameters, such as light use efficiency, respiration coefficients, minimum and optimum temperatures for photosynthetic activity, and others, are highly constrained by eddy flux data at daily-to-seasonal time scales. The SEnKF stabilizes parameter values quickly regardless of the initial values of the parameters. Potential ecosystem light use efficiency demonstrates a strong seasonality. Results show that the simultaneous parameter estimation procedure significantly improves model predictions. Results also show that the SEnKF can dramatically reduce the variance in state variables stemming from the uncertainty of parameters and driving variables. The SEnKF is a robust and effective algorithm in evaluating and developing ecosystem models and in improving the understanding and quantification of carbon cycle parameters and processes. ?? 2008 Elsevier B.V.

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.).

A new Bayesian Earthquake Analysis Tool (BEAT)

NASA Astrophysics Data System (ADS)

Vasyura-Bathke, Hannes; Dutta, Rishabh; Jónsson, Sigurjón; Mai, Martin

2017-04-01

Modern earthquake source estimation studies increasingly use non-linear optimization strategies to estimate kinematic rupture parameters, often considering geodetic and seismic data jointly. However, the optimization process is complex and consists of several steps that need to be followed in the earthquake parameter estimation procedure. These include pre-describing or modeling the fault geometry, calculating the Green's Functions (often assuming a layered elastic half-space), and estimating the distributed final slip and possibly other kinematic source parameters. Recently, Bayesian inference has become popular for estimating posterior distributions of earthquake source model parameters given measured/estimated/assumed data and model uncertainties. For instance, some research groups consider uncertainties of the layered medium and propagate these to the source parameter uncertainties. Other groups make use of informative priors to reduce the model parameter space. In addition, innovative sampling algorithms have been developed that efficiently explore the often 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 demands of these methods are high and estimation codes are rarely distributed along with the published results. Even if codes are made available, it is often difficult 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 earthquake source estimations, we undertook the effort of producing BEAT, a python package that comprises all the above-mentioned features in one single programing environment. The package is build on top of the pyrocko seismological toolbox (www.pyrocko.org) and makes use of 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. In this contribution, we present our strategy for developing BEAT, show application examples, and discuss future developments.

Joint inversion of regional and teleseismic earthquake waveforms

NASA Astrophysics Data System (ADS)

Baker, Mark R.; Doser, Diane I.

1988-03-01

A least squares joint inversion technique for regional and teleseismic waveforms is presented. The mean square error between seismograms and synthetics is minimized using true amplitudes. Matching true amplitudes in modeling requires meaningful estimates of modeling uncertainties and of seismogram signal-to-noise ratios. This also permits calculating linearized uncertainties on the solution based on accuracy and resolution. We use a priori estimates of earthquake parameters to stabilize unresolved parameters, and for comparison with a posteriori uncertainties. We verify the technique on synthetic data, and on the 1983 Borah Peak, Idaho (M = 7.3), earthquake. We demonstrate the inversion on the August 1954 Rainbow Mountain, Nevada (M = 6.8), earthquake and find parameters consistent with previous studies.

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

Estimating the Uncertainty In Diameter Growth Model Predictions and Its Effects On The Uncertainty of Annual Inventory Estimates

Treesearch

Ronald E. McRoberts; Veronica C. Lessard

2001-01-01

Uncertainty in diameter growth predictions is attributed to three general sources: measurement error or sampling variability in predictor variables, parameter covariances, and residual or unexplained variation around model expectations. Using measurement error and sampling variability distributions obtained from the literature and Monte Carlo simulation methods, the...

Uncertainty analysis in geospatial merit matrix–based hydropower resource assessment

DOE PAGES

Pasha, M. Fayzul K.; Yeasmin, Dilruba; Saetern, Sen; ...

2016-03-30

Hydraulic head and mean annual streamflow, two main input parameters in hydropower resource assessment, are not measured at every point along the stream. Translation and interpolation are used to derive these parameters, resulting in uncertainties. This study estimates the uncertainties and their effects on model output parameters: the total potential power and the number of potential locations (stream-reach). These parameters are quantified through Monte Carlo Simulation (MCS) linking with a geospatial merit matrix based hydropower resource assessment (GMM-HRA) Model. The methodology is applied to flat, mild, and steep terrains. Results show that the uncertainty associated with the hydraulic head ismore » within 20% for mild and steep terrains, and the uncertainty associated with streamflow is around 16% for all three terrains. Output uncertainty increases as input uncertainty increases. However, output uncertainty is around 10% to 20% of the input uncertainty, demonstrating the robustness of the GMM-HRA model. Hydraulic head is more sensitive to output parameters in steep terrain than in flat and mild terrains. Furthermore, mean annual streamflow is more sensitive to output parameters in flat terrain.« less

Assessment of source-specific health effects associated with an unknown number of major sources of multiple air pollutants: a unified Bayesian approach.

PubMed

Park, Eun Sug; Hopke, Philip K; Oh, Man-Suk; Symanski, Elaine; Han, Daikwon; Spiegelman, Clifford H

2014-07-01

There has been increasing interest in assessing health effects associated with multiple air pollutants emitted by specific sources. A major difficulty with achieving this goal is that the pollution source profiles are unknown and source-specific exposures cannot be measured directly; rather, they need to be estimated by decomposing ambient measurements of multiple air pollutants. This estimation process, called multivariate receptor modeling, is challenging because of the unknown number of sources and unknown identifiability conditions (model uncertainty). The uncertainty in source-specific exposures (source contributions) as well as uncertainty in the number of major pollution sources and identifiability conditions have been largely ignored in previous studies. A multipollutant approach that can deal with model uncertainty in multivariate receptor models while simultaneously accounting for parameter uncertainty in estimated source-specific exposures in assessment of source-specific health effects is presented in this paper. The methods are applied to daily ambient air measurements of the chemical composition of fine particulate matter ([Formula: see text]), weather data, and counts of cardiovascular deaths from 1995 to 1997 for Phoenix, AZ, USA. Our approach for evaluating source-specific health effects yields not only estimates of source contributions along with their uncertainties and associated health effects estimates but also estimates of model uncertainty (posterior model probabilities) that have been ignored in previous studies. The results from our methods agreed in general with those from the previously conducted workshop/studies on the source apportionment of PM health effects in terms of number of major contributing sources, estimated source profiles, and contributions. However, some of the adverse source-specific health effects identified in the previous studies were not statistically significant in our analysis, which probably resulted because we incorporated parameter uncertainty in estimated source contributions that has been ignored in the previous studies into the estimation of health effects parameters. © The Author 2014. Published by Oxford University Press. All rights reserved. For permissions, please e-mail: journals.permissions@oup.com.

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

NASA Astrophysics Data System (ADS)

Raj, Rahul; Hamm, Nicholas Alexander Samuel; van der Tol, Christiaan; Stein, Alfred

2016-03-01

Gross primary production (GPP) can be separated from flux tower measurements of net ecosystem exchange (NEE) of CO2. This is used increasingly to validate process-based simulators and remote-sensing-derived estimates of simulated GPP at various time steps. Proper validation includes the uncertainty associated with this separation. In this study, uncertainty assessment was done in a Bayesian framework. It was applied to data from the Speulderbos forest site, The Netherlands. We estimated the uncertainty in GPP at half-hourly time steps, using a non-rectangular hyperbola (NRH) model for its separation from the flux tower measurements. The NRH model provides a robust empirical relationship between radiation and GPP. It includes the degree of curvature of the light response curve, radiation and temperature. 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. We defined the prior distribution of each NRH parameter and used Markov chain Monte Carlo (MCMC) simulation to estimate the uncertainty in the separated GPP from the posterior distribution at half-hourly time steps. This time series also allowed us to estimate the uncertainty at daily time steps. We compared the informative with the non-informative prior distributions of the NRH parameters and found that both choices produced similar posterior distributions of 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.

Abschätzung des Einflusses von Parameterunsicherheiten bei der Planung und Auswertung von Tracertests unter Verwendung von Ensembleprognosen

NASA Astrophysics Data System (ADS)

Klotzsch, Stephan; Binder, Martin; Händel, Falk

2017-06-01

While planning tracer tests, uncertainties in geohydraulic parameters should be considered as an important factor. Neglecting these uncertainties can lead to missing the tracer breakthrough, for example. One way to consider uncertainties during tracer test design is the so called ensemble forecast. The applicability of this method to geohydrological problems is demonstrated by coupling the method with two analytical solute transport models. The algorithm presented in this article is suitable for prediction as well as parameter estimation. The parameter estimation function can be used in a tracer test for reducing the uncertainties in the measured data which can improve the initial prediction. The algorithm was implemented into a software tool which is freely downloadable from the website of the Institute for Groundwater Management at TU Dresden, Germany.

Uncertainty in predictions of forest carbon dynamics: separating driver error from model error.

PubMed

Spadavecchia, L; Williams, M; Law, B E

2011-07-01

We present an analysis of the relative magnitude and contribution of parameter and driver uncertainty to the confidence intervals on estimates of net carbon fluxes. Model parameters may be difficult or impractical to measure, while driver fields are rarely complete, with data gaps due to sensor failure and sparse observational networks. Parameters are generally derived through some optimization method, while driver fields may be interpolated from available data sources. For this study, we used data from a young ponderosa pine stand at Metolius, Central Oregon, and a simple daily model of coupled carbon and water fluxes (DALEC). An ensemble of acceptable parameterizations was generated using an ensemble Kalman filter and eddy covariance measurements of net C exchange. Geostatistical simulations generated an ensemble of meteorological driving variables for the site, consistent with the spatiotemporal autocorrelations inherent in the observational data from 13 local weather stations. Simulated meteorological data were propagated through the model to derive the uncertainty on the CO2 flux resultant from driver uncertainty typical of spatially extensive modeling studies. Furthermore, the model uncertainty was partitioned between temperature and precipitation. With at least one meteorological station within 25 km of the study site, driver uncertainty was relatively small ( 10% of the total net flux), while parameterization uncertainty was larger, 50% of the total net flux. The largest source of driver uncertainty was due to temperature (8% of the total flux). The combined effect of parameter and driver uncertainty was 57% of the total net flux. However, when the nearest meteorological station was > 100 km from the study site, uncertainty in net ecosystem exchange (NEE) predictions introduced by meteorological drivers increased by 88%. Precipitation estimates were a larger source of bias in NEE estimates than were temperature estimates, although the biases partly compensated for each other. The time scales on which precipitation errors occurred in the simulations were shorter than the temporal scales over which drought developed in the model, so drought events were reasonably simulated. The approach outlined here provides a means to assess the uncertainty and bias introduced by meteorological drivers in regional-scale ecological forecasting.

Uncertainty and sensitivity assessment of flood risk assessments

NASA Astrophysics Data System (ADS)

de Moel, H.; Aerts, J. C.

2009-12-01

Floods are one of the most frequent and costly natural disasters. In order to protect human lifes and valuable assets from the effect of floods many defensive structures have been build. Despite these efforts economic losses due to catastrophic flood events have, however, risen substantially during the past couple of decades because of continuing economic developments in flood prone areas. On top of that, climate change is expected to affect the magnitude and frequency of flood events. Because these ongoing trends are expected to continue, a transition can be observed in various countries to move from a protective flood management approach to a more risk based flood management approach. In a risk based approach, flood risk assessments play an important role in supporting decision making. Most flood risk assessments assess flood risks in monetary terms (damage estimated for specific situations or expected annual damage) in order to feed cost-benefit analysis of management measures. Such flood risk assessments contain, however, considerable uncertainties. This is the result from uncertainties in the many different input parameters propagating through the risk assessment and accumulating in the final estimate. Whilst common in some other disciplines, as with integrated assessment models, full uncertainty and sensitivity analyses of flood risk assessments are not so common. Various studies have addressed uncertainties regarding flood risk assessments, but have mainly focussed on the hydrological conditions. However, uncertainties in other components of the risk assessment, like the relation between water depth and monetary damage, can be substantial as well. This research therefore tries to assess the uncertainties of all components of monetary flood risk assessments, using a Monte Carlo based approach. Furthermore, the total uncertainty will also be attributed to the different input parameters using a variance based sensitivity analysis. Assessing and visualizing the uncertainties of the final risk estimate will be helpful to decision makers to make better informed decisions and attributing this uncertainty to the input parameters helps to identify which parameters are most important when it comes to uncertainty in the final estimate and should therefore deserve additional attention in further research.

Impact of parametric uncertainty on estimation of the energy deposition into an irradiated brain tumor

NASA Astrophysics Data System (ADS)

Taverniers, Søren; Tartakovsky, Daniel M.

2017-11-01

Predictions of the total energy deposited into a brain tumor through X-ray irradiation are notoriously error-prone. We investigate how this predictive uncertainty is affected by uncertainty in both the location of the region occupied by a dose-enhancing iodinated contrast agent and the agent's concentration. This is done within the probabilistic framework in which these uncertain parameters are modeled as random variables. We employ the stochastic collocation (SC) method to estimate statistical moments of the deposited energy in terms of statistical moments of the random inputs, and the global sensitivity analysis (GSA) to quantify the relative importance of uncertainty in these parameters on the overall predictive uncertainty. A nonlinear radiation-diffusion equation dramatically magnifies the coefficient of variation of the uncertain parameters, yielding a large coefficient of variation for the predicted energy deposition. This demonstrates that accurate prediction of the energy deposition requires a proper treatment of even small parametric uncertainty. Our analysis also reveals that SC outperforms standard Monte Carlo, but its relative efficiency decreases as the number of uncertain parameters increases from one to three. A robust GSA ameliorates this problem by reducing this number.

Uncertainty of inhalation dose coefficients for representative physical and chemical forms of iodine-131

NASA Astrophysics Data System (ADS)

Harvey, Richard Paul, III

Releases of radioactive material have occurred at various Department of Energy (DOE) weapons facilities and facilities associated with the nuclear fuel cycle in the generation of electricity. Many different radionuclides have been released to the environment with resulting exposure of the population to these various sources of radioactivity. Radioiodine has been released from a number of these facilities and is a potential public health concern due to its physical and biological characteristics. Iodine exists as various isotopes, but our focus is on 131I due to its relatively long half-life, its prevalence in atmospheric releases and its contribution to offsite dose. The assumption of physical and chemical form is speculated to have a profound impact on the deposition of radioactive material within the respiratory tract. In the case of iodine, it has been shown that more than one type of physical and chemical form may be released to, or exist in, the environment; iodine can exist as a particle or as a gas. The gaseous species can be further segregated based on chemical form: elemental, inorganic, and organic iodides. Chemical compounds in each class are assumed to behave similarly with respect to biochemistry. Studies at Oak Ridge National Laboratories have demonstrated that 131I is released as a particulate, as well as in elemental, inorganic and organic chemical form. The internal dose estimate from 131I may be very different depending on the effect that chemical form has on fractional deposition, gas uptake, and clearance in the respiratory tract. There are many sources of uncertainty in the estimation of environmental dose including source term, airborne transport of radionuclides, and internal dosimetry. Knowledge of uncertainty in internal dosimetry is essential for estimating dose to members of the public and for determining total uncertainty in dose estimation. Important calculational steps in any lung model is regional estimation of deposition fractions and gas uptake of radionuclides in various regions of the lung. Variability in regional radionuclide deposition within lung compartments may significantly contribute to the overall uncertainty of the lung model. The uncertainty of lung deposition and biological clearance is dependent upon physiological and anatomical parameters of individuals as well as characteristic parameters of the particulate material. These parameters introduce uncertainty into internal dose estimates due to their inherent variability. Anatomical and physiological input parameters are age and gender dependent. This work has determined the uncertainty in internal dose estimates and the sensitive parameters involved in modeling particulate deposition and gas uptake of different physical and chemical forms of 131I with age and gender dependencies.

Uncertainty Analysis of Instrument Calibration and Application

NASA Technical Reports Server (NTRS)

Tripp, John S.; Tcheng, Ping

1999-01-01

Experimental aerodynamic researchers require estimated precision and bias uncertainties of measured physical quantities, typically at 95 percent confidence levels. Uncertainties of final computed aerodynamic parameters are obtained by propagation of individual measurement uncertainties through the defining functional expressions. In this paper, rigorous mathematical techniques are extended to determine precision and bias uncertainties of any instrument-sensor system. Through this analysis, instrument uncertainties determined through calibration are now expressed as functions of the corresponding measurement for linear and nonlinear univariate and multivariate processes. Treatment of correlated measurement precision error is developed. During laboratory calibration, calibration standard uncertainties are assumed to be an order of magnitude less than those of the instrument being calibrated. Often calibration standards do not satisfy this assumption. This paper applies rigorous statistical methods for inclusion of calibration standard uncertainty and covariance due to the order of their application. The effects of mathematical modeling error on calibration bias uncertainty are quantified. The effects of experimental design on uncertainty are analyzed. The importance of replication is emphasized, techniques for estimation of both bias and precision uncertainties using replication are developed. Statistical tests for stationarity of calibration parameters over time are obtained.

Constraining uncertainties in water supply reliability in a tropical data scarce basin

NASA Astrophysics Data System (ADS)

Kaune, Alexander; Werner, Micha; Rodriguez, Erasmo; de Fraiture, Charlotte

2015-04-01

Assessing the water supply reliability in river basins is essential for adequate planning and development of irrigated agriculture and urban water systems. In many cases hydrological models are applied to determine the surface water availability in river basins. However, surface water availability and variability is often not appropriately quantified due to epistemic uncertainties, leading to water supply insecurity. The objective of this research is to determine the water supply reliability in order to support planning and development of irrigated agriculture in a tropical, data scarce environment. The approach proposed uses a simple hydrological model, but explicitly includes model parameter uncertainty. A transboundary river basin in the tropical region of Colombia and Venezuela with an approximately area of 2100 km² was selected as a case study. The Budyko hydrological framework was extended to consider climatological input variability and model parameter uncertainty, and through this the surface water reliability to satisfy the irrigation and urban demand was estimated. This provides a spatial estimate of the water supply reliability across the basin. For the middle basin the reliability was found to be less than 30% for most of the months when the water is extracted from an upstream source. Conversely, the monthly water supply reliability was high (r>98%) in the lower basin irrigation areas when water was withdrawn from a source located further downstream. Including model parameter uncertainty provides a complete estimate of the water supply reliability, but that estimate is influenced by the uncertainty in the model. Reducing the uncertainty in the model through improved data and perhaps improved model structure will improve the estimate of the water supply reliability allowing better planning of irrigated agriculture and dependable water allocation decisions.

Parameter sensitivity analysis of a 1-D cold region lake model for land-surface schemes

NASA Astrophysics Data System (ADS)

Guerrero, José-Luis; Pernica, Patricia; Wheater, Howard; Mackay, Murray; Spence, Chris

2017-12-01

Lakes might be sentinels of climate change, but the uncertainty in their main feedback to the atmosphere - heat-exchange fluxes - is often not considered within climate models. Additionally, these fluxes are seldom measured, hindering critical evaluation of model output. Analysis of the Canadian Small Lake Model (CSLM), a one-dimensional integral lake model, was performed to assess its ability to reproduce diurnal and seasonal variations in heat fluxes and the sensitivity of simulated fluxes to changes in model parameters, i.e., turbulent transport parameters and the light extinction coefficient (Kd). A C++ open-source software package, Problem Solving environment for Uncertainty Analysis and Design Exploration (PSUADE), was used to perform sensitivity analysis (SA) and identify the parameters that dominate model behavior. The generalized likelihood uncertainty estimation (GLUE) was applied to quantify the fluxes' uncertainty, comparing daily-averaged eddy-covariance observations to the output of CSLM. Seven qualitative and two quantitative SA methods were tested, and the posterior likelihoods of the modeled parameters, obtained from the GLUE analysis, were used to determine the dominant parameters and the uncertainty in the modeled fluxes. Despite the ubiquity of the equifinality issue - different parameter-value combinations yielding equivalent results - the answer to the question was unequivocal: Kd, a measure of how much light penetrates the lake, dominates sensible and latent heat fluxes, and the uncertainty in their estimates is strongly related to the accuracy with which Kd is determined. This is important since accurate and continuous measurements of Kd could reduce modeling uncertainty.

An Applied Framework for Incorporating Multiple Sources of Uncertainty in Fisheries Stock Assessments.

PubMed

Scott, Finlay; Jardim, Ernesto; Millar, Colin P; Cerviño, Santiago

2016-01-01

Estimating fish stock status is very challenging given the many sources and high levels of uncertainty surrounding the biological processes (e.g. natural variability in the demographic rates), model selection (e.g. choosing growth or stock assessment models) and parameter estimation. Incorporating multiple sources of uncertainty in a stock assessment allows advice to better account for the risks associated with proposed management options, promoting decisions that are more robust to such uncertainty. However, a typical assessment only reports the model fit and variance of estimated parameters, thereby underreporting the overall uncertainty. Additionally, although multiple candidate models may be considered, only one is selected as the 'best' result, effectively rejecting the plausible assumptions behind the other models. We present an applied framework to integrate multiple sources of uncertainty in the stock assessment process. The first step is the generation and conditioning of a suite of stock assessment models that contain different assumptions about the stock and the fishery. The second step is the estimation of parameters, including fitting of the stock assessment models. The final step integrates across all of the results to reconcile the multi-model outcome. The framework is flexible enough to be tailored to particular stocks and fisheries and can draw on information from multiple sources to implement a broad variety of assumptions, making it applicable to stocks with varying levels of data availability The Iberian hake stock in International Council for the Exploration of the Sea (ICES) Divisions VIIIc and IXa is used to demonstrate the framework, starting from length-based stock and indices data. Process and model uncertainty are considered through the growth, natural mortality, fishing mortality, survey catchability and stock-recruitment relationship. Estimation uncertainty is included as part of the fitting process. Simple model averaging is used to integrate across the results and produce a single assessment that considers the multiple sources of uncertainty.

Evaluation of the information content of long-term wastewater characteristics data in relation to activated sludge model parameters.

PubMed

Alikhani, Jamal; Takacs, Imre; Al-Omari, Ahmed; Murthy, Sudhir; Massoudieh, Arash

2017-03-01

A parameter estimation framework was used to evaluate the ability of observed data from a full-scale nitrification-denitrification bioreactor to reduce the uncertainty associated with the bio-kinetic and stoichiometric parameters of an activated sludge model (ASM). Samples collected over a period of 150 days from the effluent as well as from the reactor tanks were used. A hybrid genetic algorithm and Bayesian inference were used to perform deterministic and parameter estimations, respectively. The main goal was to assess the ability of the data to obtain reliable parameter estimates for a modified version of the ASM. The modified ASM model includes methylotrophic processes which play the main role in methanol-fed denitrification. Sensitivity analysis was also used to explain the ability of the data to provide information about each of the parameters. The results showed that the uncertainty in the estimates of the most sensitive parameters (including growth rate, decay rate, and yield coefficients) decreased with respect to the prior information.

Adaptive estimation of nonlinear parameters of a nonholonomic spherical robot using a modified fuzzy-based speed gradient algorithm

NASA Astrophysics Data System (ADS)

Roozegar, Mehdi; Mahjoob, Mohammad J.; Ayati, Moosa

2017-05-01

This paper deals with adaptive estimation of the unknown parameters and states of a pendulum-driven spherical robot (PDSR), which is a nonlinear in parameters (NLP) chaotic system with parametric uncertainties. Firstly, the mathematical model of the robot is deduced by applying the Newton-Euler methodology for a system of rigid bodies. Then, based on the speed gradient (SG) algorithm, the states and unknown parameters of the robot are estimated online for different step length gains and initial conditions. The estimated parameters are updated adaptively according to the error between estimated and true state values. Since the errors of the estimated states and parameters as well as the convergence rates depend significantly on the value of step length gain, this gain should be chosen optimally. Hence, a heuristic fuzzy logic controller is employed to adjust the gain adaptively. Simulation results indicate that the proposed approach is highly encouraging for identification of this NLP chaotic system even if the initial conditions change and the uncertainties increase; therefore, it is reliable to be implemented on a real robot.

Estimating parameters of hidden Markov models based on marked individuals: use of robust design data

USGS Publications Warehouse

Kendall, William L.; White, Gary C.; Hines, James E.; Langtimm, Catherine A.; Yoshizaki, Jun

2012-01-01

Development and use of multistate mark-recapture models, which provide estimates of parameters of Markov processes in the face of imperfect detection, have become common over the last twenty years. Recently, estimating parameters of hidden Markov models, where the state of an individual can be uncertain even when it is detected, has received attention. Previous work has shown that ignoring state uncertainty biases estimates of survival and state transition probabilities, thereby reducing the power to detect effects. Efforts to adjust for state uncertainty have included special cases and a general framework for a single sample per period of interest. We provide a flexible framework for adjusting for state uncertainty in multistate models, while utilizing multiple sampling occasions per period of interest to increase precision and remove parameter redundancy. These models also produce direct estimates of state structure for each primary period, even for the case where there is just one sampling occasion. We apply our model to expected value data, and to data from a study of Florida manatees, to provide examples of the improvement in precision due to secondary capture occasions. We also provide user-friendly software to implement these models. This general framework could also be used by practitioners to consider constrained models of particular interest, or model the relationship between within-primary period parameters (e.g., state structure) and between-primary period parameters (e.g., state transition probabilities).

Uncertainty relation based on unbiased parameter estimations

NASA Astrophysics Data System (ADS)

Sun, Liang-Liang; Song, Yong-Shun; Qiao, Cong-Feng; Yu, Sixia; Chen, Zeng-Bing

2017-02-01

Heisenberg's uncertainty relation has been extensively studied in spirit of its well-known original form, in which the inaccuracy measures used exhibit some controversial properties and don't conform with quantum metrology, where the measurement precision is well defined in terms of estimation theory. In this paper, we treat the joint measurement of incompatible observables as a parameter estimation problem, i.e., estimating the parameters characterizing the statistics of the incompatible observables. Our crucial observation is that, in a sequential measurement scenario, the bias induced by the first unbiased measurement in the subsequent measurement can be eradicated by the information acquired, allowing one to extract unbiased information of the second measurement of an incompatible observable. In terms of Fisher information we propose a kind of information comparison measure and explore various types of trade-offs between the information gains and measurement precisions, which interpret the uncertainty relation as surplus variance trade-off over individual perfect measurements instead of a constraint on extracting complete information of incompatible observables.

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 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

Uncertainty Estimation in Elastic Full Waveform Inversion by Utilising the Hessian Matrix

NASA Astrophysics Data System (ADS)

Hagen, V. S.; Arntsen, B.; Raknes, E. B.

2017-12-01

Elastic Full Waveform Inversion (EFWI) is a computationally intensive iterative method for estimating elastic model parameters. A key element of EFWI is the numerical solution of the elastic wave equation which lies as a foundation to quantify the mismatch between synthetic (modelled) and true (real) measured seismic data. The misfit between the modelled and true receiver data is used to update the parameter model to yield a better fit between the modelled and true receiver signal. A common approach to the EFWI model update problem is to use a conjugate gradient search method. In this approach the resolution and cross-coupling for the estimated parameter update can be found by computing the full Hessian matrix. Resolution of the estimated model parameters depend on the chosen parametrisation, acquisition geometry, and temporal frequency range. Although some understanding has been gained, it is still not clear which elastic parameters can be reliably estimated under which conditions. With few exceptions, previous analyses have been based on arguments using radiation pattern analysis. We use the known adjoint-state technique with an expansion to compute the Hessian acting on a model perturbation to conduct our study. The Hessian is used to infer parameter resolution and cross-coupling for different selections of models, acquisition geometries, and data types, including streamer and ocean bottom seismic recordings. Information about the model uncertainty is obtained from the exact Hessian, and is essential when evaluating the quality of estimated parameters due to the strong influence of source-receiver geometry and frequency content. Investigation is done on both a homogeneous model and the Gullfaks model where we illustrate the influence of offset on parameter resolution and cross-coupling as a way of estimating uncertainty.

Variability and epistemic uncertainty in water ingestion rates and pharmacokinetic parameters, and impact on the association between perfluorooctanoate and preeclampsia in the C8 Health Project population.

PubMed

Avanasi, Raghavendhran; Shin, Hyeong-Moo; Vieira, Veronica M; Bartell, Scott M

2016-04-01

We recently utilized a suite of environmental fate and transport models and an integrated exposure and pharmacokinetic model to estimate individual perfluorooctanoate (PFOA) serum concentrations, and also assessed the association of those concentrations with preeclampsia for participants in the C8 Health Project (a cross-sectional study of over 69,000 people who were environmentally exposed to PFOA near a major U.S. fluoropolymer production facility located in West Virginia). However, the exposure estimates from this integrated model relied on default values for key independent exposure parameters including water ingestion rates, the serum PFOA half-life, and the volume of distribution for PFOA. The aim of the present study is to assess the impact of inter-individual variability and epistemic uncertainty in these parameters on the exposure estimates and subsequently, the epidemiological association between PFOA exposure and preeclampsia. We used Monte Carlo simulation to propagate inter-individual variability/epistemic uncertainty in the exposure assessment and reanalyzed the epidemiological association. Inter-individual variability in these parameters mildly impacted the serum PFOA concentration predictions (the lowest mean rank correlation between the estimated serum concentrations in our study and the original predicted serum concentrations was 0.95) and there was a negligible impact on the epidemiological association with preeclampsia (no change in the mean adjusted odds ratio (AOR) and the contribution of exposure uncertainty to the total uncertainty including sampling variability was 7%). However, when epistemic uncertainty was added along with the inter-individual variability, serum PFOA concentration predictions and their association with preeclampsia were moderately impacted (the mean AOR of preeclampsia occurrence was reduced from 1.12 to 1.09, and the contribution of exposure uncertainty to the total uncertainty was increased up to 33%). In conclusion, our study shows that the change of the rank exposure among the study participants due to variability and epistemic uncertainty in the independent exposure parameters was large enough to cause a 25% bias towards the null. This suggests that the true AOR of the association between PFOA and preeclampsia in this population might be higher than the originally reported AOR and has more uncertainty than indicated by the originally reported confidence interval. Copyright © 2016 Elsevier Inc. All rights reserved.

Uncertainty analysis on simple mass balance model to calculate critical loads for soil acidity.

PubMed

Li, Harbin; McNulty, Steven G

2007-10-01

Simple mass balance equations (SMBE) of critical acid loads (CAL) in forest soil were developed to assess potential risks of air pollutants to ecosystems. However, to apply SMBE reliably at large scales, SMBE must be tested for adequacy and uncertainty. Our goal was to provide a detailed analysis of uncertainty in SMBE so that sound strategies for scaling up CAL estimates to the national scale could be developed. Specifically, we wanted to quantify CAL uncertainty under natural variability in 17 model parameters, and determine their relative contributions in predicting CAL. Results indicated that uncertainty in CAL came primarily from components of base cation weathering (BC(w); 49%) and acid neutralizing capacity (46%), whereas the most critical parameters were BC(w) base rate (62%), soil depth (20%), and soil temperature (11%). Thus, improvements in estimates of these factors are crucial to reducing uncertainty and successfully scaling up SMBE for national assessments of CAL.

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.

Not simply more of the same: distinguishing between patient heterogeneity and parameter uncertainty.

PubMed

Vemer, Pepijn; Goossens, Lucas M A; Rutten-van Mölken, Maureen P M H

2014-11-01

In cost-effectiveness (CE) Markov models, heterogeneity in the patient population is not automatically taken into account. We aimed to compare methods of dealing with heterogeneity on estimates of CE, using a case study in chronic obstructive pulmonary disease (COPD). We first present a probabilistic sensitivity analysis (PSA) in which we sampled only from distributions representing parameter uncertainty. This ignores any heterogeneity. Next, we explored heterogeneity by presenting results for subgroups, using a method that samples parameter uncertainty simultaneously with heterogeneity in a single-loop PSA. Finally, we distinguished parameter uncertainty from heterogeneity in a double-loop PSA by performing a nested simulation within each PSA iteration. Point estimates and uncertainty differed substantially between methods. The incremental CE ratio (ICER) ranged from € 4900 to € 13,800. The single-loop PSA led to a substantially different shape of the CE plane and an overestimation of the uncertainty compared with the other 3 methods. The CE plane for the double-loop PSA showed substantially less uncertainty and a stronger negative correlation between the difference in costs and the difference in effects compared with the other methods. This came at the cost of higher calculation times. Not accounting for heterogeneity, subgroup analysis and the double-loop PSA can be viable options, depending on the decision makers' information needs. The single-loop PSA should not be used in CE research. It disregards the fundamental differences between heterogeneity and sampling uncertainty and overestimates uncertainty as a result. © The Author(s) 2014.

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

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.

Sensitivity analysis and uncertainty estimation in ash concentration simulations and tephra deposit daily forecasted at Mt. Etna, in Italy

NASA Astrophysics Data System (ADS)

Prestifilippo, Michele; Scollo, Simona; Tarantola, Stefano

2015-04-01

The uncertainty in volcanic ash forecasts may depend on our knowledge of the model input parameters and our capability to represent the dynamic of an incoming eruption. Forecasts help governments to reduce risks associated with volcanic eruptions and for this reason different kinds of analysis that help to understand the effect that each input parameter has on model outputs are necessary. We present an iterative approach based on the sequential combination of sensitivity analysis, parameter estimation procedure and Monte Carlo-based uncertainty analysis, applied to the lagrangian volcanic ash dispersal model PUFF. We modify the main input parameters as the total mass, the total grain-size distribution, the plume thickness, the shape of the eruption column, the sedimentation models and the diffusion coefficient, perform thousands of simulations and analyze the results. The study is carried out on two different Etna scenarios: the sub-plinian eruption of 22 July 1998 that formed an eruption column rising 12 km above sea level and lasted some minutes and the lava fountain eruption having features similar to the 2011-2013 events that produced eruption column high up to several kilometers above sea level and lasted some hours. Sensitivity analyses and uncertainty estimation results help us to address the measurements that volcanologists should perform during volcanic crisis to reduce the model uncertainty.

Binary variable multiple-model multiple imputation to address missing data mechanism uncertainty: Application to a smoking cessation trial

PubMed Central

Siddique, Juned; Harel, Ofer; Crespi, Catherine M.; Hedeker, Donald

2014-01-01

The true missing data mechanism is never known in practice. We present a method for generating multiple imputations for binary variables that formally incorporates missing data mechanism uncertainty. Imputations are generated from a distribution of imputation models rather than a single model, with the distribution reflecting subjective notions of missing data mechanism uncertainty. Parameter estimates and standard errors are obtained using rules for nested multiple imputation. Using simulation, we investigate the impact of missing data mechanism uncertainty on post-imputation inferences and show that incorporating this uncertainty can increase the coverage of parameter estimates. We apply our method to a longitudinal smoking cessation trial where nonignorably missing data were a concern. Our method provides a simple approach for formalizing subjective notions regarding nonresponse and can be implemented using existing imputation software. PMID:24634315

[Application of robustness test for assessment of the measurement uncertainty at the end of development phase of a chromatographic method for quantification of water-soluble vitamins].

PubMed

Ihssane, B; Bouchafra, H; El Karbane, M; Azougagh, M; Saffaj, T

2016-05-01

We propose in this work an efficient way to evaluate the measurement of uncertainty at the end of the development step of an analytical method, since this assessment provides an indication of the performance of the optimization process. The estimation of the uncertainty is done through a robustness test by applying a Placquett-Burman design, investigating six parameters influencing the simultaneous chromatographic assay of five water-soluble vitamins. The estimated effects of the variation of each parameter are translated into standard uncertainty value at each concentration level. The values obtained of the relative uncertainty do not exceed the acceptance limit of 5%, showing that the procedure development was well done. In addition, a statistical comparison conducted to compare standard uncertainty after the development stage and those of the validation step indicates that the estimated uncertainty are equivalent. The results obtained show clearly the performance and capacity of the chromatographic method to simultaneously assay the five vitamins and suitability for use in routine application. Copyright © 2015 Académie Nationale de Pharmacie. Published by Elsevier Masson SAS. All rights reserved.

Posterior uncertainty of GEOS-5 L-band radiative transfer model parameters and brightness temperatures after calibration with SMOS observations

NASA Astrophysics Data System (ADS)

De Lannoy, G. J.; Reichle, R. H.; Vrugt, J. A.

2012-12-01

Simulated L-band (1.4 GHz) brightness temperatures are very sensitive to the values of the parameters in the radiative transfer model (RTM). We assess the optimum RTM parameter values and their (posterior) uncertainty in the Goddard Earth Observing System (GEOS-5) land surface model using observations of multi-angular brightness temperature over North America from the Soil Moisture Ocean Salinity (SMOS) mission. Two different parameter estimation methods are being compared: (i) a particle swarm optimization (PSO) approach, and (ii) an MCMC simulation procedure using the differential evolution adaptive Metropolis (DREAM) algorithm. Our results demonstrate that both methods provide similar "optimal" parameter values. Yet, DREAM exhibits better convergence properties, resulting in a reduced spread of the posterior ensemble. The posterior parameter distributions derived with both methods are used for predictive uncertainty estimation of brightness temperature. This presentation will highlight our model-data synthesis framework and summarize our initial findings.

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.

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.

Uncertainty in a monthly water balance model using the generalized likelihood uncertainty estimation methodology

NASA Astrophysics Data System (ADS)

Rivera, Diego; Rivas, Yessica; Godoy, Alex

2015-02-01

Hydrological models are simplified representations of natural processes and subject to errors. Uncertainty bounds are a commonly used way to assess the impact of an input or model architecture uncertainty in model outputs. Different sets of parameters could have equally robust goodness-of-fit indicators, which is known as Equifinality. We assessed the outputs from a lumped conceptual hydrological model to an agricultural watershed in central Chile under strong interannual variability (coefficient of variability of 25%) by using the Equifinality concept and uncertainty bounds. The simulation period ran from January 1999 to December 2006. Equifinality and uncertainty bounds from GLUE methodology (Generalized Likelihood Uncertainty Estimation) were used to identify parameter sets as potential representations of the system. The aim of this paper is to exploit the use of uncertainty bounds to differentiate behavioural parameter sets in a simple hydrological model. Then, we analyze the presence of equifinality in order to improve the identification of relevant hydrological processes. The water balance model for Chillan River exhibits, at a first stage, equifinality. However, it was possible to narrow the range for the parameters and eventually identify a set of parameters representing the behaviour of the watershed (a behavioural model) in agreement with observational and soft data (calculation of areal precipitation over the watershed using an isohyetal map). The mean width of the uncertainty bound around the predicted runoff for the simulation period decreased from 50 to 20 m3s-1 after fixing the parameter controlling the areal precipitation over the watershed. This decrement is equivalent to decreasing the ratio between simulated and observed discharge from 5.2 to 2.5. Despite the criticisms against the GLUE methodology, such as the lack of statistical formality, it is identified as a useful tool assisting the modeller with the identification of critical parameters.

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

Constraints on CDM cosmology from galaxy power spectrum, CMB and SNIa evolution

NASA Astrophysics Data System (ADS)

Ferramacho, L. D.; Blanchard, A.; Zolnierowski, Y.

2009-05-01

Aims: We examine the constraints that can be obtained on standard cold dark matter models from the most currently used data set: CMB anisotropies, type Ia supernovae and the SDSS luminous red galaxies. We also examine how these constraints are widened when the equation of state parameter w and the curvature parameter Ωk are left as free parameters. Finally, we investigate the impact on these constraints of a possible form of evolution in SNIa intrinsic luminosity. Methods: We obtained our results from MCMC analysis using the full likelihood of each data set. Results: For the ΛCDM model, our “vanilla” model, cosmological parameters are tightly constrained and consistent with current estimates from various methods. When the dark energy parameter w is free we find that the constraints remain mostly unchanged, i.e. changes are smaller than the 1 sigma uncertainties. Similarly, relaxing the assumption of a flat universe leads to nearly identical constraints on the dark energy density parameter of the universe Ω_Λ , baryon density of the universe Ω_b, the optical depth τ, the index of the power spectrum of primordial fluctuations n_S, with most one sigma uncertainties better than 5%. More significant changes appear on other parameters: while preferred values are almost unchanged, uncertainties for the physical dark matter density Ω_ch^2, Hubble constant H0 and σ8 are typically twice as large. The constraint on the age of the Universe, which is very accurate for the vanilla model, is the most degraded. We found that different methodological approaches on large scale structure estimates lead to appreciable differences in preferred values and uncertainty widths. We found that possible evolution in SNIa intrinsic luminosity does not alter these constraints by much, except for w, for which the uncertainty is twice as large. At the same time, this possible evolution is severely constrained. Conclusions: We conclude that systematic uncertainties for some estimated quantities are similar or larger than statistical ones.

Uncertainty in temperature response of current consumption-based emissions estimates

NASA Astrophysics Data System (ADS)

Karstensen, J.; Peters, G. P.; Andrew, R. M.

2014-09-01

Several studies have connected emissions of greenhouse gases to economic and trade data to quantify the causal chain from consumption to emissions and climate change. These studies usually combine data and models originating from different sources, making it difficult to estimate uncertainties in the end results. We estimate uncertainties in economic data, multi-pollutant emission statistics and metric parameters, and use Monte Carlo analysis to quantify contributions to uncertainty and to determine how uncertainty propagates to estimates of global temperature change from regional and sectoral territorial- and consumption-based emissions for the year 2007. We find that the uncertainties are sensitive to the emission allocations, mix of pollutants included, the metric and its time horizon, and the level of aggregation of the results. Uncertainties in the final results are largely dominated by the climate sensitivity and the parameters associated with the warming effects of CO2. The economic data have a relatively small impact on uncertainty at the global and national level, while much higher uncertainties are found at the sectoral level. Our results suggest that consumption-based national emissions are not significantly more uncertain than the corresponding production based emissions, since the largest uncertainties are due to metric and emissions which affect both perspectives equally. The two perspectives exhibit different sectoral uncertainties, due to changes of pollutant compositions. We find global sectoral consumption uncertainties in the range of ±9-±27% using the global temperature potential with a 50 year time horizon, with metric uncertainties dominating. National level uncertainties are similar in both perspectives due to the dominance of CO2 over other pollutants. The consumption emissions of the top 10 emitting regions have a broad uncertainty range of ±9-±25%, with metric and emissions uncertainties contributing similarly. The Absolute global temperature potential with a 50 year time horizon has much higher uncertainties, with considerable uncertainty overlap for regions and sectors, indicating that the ranking of countries is uncertain.

Robust Diagnosis Method Based on Parameter Estimation for an Interturn Short-Circuit Fault in Multipole PMSM under High-Speed Operation.

PubMed

Lee, Jewon; Moon, Seokbae; Jeong, Hyeyun; Kim, Sang Woo

2015-11-20

This paper proposes a diagnosis method for a multipole permanent magnet synchronous motor (PMSM) under an interturn short circuit fault. Previous works in this area have suffered from the uncertainties of the PMSM parameters, which can lead to misdiagnosis. The proposed method estimates the q-axis inductance (Lq) of the faulty PMSM to solve this problem. The proposed method also estimates the faulty phase and the value of G, which serves as an index of the severity of the fault. The q-axis current is used to estimate the faulty phase, the values of G and Lq. For this reason, two open-loop observers and an optimization method based on a particle-swarm are implemented. The q-axis current of a healthy PMSM is estimated by the open-loop observer with the parameters of a healthy PMSM. The Lq estimation significantly compensates for the estimation errors in high-speed operation. The experimental results demonstrate that the proposed method can estimate the faulty phase, G, and Lq besides exhibiting robustness against parameter uncertainties.

Numerical Uncertainty Analysis for Computational Fluid Dynamics using Student T Distribution -- Application of CFD Uncertainty Analysis Compared to Exact Analytical Solution

NASA Technical Reports Server (NTRS)

Groves, Curtis E.; Ilie, marcel; Shallhorn, Paul A.

2014-01-01

Computational Fluid Dynamics (CFD) is the standard numerical tool used by Fluid Dynamists to estimate solutions to many problems in academia, government, and industry. CFD is known to have errors and uncertainties and there is no universally adopted method to estimate such quantities. This paper describes an approach to estimate CFD uncertainties strictly numerically using inputs and the Student-T distribution. The approach is compared to an exact analytical solution of fully developed, laminar flow between infinite, stationary plates. It is shown that treating all CFD input parameters as oscillatory uncertainty terms coupled with the Student-T distribution can encompass the exact solution.

Accounting for Parameter Uncertainty in Complex Atmospheric Models, With an Application to Greenhouse Gas Emissions Evaluation

NASA Astrophysics Data System (ADS)

Swallow, B.; Rigby, M. L.; Rougier, J.; Manning, A.; Thomson, D.; Webster, H. N.; Lunt, M. F.; O'Doherty, S.

2016-12-01

In order to understand underlying processes governing environmental and physical phenomena, a complex mathematical model is usually required. However, there is an inherent uncertainty related to the parameterisation of unresolved processes in these simulators. Here, we focus on the specific problem of accounting for uncertainty in parameter values in an atmospheric chemical transport model. Systematic errors introduced by failing to account for these uncertainties have the potential to have a large effect on resulting estimates in unknown quantities of interest. One approach that is being increasingly used to address this issue is known as emulation, in which a large number of forward runs of the simulator are carried out, in order to approximate the response of the output to changes in parameters. However, due to the complexity of some models, it is often unfeasible to run large numbers of training runs that is usually required for full statistical emulators of the environmental processes. We therefore present a simplified model reduction method for approximating uncertainties in complex environmental simulators without the need for very large numbers of training runs. We illustrate the method through an application to the Met Office's atmospheric transport model NAME. We show how our parameter estimation framework can be incorporated into a hierarchical Bayesian inversion, and demonstrate the impact on estimates of UK methane emissions, using atmospheric mole fraction data. We conclude that accounting for uncertainties in the parameterisation of complex atmospheric models is vital if systematic errors are to be minimized and all relevant uncertainties accounted for. We also note that investigations of this nature can prove extremely useful in highlighting deficiencies in the simulator that might otherwise be missed.

WE-D-BRE-07: Variance-Based Sensitivity Analysis to Quantify the Impact of Biological Uncertainties in Particle Therapy

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

Kamp, F.; Brueningk, S.C.; Wilkens, J.J.

Purpose: In particle therapy, treatment planning and evaluation are frequently based on biological models to estimate the relative biological effectiveness (RBE) or the equivalent dose in 2 Gy fractions (EQD2). In the context of the linear-quadratic model, these quantities depend on biological parameters (α, β) for ions as well as for the reference radiation and on the dose per fraction. The needed biological parameters as well as their dependency on ion species and ion energy typically are subject to large (relative) uncertainties of up to 20–40% or even more. Therefore it is necessary to estimate the resulting uncertainties in e.g.more » RBE or EQD2 caused by the uncertainties of the relevant input parameters. Methods: We use a variance-based sensitivity analysis (SA) approach, in which uncertainties in input parameters are modeled by random number distributions. The evaluated function is executed 10{sup 4} to 10{sup 6} times, each run with a different set of input parameters, randomly varied according to their assigned distribution. The sensitivity S is a variance-based ranking (from S = 0, no impact, to S = 1, only influential part) of the impact of input uncertainties. The SA approach is implemented for carbon ion treatment plans on 3D patient data, providing information about variations (and their origin) in RBE and EQD2. Results: The quantification enables 3D sensitivity maps, showing dependencies of RBE and EQD2 on different input uncertainties. The high number of runs allows displaying the interplay between different input uncertainties. The SA identifies input parameter combinations which result in extreme deviations of the result and the input parameter for which an uncertainty reduction is the most rewarding. Conclusion: The presented variance-based SA provides advantageous properties in terms of visualization and quantification of (biological) uncertainties and their impact. The method is very flexible, model independent, and enables a broad assessment of uncertainties. Supported by DFG grant WI 3745/1-1 and DFG cluster of excellence: Munich-Centre for Advanced Photonics.« less

CALIBRATION, OPTIMIZATION, AND SENSITIVITY AND UNCERTAINTY ALGORITHMS APPLICATION PROGRAMMING INTERFACE (COSU-API)

EPA Science Inventory

The Application Programming Interface (API) for Uncertainty Analysis, Sensitivity Analysis, and Parameter Estimation (UA/SA/PE API) tool development, here fore referred to as the Calibration, Optimization, and Sensitivity and Uncertainty Algorithms API (COSU-API), was initially d...

On the Calculation of Uncertainty Statistics with Error Bounds for CFD Calculations Containing Random Parameters and Fields

NASA Technical Reports Server (NTRS)

Barth, Timothy J.

2016-01-01

This chapter discusses the ongoing development of combined uncertainty and error bound estimates for computational fluid dynamics (CFD) calculations subject to imposed random parameters and random fields. An objective of this work is the construction of computable error bound formulas for output uncertainty statistics that guide CFD practitioners in systematically determining how accurately CFD realizations should be approximated and how accurately uncertainty statistics should be approximated for output quantities of interest. Formal error bounds formulas for moment statistics that properly account for the presence of numerical errors in CFD calculations and numerical quadrature errors in the calculation of moment statistics have been previously presented in [8]. In this past work, hierarchical node-nested dense and sparse tensor product quadratures are used to calculate moment statistics integrals. In the present work, a framework has been developed that exploits the hierarchical structure of these quadratures in order to simplify the calculation of an estimate of the quadrature error needed in error bound formulas. When signed estimates of realization error are available, this signed error may also be used to estimate output quantity of interest probability densities as a means to assess the impact of realization error on these density estimates. Numerical results are presented for CFD problems with uncertainty to demonstrate the capabilities of this framework.

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.

Uncertainty in Population Growth Rates: Determining Confidence Intervals from Point Estimates of Parameters

PubMed Central

Devenish Nelson, Eleanor S.; Harris, Stephen; Soulsbury, Carl D.; Richards, Shane A.; Stephens, Philip A.

2010-01-01

Background Demographic models are widely used in conservation and management, and their parameterisation often relies on data collected for other purposes. When underlying data lack clear indications of associated uncertainty, modellers often fail to account for that uncertainty in model outputs, such as estimates of population growth. Methodology/Principal Findings We applied a likelihood approach to infer uncertainty retrospectively from point estimates of vital rates. Combining this with resampling techniques and projection modelling, we show that confidence intervals for population growth estimates are easy to derive. We used similar techniques to examine the effects of sample size on uncertainty. Our approach is illustrated using data on the red fox, Vulpes vulpes, a predator of ecological and cultural importance, and the most widespread extant terrestrial mammal. We show that uncertainty surrounding estimated population growth rates can be high, even for relatively well-studied populations. Halving that uncertainty typically requires a quadrupling of sampling effort. Conclusions/Significance Our results compel caution when comparing demographic trends between populations without accounting for uncertainty. Our methods will be widely applicable to demographic studies of many species. PMID:21049049

Assessment of uncertainties in radiation-induced cancer risk predictions at clinically relevant doses

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

Nguyen, J.; Moteabbed, M.; Paganetti, H., E-mail: hpaganetti@mgh.harvard.edu

2015-01-15

Purpose: Theoretical dose–response models offer the possibility to assess second cancer induction risks after external beam therapy. The parameters used in these models are determined with limited data from epidemiological studies. Risk estimations are thus associated with considerable uncertainties. This study aims at illustrating uncertainties when predicting the risk for organ-specific second cancers in the primary radiation field illustrated by choosing selected treatment plans for brain cancer patients. Methods: A widely used risk model was considered in this study. The uncertainties of the model parameters were estimated with reported data of second cancer incidences for various organs. Standard error propagationmore » was then subsequently applied to assess the uncertainty in the risk model. Next, second cancer risks of five pediatric patients treated for cancer in the head and neck regions were calculated. For each case, treatment plans for proton and photon therapy were designed to estimate the uncertainties (a) in the lifetime attributable risk (LAR) for a given treatment modality and (b) when comparing risks of two different treatment modalities. Results: Uncertainties in excess of 100% of the risk were found for almost all organs considered. When applied to treatment plans, the calculated LAR values have uncertainties of the same magnitude. A comparison between cancer risks of different treatment modalities, however, does allow statistically significant conclusions. In the studied cases, the patient averaged LAR ratio of proton and photon treatments was 0.35, 0.56, and 0.59 for brain carcinoma, brain sarcoma, and bone sarcoma, respectively. Their corresponding uncertainties were estimated to be potentially below 5%, depending on uncertainties in dosimetry. Conclusions: The uncertainty in the dose–response curve in cancer risk models makes it currently impractical to predict the risk for an individual external beam treatment. On the other hand, the ratio of absolute risks between two modalities is less sensitive to the uncertainties in the risk model and can provide statistically significant estimates.« less

A parallel calibration utility for WRF-Hydro on high performance computers

NASA Astrophysics Data System (ADS)

Wang, J.; Wang, C.; Kotamarthi, V. R.

2017-12-01

A successful modeling of complex hydrological processes comprises establishing an integrated hydrological model which simulates the hydrological processes in each water regime, calibrates and validates the model performance based on observation data, and estimates the uncertainties from different sources especially those associated with parameters. Such a model system requires large computing resources and often have to be run on High Performance Computers (HPC). The recently developed WRF-Hydro modeling system provides a significant advancement in the capability to simulate regional water cycles more completely. The WRF-Hydro model has a large range of parameters such as those in the input table files — GENPARM.TBL, SOILPARM.TBL and CHANPARM.TBL — and several distributed scaling factors such as OVROUGHRTFAC. These parameters affect the behavior and outputs of the model and thus may need to be calibrated against the observations in order to obtain a good modeling performance. Having a parameter calibration tool specifically for automate calibration and uncertainty estimates of WRF-Hydro model can provide significant convenience for the modeling community. In this study, we developed a customized tool using the parallel version of the model-independent parameter estimation and uncertainty analysis tool, PEST, to enabled it to run on HPC with PBS and SLURM workload manager and job scheduler. We also developed a series of PEST input file templates that are specifically for WRF-Hydro model calibration and uncertainty analysis. Here we will present a flood case study occurred in April 2013 over Midwest. The sensitivity and uncertainties are analyzed using the customized PEST tool we developed.

Effects of Parameter Uncertainty on Long-Term Simulations of Lake Alkalinity

NASA Astrophysics Data System (ADS)

Lee, Sijin; Georgakakos, Konstantine P.; Schnoor, Jerald L.

1990-03-01

A first-order second-moment uncertainty analysis has been applied to two lakes in the Adirondack Park, New York, to assess the long-term response of lakes to acid deposition. Uncertainty due to parameter error and initial condition error was considered. Because the enhanced trickle-down (ETD) model is calibrated with only 3 years of field data and is used to simulate a 50-year period, the uncertainty in the lake alkalinity prediction is relatively large. When a best estimate of parameter uncertainty is used, the annual average alkalinity is predicted to be -11 ±28 μeq/L for Lake Woods and 142 ± 139 μeq/L for Lake Panther after 50 years. Hydrologic parameters and chemical weathering rate constants contributed most to the uncertainty of the simulations. Results indicate that the uncertainty in long-range predictions of lake alkalinity increased significantly over a 5- to 10-year period and then reached a steady state.

The two-dimensional Monte Carlo: a new methodologic paradigm for dose reconstruction for epidemiological studies.

PubMed

Simon, Steven L; Hoffman, F Owen; Hofer, Eduard

2015-01-01

Retrospective dose estimation, particularly dose reconstruction that supports epidemiological investigations of health risk, relies on various strategies that include models of physical processes and exposure conditions with detail ranging from simple to complex. Quantification of dose uncertainty is an essential component of assessments for health risk studies since, as is well understood, it is impossible to retrospectively determine the true dose for each person. To address uncertainty in dose estimation, numerical simulation tools have become commonplace and there is now an increased understanding about the needs and what is required for models used to estimate cohort doses (in the absence of direct measurement) to evaluate dose response. It now appears that for dose-response algorithms to derive the best, unbiased estimate of health risk, we need to understand the type, magnitude and interrelationships of the uncertainties of model assumptions, parameters and input data used in the associated dose estimation models. Heretofore, uncertainty analysis of dose estimates did not always properly distinguish between categories of errors, e.g., uncertainty that is specific to each subject (i.e., unshared error), and uncertainty of doses from a lack of understanding and knowledge about parameter values that are shared to varying degrees by numbers of subsets of the cohort. While mathematical propagation of errors by Monte Carlo simulation methods has been used for years to estimate the uncertainty of an individual subject's dose, it was almost always conducted without consideration of dependencies between subjects. In retrospect, these types of simple analyses are not suitable for studies with complex dose models, particularly when important input data are missing or otherwise not available. The dose estimation strategy presented here is a simulation method that corrects the previous deficiencies of analytical or simple Monte Carlo error propagation methods and is termed, due to its capability to maintain separation between shared and unshared errors, the two-dimensional Monte Carlo (2DMC) procedure. Simply put, the 2DMC method simulates alternative, possibly true, sets (or vectors) of doses for an entire cohort rather than a single set that emerges when each individual's dose is estimated independently from other subjects. Moreover, estimated doses within each simulated vector maintain proper inter-relationships such that the estimated doses for members of a cohort subgroup that share common lifestyle attributes and sources of uncertainty are properly correlated. The 2DMC procedure simulates inter-individual variability of possibly true doses within each dose vector and captures the influence of uncertainty in the values of dosimetric parameters across multiple realizations of possibly true vectors of cohort doses. The primary characteristic of the 2DMC approach, as well as its strength, are defined by the proper separation between uncertainties shared by members of the entire cohort or members of defined cohort subsets, and uncertainties that are individual-specific and therefore unshared.

Variability And Uncertainty Analysis Of Contaminant Transport Model Using Fuzzy Latin Hypercube Sampling Technique

NASA Astrophysics Data System (ADS)

Kumar, V.; Nayagum, D.; Thornton, S.; Banwart, S.; Schuhmacher2, M.; Lerner, D.

2006-12-01

Characterization of uncertainty associated with groundwater quality models is often of critical importance, as for example in cases where environmental models are employed in risk assessment. Insufficient data, inherent variability and estimation errors of environmental model parameters introduce uncertainty into model predictions. However, uncertainty analysis using conventional methods such as standard Monte Carlo sampling (MCS) may not be efficient, or even suitable, for complex, computationally demanding models and involving different nature of parametric variability and uncertainty. General MCS or variant of MCS such as Latin Hypercube Sampling (LHS) assumes variability and uncertainty as a single random entity and the generated samples are treated as crisp assuming vagueness as randomness. Also when the models are used as purely predictive tools, uncertainty and variability lead to the need for assessment of the plausible range of model outputs. An improved systematic variability and uncertainty analysis can provide insight into the level of confidence in model estimates, and can aid in assessing how various possible model estimates should be weighed. The present study aims to introduce, Fuzzy Latin Hypercube Sampling (FLHS), a hybrid approach of incorporating cognitive and noncognitive uncertainties. The noncognitive uncertainty such as physical randomness, statistical uncertainty due to limited information, etc can be described by its own probability density function (PDF); whereas the cognitive uncertainty such estimation error etc can be described by the membership function for its fuzziness and confidence interval by ?-cuts. An important property of this theory is its ability to merge inexact generated data of LHS approach to increase the quality of information. The FLHS technique ensures that the entire range of each variable is sampled with proper incorporation of uncertainty and variability. A fuzzified statistical summary of the model results will produce indices of sensitivity and uncertainty that relate the effects of heterogeneity and uncertainty of input variables to model predictions. The feasibility of the method is validated to assess uncertainty propagation of parameter values for estimation of the contamination level of a drinking water supply well due to transport of dissolved phenolics from a contaminated site in the UK.

Refinement of a Bias-Correction Procedure for the Weighted Likelihood Estimator of Ability. Research Report. ETS RR-07-23

ERIC Educational Resources Information Center

Zhang, Jinming; Lu, Ting

2007-01-01

In practical applications of item response theory (IRT), item parameters are usually estimated first from a calibration sample. After treating these estimates as fixed and known, ability parameters are then estimated. However, the statistical inferences based on the estimated abilities can be misleading if the uncertainty of the item parameter…

Estimation of biological parameters of marine organisms using linear and nonlinear acoustic scattering model-based inversion methods.

PubMed

Chu, Dezhang; Lawson, Gareth L; Wiebe, Peter H

2016-05-01

The linear inversion commonly used in fisheries and zooplankton acoustics assumes a constant inversion kernel and ignores the uncertainties associated with the shape and behavior of the scattering targets, as well as other relevant animal parameters. Here, errors of the linear inversion due to uncertainty associated with the inversion kernel are quantified. A scattering model-based nonlinear inversion method is presented that takes into account the nonlinearity of the inverse problem and is able to estimate simultaneously animal abundance and the parameters associated with the scattering model inherent to the kernel. It uses sophisticated scattering models to estimate first, the abundance, and second, the relevant shape and behavioral parameters of the target organisms. Numerical simulations demonstrate that the abundance, size, and behavior (tilt angle) parameters of marine animals (fish or zooplankton) can be accurately inferred from the inversion by using multi-frequency acoustic data. The influence of the singularity and uncertainty in the inversion kernel on the inversion results can be mitigated by examining the singular values for linear inverse problems and employing a non-linear inversion involving a scattering model-based kernel.

Accounting for uncertainty in model-based prevalence estimation: paratuberculosis control in dairy herds.

PubMed

Davidson, Ross S; McKendrick, Iain J; Wood, Joanna C; Marion, Glenn; Greig, Alistair; Stevenson, Karen; Sharp, Michael; Hutchings, Michael R

2012-09-10

A common approach to the application of epidemiological models is to determine a single (point estimate) parameterisation using the information available in the literature. However, in many cases there is considerable uncertainty about parameter values, reflecting both the incomplete nature of current knowledge and natural variation, for example between farms. Furthermore model outcomes may be highly sensitive to different parameter values. Paratuberculosis is an infection for which many of the key parameter values are poorly understood and highly variable, and for such infections there is a need to develop and apply statistical techniques which make maximal use of available data. A technique based on Latin hypercube sampling combined with a novel reweighting method was developed which enables parameter uncertainty and variability to be incorporated into a model-based framework for estimation of prevalence. The method was evaluated by applying it to a simulation of paratuberculosis in dairy herds which combines a continuous time stochastic algorithm with model features such as within herd variability in disease development and shedding, which have not been previously explored in paratuberculosis models. Generated sample parameter combinations were assigned a weight, determined by quantifying the model's resultant ability to reproduce prevalence data. Once these weights are generated the model can be used to evaluate other scenarios such as control options. To illustrate the utility of this approach these reweighted model outputs were used to compare standard test and cull control strategies both individually and in combination with simple husbandry practices that aim to reduce infection rates. The technique developed has been shown to be applicable to a complex model incorporating realistic control options. For models where parameters are not well known or subject to significant variability, the reweighting scheme allowed estimated distributions of parameter values to be combined with additional sources of information, such as that available from prevalence distributions, resulting in outputs which implicitly handle variation and uncertainty. This methodology allows for more robust predictions from modelling approaches by allowing for parameter uncertainty and combining different sources of information, and is thus expected to be useful in application to a large number of disease systems.

Uncertainty estimation of the self-thinning process by Maximum-Entropy Principle

Treesearch

Shoufan Fang; George Z. Gertner

2000-01-01

When available information is scarce, the Maximum-Entropy Principle can estimate the distributions of parameters. In our case study, we estimated the distributions of the parameters of the forest self-thinning process based on literature information, and we derived the conditional distribution functions and estimated the 95 percent confidence interval (CI) of the self-...

Quantifying Transmission Heterogeneity Using Both Pathogen Phylogenies and Incidence Time Series

PubMed Central

Li, Lucy M.; Grassly, Nicholas C.; Fraser, Christophe

2017-01-01

Abstract Heterogeneity in individual-level transmissibility can be quantified by the dispersion parameter k of the offspring distribution. Quantifying heterogeneity is important as it affects other parameter estimates, it modulates the degree of unpredictability of an epidemic, and it needs to be accounted for in models of infection control. Aggregated data such as incidence time series are often not sufficiently informative to estimate k. Incorporating phylogenetic analysis can help to estimate k concurrently with other epidemiological parameters. We have developed an inference framework that uses particle Markov Chain Monte Carlo to estimate k and other epidemiological parameters using both incidence time series and the pathogen phylogeny. Using the framework to fit a modified compartmental transmission model that includes the parameter k to simulated data, we found that more accurate and less biased estimates of the reproductive number were obtained by combining epidemiological and phylogenetic analyses. However, k was most accurately estimated using pathogen phylogeny alone. Accurately estimating k was necessary for unbiased estimates of the reproductive number, but it did not affect the accuracy of reporting probability and epidemic start date estimates. We further demonstrated that inference was possible in the presence of phylogenetic uncertainty by sampling from the posterior distribution of phylogenies. Finally, we used the inference framework to estimate transmission parameters from epidemiological and genetic data collected during a poliovirus outbreak. Despite the large degree of phylogenetic uncertainty, we demonstrated that incorporating phylogenetic data in parameter inference improved the accuracy and precision of estimates. PMID:28981709

Hierarchical Bayesian Model Averaging for Non-Uniqueness and Uncertainty Analysis of Artificial Neural Networks

NASA Astrophysics Data System (ADS)

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

2012-12-01

Artificial Neural Networks (ANNs) have been widely used to estimate concentration of chemicals in groundwater systems. However, estimation uncertainty is rarely discussed in the literature. Uncertainty in ANN output stems from three sources: ANN inputs, ANN parameters (weights and biases), and ANN structures. Uncertainty in ANN inputs may come from input data selection and/or input data error. ANN parameters are naturally uncertain because they are maximum-likelihood estimated. ANN structure is also uncertain because there is no unique ANN model given a specific case. Therefore, multiple plausible AI models are generally resulted for a study. One might ask why good models have to be ignored in favor of the best model in traditional estimation. What is the ANN estimation variance? How do the variances from different ANN models accumulate to the total estimation variance? To answer these questions we propose a Hierarchical Bayesian Model Averaging (HBMA) framework. Instead of choosing one ANN model (the best ANN model) for estimation, HBMA averages outputs of all plausible ANN models. The model weights are based on the evidence of data. Therefore, the HBMA avoids overconfidence on the single best ANN model. In addition, HBMA is able to analyze uncertainty propagation through aggregation of ANN models in a hierarchy framework. This method is applied for estimation of fluoride concentration in the Poldasht plain and the Bazargan plain in Iran. Unusually high fluoride concentration in the Poldasht and Bazargan plains has caused negative effects on the public health. Management of this anomaly requires estimation of fluoride concentration distribution in the area. The results show that the HBMA provides a knowledge-decision-based framework that facilitates analyzing and quantifying ANN estimation uncertainties from different sources. In addition HBMA allows comparative evaluation of the realizations for each source of uncertainty by segregating the uncertainty sources in a hierarchical framework. Fluoride concentration estimation using the HBMA method shows better agreement to the observation data in the test step because they are not based on a single model with a non-dominate weights.

ZASPE: A Code to Measure Stellar Atmospheric Parameters and their Covariance from Spectra

NASA Astrophysics Data System (ADS)

Brahm, Rafael; Jordán, Andrés; Hartman, Joel; Bakos, Gáspár

2017-05-01

We describe the Zonal Atmospheric Stellar Parameters Estimator (zaspe), a new algorithm, and its associated code, for determining precise stellar atmospheric parameters and their uncertainties from high-resolution echelle spectra of FGK-type stars. zaspe estimates stellar atmospheric parameters by comparing the observed spectrum against a grid of synthetic spectra only in the most sensitive spectral zones to changes in the atmospheric parameters. Realistic uncertainties in the parameters are computed from the data itself, by taking into account the systematic mismatches between the observed spectrum and the best-fitting synthetic one. The covariances between the parameters are also estimated in the process. zaspe can in principle use any pre-calculated grid of synthetic spectra, but unbiased grids are required to obtain accurate parameters. We tested the performance of two existing libraries, and we concluded that neither is suitable for computing precise atmospheric parameters. We describe a process to synthesize a new library of synthetic spectra that was found to generate consistent results when compared with parameters obtained with different methods (interferometry, asteroseismology, equivalent widths).

Using Uncertainty Quantification to Guide Development and Improvements of a Regional-Scale Model of the Coastal Lowlands Aquifer System Spanning Texas, Louisiana, Mississippi, Alabama and Florida

NASA Astrophysics Data System (ADS)

Foster, L. K.; Clark, B. R.; Duncan, L. L.; Tebo, D. T.; White, J.

2017-12-01

Several historical groundwater models exist within the Coastal Lowlands Aquifer System (CLAS), which spans the Gulf Coastal Plain in Texas, Louisiana, Mississippi, Alabama, and Florida. The largest of these models, called the Gulf Coast Regional Aquifer System Analysis (RASA) model, has been brought into a new framework using the Newton formulation for MODFLOW-2005 (MODFLOW-NWT) and serves as the starting point of a new investigation underway by the U.S. Geological Survey to improve understanding of the CLAS and provide predictions of future groundwater availability within an uncertainty quantification (UQ) framework. The use of an UQ framework will not only provide estimates of water-level observation worth, hydraulic parameter uncertainty, boundary-condition uncertainty, and uncertainty of future potential predictions, but it will also guide the model development process. Traditionally, model development proceeds from dataset construction to the process of deterministic history matching, followed by deterministic predictions using the model. This investigation will combine the use of UQ with existing historical models of the study area to assess in a quantitative framework the effect model package and property improvements have on the ability to represent past-system states, as well as the effect on the model's ability to make certain predictions of water levels, water budgets, and base-flow estimates. Estimates of hydraulic property information and boundary conditions from the existing models and literature, forming the prior, will be used to make initial estimates of model forecasts and their corresponding uncertainty, along with an uncalibrated groundwater model run within an unconstrained Monte Carlo analysis. First-Order Second-Moment (FOSM) analysis will also be used to investigate parameter and predictive uncertainty, and guide next steps in model development prior to rigorous history matching by using PEST++ parameter estimation code.

Model parameter uncertainty analysis for an annual field-scale P loss model

NASA Astrophysics Data System (ADS)

Bolster, Carl H.; Vadas, Peter A.; Boykin, Debbie

2016-08-01

Phosphorous (P) fate and transport models are important tools for developing and evaluating conservation practices aimed at reducing P losses from agricultural fields. Because all models are simplifications of complex systems, there will exist an inherent amount of uncertainty associated with their predictions. It is therefore important that efforts be directed at identifying, quantifying, and communicating the different sources of model uncertainties. In this study, we conducted an uncertainty analysis with the Annual P Loss Estimator (APLE) model. Our analysis included calculating parameter uncertainties and confidence and prediction intervals for five internal regression equations in APLE. We also estimated uncertainties of the model input variables based on values reported in the literature. We then predicted P loss for a suite of fields under different management and climatic conditions while accounting for uncertainties in the model parameters and inputs and compared the relative contributions of these two sources of uncertainty to the overall uncertainty associated with predictions of P loss. Both the overall magnitude of the prediction uncertainties and the relative contributions of the two sources of uncertainty varied depending on management practices and field characteristics. This was due to differences in the number of model input variables and the uncertainties in the regression equations associated with each P loss pathway. Inspection of the uncertainties in the five regression equations brought attention to a previously unrecognized limitation with the equation used to partition surface-applied fertilizer P between leaching and runoff losses. As a result, an alternate equation was identified that provided similar predictions with much less uncertainty. Our results demonstrate how a thorough uncertainty and model residual analysis can be used to identify limitations with a model. Such insight can then be used to guide future data collection and model development and evaluation efforts.

Combined Uncertainty and A-Posteriori Error Bound Estimates for CFD Calculations: Theory and Implementation

NASA Technical Reports Server (NTRS)

Barth, Timothy J.

2014-01-01

Simulation codes often utilize finite-dimensional approximation resulting in numerical error. Some examples include, numerical methods utilizing grids and finite-dimensional basis functions, particle methods using a finite number of particles. These same simulation codes also often contain sources of uncertainty, for example, uncertain parameters and fields associated with the imposition of initial and boundary data,uncertain physical model parameters such as chemical reaction rates, mixture model parameters, material property parameters, etc.

Optimization and uncertainty assessment of strongly nonlinear groundwater models with high parameter dimensionality

NASA Astrophysics Data System (ADS)

Keating, Elizabeth H.; Doherty, John; Vrugt, Jasper A.; Kang, Qinjun

2010-10-01

Highly parameterized and CPU-intensive groundwater models are increasingly being used to understand and predict flow and transport through aquifers. Despite their frequent use, these models pose significant challenges for parameter estimation and predictive uncertainty analysis algorithms, particularly global methods which usually require very large numbers of forward runs. Here we present a general methodology for parameter estimation and uncertainty analysis that can be utilized in these situations. Our proposed method includes extraction of a surrogate model that mimics key characteristics of a full process model, followed by testing and implementation of a pragmatic uncertainty analysis technique, called null-space Monte Carlo (NSMC), that merges the strengths of gradient-based search and parameter dimensionality reduction. As part of the surrogate model analysis, the results of NSMC are compared with a formal Bayesian approach using the DiffeRential Evolution Adaptive Metropolis (DREAM) algorithm. Such a comparison has never been accomplished before, especially in the context of high parameter dimensionality. Despite the highly nonlinear nature of the inverse problem, the existence of multiple local minima, and the relatively large parameter dimensionality, both methods performed well and results compare favorably with each other. Experiences gained from the surrogate model analysis are then transferred to calibrate the full highly parameterized and CPU intensive groundwater model and to explore predictive uncertainty of predictions made by that model. The methodology presented here is generally applicable to any highly parameterized and CPU-intensive environmental model, where efficient methods such as NSMC provide the only practical means for conducting predictive uncertainty analysis.

Bayesian forecasting and uncertainty quantifying of stream flows using Metropolis-Hastings Markov Chain Monte Carlo algorithm

NASA Astrophysics Data System (ADS)

Wang, Hongrui; Wang, Cheng; Wang, Ying; Gao, Xiong; Yu, Chen

2017-06-01

This paper presents a Bayesian approach using Metropolis-Hastings Markov Chain Monte Carlo algorithm and applies this method for daily river flow rate forecast and uncertainty quantification for Zhujiachuan River using data collected from Qiaotoubao Gage Station and other 13 gage stations in Zhujiachuan watershed in China. The proposed method is also compared with the conventional maximum likelihood estimation (MLE) for parameter estimation and quantification of associated uncertainties. While the Bayesian method performs similarly in estimating the mean value of daily flow rate, it performs over the conventional MLE method on uncertainty quantification, providing relatively narrower reliable interval than the MLE confidence interval and thus more precise estimation by using the related information from regional gage stations. The Bayesian MCMC method might be more favorable in the uncertainty analysis and risk management.

The Effect of Nondeterministic Parameters on Shock-Associated Noise Prediction Modeling

NASA Technical Reports Server (NTRS)

Dahl, Milo D.; Khavaran, Abbas

2010-01-01

Engineering applications for aircraft noise prediction contain models for physical phenomenon that enable solutions to be computed quickly. These models contain parameters that have an uncertainty not accounted for in the solution. To include uncertainty in the solution, nondeterministic computational methods are applied. Using prediction models for supersonic jet broadband shock-associated noise, fixed model parameters are replaced by probability distributions to illustrate one of these methods. The results show the impact of using nondeterministic parameters both on estimating the model output uncertainty and on the model spectral level prediction. In addition, a global sensitivity analysis is used to determine the influence of the model parameters on the output, and to identify the parameters with the least influence on model output.

Incorporating structure from motion uncertainty into image-based pose estimation

NASA Astrophysics Data System (ADS)

Ludington, Ben T.; Brown, Andrew P.; Sheffler, Michael J.; Taylor, Clark N.; Berardi, Stephen

2015-05-01

A method for generating and utilizing structure from motion (SfM) uncertainty estimates within image-based pose estimation is presented. The method is applied to a class of problems in which SfM algorithms are utilized to form a geo-registered reference model of a particular ground area using imagery gathered during flight by a small unmanned aircraft. The model is then used to form camera pose estimates in near real-time from imagery gathered later. The resulting pose estimates can be utilized by any of the other onboard systems (e.g. as a replacement for GPS data) or downstream exploitation systems, e.g., image-based object trackers. However, many of the consumers of pose estimates require an assessment of the pose accuracy. The method for generating the accuracy assessment is presented. First, the uncertainty in the reference model is estimated. Bundle Adjustment (BA) is utilized for model generation. While the high-level approach for generating a covariance matrix of the BA parameters is straightforward, typical computing hardware is not able to support the required operations due to the scale of the optimization problem within BA. Therefore, a series of sparse matrix operations is utilized to form an exact covariance matrix for only the parameters that are needed at a particular moment. Once the uncertainty in the model has been determined, it is used to augment Perspective-n-Point pose estimation algorithms to improve the pose accuracy and to estimate the resulting pose uncertainty. The implementation of the described method is presented along with results including results gathered from flight test data.

Towards active image-guidance: tracking of a fiducial in the thorax during respiration under X-ray fluoroscopy

NASA Astrophysics Data System (ADS)

Siddique, Sami; Jaffray, David

2007-03-01

A central purpose of image-guidance is to assist the interventionalist with feedback of geometric performance in the direction of therapy delivery. Tradeoffs exist between accuracy, precision and the constraints imposed by parameters used in the generation of images. A framework that uses geometric performance as feedback to control these parameters can balance such tradeoffs in order to maintain the requisite localization precision for a given clinical procedure. We refer to this principle as Active Image-Guidance (AIG). This framework requires estimates of the uncertainty in the estimated location of the object of interest. In this study, a simple fiducial marker detected under X-ray fluoroscopy is considered and it is shown that a relation exists between the applied imaging dose and the uncertainty in localization for a given observer. A robust estimator of the location of a fiducial in the thorax during respiration under X-ray fluoroscopy is demonstrated using a particle filter based approach that outputs estimates of the location and the associated spatial uncertainty. This approach gives an rmse of 1.3mm and the uncertainty estimates are found to be correlated with the error in the estimates. Furthermore, the particle filtering approach is employed to output location estimates and the associated uncertainty not only at instances of pulsed exposure but also between exposures. Such a system has applications in image-guided interventions (surgery, radiotherapy, interventional radiology) where there are latencies between the moment of imaging and the act of intervention.

Parameter uncertainty analysis for the annual phosphorus loss estimator (APLE) model

USDA-ARS?s Scientific Manuscript database

Technical abstract: Models are often used to predict phosphorus (P) loss from agricultural fields. While it is commonly recognized that model predictions are inherently uncertain, few studies have addressed prediction uncertainties using P loss models. In this study, we conduct an uncertainty analys...

Uncertainty in temperature response of current consumption-based emissions estimates

NASA Astrophysics Data System (ADS)

Karstensen, J.; Peters, G. P.; Andrew, R. M.

2015-05-01

Several studies have connected emissions of greenhouse gases to economic and trade data to quantify the causal chain from consumption to emissions and climate change. These studies usually combine data and models originating from different sources, making it difficult to estimate uncertainties along the entire causal chain. We estimate uncertainties in economic data, multi-pollutant emission statistics, and metric parameters, and use Monte Carlo analysis to quantify contributions to uncertainty and to determine how uncertainty propagates to estimates of global temperature change from regional and sectoral territorial- and consumption-based emissions for the year 2007. We find that the uncertainties are sensitive to the emission allocations, mix of pollutants included, the metric and its time horizon, and the level of aggregation of the results. Uncertainties in the final results are largely dominated by the climate sensitivity and the parameters associated with the warming effects of CO2. Based on our assumptions, which exclude correlations in the economic data, the uncertainty in the economic data appears to have a relatively small impact on uncertainty at the national level in comparison to emissions and metric uncertainty. Much higher uncertainties are found at the sectoral level. Our results suggest that consumption-based national emissions are not significantly more uncertain than the corresponding production-based emissions since the largest uncertainties are due to metric and emissions which affect both perspectives equally. The two perspectives exhibit different sectoral uncertainties, due to changes of pollutant compositions. We find global sectoral consumption uncertainties in the range of ±10 to ±27 % using the Global Temperature Potential with a 50-year time horizon, with metric uncertainties dominating. National-level uncertainties are similar in both perspectives due to the dominance of CO2 over other pollutants. The consumption emissions of the top 10 emitting regions have a broad uncertainty range of ±9 to ±25 %, with metric and emission uncertainties contributing similarly. The absolute global temperature potential (AGTP) with a 50-year time horizon has much higher uncertainties, with considerable uncertainty overlap for regions and sectors, indicating that the ranking of countries is uncertain.

Parameter uncertainty and nonstationarity in regional extreme rainfall frequency analysis in Qu River Basin, East China

NASA Astrophysics Data System (ADS)

Zhu, Q.; Xu, Y. P.; Gu, H.

2014-12-01

Traditionally, regional frequency analysis methods were developed for stationary environmental conditions. Nevertheless, recent studies have identified significant changes in hydrological records, leading to the 'death' of stationarity. Besides, uncertainty in hydrological frequency analysis is persistent. This study aims to investigate the impact of one of the most important uncertainty sources, parameter uncertainty, together with nonstationarity, on design rainfall depth in Qu River Basin, East China. A spatial bootstrap is first proposed to analyze the uncertainty of design rainfall depth estimated by regional frequency analysis based on L-moments and estimated on at-site scale. Meanwhile, a method combining the generalized additive models with 30-year moving window is employed to analyze non-stationarity existed in the extreme rainfall regime. The results show that the uncertainties of design rainfall depth with 100-year return period under stationary conditions estimated by regional spatial bootstrap can reach 15.07% and 12.22% with GEV and PE3 respectively. On at-site scale, the uncertainties can reach 17.18% and 15.44% with GEV and PE3 respectively. In non-stationary conditions, the uncertainties of maximum rainfall depth (corresponding to design rainfall depth) with 0.01 annual exceedance probability (corresponding to 100-year return period) are 23.09% and 13.83% with GEV and PE3 respectively. Comparing the 90% confidence interval, the uncertainty of design rainfall depth resulted from parameter uncertainty is less than that from non-stationarity frequency analysis with GEV, however, slightly larger with PE3. This study indicates that the spatial bootstrap can be successfully applied to analyze the uncertainty of design rainfall depth on both regional and at-site scales. And the non-stationary analysis shows that the differences between non-stationary quantiles and their stationary equivalents are important for decision makes of water resources management and risk management.

Parameter and input data uncertainty estimation for the assessment of water resources in two sub-basins of the Limpopo River Basin

NASA Astrophysics Data System (ADS)

Oosthuizen, Nadia; Hughes, Denis A.; Kapangaziwiri, Evison; Mwenge Kahinda, Jean-Marc; Mvandaba, Vuyelwa

2018-05-01

The demand for water resources is rapidly growing, placing more strain on access to water and its management. In order to appropriately manage water resources, there is a need to accurately quantify available water resources. Unfortunately, the data required for such assessment are frequently far from sufficient in terms of availability and quality, especially in southern Africa. In this study, the uncertainty related to the estimation of water resources of two sub-basins of the Limpopo River Basin - the Mogalakwena in South Africa and the Shashe shared between Botswana and Zimbabwe - is assessed. Input data (and model parameters) are significant sources of uncertainty that should be quantified. In southern Africa water use data are among the most unreliable sources of model input data because available databases generally consist of only licensed information and actual use is generally unknown. The study assesses how these uncertainties impact the estimation of surface water resources of the sub-basins. Data on farm reservoirs and irrigated areas from various sources were collected and used to run the model. Many farm dams and large irrigation areas are located in the upper parts of the Mogalakwena sub-basin. Results indicate that water use uncertainty is small. Nevertheless, the medium to low flows are clearly impacted. The simulated mean monthly flows at the outlet of the Mogalakwena sub-basin were between 22.62 and 24.68 Mm3 per month when incorporating only the uncertainty related to the main physical runoff generating parameters. The range of total predictive uncertainty of the model increased to between 22.15 and 24.99 Mm3 when water use data such as small farm and large reservoirs and irrigation were included. For the Shashe sub-basin incorporating only uncertainty related to the main runoff parameters resulted in mean monthly flows between 11.66 and 14.54 Mm3. The range of predictive uncertainty changed to between 11.66 and 17.72 Mm3 after the uncertainty in water use information was added.

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.

Performance of internal covariance estimators for cosmic shear correlation functions

DOE PAGES

Friedrich, O.; Seitz, S.; Eifler, T. F.; ...

2015-12-31

Data re-sampling methods such as the delete-one jackknife are a common tool for estimating the covariance of large scale structure probes. In this paper we investigate the concepts of internal covariance estimation in the context of cosmic shear two-point statistics. We demonstrate how to use log-normal simulations of the convergence field and the corresponding shear field to carry out realistic tests of internal covariance estimators and find that most estimators such as jackknife or sub-sample covariance can reach a satisfactory compromise between bias and variance of the estimated covariance. In a forecast for the complete, 5-year DES survey we show that internally estimated covariance matrices can provide a large fraction of the true uncertainties on cosmological parameters in a 2D cosmic shear analysis. The volume inside contours of constant likelihood in themore » $$\\Omega_m$$-$$\\sigma_8$$ plane as measured with internally estimated covariance matrices is on average $$\\gtrsim 85\\%$$ of the volume derived from the true covariance matrix. The uncertainty on the parameter combination $$\\Sigma_8 \\sim \\sigma_8 \\Omega_m^{0.5}$$ derived from internally estimated covariances is $$\\sim 90\\%$$ of the true uncertainty.« less

Modeling of 2D diffusion processes based on microscopy data: parameter estimation and practical identifiability analysis.

PubMed

Hock, Sabrina; Hasenauer, Jan; Theis, Fabian J

2013-01-01

Diffusion is a key component of many biological processes such as chemotaxis, developmental differentiation and tissue morphogenesis. Since recently, the spatial gradients caused by diffusion can be assessed in-vitro and in-vivo using microscopy based imaging techniques. The resulting time-series of two dimensional, high-resolutions images in combination with mechanistic models enable the quantitative analysis of the underlying mechanisms. However, such a model-based analysis is still challenging due to measurement noise and sparse observations, which result in uncertainties of the model parameters. We introduce a likelihood function for image-based measurements with log-normal distributed noise. Based upon this likelihood function we formulate the maximum likelihood estimation problem, which is solved using PDE-constrained optimization methods. To assess the uncertainty and practical identifiability of the parameters we introduce profile likelihoods for diffusion processes. As proof of concept, we model certain aspects of the guidance of dendritic cells towards lymphatic vessels, an example for haptotaxis. Using a realistic set of artificial measurement data, we estimate the five kinetic parameters of this model and compute profile likelihoods. Our novel approach for the estimation of model parameters from image data as well as the proposed identifiability analysis approach is widely applicable to diffusion processes. The profile likelihood based method provides more rigorous uncertainty bounds in contrast to local approximation methods.

On the quantification and efficient propagation of imprecise probabilities resulting from small datasets

NASA Astrophysics Data System (ADS)

Zhang, Jiaxin; Shields, Michael D.

2018-01-01

This paper addresses the problem of uncertainty quantification and propagation when data for characterizing probability distributions are scarce. We propose a methodology wherein the full uncertainty associated with probability model form and parameter estimation are retained and efficiently propagated. This is achieved by applying the information-theoretic multimodel inference method to identify plausible candidate probability densities and associated probabilities that each method is the best model in the Kullback-Leibler sense. The joint parameter densities for each plausible model are then estimated using Bayes' rule. We then propagate this full set of probability models by estimating an optimal importance sampling density that is representative of all plausible models, propagating this density, and reweighting the samples according to each of the candidate probability models. This is in contrast with conventional methods that try to identify a single probability model that encapsulates the full uncertainty caused by lack of data and consequently underestimate uncertainty. The result is a complete probabilistic description of both aleatory and epistemic uncertainty achieved with several orders of magnitude reduction in computational cost. It is shown how the model can be updated to adaptively accommodate added data and added candidate probability models. The method is applied for uncertainty analysis of plate buckling strength where it is demonstrated how dataset size affects the confidence (or lack thereof) we can place in statistical estimates of response when data are lacking.

Validation of Bayesian analysis of compartmental kinetic models in medical imaging.

PubMed

Sitek, Arkadiusz; Li, Quanzheng; El Fakhri, Georges; Alpert, Nathaniel M

2016-10-01

Kinetic compartmental analysis is frequently used to compute physiologically relevant quantitative values from time series of images. In this paper, a new approach based on Bayesian analysis to obtain information about these parameters is presented and validated. The closed-form of the posterior distribution of kinetic parameters is derived with a hierarchical prior to model the standard deviation of normally distributed noise. Markov chain Monte Carlo methods are used for numerical estimation of the posterior distribution. Computer simulations of the kinetics of F18-fluorodeoxyglucose (FDG) are used to demonstrate drawing statistical inferences about kinetic parameters and to validate the theory and implementation. Additionally, point estimates of kinetic parameters and covariance of those estimates are determined using the classical non-linear least squares approach. Posteriors obtained using methods proposed in this work are accurate as no significant deviation from the expected shape of the posterior was found (one-sided P>0.08). It is demonstrated that the results obtained by the standard non-linear least-square methods fail to provide accurate estimation of uncertainty for the same data set (P<0.0001). The results of this work validate new methods for a computer simulations of FDG kinetics. Results show that in situations where the classical approach fails in accurate estimation of uncertainty, Bayesian estimation provides an accurate information about the uncertainties in the parameters. Although a particular example of FDG kinetics was used in the paper, the methods can be extended for different pharmaceuticals and imaging modalities. Copyright © 2016 Associazione Italiana di Fisica Medica. Published by Elsevier Ltd. All rights reserved.

Trans-dimensional inversion of microtremor array dispersion data with hierarchical autoregressive error models

NASA Astrophysics Data System (ADS)

Dettmer, Jan; Molnar, Sheri; Steininger, Gavin; Dosso, Stan E.; Cassidy, John F.

2012-02-01

This paper applies a general trans-dimensional Bayesian inference methodology and hierarchical autoregressive data-error models to the inversion of microtremor array dispersion data for shear wave velocity (vs) structure. This approach accounts for the limited knowledge of the optimal earth model parametrization (e.g. the number of layers in the vs profile) and of the data-error statistics in the resulting vs parameter uncertainty estimates. The assumed earth model parametrization influences estimates of parameter values and uncertainties due to different parametrizations leading to different ranges of data predictions. The support of the data for a particular model is often non-unique and several parametrizations may be supported. A trans-dimensional formulation accounts for this non-uniqueness by including a model-indexing parameter as an unknown so that groups of models (identified by the indexing parameter) are considered in the results. The earth model is parametrized in terms of a partition model with interfaces given over a depth-range of interest. In this work, the number of interfaces (layers) in the partition model represents the trans-dimensional model indexing. In addition, serial data-error correlations are addressed by augmenting the geophysical forward model with a hierarchical autoregressive error model that can account for a wide range of error processes with a small number of parameters. Hence, the limited knowledge about the true statistical distribution of data errors is also accounted for in the earth model parameter estimates, resulting in more realistic uncertainties and parameter values. Hierarchical autoregressive error models do not rely on point estimates of the model vector to estimate data-error statistics, and have no requirement for computing the inverse or determinant of a data-error covariance matrix. This approach is particularly useful for trans-dimensional inverse problems, as point estimates may not be representative of the state space that spans multiple subspaces of different dimensionalities. The order of the autoregressive process required to fit the data is determined here by posterior residual-sample examination and statistical tests. Inference for earth model parameters is carried out on the trans-dimensional posterior probability distribution by considering ensembles of parameter vectors. In particular, vs uncertainty estimates are obtained by marginalizing the trans-dimensional posterior distribution in terms of vs-profile marginal distributions. The methodology is applied to microtremor array dispersion data collected at two sites with significantly different geology in British Columbia, Canada. At both sites, results show excellent agreement with estimates from invasive measurements.

A software tool to assess uncertainty in transient-storage model parameters using Monte Carlo simulations

USGS Publications Warehouse

Ward, Adam S.; Kelleher, Christa A.; Mason, Seth J. K.; Wagener, Thorsten; McIntyre, Neil; McGlynn, Brian L.; Runkel, Robert L.; Payn, Robert A.

2017-01-01

Researchers and practitioners alike often need to understand and characterize how water and solutes move through a stream in terms of the relative importance of in-stream and near-stream storage and transport processes. In-channel and subsurface storage processes are highly variable in space and time and difficult to measure. Storage estimates are commonly obtained using transient-storage models (TSMs) of the experimentally obtained solute-tracer test data. The TSM equations represent key transport and storage processes with a suite of numerical parameters. Parameter values are estimated via inverse modeling, in which parameter values are iteratively changed until model simulations closely match observed solute-tracer data. Several investigators have shown that TSM parameter estimates can be highly uncertain. When this is the case, parameter values cannot be used reliably to interpret stream-reach functioning. However, authors of most TSM studies do not evaluate or report parameter certainty. Here, we present a software tool linked to the One-dimensional Transport with Inflow and Storage (OTIS) model that enables researchers to conduct uncertainty analyses via Monte-Carlo parameter sampling and to visualize uncertainty and sensitivity results. We demonstrate application of our tool to 2 case studies and compare our results to output obtained from more traditional implementation of the OTIS model. We conclude by suggesting best practices for transient-storage modeling and recommend that future applications of TSMs include assessments of parameter certainty to support comparisons and more reliable interpretations of transport processes.

Planning spatial sampling of the soil from an uncertain reconnaissance variogram

NASA Astrophysics Data System (ADS)

Lark, R. Murray; Hamilton, Elliott M.; Kaninga, Belinda; Maseka, Kakoma K.; Mutondo, Moola; Sakala, Godfrey M.; Watts, Michael J.

2017-12-01

An estimated variogram of a soil property can be used to support a rational choice of sampling intensity for geostatistical mapping. However, it is known that estimated variograms are subject to uncertainty. In this paper we address two practical questions. First, how can we make a robust decision on sampling intensity, given the uncertainty in the variogram? Second, what are the costs incurred in terms of oversampling because of uncertainty in the variogram model used to plan sampling? To achieve this we show how samples of the posterior distribution of variogram parameters, from a computational Bayesian analysis, can be used to characterize the effects of variogram parameter uncertainty on sampling decisions. We show how one can select a sample intensity so that a target value of the kriging variance is not exceeded with some specified probability. This will lead to oversampling, relative to the sampling intensity that would be specified if there were no uncertainty in the variogram parameters. One can estimate the magnitude of this oversampling by treating the tolerable grid spacing for the final sample as a random variable, given the target kriging variance and the posterior sample values. We illustrate these concepts with some data on total uranium content in a relatively sparse sample of soil from agricultural land near mine tailings in the Copperbelt Province of Zambia.

Combined Estimation of Hydrogeologic Conceptual Model and Parameter Uncertainty

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

Meyer, Philip D.; Ye, Ming; Neuman, Shlomo P.

2004-03-01

The objective of the research described in this report is the development and application of a methodology for comprehensively assessing the hydrogeologic uncertainties involved in dose assessment, including uncertainties associated with conceptual models, parameters, and scenarios. This report describes and applies a statistical method to quantitatively estimate the combined uncertainty in model predictions arising from conceptual model and parameter uncertainties. The method relies on model averaging to combine the predictions of a set of alternative models. Implementation is driven by the available data. When there is minimal site-specific data the method can be carried out with prior parameter estimates basedmore » on generic data and subjective prior model probabilities. For sites with observations of system behavior (and optionally data characterizing model parameters), the method uses model calibration to update the prior parameter estimates and model probabilities based on the correspondence between model predictions and site observations. The set of model alternatives can contain both simplified and complex models, with the requirement that all models be based on the same set of data. The method was applied to the geostatistical modeling of air permeability at a fractured rock site. Seven alternative variogram models of log air permeability were considered to represent data from single-hole pneumatic injection tests in six boreholes at the site. Unbiased maximum likelihood estimates of variogram and drift parameters were obtained for each model. Standard information criteria provided an ambiguous ranking of the models, which would not justify selecting one of them and discarding all others as is commonly done in practice. Instead, some of the models were eliminated based on their negligibly small updated probabilities and the rest were used to project the measured log permeabilities by kriging onto a rock volume containing the six boreholes. These four projections, and associated kriging variances, were averaged using the posterior model probabilities as weights. Finally, cross-validation was conducted by eliminating from consideration all data from one borehole at a time, repeating the above process, and comparing the predictive capability of the model-averaged result with that of each individual model. Using two quantitative measures of comparison, the model-averaged result was superior to any individual geostatistical model of log permeability considered.« less

Comparison of bootstrap approaches for estimation of uncertainties of DTI parameters.

PubMed

Chung, SungWon; Lu, Ying; Henry, Roland G

2006-11-01

Bootstrap is an empirical non-parametric statistical technique based on data resampling that has been used to quantify uncertainties of diffusion tensor MRI (DTI) parameters, useful in tractography and in assessing DTI methods. The current bootstrap method (repetition bootstrap) used for DTI analysis performs resampling within the data sharing common diffusion gradients, requiring multiple acquisitions for each diffusion gradient. Recently, wild bootstrap was proposed that can be applied without multiple acquisitions. In this paper, two new approaches are introduced called residual bootstrap and repetition bootknife. We show that repetition bootknife corrects for the large bias present in the repetition bootstrap method and, therefore, better estimates the standard errors. Like wild bootstrap, residual bootstrap is applicable to single acquisition scheme, and both are based on regression residuals (called model-based resampling). Residual bootstrap is based on the assumption that non-constant variance of measured diffusion-attenuated signals can be modeled, which is actually the assumption behind the widely used weighted least squares solution of diffusion tensor. The performances of these bootstrap approaches were compared in terms of bias, variance, and overall error of bootstrap-estimated standard error by Monte Carlo simulation. We demonstrate that residual bootstrap has smaller biases and overall errors, which enables estimation of uncertainties with higher accuracy. Understanding the properties of these bootstrap procedures will help us to choose the optimal approach for estimating uncertainties that can benefit hypothesis testing based on DTI parameters, probabilistic fiber tracking, and optimizing DTI methods.

Uncertainty in temperature-based determination of time of death

NASA Astrophysics Data System (ADS)

Weiser, Martin; Erdmann, Bodo; Schenkl, Sebastian; Muggenthaler, Holger; Hubig, Michael; Mall, Gita; Zachow, Stefan

2018-03-01

Temperature-based estimation of time of death (ToD) can be performed either with the help of simple phenomenological models of corpse cooling or with detailed mechanistic (thermodynamic) heat transfer models. The latter are much more complex, but allow a higher accuracy of ToD estimation as in principle all relevant cooling mechanisms can be taken into account. The potentially higher accuracy depends on the accuracy of tissue and environmental parameters as well as on the geometric resolution. We investigate the impact of parameter variations and geometry representation on the estimated ToD. For this, numerical simulation of analytic heat transport models is performed on a highly detailed 3D corpse model, that has been segmented and geometrically reconstructed from a computed tomography (CT) data set, differentiating various organs and tissue types. From that and prior information available on thermal parameters and their variability, we identify the most crucial parameters to measure or estimate, and obtain an a priori uncertainty quantification for the ToD.

Probabilistic parameter estimation of activated sludge processes using Markov Chain Monte Carlo.

PubMed

Sharifi, Soroosh; Murthy, Sudhir; Takács, Imre; Massoudieh, Arash

2014-03-01

One of the most important challenges in making activated sludge models (ASMs) applicable to design problems is identifying the values of its many stoichiometric and kinetic parameters. When wastewater characteristics data from full-scale biological treatment systems are used for parameter estimation, several sources of uncertainty, including uncertainty in measured data, external forcing (e.g. influent characteristics), and model structural errors influence the value of the estimated parameters. This paper presents a Bayesian hierarchical modeling framework for the probabilistic estimation of activated sludge process parameters. The method provides the joint probability density functions (JPDFs) of stoichiometric and kinetic parameters by updating prior information regarding the parameters obtained from expert knowledge and literature. The method also provides the posterior correlations between the parameters, as well as a measure of sensitivity of the different constituents with respect to the parameters. This information can be used to design experiments to provide higher information content regarding certain parameters. The method is illustrated using the ASM1 model to describe synthetically generated data from a hypothetical biological treatment system. The results indicate that data from full-scale systems can narrow down the ranges of some parameters substantially whereas the amount of information they provide regarding other parameters is small, due to either large correlations between some of the parameters or a lack of sensitivity with respect to the parameters. Copyright © 2013 Elsevier Ltd. All rights reserved.

Bayesian forecasting and uncertainty quantifying of stream flows using Metropolis–Hastings Markov Chain Monte Carlo algorithm

DOE PAGES

Wang, Hongrui; Wang, Cheng; Wang, Ying; ...

2017-04-05

This paper presents a Bayesian approach using Metropolis-Hastings Markov Chain Monte Carlo algorithm and applies this method for daily river flow rate forecast and uncertainty quantification for Zhujiachuan River using data collected from Qiaotoubao Gage Station and other 13 gage stations in Zhujiachuan watershed in China. The proposed method is also compared with the conventional maximum likelihood estimation (MLE) for parameter estimation and quantification of associated uncertainties. While the Bayesian method performs similarly in estimating the mean value of daily flow rate, it performs over the conventional MLE method on uncertainty quantification, providing relatively narrower reliable interval than the MLEmore » confidence interval and thus more precise estimation by using the related information from regional gage stations. As a result, the Bayesian MCMC method might be more favorable in the uncertainty analysis and risk management.« less

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

Novel Method for Incorporating Model Uncertainties into Gravitational Wave Parameter Estimates

NASA Astrophysics Data System (ADS)

Moore, Christopher J.; Gair, Jonathan R.

2014-12-01

Posterior distributions on parameters computed from experimental data using Bayesian techniques are only as accurate as the models used to construct them. In many applications, these models are incomplete, which both reduces the prospects of detection and leads to a systematic error in the parameter estimates. In the analysis of data from gravitational wave detectors, for example, accurate waveform templates can be computed using numerical methods, but the prohibitive cost of these simulations means this can only be done for a small handful of parameters. In this Letter, a novel method to fold model uncertainties into data analysis is proposed; the waveform uncertainty is analytically marginalized over using with a prior distribution constructed by using Gaussian process regression to interpolate the waveform difference from a small training set of accurate templates. The method is well motivated, easy to implement, and no more computationally expensive than standard techniques. The new method is shown to perform extremely well when applied to a toy problem. While we use the application to gravitational wave data analysis to motivate and illustrate the technique, it can be applied in any context where model uncertainties exist.

Hybrid Gibbs Sampling and MCMC for CMB Analysis at Small Angular Scales

NASA Technical Reports Server (NTRS)

Jewell, Jeffrey B.; Eriksen, H. K.; Wandelt, B. D.; Gorski, K. M.; Huey, G.; O'Dwyer, I. J.; Dickinson, C.; Banday, A. J.; Lawrence, C. R.

2008-01-01

A) Gibbs Sampling has now been validated as an efficient, statistically exact, and practically useful method for "low-L" (as demonstrated on WMAP temperature polarization data). B) We are extending Gibbs sampling to directly propagate uncertainties in both foreground and instrument models to total uncertainty in cosmological parameters for the entire range of angular scales relevant for Planck. C) Made possible by inclusion of foreground model parameters in Gibbs sampling and hybrid MCMC and Gibbs sampling for the low signal to noise (high-L) regime. D) Future items to be included in the Bayesian framework include: 1) Integration with Hybrid Likelihood (or posterior) code for cosmological parameters; 2) Include other uncertainties in instrumental systematics? (I.e. beam uncertainties, noise estimation, calibration errors, other).

Phobos laser ranging: Numerical Geodesy experiments for Martian system science

NASA Astrophysics Data System (ADS)

Dirkx, D.; Vermeersen, L. L. A.; Noomen, R.; Visser, P. N. A. M.

2014-09-01

Laser ranging is emerging as a technology for use over (inter)planetary distances, having the advantage of high (mm-cm) precision and accuracy and low mass and power consumption. We have performed numerical simulations to assess the science return in terms of geodetic observables of a hypothetical Phobos lander performing active two-way laser ranging with Earth-based stations. We focus our analysis on the estimation of Phobos and Mars gravitational, tidal and rotational parameters. We explicitly include systematic error sources in addition to uncorrelated random observation errors. This is achieved through the use of consider covariance parameters, specifically the ground station position and observation biases. Uncertainties for the consider parameters are set at 5 mm and at 1 mm for the Gaussian uncorrelated observation noise (for an observation integration time of 60 s). We perform the analysis for a mission duration up to 5 years. It is shown that a Phobos Laser Ranging (PLR) can contribute to a better understanding of the Martian system, opening the possibility for improved determination of a variety of physical parameters of Mars and Phobos. The simulations show that the mission concept is especially suited for estimating Mars tidal deformation parameters, estimating degree 2 Love numbers with absolute uncertainties at the 10-2 to 10-4 level after 1 and 4 years, respectively and providing separate estimates for the Martian quality factors at Sun and Phobos-forced frequencies. The estimation of Phobos libration amplitudes and gravity field coefficients provides an estimate of Phobos' relative equatorial and polar moments of inertia with an absolute uncertainty of 10-4 and 10-7, respectively, after 1 year. The observation of Phobos tidal deformation will be able to differentiate between a rubble pile and monolithic interior within 2 years. For all parameters, systematic errors have a much stronger influence (per unit uncertainty) than the uncorrelated Gaussian observation noise. This indicates the need for the inclusion of systematic errors in simulation studies and special attention to the mitigation of these errors in mission and system design.

Multivariate Probabilistic Analysis of an Hydrological Model

NASA Astrophysics Data System (ADS)

Franceschini, Samuela; Marani, Marco

2010-05-01

Model predictions derived based on rainfall measurements and hydrological model results are often limited by the systematic error of measuring instruments, by the intrinsic variability of the natural processes and by the uncertainty of the mathematical representation. We propose a means to identify such sources of uncertainty and to quantify their effects based on point-estimate approaches, as a valid alternative to cumbersome Montecarlo methods. We present uncertainty analyses on the hydrologic response to selected meteorological events, in the mountain streamflow-generating portion of the Brenta basin at Bassano del Grappa, Italy. The Brenta river catchment has a relatively uniform morphology and quite a heterogeneous rainfall-pattern. In the present work, we evaluate two sources of uncertainty: data uncertainty (the uncertainty due to data handling and analysis) and model uncertainty (the uncertainty related to the formulation of the model). We thus evaluate the effects of the measurement error of tipping-bucket rain gauges, the uncertainty in estimating spatially-distributed rainfall through block kriging, and the uncertainty associated with estimated model parameters. To this end, we coupled a deterministic model based on the geomorphological theory of the hydrologic response to probabilistic methods. In particular we compare the results of Monte Carlo Simulations (MCS) to the results obtained, in the same conditions, using Li's Point Estimate Method (LiM). The LiM is a probabilistic technique that approximates the continuous probability distribution function of the considered stochastic variables by means of discrete points and associated weights. This allows to satisfactorily reproduce results with only few evaluations of the model function. The comparison between the LiM and MCS results highlights the pros and cons of using an approximating method. LiM is less computationally demanding than MCS, but has limited applicability especially when the model response is highly nonlinear. Higher-order approximations can provide more accurate estimations, but reduce the numerical advantage of the LiM. The results of the uncertainty analysis identify the main sources of uncertainty in the computation of river discharge. In this particular case the spatial variability of rainfall and the model parameters uncertainty are shown to have the greatest impact on discharge evaluation. This, in turn, highlights the need to support any estimated hydrological response with probability information and risk analysis results in order to provide a robust, systematic framework for decision making.

Set-base dynamical parameter estimation and model invalidation for biochemical reaction networks.

PubMed

Rumschinski, Philipp; Borchers, Steffen; Bosio, Sandro; Weismantel, Robert; Findeisen, Rolf

2010-05-25

Mathematical modeling and analysis have become, for the study of biological and cellular processes, an important complement to experimental research. However, the structural and quantitative knowledge available for such processes is frequently limited, and measurements are often subject to inherent and possibly large uncertainties. This results in competing model hypotheses, whose kinetic parameters may not be experimentally determinable. Discriminating among these alternatives and estimating their kinetic parameters is crucial to improve the understanding of the considered process, and to benefit from the analytical tools at hand. In this work we present a set-based framework that allows to discriminate between competing model hypotheses and to provide guaranteed outer estimates on the model parameters that are consistent with the (possibly sparse and uncertain) experimental measurements. This is obtained by means of exact proofs of model invalidity that exploit the polynomial/rational structure of biochemical reaction networks, and by making use of an efficient strategy to balance solution accuracy and computational effort. The practicability of our approach is illustrated with two case studies. The first study shows that our approach allows to conclusively rule out wrong model hypotheses. The second study focuses on parameter estimation, and shows that the proposed method allows to evaluate the global influence of measurement sparsity, uncertainty, and prior knowledge on the parameter estimates. This can help in designing further experiments leading to improved parameter estimates.

Set-base dynamical parameter estimation and model invalidation for biochemical reaction networks

PubMed Central

2010-01-01

Background Mathematical modeling and analysis have become, for the study of biological and cellular processes, an important complement to experimental research. However, the structural and quantitative knowledge available for such processes is frequently limited, and measurements are often subject to inherent and possibly large uncertainties. This results in competing model hypotheses, whose kinetic parameters may not be experimentally determinable. Discriminating among these alternatives and estimating their kinetic parameters is crucial to improve the understanding of the considered process, and to benefit from the analytical tools at hand. Results In this work we present a set-based framework that allows to discriminate between competing model hypotheses and to provide guaranteed outer estimates on the model parameters that are consistent with the (possibly sparse and uncertain) experimental measurements. This is obtained by means of exact proofs of model invalidity that exploit the polynomial/rational structure of biochemical reaction networks, and by making use of an efficient strategy to balance solution accuracy and computational effort. Conclusions The practicability of our approach is illustrated with two case studies. The first study shows that our approach allows to conclusively rule out wrong model hypotheses. The second study focuses on parameter estimation, and shows that the proposed method allows to evaluate the global influence of measurement sparsity, uncertainty, and prior knowledge on the parameter estimates. This can help in designing further experiments leading to improved parameter estimates. PMID:20500862

Uncertainty associated with the gravimetric measurement of particulate matter concentration in ambient air.

PubMed

Lacey, Ronald E; Faulkner, William Brock

2015-07-01

This work applied a propagation of uncertainty method to typical total suspended particulate (TSP) sampling apparatus in order to estimate the overall measurement uncertainty. The objectives of this study were to estimate the uncertainty for three TSP samplers, develop an uncertainty budget, and determine the sensitivity of the total uncertainty to environmental parameters. The samplers evaluated were the TAMU High Volume TSP Sampler at a nominal volumetric flow rate of 1.42 m3 min(-1) (50 CFM), the TAMU Low Volume TSP Sampler at a nominal volumetric flow rate of 17 L min(-1) (0.6 CFM) and the EPA TSP Sampler at the nominal volumetric flow rates of 1.1 and 1.7 m3 min(-1) (39 and 60 CFM). Under nominal operating conditions the overall measurement uncertainty was found to vary from 6.1x10(-6) g m(-3) to 18.0x10(-6) g m(-3), which represented an uncertainty of 1.7% to 5.2% of the measurement. Analysis of the uncertainty budget determined that three of the instrument parameters contributed significantly to the overall uncertainty: the uncertainty in the pressure drop measurement across the orifice meter during both calibration and testing and the uncertainty of the airflow standard used during calibration of the orifice meter. Five environmental parameters occurring during field measurements were considered for their effect on overall uncertainty: ambient TSP concentration, volumetric airflow rate, ambient temperature, ambient pressure, and ambient relative humidity. Of these, only ambient TSP concentration and volumetric airflow rate were found to have a strong effect on the overall uncertainty. The technique described in this paper can be applied to other measurement systems and is especially useful where there are no methods available to generate these values empirically. This work addresses measurement uncertainty of TSP samplers used in ambient conditions. Estimation of uncertainty in gravimetric measurements is of particular interest, since as ambient particulate matter (PM) concentrations approach regulatory limits, the uncertainty of the measurement is essential in determining the sample size and the probability of type II errors in hypothesis testing. This is an important factor in determining if ambient PM concentrations exceed regulatory limits. The technique described in this paper can be applied to other measurement systems and is especially useful where there are no methods available to generate these values empirically.

Uncertainty quantification and propagation of errors of the Lennard-Jones 12-6 parameters for n-alkanes

PubMed Central

Knotts, Thomas A.

2017-01-01

Molecular simulation has the ability to predict various physical properties that are difficult to obtain experimentally. For example, we implement molecular simulation to predict the critical constants (i.e., critical temperature, critical density, critical pressure, and critical compressibility factor) for large n-alkanes that thermally decompose experimentally (as large as C48). Historically, molecular simulation has been viewed as a tool that is limited to providing qualitative insight. One key reason for this perceived weakness in molecular simulation is the difficulty to quantify the uncertainty in the results. This is because molecular simulations have many sources of uncertainty that propagate and are difficult to quantify. We investigate one of the most important sources of uncertainty, namely, the intermolecular force field parameters. Specifically, we quantify the uncertainty in the Lennard-Jones (LJ) 12-6 parameters for the CH4, CH3, and CH2 united-atom interaction sites. We then demonstrate how the uncertainties in the parameters lead to uncertainties in the saturated liquid density and critical constant values obtained from Gibbs Ensemble Monte Carlo simulation. Our results suggest that the uncertainties attributed to the LJ 12-6 parameters are small enough that quantitatively useful estimates of the saturated liquid density and the critical constants can be obtained from molecular simulation. PMID:28527455

Using FOSM-Based Data Worth Analyses to Design Geophysical Surveys to Reduce Uncertainty in a Regional Groundwater Model Update

NASA Astrophysics Data System (ADS)

Smith, B. D.; White, J.; Kress, W. H.; Clark, B. R.; Barlow, J.

2016-12-01

Hydrogeophysical surveys have become an integral part of understanding hydrogeological frameworks used in groundwater models. Regional models cover a large area where water well data is, at best, scattered and irregular. Since budgets are finite, priorities must be assigned to select optimal areas for geophysical surveys. For airborne electromagnetic (AEM) geophysical surveys, optimization of mapping depth and line spacing needs to take in account the objectives of the groundwater models. The approach discussed here uses a first-order, second-moment (FOSM) uncertainty analyses which assumes an approximate linear relation between model parameters and observations. This assumption allows FOSM analyses to be applied to estimate the value of increased parameter knowledge to reduce forecast uncertainty. FOSM is used to facilitate optimization of yet-to-be-completed geophysical surveying to reduce model forecast uncertainty. The main objective of geophysical surveying is assumed to estimate values and spatial variation in hydrologic parameters (i.e. hydraulic conductivity) as well as map lower permeability layers that influence the spatial distribution of recharge flux. The proposed data worth analysis was applied to Mississippi Embayment Regional Aquifer Study (MERAS) which is being updated. The objective of MERAS is to assess the ground-water availability (status and trends) of the Mississippi embayment aquifer system. The study area covers portions of eight states including Alabama, Arkansas, Illinois, Kentucky, Louisiana, Mississippi, Missouri, and Tennessee. The active model grid covers approximately 70,000 square miles, and incorporates some 6,000 miles of major rivers and over 100,000 water wells. In the FOSM analysis, a dense network of pilot points was used to capture uncertainty in hydraulic conductivity and recharge. To simulate the effect of AEM flight lines, the prior uncertainty for hydraulic conductivity and recharge pilots along potential flight lines was reduced. The FOSM forecast uncertainty estimates were then recalculated and compared to the base forecast uncertainty estimates. The resulting reduction in forecast uncertainty is a measure of the effect on the model from the AEM survey. Iterations through this process, results in optimization of flight line location.

Uncertainty Analysis of Inertial Model Attitude Sensor Calibration and Application with a Recommended New Calibration Method

NASA Technical Reports Server (NTRS)

Tripp, John S.; Tcheng, Ping

1999-01-01

Statistical tools, previously developed for nonlinear least-squares estimation of multivariate sensor calibration parameters and the associated calibration uncertainty analysis, have been applied to single- and multiple-axis inertial model attitude sensors used in wind tunnel testing to measure angle of attack and roll angle. The analysis provides confidence and prediction intervals of calibrated sensor measurement uncertainty as functions of applied input pitch and roll angles. A comparative performance study of various experimental designs for inertial sensor calibration is presented along with corroborating experimental data. The importance of replicated calibrations over extended time periods has been emphasized; replication provides independent estimates of calibration precision and bias uncertainties, statistical tests for calibration or modeling bias uncertainty, and statistical tests for sensor parameter drift over time. A set of recommendations for a new standardized model attitude sensor calibration method and usage procedures is included. The statistical information provided by these procedures is necessary for the uncertainty analysis of aerospace test results now required by users of industrial wind tunnel test facilities.

A Bayesian ensemble data assimilation to constrain model parameters and land-use carbon emissions

NASA Astrophysics Data System (ADS)

Lienert, Sebastian; Joos, Fortunat

2018-05-01

A dynamic global vegetation model (DGVM) is applied in a probabilistic framework and benchmarking system to constrain uncertain model parameters by observations and to quantify carbon emissions from land-use and land-cover change (LULCC). Processes featured in DGVMs include parameters which are prone to substantial uncertainty. To cope with these uncertainties Latin hypercube sampling (LHS) is used to create a 1000-member perturbed parameter ensemble, which is then evaluated with a diverse set of global and spatiotemporally resolved observational constraints. We discuss the performance of the constrained ensemble and use it to formulate a new best-guess version of the model (LPX-Bern v1.4). The observationally constrained ensemble is used to investigate historical emissions due to LULCC (ELUC) and their sensitivity to model parametrization. We find a global ELUC estimate of 158 (108, 211) PgC (median and 90 % confidence interval) between 1800 and 2016. We compare ELUC to other estimates both globally and regionally. Spatial patterns are investigated and estimates of ELUC of the 10 countries with the largest contribution to the flux over the historical period are reported. We consider model versions with and without additional land-use processes (shifting cultivation and wood harvest) and find that the difference in global ELUC is on the same order of magnitude as parameter-induced uncertainty and in some cases could potentially even be offset with appropriate parameter choice.

Uncertainties propagation and global sensitivity analysis of the frequency response function of piezoelectric energy harvesters

NASA Astrophysics Data System (ADS)

Ruiz, Rafael O.; Meruane, Viviana

2017-06-01

The goal of this work is to describe a framework to propagate uncertainties in piezoelectric energy harvesters (PEHs). These uncertainties are related to the incomplete knowledge of the model parameters. The framework presented could be employed to conduct prior robust stochastic predictions. The prior analysis assumes a known probability density function for the uncertain variables and propagates the uncertainties to the output voltage. The framework is particularized to evaluate the behavior of the frequency response functions (FRFs) in PEHs, while its implementation is illustrated by the use of different unimorph and bimorph PEHs subjected to different scenarios: free of uncertainties, common uncertainties, and uncertainties as a product of imperfect clamping. The common variability associated with the PEH parameters are tabulated and reported. A global sensitivity analysis is conducted to identify the Sobol indices. Results indicate that the elastic modulus, density, and thickness of the piezoelectric layer are the most relevant parameters of the output variability. The importance of including the model parameter uncertainties in the estimation of the FRFs is revealed. In this sense, the present framework constitutes a powerful tool in the robust design and prediction of PEH performance.

Accounting for uncertain fault geometry in earthquake source inversions - I: theory and simplified application

NASA Astrophysics Data System (ADS)

Ragon, Théa; Sladen, Anthony; Simons, Mark

2018-05-01

The ill-posed nature of earthquake source estimation derives from several factors including the quality and quantity of available observations and the fidelity of our forward theory. Observational errors are usually accounted for in the inversion process. Epistemic errors, which stem from our simplified description of the forward problem, are rarely dealt with despite their potential to bias the estimate of a source model. In this study, we explore the impact of uncertainties related to the choice of a fault geometry in source inversion problems. The geometry of a fault structure is generally reduced to a set of parameters, such as position, strike and dip, for one or a few planar fault segments. While some of these parameters can be solved for, more often they are fixed to an uncertain value. We propose a practical framework to address this limitation by following a previously implemented method exploring the impact of uncertainties on the elastic properties of our models. We develop a sensitivity analysis to small perturbations of fault dip and position. The uncertainties in fault geometry are included in the inverse problem under the formulation of the misfit covariance matrix that combines both prediction and observation uncertainties. We validate this approach with the simplified case of a fault that extends infinitely along strike, using both Bayesian and optimization formulations of a static inversion. If epistemic errors are ignored, predictions are overconfident in the data and source parameters are not reliably estimated. In contrast, inclusion of uncertainties in fault geometry allows us to infer a robust posterior source model. Epistemic uncertainties can be many orders of magnitude larger than observational errors for great earthquakes (Mw > 8). Not accounting for uncertainties in fault geometry may partly explain observed shallow slip deficits for continental earthquakes. Similarly, ignoring the impact of epistemic errors can also bias estimates of near surface slip and predictions of tsunamis induced by megathrust earthquakes. (Mw > 8)

Quantifying thermohaline circulations: seawater isotopic compositions and salinity as proxies of the ratio between advection time and evaporation time

NASA Astrophysics Data System (ADS)

Paldor, N.; Berman, H.; Lazar, B.

2017-12-01

Uncertainties in quantitative estimates of the thermohaline circulation in any particular basin are large, partly due to large uncertainties in quantifying excess evaporation over precipitation and surface velocities. A single nondimensional parameter, γ=(qx)/(hu) is proposed to characterize the "strength" of the thermohaline circulation by combining the physical parameters of surface velocity (u), evaporation rate (q), mixed layer depth (h) and trajectory length (x). Values of g can be estimated directly from cross-sections of salinity or seawater isotopic composition (δ18O and δD). Estimates of q in the Red Sea and the South-West Indian Ocean are 0.1 and 0.02, respectively, which implies that the thermohaline contribution to the circulation in the former is higher than in the latter. Once the value of g has been determined in a particular basin, either q or u can be estimated from known values of the remaining parameters. In the studied basins such estimates are consistent with previous studies.

Uncertainties of parameterized surface downward clear-sky shortwave and all-sky longwave radiation.

NASA Astrophysics Data System (ADS)

Gubler, S.; Gruber, S.; Purves, R. S.

2012-06-01

As many environmental models rely on simulating the energy balance at the Earth's surface based on parameterized radiative fluxes, knowledge of the inherent model uncertainties is important. In this study we evaluate one parameterization of clear-sky direct, diffuse and global shortwave downward radiation (SDR) and diverse parameterizations of clear-sky and all-sky longwave downward radiation (LDR). In a first step, SDR is estimated based on measured input variables and estimated atmospheric parameters for hourly time steps during the years 1996 to 2008. Model behaviour is validated using the high quality measurements of six Alpine Surface Radiation Budget (ASRB) stations in Switzerland covering different elevations, and measurements of the Swiss Alpine Climate Radiation Monitoring network (SACRaM) in Payerne. In a next step, twelve clear-sky LDR parameterizations are calibrated using the ASRB measurements. One of the best performing parameterizations is elected to estimate all-sky LDR, where cloud transmissivity is estimated using measured and modeled global SDR during daytime. In a last step, the performance of several interpolation methods is evaluated to determine the cloud transmissivity in the night. We show that clear-sky direct, diffuse and global SDR is adequately represented by the model when using measurements of the atmospheric parameters precipitable water and aerosol content at Payerne. If the atmospheric parameters are estimated and used as a fix value, the relative mean bias deviance (MBD) and the relative root mean squared deviance (RMSD) of the clear-sky global SDR scatter between between -2 and 5%, and 7 and 13% within the six locations. The small errors in clear-sky global SDR can be attributed to compensating effects of modeled direct and diffuse SDR since an overestimation of aerosol content in the atmosphere results in underestimating the direct, but overestimating the diffuse SDR. Calibration of LDR parameterizations to local conditions reduces MBD and RMSD strongly compared to using the published values of the parameters, resulting in relative MBD and RMSD of less than 5% respectively 10% for the best parameterizations. The best results to estimate cloud transmissivity during nighttime were obtained by linearly interpolating the average of the cloud transmissivity of the four hours of the preceeding afternoon and the following morning. Model uncertainty can be caused by different errors such as code implementation, errors in input data and in estimated parameters, etc. The influence of the latter (errors in input data and model parameter uncertainty) on model outputs is determined using Monte Carlo. Model uncertainty is provided as the relative standard deviation σrel of the simulated frequency distributions of the model outputs. An optimistic estimate of the relative uncertainty σrel resulted in 10% for the clear-sky direct, 30% for diffuse, 3% for global SDR, and 3% for the fitted all-sky LDR.

Quantifying the influences of spectral resolution on uncertainty in leaf trait estimates through a Bayesian approach to RTM inversion

DOE PAGES

Shiklomanov, Alexey N.; Dietze, Michael C.; Viskari, Toni; ...

2016-06-09

The remote monitoring of plant canopies is critically needed for understanding of terrestrial ecosystem mechanics and biodiversity as well as capturing the short- to long-term responses of vegetation to disturbance and climate change. A variety of orbital, sub-orbital, and field instruments have been used to retrieve optical spectral signals and to study different vegetation properties such as plant biochemistry, nutrient cycling, physiology, water status, and stress. Radiative transfer models (RTMs) provide a mechanistic link between vegetation properties and observed spectral features, and RTM spectral inversion is a useful framework for estimating these properties from spectral data. However, existing approaches tomore » RTM spectral inversion are typically limited by the inability to characterize uncertainty in parameter estimates. Here, we introduce a Bayesian algorithm for the spectral inversion of the PROSPECT 5 leaf RTM that is distinct from past approaches in two important ways: First, the algorithm only uses reflectance and does not require transmittance observations, which have been plagued by a variety of measurement and equipment challenges. Second, the output is not a point estimate for each parameter but rather the joint probability distribution that includes estimates of parameter uncertainties and covariance structure. We validated our inversion approach using a database of leaf spectra together with measurements of equivalent water thickness (EWT) and leaf dry mass per unit area (LMA). The parameters estimated by our inversion were able to accurately reproduce the observed reflectance (RMSE VIS = 0.0063, RMSE NIR-SWIR = 0.0098) and transmittance (RMSE VIS = 0.0404, RMSE NIR-SWIR = 0.0551) for both broadleaved and conifer species. Inversion estimates of EWT and LMA for broadleaved species agreed well with direct measurements (CV EWT = 18.8%, CV LMA = 24.5%), while estimates for conifer species were less accurate (CV EWT = 53.2%, CV LMA = 63.3%). To examine the influence of spectral resolution on parameter uncertainty, we simulated leaf reflectance as observed by ten common remote sensing platforms with varying spectral configurations and performed a Bayesian inversion on the resulting spectra. We found that full-range hyperspectral platforms were able to retrieve all parameters accurately and precisely, while the parameter estimates of multispectral platforms were much less precise and prone to bias at high and low values. We also observed that variations in the width and location of spectral bands influenced the shape of the covariance structure of parameter estimates. Lastly, our Bayesian spectral inversion provides a powerful and versatile framework for future RTM development and single- and multi-instrumental remote sensing of vegetation.« less

Quantifying the influences of spectral resolution on uncertainty in leaf trait estimates through a Bayesian approach to RTM inversion

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

Shiklomanov, Alexey N.; Dietze, Michael C.; Viskari, Toni

The remote monitoring of plant canopies is critically needed for understanding of terrestrial ecosystem mechanics and biodiversity as well as capturing the short- to long-term responses of vegetation to disturbance and climate change. A variety of orbital, sub-orbital, and field instruments have been used to retrieve optical spectral signals and to study different vegetation properties such as plant biochemistry, nutrient cycling, physiology, water status, and stress. Radiative transfer models (RTMs) provide a mechanistic link between vegetation properties and observed spectral features, and RTM spectral inversion is a useful framework for estimating these properties from spectral data. However, existing approaches tomore » RTM spectral inversion are typically limited by the inability to characterize uncertainty in parameter estimates. Here, we introduce a Bayesian algorithm for the spectral inversion of the PROSPECT 5 leaf RTM that is distinct from past approaches in two important ways: First, the algorithm only uses reflectance and does not require transmittance observations, which have been plagued by a variety of measurement and equipment challenges. Second, the output is not a point estimate for each parameter but rather the joint probability distribution that includes estimates of parameter uncertainties and covariance structure. We validated our inversion approach using a database of leaf spectra together with measurements of equivalent water thickness (EWT) and leaf dry mass per unit area (LMA). The parameters estimated by our inversion were able to accurately reproduce the observed reflectance (RMSE VIS = 0.0063, RMSE NIR-SWIR = 0.0098) and transmittance (RMSE VIS = 0.0404, RMSE NIR-SWIR = 0.0551) for both broadleaved and conifer species. Inversion estimates of EWT and LMA for broadleaved species agreed well with direct measurements (CV EWT = 18.8%, CV LMA = 24.5%), while estimates for conifer species were less accurate (CV EWT = 53.2%, CV LMA = 63.3%). To examine the influence of spectral resolution on parameter uncertainty, we simulated leaf reflectance as observed by ten common remote sensing platforms with varying spectral configurations and performed a Bayesian inversion on the resulting spectra. We found that full-range hyperspectral platforms were able to retrieve all parameters accurately and precisely, while the parameter estimates of multispectral platforms were much less precise and prone to bias at high and low values. We also observed that variations in the width and location of spectral bands influenced the shape of the covariance structure of parameter estimates. Lastly, our Bayesian spectral inversion provides a powerful and versatile framework for future RTM development and single- and multi-instrumental remote sensing of vegetation.« less

Using CV-GLUE procedure in analysis of wetland model predictive uncertainty.

PubMed

Huang, Chun-Wei; Lin, Yu-Pin; Chiang, Li-Chi; Wang, Yung-Chieh

2014-07-01

This study develops a procedure that is related to Generalized Likelihood Uncertainty Estimation (GLUE), called the CV-GLUE procedure, for assessing the predictive uncertainty that is associated with different model structures with varying degrees of complexity. The proposed procedure comprises model calibration, validation, and predictive uncertainty estimation in terms of a characteristic coefficient of variation (characteristic CV). The procedure first performed two-stage Monte-Carlo simulations to ensure predictive accuracy by obtaining behavior parameter sets, and then the estimation of CV-values of the model outcomes, which represent the predictive uncertainties for a model structure of interest with its associated behavior parameter sets. Three commonly used wetland models (the first-order K-C model, the plug flow with dispersion model, and the Wetland Water Quality Model; WWQM) were compared based on data that were collected from a free water surface constructed wetland with paddy cultivation in Taipei, Taiwan. The results show that the first-order K-C model, which is simpler than the other two models, has greater predictive uncertainty. This finding shows that predictive uncertainty does not necessarily increase with the complexity of the model structure because in this case, the more simplistic representation (first-order K-C model) of reality results in a higher uncertainty in the prediction made by the model. The CV-GLUE procedure is suggested to be a useful tool not only for designing constructed wetlands but also for other aspects of environmental management. Copyright © 2014 Elsevier Ltd. All rights reserved.

Uncertainty analysis of the Operational Simplified Surface Energy Balance (SSEBop) model at multiple flux tower sites

USGS Publications Warehouse

Chen, Mingshi; Senay, Gabriel B.; Singh, Ramesh K.; Verdin, James P.

2016-01-01

Evapotranspiration (ET) is an important component of the water cycle – ET from the land surface returns approximately 60% of the global precipitation back to the atmosphere. ET also plays an important role in energy transport among the biosphere, atmosphere, and hydrosphere. Current regional to global and daily to annual ET estimation relies mainly on surface energy balance (SEB) ET models or statistical and empirical methods driven by remote sensing data and various climatological databases. These models have uncertainties due to inevitable input errors, poorly defined parameters, and inadequate model structures. The eddy covariance measurements on water, energy, and carbon fluxes at the AmeriFlux tower sites provide an opportunity to assess the ET modeling uncertainties. In this study, we focused on uncertainty analysis of the Operational Simplified Surface Energy Balance (SSEBop) model for ET estimation at multiple AmeriFlux tower sites with diverse land cover characteristics and climatic conditions. The 8-day composite 1-km MODerate resolution Imaging Spectroradiometer (MODIS) land surface temperature (LST) was used as input land surface temperature for the SSEBop algorithms. The other input data were taken from the AmeriFlux database. Results of statistical analysis indicated that the SSEBop model performed well in estimating ET with an R2 of 0.86 between estimated ET and eddy covariance measurements at 42 AmeriFlux tower sites during 2001–2007. It was encouraging to see that the best performance was observed for croplands, where R2 was 0.92 with a root mean square error of 13 mm/month. The uncertainties or random errors from input variables and parameters of the SSEBop model led to monthly ET estimates with relative errors less than 20% across multiple flux tower sites distributed across different biomes. This uncertainty of the SSEBop model lies within the error range of other SEB models, suggesting systematic error or bias of the SSEBop model is within the normal range. This finding implies that the simplified parameterization of the SSEBop model did not significantly affect the accuracy of the ET estimate while increasing the ease of model setup for operational applications. The sensitivity analysis indicated that the SSEBop model is most sensitive to input variables, land surface temperature (LST) and reference ET (ETo); and parameters, differential temperature (dT), and maximum ET scalar (Kmax), particularly during the non-growing season and in dry areas. In summary, the uncertainty assessment verifies that the SSEBop model is a reliable and robust method for large-area ET estimation. The SSEBop model estimates can be further improved by reducing errors in two input variables (ETo and LST) and two key parameters (Kmax and dT).

Evaluation of incremental reactivity and its uncertainty in Southern California.

PubMed

Martien, Philip T; Harley, Robert A; Milford, Jana B; Russell, Armistead G

2003-04-15

The incremental reactivity (IR) and relative incremental reactivity (RIR) of carbon monoxide and 30 individual volatile organic compounds (VOC) were estimated for the South Coast Air Basin using two photochemical air quality models: a 3-D, grid-based model and a vertically resolved trajectory model. Both models include an extended version of the SAPRC99 chemical mechanism. For the 3-D modeling, the decoupled direct method (DDM-3D) was used to assess reactivities. The trajectory model was applied to estimate uncertainties in reactivities due to uncertainties in chemical rate parameters, deposition parameters, and emission rates using Monte Carlo analysis with Latin hypercube sampling. For most VOC, RIRs were found to be consistent in rankings with those produced by Carter using a box model. However, 3-D simulations show that coastal regions, upwind of most of the emissions, have comparatively low IR but higher RIR than predicted by box models for C4-C5 alkenes and carbonyls that initiate the production of HOx radicals. Biogenic VOC emissions were found to have a lower RIR than predicted by box model estimates, because emissions of these VOC were mostly downwind of the areas of primary ozone production. Uncertainties in RIR of individual VOC were found to be dominated by uncertainties in the rate parameters of their primary oxidation reactions. The coefficient of variation (COV) of most RIR values ranged from 20% to 30%, whereas the COV of absolute incremental reactivity ranged from about 30% to 40%. In general, uncertainty and variability both decreased when relative rather than absolute reactivity metrics were used.

Calibrating the sqHIMMELI v1.0 wetland methane emission model with hierarchical modeling and adaptive MCMC

NASA Astrophysics Data System (ADS)

Susiluoto, Jouni; Raivonen, Maarit; Backman, Leif; Laine, Marko; Makela, Jarmo; Peltola, Olli; Vesala, Timo; Aalto, Tuula

2018-03-01

Estimating methane (CH4) emissions from natural wetlands is complex, and the estimates contain large uncertainties. The models used for the task are typically heavily parameterized and the parameter values are not well known. In this study, we perform a Bayesian model calibration for a new wetland CH4 emission model to improve the quality of the predictions and to understand the limitations of such models.The detailed process model that we analyze contains descriptions for CH4 production from anaerobic respiration, CH4 oxidation, and gas transportation by diffusion, ebullition, and the aerenchyma cells of vascular plants. The processes are controlled by several tunable parameters. We use a hierarchical statistical model to describe the parameters and obtain the posterior distributions of the parameters and uncertainties in the processes with adaptive Markov chain Monte Carlo (MCMC), importance resampling, and time series analysis techniques. For the estimation, the analysis utilizes measurement data from the Siikaneva flux measurement site in southern Finland. The uncertainties related to the parameters and the modeled processes are described quantitatively. At the process level, the flux measurement data are able to constrain the CH4 production processes, methane oxidation, and the different gas transport processes. The posterior covariance structures explain how the parameters and the processes are related. Additionally, the flux and flux component uncertainties are analyzed both at the annual and daily levels. The parameter posterior densities obtained provide information regarding importance of the different processes, which is also useful for development of wetland methane emission models other than the square root HelsinkI Model of MEthane buiLd-up and emIssion for peatlands (sqHIMMELI). The hierarchical modeling allows us to assess the effects of some of the parameters on an annual basis. The results of the calibration and the cross validation suggest that the early spring net primary production could be used to predict parameters affecting the annual methane production. Even though the calibration is specific to the Siikaneva site, the hierarchical modeling approach is well suited for larger-scale studies and the results of the estimation pave way for a regional or global-scale Bayesian calibration of wetland emission models.

Quantifying uncertainty in NDSHA estimates due to earthquake catalogue

NASA Astrophysics Data System (ADS)

Magrin, Andrea; Peresan, Antonella; Vaccari, Franco; Panza, Giuliano

2014-05-01

The procedure for the neo-deterministic seismic zoning, NDSHA, is based on the calculation of synthetic seismograms by the modal summation technique. This approach makes use of information about the space distribution of large magnitude earthquakes, which can be defined based on seismic history and seismotectonics, as well as incorporating information from a wide set of geological and geophysical data (e.g., morphostructural features and ongoing deformation processes identified by earth observations). Hence the method does not make use of attenuation models (GMPE), which may be unable to account for the complexity of the product between seismic source tensor and medium Green function and are often poorly constrained by the available observations. NDSHA defines the hazard from the envelope of the values of ground motion parameters determined considering a wide set of scenario earthquakes; accordingly, the simplest outcome of this method is a map where the maximum of a given seismic parameter is associated to each site. In NDSHA uncertainties are not statistically treated as in PSHA, where aleatory uncertainty is traditionally handled with probability density functions (e.g., for magnitude and distance random variables) and epistemic uncertainty is considered by applying logic trees that allow the use of alternative models and alternative parameter values of each model, but the treatment of uncertainties is performed by sensitivity analyses for key modelling parameters. To fix the uncertainty related to a particular input parameter is an important component of the procedure. The input parameters must account for the uncertainty in the prediction of fault radiation and in the use of Green functions for a given medium. A key parameter is the magnitude of sources used in the simulation that is based on catalogue informations, seismogenic zones and seismogenic nodes. Because the largest part of the existing catalogues is based on macroseismic intensity, a rough estimate of ground motion error can therefore be the factor of 2, intrinsic in MCS scale. We tested this hypothesis by the analysis of uncertainty in ground motion maps due to the catalogue random errors in magnitude and localization.

Methodology for Uncertainty Analysis of Dynamic Computational Toxicology Models

EPA Science Inventory

The task of quantifying the uncertainty in both parameter estimates and model predictions has become more important with the increased use of dynamic computational toxicology models by the EPA. Dynamic toxicological models include physiologically-based pharmacokinetic (PBPK) mode...

Multiple Damage Progression Paths in Model-Based Prognostics

NASA Technical Reports Server (NTRS)

Daigle, Matthew; Goebel, Kai Frank

2011-01-01

Model-based prognostics approaches employ domain knowledge about a system, its components, and how they fail through the use of physics-based models. Component wear is driven by several different degradation phenomena, each resulting in their own damage progression path, overlapping to contribute to the overall degradation of the component. We develop a model-based prognostics methodology using particle filters, in which the problem of characterizing multiple damage progression paths is cast as a joint state-parameter estimation problem. The estimate is represented as a probability distribution, allowing the prediction of end of life and remaining useful life within a probabilistic framework that supports uncertainty management. We also develop a novel variance control mechanism that maintains an uncertainty bound around the hidden parameters to limit the amount of estimation uncertainty and, consequently, reduce prediction uncertainty. We construct a detailed physics-based model of a centrifugal pump, to which we apply our model-based prognostics algorithms. We illustrate the operation of the prognostic solution with a number of simulation-based experiments and demonstrate the performance of the chosen approach when multiple damage mechanisms are active

A new estimator for VLBI baseline length repeatability

NASA Astrophysics Data System (ADS)

Titov, O.

2009-11-01

The goal of this paper is to introduce a more effective technique to approximate for the “repeatability-baseline length” relationship that is used to evaluate the quality of geodetic VLBI results. Traditionally, this relationship is approximated by a quadratic function of baseline length over all baselines. The new model incorporates the mean number of observed group delays of the reference radio sources (i.e. estimated as global parameters) used in the estimation of each baseline. It is shown that the new method provides a better approximation of the “repeatability-baseline length” relationship than the traditional model. Further development of the new approach comes down to modeling the repeatability as a function of two parameters: baseline length and baseline slewing rate. Within the framework of this new approach the station vertical and horizontal uncertainties can be treated as a function of baseline length. While the previous relationship indicated that the station vertical uncertainties are generally 4-5 times larger than the horizontal uncertainties, the vertical uncertainties as determined by the new method are only larger by a factor of 1.44 over all baseline lengths.

Sensitivity analysis of TRX-2 lattice parameters with emphasis on epithermal /sup 238/U capture. Final report

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

Tomlinson, E.T.; deSaussure, G.; Weisbin, C.R.

1977-03-01

The main purpose of the study is the determination of the sensitivity of TRX-2 thermal lattice performance parameters to nuclear cross section data, particularly the epithermal resonance capture cross section of /sup 238/U. An energy-dependent sensitivity profile was generated for each of the performance parameters, to the most important cross sections of the various isotopes in the lattice. Uncertainties in the calculated values of the performance parameters due to estimated uncertainties in the basic nuclear data, deduced in this study, were shown to be small compared to the uncertainties in the measured values of the performance parameter and compared tomore » differences among calculations based upon the same data but with different methodologies.« less

Influence of model reduction on uncertainty of flood inundation predictions

NASA Astrophysics Data System (ADS)

Romanowicz, R. J.; Kiczko, A.; Osuch, M.

2012-04-01

Derivation of flood risk maps requires an estimation of the maximum inundation extent for a flood with an assumed probability of exceedence, e.g. a 100 or 500 year flood. The results of numerical simulations of flood wave propagation are used to overcome the lack of relevant observations. In practice, deterministic 1-D models are used for flow routing, giving a simplified image of a flood wave propagation process. The solution of a 1-D model depends on the simplifications to the model structure, the initial and boundary conditions and the estimates of model parameters which are usually identified using the inverse problem based on the available noisy observations. Therefore, there is a large uncertainty involved in the derivation of flood risk maps. In this study we examine the influence of model structure simplifications on estimates of flood extent for the urban river reach. As the study area we chose the Warsaw reach of the River Vistula, where nine bridges and several dikes are located. The aim of the study is to examine the influence of water structures on the derived model roughness parameters, with all the bridges and dikes taken into account, with a reduced number and without any water infrastructure. The results indicate that roughness parameter values of a 1-D HEC-RAS model can be adjusted for the reduction in model structure. However, the price we pay is the model robustness. Apart from a relatively simple question regarding reducing model structure, we also try to answer more fundamental questions regarding the relative importance of input, model structure simplification, parametric and rating curve uncertainty to the uncertainty of flood extent estimates. We apply pseudo-Bayesian methods of uncertainty estimation and Global Sensitivity Analysis as the main methodological tools. The results indicate that the uncertainties have a substantial influence on flood risk assessment. In the paper we present a simplified methodology allowing the influence of that uncertainty to be assessed. This work was supported by National Science Centre of Poland (grant 2011/01/B/ST10/06866).

Application of at-site peak-streamflow frequency analyses for very low annual exceedance probabilities

USGS Publications Warehouse

Asquith, William H.; Kiang, Julie E.; Cohn, Timothy A.

2017-07-17

The U.S. Geological Survey (USGS), in cooperation with the U.S. Nuclear Regulatory Commission, has investigated statistical methods for probabilistic flood hazard assessment to provide guidance on very low annual exceedance probability (AEP) estimation of peak-streamflow frequency and the quantification of corresponding uncertainties using streamgage-specific data. The term “very low AEP” implies exceptionally rare events defined as those having AEPs less than about 0.001 (or 1 × 10–3 in scientific notation or for brevity 10–3). Such low AEPs are of great interest to those involved with peak-streamflow frequency analyses for critical infrastructure, such as nuclear power plants. Flood frequency analyses at streamgages are most commonly based on annual instantaneous peak streamflow data and a probability distribution fit to these data. The fitted distribution provides a means to extrapolate to very low AEPs. Within the United States, the Pearson type III probability distribution, when fit to the base-10 logarithms of streamflow, is widely used, but other distribution choices exist. The USGS-PeakFQ software, implementing the Pearson type III within the Federal agency guidelines of Bulletin 17B (method of moments) and updates to the expected moments algorithm (EMA), was specially adapted for an “Extended Output” user option to provide estimates at selected AEPs from 10–3 to 10–6. Parameter estimation methods, in addition to product moments and EMA, include L-moments, maximum likelihood, and maximum product of spacings (maximum spacing estimation). This study comprehensively investigates multiple distributions and parameter estimation methods for two USGS streamgages (01400500 Raritan River at Manville, New Jersey, and 01638500 Potomac River at Point of Rocks, Maryland). The results of this study specifically involve the four methods for parameter estimation and up to nine probability distributions, including the generalized extreme value, generalized log-normal, generalized Pareto, and Weibull. Uncertainties in streamflow estimates for corresponding AEP are depicted and quantified as two primary forms: quantile (aleatoric [random sampling] uncertainty) and distribution-choice (epistemic [model] uncertainty). Sampling uncertainties of a given distribution are relatively straightforward to compute from analytical or Monte Carlo-based approaches. Distribution-choice uncertainty stems from choices of potentially applicable probability distributions for which divergence among the choices increases as AEP decreases. Conventional goodness-of-fit statistics, such as Cramér-von Mises, and L-moment ratio diagrams are demonstrated in order to hone distribution choice. The results generally show that distribution choice uncertainty is larger than sampling uncertainty for very low AEP values.

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.

A conceptual precipitation-runoff modeling suite: Model selection, calibration and predictive uncertainty assessment

Treesearch

Tyler Jon Smith

2008-01-01

In Montana and much of the Rocky Mountain West, the single most important parameter in forecasting the controls on regional water resources is snowpack. Despite the heightened importance of snowpack, few studies have considered the representation of uncertainty in coupled snowmelt/hydrologic conceptual models. Uncertainty estimation provides a direct interpretation of...

Multiphase, multicomponent parameter estimation for liquid and vapor fluxes in deep arid systems using hydrologic data and natural environmental tracers

USGS Publications Warehouse

Kwicklis, Edward M.; Wolfsberg, Andrew V.; Stauffer, Philip H.; Walvoord, Michelle Ann; Sully, Michael J.

2006-01-01

Multiphase, multicomponent numerical models of long-term unsaturated-zone liquid and vapor movement were created for a thick alluvial basin at the Nevada Test Site to predict present-day liquid and vapor fluxes. The numerical models are based on recently developed conceptual models of unsaturated-zone moisture movement in thick alluvium that explain present-day water potential and tracer profiles in terms of major climate and vegetation transitions that have occurred during the past 10 000 yr or more. The numerical models were calibrated using borehole hydrologic and environmental tracer data available from a low-level radioactive waste management site located in a former nuclear weapons testing area. The environmental tracer data used in the model calibration includes tracers that migrate in both the liquid and vapor phases (??D, ??18O) and tracers that migrate solely as dissolved solutes (Cl), thus enabling the estimation of some gas-phase as well as liquid-phase transport parameters. Parameter uncertainties and correlations identified during model calibration were used to generate parameter combinations for a set of Monte Carlo simulations to more fully characterize the uncertainty in liquid and vapor fluxes. The calculated background liquid and vapor fluxes decrease as the estimated time since the transition to the present-day arid climate increases. However, on the whole, the estimated fluxes display relatively little variability because correlations among parameters tend to create parameter sets for which changes in some parameters offset the effects of others in the set. Independent estimates on the timing since the climate transition established from packrat midden data were essential for constraining the model calibration results. The study demonstrates the utility of environmental tracer data in developing numerical models of liquid- and gas-phase moisture movement and the importance of considering parameter correlations when using Monte Carlo analysis to characterize the uncertainty in moisture fluxes. ?? Soil Science Society of America.

New Multi-objective Uncertainty-based Algorithm for Water Resource Models' Calibration

NASA Astrophysics Data System (ADS)

Keshavarz, Kasra; Alizadeh, Hossein

2017-04-01

Water resource models are powerful tools to support water management decision making process and are developed to deal with a broad range of issues including land use and climate change impacts analysis, water allocation, systems design and operation, waste load control and allocation, etc. These models are divided into two categories of simulation and optimization models whose calibration has been addressed in the literature where great relevant efforts in recent decades have led to two main categories of auto-calibration methods of uncertainty-based algorithms such as GLUE, MCMC and PEST and optimization-based algorithms including single-objective optimization such as SCE-UA and multi-objective optimization such as MOCOM-UA and MOSCEM-UA. Although algorithms which benefit from capabilities of both types, such as SUFI-2, were rather developed, this paper proposes a new auto-calibration algorithm which is capable of both finding optimal parameters values regarding multiple objectives like optimization-based algorithms and providing interval estimations of parameters like uncertainty-based algorithms. The algorithm is actually developed to improve quality of SUFI-2 results. Based on a single-objective, e.g. NSE and RMSE, SUFI-2 proposes a routine to find the best point and interval estimation of parameters and corresponding prediction intervals (95 PPU) of time series of interest. To assess the goodness of calibration, final results are presented using two uncertainty measures of p-factor quantifying percentage of observations covered by 95PPU and r-factor quantifying degree of uncertainty, and the analyst has to select the point and interval estimation of parameters which are actually non-dominated regarding both of the uncertainty measures. Based on the described properties of SUFI-2, two important questions are raised, answering of which are our research motivation: Given that in SUFI-2, final selection is based on the two measures or objectives and on the other hand, knowing that there is no multi-objective optimization mechanism in SUFI-2, are the final estimations Pareto-optimal? Can systematic methods be applied to select the final estimations? Dealing with these questions, a new auto-calibration algorithm was proposed where the uncertainty measures were considered as two objectives to find non-dominated interval estimations of parameters by means of coupling Monte Carlo simulation and Multi-Objective Particle Swarm Optimization. Both the proposed algorithm and SUFI-2 were applied to calibrate parameters of water resources planning model of Helleh river basin, Iran. The model is a comprehensive water quantity-quality model developed in the previous researches using WEAP software in order to analyze the impacts of different water resources management strategies including dam construction, increasing cultivation area, utilization of more efficient irrigation technologies, changing crop pattern, etc. Comparing the Pareto frontier resulted from the proposed auto-calibration algorithm with SUFI-2 results, it was revealed that the new algorithm leads to a better and also continuous Pareto frontier, even though it is more computationally expensive. Finally, Nash and Kalai-Smorodinsky bargaining methods were used to choose compromised interval estimation regarding Pareto frontier.

SBML-PET-MPI: a parallel parameter estimation tool for Systems Biology Markup Language based models.

PubMed

Zi, Zhike

2011-04-01

Parameter estimation is crucial for the modeling and dynamic analysis of biological systems. However, implementing parameter estimation is time consuming and computationally demanding. Here, we introduced a parallel parameter estimation tool for Systems Biology Markup Language (SBML)-based models (SBML-PET-MPI). SBML-PET-MPI allows the user to perform parameter estimation and parameter uncertainty analysis by collectively fitting multiple experimental datasets. The tool is developed and parallelized using the message passing interface (MPI) protocol, which provides good scalability with the number of processors. SBML-PET-MPI is freely available for non-commercial use at http://www.bioss.uni-freiburg.de/cms/sbml-pet-mpi.html or http://sites.google.com/site/sbmlpetmpi/.

Uncertainty quantification of effective nuclear interactions

DOE PAGES

Pérez, R. Navarro; Amaro, J. E.; Arriola, E. Ruiz

2016-03-02

We give a brief review on the development of phenomenological NN interactions and the corresponding quanti cation of statistical uncertainties. We look into the uncertainty of effective interactions broadly used in mean eld calculations through the Skyrme parameters and effective eld theory counter-terms by estimating both statistical and systematic uncertainties stemming from the NN interaction. We also comment on the role played by different tting strategies on the light of recent developments.

Uncertainty quantification of effective nuclear interactions

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

Pérez, R. Navarro; Amaro, J. E.; Arriola, E. Ruiz

We give a brief review on the development of phenomenological NN interactions and the corresponding quanti cation of statistical uncertainties. We look into the uncertainty of effective interactions broadly used in mean eld calculations through the Skyrme parameters and effective eld theory counter-terms by estimating both statistical and systematic uncertainties stemming from the NN interaction. We also comment on the role played by different tting strategies on the light of recent developments.

Catchment Tomography - Joint Estimation of Surface Roughness and Hydraulic Conductivity with the EnKF

NASA Astrophysics Data System (ADS)

Baatz, D.; Kurtz, W.; Hendricks Franssen, H. J.; Vereecken, H.; Kollet, S. J.

2017-12-01

Parameter estimation for physically based, distributed hydrological models becomes increasingly challenging with increasing model complexity. The number of parameters is usually large and the number of observations relatively small, which results in large uncertainties. A moving transmitter - receiver concept to estimate spatially distributed hydrological parameters is presented by catchment tomography. In this concept, precipitation, highly variable in time and space, serves as a moving transmitter. As response to precipitation, runoff and stream discharge are generated along different paths and time scales, depending on surface and subsurface flow properties. Stream water levels are thus an integrated signal of upstream parameters, measured by stream gauges which serve as the receivers. These stream water level observations are assimilated into a distributed hydrological model, which is forced with high resolution, radar based precipitation estimates. Applying a joint state-parameter update with the Ensemble Kalman Filter, the spatially distributed Manning's roughness coefficient and saturated hydraulic conductivity are estimated jointly. The sequential data assimilation continuously integrates new information into the parameter estimation problem, especially during precipitation events. Every precipitation event constrains the possible parameter space. In the approach, forward simulations are performed with ParFlow, a variable saturated subsurface and overland flow model. ParFlow is coupled to the Parallel Data Assimilation Framework for the data assimilation and the joint state-parameter update. In synthetic, 3-dimensional experiments including surface and subsurface flow, hydraulic conductivity and the Manning's coefficient are efficiently estimated with the catchment tomography approach. A joint update of the Manning's coefficient and hydraulic conductivity tends to improve the parameter estimation compared to a single parameter update, especially in cases of biased initial parameter ensembles. The computational experiments additionally show to which degree of spatial heterogeneity and to which degree of uncertainty of subsurface flow parameters the Manning's coefficient and hydraulic conductivity can be estimated efficiently.

Dynamic identification of axial force and boundary restraints in tie rods and cables with uncertainty quantification using Set Inversion Via Interval Analysis

NASA Astrophysics Data System (ADS)

Kernicky, Timothy; Whelan, Matthew; Al-Shaer, Ehab

2018-06-01

A methodology is developed for the estimation of internal axial force and boundary restraints within in-service, prismatic axial force members of structural systems using interval arithmetic and contractor programming. The determination of the internal axial force and end restraints in tie rods and cables using vibration-based methods has been a long standing problem in the area of structural health monitoring and performance assessment. However, for structural members with low slenderness where the dynamics are significantly affected by the boundary conditions, few existing approaches allow for simultaneous identification of internal axial force and end restraints and none permit for quantifying the uncertainties in the parameter estimates due to measurement uncertainties. This paper proposes a new technique for approaching this challenging inverse problem that leverages the Set Inversion Via Interval Analysis algorithm to solve for the unknown axial forces and end restraints using natural frequency measurements. The framework developed offers the ability to completely enclose the feasible solutions to the parameter identification problem, given specified measurement uncertainties for the natural frequencies. This ability to propagate measurement uncertainty into the parameter space is critical towards quantifying the confidence in the individual parameter estimates to inform decision-making within structural health diagnosis and prognostication applications. The methodology is first verified with simulated data for a case with unknown rotational end restraints and then extended to a case with unknown translational and rotational end restraints. A laboratory experiment is then presented to demonstrate the application of the methodology to an axially loaded rod with progressively increased end restraint at one end.

New Insights into the Estimation of Extreme Geomagnetic Storm Occurrences

NASA Astrophysics Data System (ADS)

Ruffenach, Alexis; Winter, Hugo; Lavraud, Benoit; Bernardara, Pietro

2017-04-01

Space weather events such as intense geomagnetic storms are major disturbances of the near-Earth environment that may lead to serious impacts on our modern society. As such, it is of great importance to estimate their probability, and in particular that of extreme events. One approach largely used in statistical sciences for extreme events probability estimates is Extreme Value Analysis (EVA). Using this rigorous statistical framework, estimations of the occurrence of extreme geomagnetic storms are performed here based on the most relevant global parameters related to geomagnetic storms, such as ground parameters (e.g. geomagnetic Dst and aa indexes), and space parameters related to the characteristics of Coronal Mass Ejections (CME) (velocity, southward magnetic field component, electric field). Using our fitted model, we estimate the annual probability of a Carrington-type event (Dst = -850nT) to be on the order of 10-3, with a lower limit of the uncertainties on the return period of ˜500 years. Our estimate is significantly higher than that of most past studies, which typically had a return period of a few 100 years at maximum. Thus precautions are required when extrapolating intense values. Currently, the complexity of the processes and the length of available data inevitably leads to significant uncertainties in return period estimates for the occurrence of extreme geomagnetic storms. However, our application of extreme value models for extrapolating into the tail of the distribution provides a mathematically justified framework for the estimation of extreme return periods, thereby enabling the determination of more accurate estimates and reduced associated uncertainties.

Fitting a defect non-linear model with or without prior, distinguishing nuclear reaction products as an example.

PubMed

Helgesson, P; Sjöstrand, H

2017-11-01

Fitting a parametrized function to data is important for many researchers and scientists. If the model is non-linear and/or defect, it is not trivial to do correctly and to include an adequate uncertainty analysis. This work presents how the Levenberg-Marquardt algorithm for non-linear generalized least squares fitting can be used with a prior distribution for the parameters and how it can be combined with Gaussian processes to treat model defects. An example, where three peaks in a histogram are to be distinguished, is carefully studied. In particular, the probability r 1 for a nuclear reaction to end up in one out of two overlapping peaks is studied. Synthetic data are used to investigate effects of linearizations and other assumptions. For perfect Gaussian peaks, it is seen that the estimated parameters are distributed close to the truth with good covariance estimates. This assumes that the method is applied correctly; for example, prior knowledge should be implemented using a prior distribution and not by assuming that some parameters are perfectly known (if they are not). It is also important to update the data covariance matrix using the fit if the uncertainties depend on the expected value of the data (e.g., for Poisson counting statistics or relative uncertainties). If a model defect is added to the peaks, such that their shape is unknown, a fit which assumes perfect Gaussian peaks becomes unable to reproduce the data, and the results for r 1 become biased. It is, however, seen that it is possible to treat the model defect with a Gaussian process with a covariance function tailored for the situation, with hyper-parameters determined by leave-one-out cross validation. The resulting estimates for r 1 are virtually unbiased, and the uncertainty estimates agree very well with the underlying uncertainty.

Fitting a defect non-linear model with or without prior, distinguishing nuclear reaction products as an example

NASA Astrophysics Data System (ADS)

Helgesson, P.; Sjöstrand, H.

2017-11-01

Fitting a parametrized function to data is important for many researchers and scientists. If the model is non-linear and/or defect, it is not trivial to do correctly and to include an adequate uncertainty analysis. This work presents how the Levenberg-Marquardt algorithm for non-linear generalized least squares fitting can be used with a prior distribution for the parameters and how it can be combined with Gaussian processes to treat model defects. An example, where three peaks in a histogram are to be distinguished, is carefully studied. In particular, the probability r1 for a nuclear reaction to end up in one out of two overlapping peaks is studied. Synthetic data are used to investigate effects of linearizations and other assumptions. For perfect Gaussian peaks, it is seen that the estimated parameters are distributed close to the truth with good covariance estimates. This assumes that the method is applied correctly; for example, prior knowledge should be implemented using a prior distribution and not by assuming that some parameters are perfectly known (if they are not). It is also important to update the data covariance matrix using the fit if the uncertainties depend on the expected value of the data (e.g., for Poisson counting statistics or relative uncertainties). If a model defect is added to the peaks, such that their shape is unknown, a fit which assumes perfect Gaussian peaks becomes unable to reproduce the data, and the results for r1 become biased. It is, however, seen that it is possible to treat the model defect with a Gaussian process with a covariance function tailored for the situation, with hyper-parameters determined by leave-one-out cross validation. The resulting estimates for r1 are virtually unbiased, and the uncertainty estimates agree very well with the underlying uncertainty.

New analysis strategies for micro aspheric lens metrology

NASA Astrophysics Data System (ADS)

Gugsa, Solomon Abebe

Effective characterization of an aspheric micro lens is critical for understanding and improving processing in micro-optic manufacturing. Since most microlenses are plano-convex, where the convex geometry is a conic surface, current practice is often limited to obtaining an estimate of the lens conic constant, which average out the surface geometry that departs from an exact conic surface and any addition surface irregularities. We have developed a comprehensive approach of estimating the best fit conic and its uncertainty, and in addition propose an alternative analysis that focuses on surface errors rather than best-fit conic constant. We describe our new analysis strategy based on the two most dominant micro lens metrology methods in use today, namely, scanning white light interferometry (SWLI) and phase shifting interferometry (PSI). We estimate several parameters from the measurement. The major uncertainty contributors for SWLI are the estimates of base radius of curvature, the aperture of the lens, the sag of the lens, noise in the measurement, and the center of the lens. In the case of PSI the dominant uncertainty contributors are noise in the measurement, the radius of curvature, and the aperture. Our best-fit conic procedure uses least squares minimization to extract a best-fit conic value, which is then subjected to a Monte Carlo analysis to capture combined uncertainty. In our surface errors analysis procedure, we consider the surface errors as the difference between the measured geometry and the best-fit conic surface or as the difference between the measured geometry and the design specification for the lens. We focus on a Zernike polynomial description of the surface error, and again a Monte Carlo analysis is used to estimate a combined uncertainty, which in this case is an uncertainty for each Zernike coefficient. Our approach also allows us to investigate the effect of individual uncertainty parameters and measurement noise on both the best-fit conic constant analysis and the surface errors analysis, and compare the individual contributions to the overall uncertainty.

Particle Dark Matter constraints: the effect of Galactic uncertainties

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

Benito, Maria; Bernal, Nicolás; Iocco, Fabio

2017-02-01

Collider, space, and Earth based experiments are now able to probe several extensions of the Standard Model of particle physics which provide viable dark matter candidates. Direct and indirect dark matter searches rely on inputs of astrophysical nature, such as the local dark matter density or the shape of the dark matter density profile in the target in object. The determination of these quantities is highly affected by astrophysical uncertainties. The latter, especially those for our own Galaxy, are ill-known, and often not fully accounted for when analyzing the phenomenology of particle physics models. In this paper we present amore » systematic, quantitative estimate of how astrophysical uncertainties on Galactic quantities (such as the local galactocentric distance, circular velocity, or the morphology of the stellar disk and bulge) propagate to the determination of the phenomenology of particle physics models, thus eventually affecting the determination of new physics parameters. We present results in the context of two specific extensions of the Standard Model (the Singlet Scalar and the Inert Doublet) that we adopt as case studies for their simplicity in illustrating the magnitude and impact of such uncertainties on the parameter space of the particle physics model itself. Our findings point toward very relevant effects of current Galactic uncertainties on the determination of particle physics parameters, and urge a systematic estimate of such uncertainties in more complex scenarios, in order to achieve constraints on the determination of new physics that realistically include all known uncertainties.« less

Accounting for nonsampling error in estimates of HIV epidemic trends from antenatal clinic sentinel surveillance

PubMed Central

Eaton, Jeffrey W.; Bao, Le

2017-01-01

Objectives The aim of the study was to propose and demonstrate an approach to allow additional nonsampling uncertainty about HIV prevalence measured at antenatal clinic sentinel surveillance (ANC-SS) in model-based inferences about trends in HIV incidence and prevalence. Design Mathematical model fitted to surveillance data with Bayesian inference. Methods We introduce a variance inflation parameter σinfl2 that accounts for the uncertainty of nonsampling errors in ANC-SS prevalence. It is additive to the sampling error variance. Three approaches are tested for estimating σinfl2 using ANC-SS and household survey data from 40 subnational regions in nine countries in sub-Saharan, as defined in UNAIDS 2016 estimates. Methods were compared using in-sample fit and out-of-sample prediction of ANC-SS data, fit to household survey prevalence data, and the computational implications. Results Introducing the additional variance parameter σinfl2 increased the error variance around ANC-SS prevalence observations by a median of 2.7 times (interquartile range 1.9–3.8). Using only sampling error in ANC-SS prevalence ( σinfl2=0), coverage of 95% prediction intervals was 69% in out-of-sample prediction tests. This increased to 90% after introducing the additional variance parameter σinfl2. The revised probabilistic model improved model fit to household survey prevalence and increased epidemic uncertainty intervals most during the early epidemic period before 2005. Estimating σinfl2 did not increase the computational cost of model fitting. Conclusions: We recommend estimating nonsampling error in ANC-SS as an additional parameter in Bayesian inference using the Estimation and Projection Package model. This approach may prove useful for incorporating other data sources such as routine prevalence from Prevention of mother-to-child transmission testing into future epidemic estimates. PMID:28296801

Multiobjective design of aquifer monitoring networks for optimal spatial prediction and geostatistical parameter estimation

NASA Astrophysics Data System (ADS)

Alzraiee, Ayman H.; Bau, Domenico A.; Garcia, Luis A.

2013-06-01

Effective sampling of hydrogeological systems is essential in guiding groundwater management practices. Optimal sampling of groundwater systems has previously been formulated based on the assumption that heterogeneous subsurface properties can be modeled using a geostatistical approach. Therefore, the monitoring schemes have been developed to concurrently minimize the uncertainty in the spatial distribution of systems' states and parameters, such as the hydraulic conductivity K and the hydraulic head H, and the uncertainty in the geostatistical model of system parameters using a single objective function that aggregates all objectives. However, it has been shown that the aggregation of possibly conflicting objective functions is sensitive to the adopted aggregation scheme and may lead to distorted results. In addition, the uncertainties in geostatistical parameters affect the uncertainty in the spatial prediction of K and H according to a complex nonlinear relationship, which has often been ineffectively evaluated using a first-order approximation. In this study, we propose a multiobjective optimization framework to assist the design of monitoring networks of K and H with the goal of optimizing their spatial predictions and estimating the geostatistical parameters of the K field. The framework stems from the combination of a data assimilation (DA) algorithm and a multiobjective evolutionary algorithm (MOEA). The DA algorithm is based on the ensemble Kalman filter, a Monte-Carlo-based Bayesian update scheme for nonlinear systems, which is employed to approximate the posterior uncertainty in K, H, and the geostatistical parameters of K obtained by collecting new measurements. Multiple MOEA experiments are used to investigate the trade-off among design objectives and identify the corresponding monitoring schemes. The methodology is applied to design a sampling network for a shallow unconfined groundwater system located in Rocky Ford, Colorado. Results indicate that the effect of uncertainties associated with the geostatistical parameters on the spatial prediction might be significantly alleviated (by up to 80% of the prior uncertainty in K and by 90% of the prior uncertainty in H) by sampling evenly distributed measurements with a spatial measurement density of more than 1 observation per 60 m × 60 m grid block. In addition, exploration of the interaction of objective functions indicates that the ability of head measurements to reduce the uncertainty associated with the correlation scale is comparable to the effect of hydraulic conductivity measurements.

Leader-follower formation control of underactuated surface vehicles based on sliding mode control and parameter estimation.

PubMed

Sun, Zhijian; Zhang, Guoqing; Lu, Yu; Zhang, Weidong

2018-01-01

This paper studies the leader-follower formation control of underactuated surface vehicles with model uncertainties and environmental disturbances. A parameter estimation and upper bound estimation based sliding mode control scheme is proposed to solve the problem of the unknown plant parameters and environmental disturbances. For each of these leader-follower formation systems, the dynamic equations of position and attitude are analyzed using coordinate transformation with the aid of the backstepping technique. All the variables are guaranteed to be uniformly ultimately bounded stable in the closed-loop system, which is proven by the distribution design Lyapunov function synthesis. The main advantages of this approach are that: first, parameter estimation based sliding mode control can enhance the robustness of the closed-loop system in presence of model uncertainties and environmental disturbances; second, a continuous function is developed to replace the signum function in the design of sliding mode scheme, which devotes to reduce the chattering of the control system. Finally, numerical simulations are given to demonstrate the effectiveness of the proposed method. Copyright © 2017 ISA. Published by Elsevier Ltd. All rights reserved.

Parameter identification for structural dynamics based on interval analysis algorithm

NASA Astrophysics Data System (ADS)

Yang, Chen; Lu, Zixing; Yang, Zhenyu; Liang, Ke

2018-04-01

A parameter identification method using interval analysis algorithm for structural dynamics is presented in this paper. The proposed uncertain identification method is investigated by using central difference method and ARMA system. With the help of the fixed memory least square method and matrix inverse lemma, a set-membership identification technology is applied to obtain the best estimation of the identified parameters in a tight and accurate region. To overcome the lack of insufficient statistical description of the uncertain parameters, this paper treats uncertainties as non-probabilistic intervals. As long as we know the bounds of uncertainties, this algorithm can obtain not only the center estimations of parameters, but also the bounds of errors. To improve the efficiency of the proposed method, a time-saving algorithm is presented by recursive formula. At last, to verify the accuracy of the proposed method, two numerical examples are applied and evaluated by three identification criteria respectively.

Parameter optimization, sensitivity, and uncertainty analysis of an ecosystem model at a forest flux tower site in the United States

USGS Publications Warehouse

Wu, Yiping; Liu, Shuguang; Huang, Zhihong; Yan, Wende

2014-01-01

Ecosystem models are useful tools for understanding ecological processes and for sustainable management of resources. In biogeochemical field, numerical models have been widely used for investigating carbon dynamics under global changes from site to regional and global scales. However, it is still challenging to optimize parameters and estimate parameterization uncertainty for complex process-based models such as the Erosion Deposition Carbon Model (EDCM), a modified version of CENTURY, that consider carbon, water, and nutrient cycles of ecosystems. This study was designed to conduct the parameter identifiability, optimization, sensitivity, and uncertainty analysis of EDCM using our developed EDCM-Auto, which incorporated a comprehensive R package—Flexible Modeling Framework (FME) and the Shuffled Complex Evolution (SCE) algorithm. Using a forest flux tower site as a case study, we implemented a comprehensive modeling analysis involving nine parameters and four target variables (carbon and water fluxes) with their corresponding measurements based on the eddy covariance technique. The local sensitivity analysis shows that the plant production-related parameters (e.g., PPDF1 and PRDX) are most sensitive to the model cost function. Both SCE and FME are comparable and performed well in deriving the optimal parameter set with satisfactory simulations of target variables. Global sensitivity and uncertainty analysis indicate that the parameter uncertainty and the resulting output uncertainty can be quantified, and that the magnitude of parameter-uncertainty effects depends on variables and seasons. This study also demonstrates that using the cutting-edge R functions such as FME can be feasible and attractive for conducting comprehensive parameter analysis for ecosystem modeling.

Uncertainty in Estimates of Net Seasonal Snow Accumulation on Glaciers from In Situ Measurements

NASA Astrophysics Data System (ADS)

Pulwicki, A.; Flowers, G. E.; Radic, V.

2017-12-01

Accurately estimating the net seasonal snow accumulation (or "winter balance") on glaciers is central to assessing glacier health and predicting glacier runoff. However, measuring and modeling snow distribution is inherently difficult in mountainous terrain, resulting in high uncertainties in estimates of winter balance. Our work focuses on uncertainty attribution within the process of converting direct measurements of snow depth and density to estimates of winter balance. We collected more than 9000 direct measurements of snow depth across three glaciers in the St. Elias Mountains, Yukon, Canada in May 2016. Linear regression (LR) and simple kriging (SK), combined with cross correlation and Bayesian model averaging, are used to interpolate estimates of snow water equivalent (SWE) from snow depth and density measurements. Snow distribution patterns are found to differ considerably between glaciers, highlighting strong inter- and intra-basin variability. Elevation is found to be the dominant control of the spatial distribution of SWE, but the relationship varies considerably between glaciers. A simple parameterization of wind redistribution is also a small but statistically significant predictor of SWE. The SWE estimated for one study glacier has a short range parameter (90 m) and both LR and SK estimate a winter balance of 0.6 m w.e. but are poor predictors of SWE at measurement locations. The other two glaciers have longer SWE range parameters ( 450 m) and due to differences in extrapolation, SK estimates are more than 0.1 m w.e. (up to 40%) lower than LR estimates. By using a Monte Carlo method to quantify the effects of various sources of uncertainty, we find that the interpolation of estimated values of SWE is a larger source of uncertainty than the assignment of snow density or than the representation of the SWE value within a terrain model grid cell. For our study glaciers, the total winter balance uncertainty ranges from 0.03 (8%) to 0.15 (54%) m w.e. depending primarily on the interpolation method. Despite the challenges associated with accurately and precisely estimating winter balance, our results are consistent with the previously reported regional accumulation gradient.

Quantifying the uncertainties of China's emission inventory for industrial sources: From national to provincial and city scales

NASA Astrophysics Data System (ADS)

Zhao, Yu; Zhou, Yaduan; Qiu, Liping; Zhang, Jie

2017-09-01

A comprehensive uncertainty analysis was conducted on emission inventories for industrial sources at national (China), provincial (Jiangsu), and city (Nanjing) scales for 2012. Based on various methods and data sources, Monte-Carlo simulation was applied at sector level for national inventory, and at plant level (whenever possible) for provincial and city inventories. The uncertainties of national inventory were estimated at -17-37% (expressed as 95% confidence intervals, CIs), -21-35%, -19-34%, -29-40%, -22-47%, -21-54%, -33-84%, and -32-92% for SO2, NOX, CO, TSP (total suspended particles), PM10, PM2.5, black carbon (BC), and organic carbon (OC) emissions respectively for the whole country. At provincial and city levels, the uncertainties of corresponding pollutant emissions were estimated at -15-18%, -18-33%, -16-37%, -20-30%, -23-45%, -26-50%, -33-79%, and -33-71% for Jiangsu, and -17-22%, -10-33%, -23-75%, -19-36%, -23-41%, -28-48%, -45-82%, and -34-96% for Nanjing, respectively. Emission factors (or associated parameters) were identified as the biggest contributors to the uncertainties of emissions for most source categories except iron & steel production in the national inventory. Compared to national one, uncertainties of total emissions in the provincial and city-scale inventories were not significantly reduced for most species with an exception of SO2. For power and other industrial boilers, the uncertainties were reduced, and the plant-specific parameters played more important roles to the uncertainties. Much larger PM10 and PM2.5 emissions for Jiangsu were estimated in this provincial inventory than other studies, implying the big discrepancies on data sources of emission factors and activity data between local and national inventories. Although the uncertainty analysis of bottom-up emission inventories at national and local scales partly supported the ;top-down; estimates using observation and/or chemistry transport models, detailed investigations and field measurements were recommended for further improving the emission estimates and reducing the uncertainty of inventories at local and regional scales, for both industrial and other sectors.

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.

Improvements in aircraft extraction programs

NASA Technical Reports Server (NTRS)

Balakrishnan, A. V.; Maine, R. E.

1976-01-01

Flight data from an F-8 Corsair and a Cessna 172 was analyzed to demonstrate specific improvements in the LRC parameter extraction computer program. The Cramer-Rao bounds were shown to provide a satisfactory relative measure of goodness of parameter estimates. It was not used as an absolute measure due to an inherent uncertainty within a multiplicative factor, traced in turn to the uncertainty in the noise bandwidth in the statistical theory of parameter estimation. The measure was also derived on an entirely nonstatistical basis, yielding thereby also an interpretation of the significance of off-diagonal terms in the dispersion matrix. The distinction between coefficients as linear and non-linear was shown to be important in its implication to a recommended order of parameter iteration. Techniques of improving convergence generally, were developed, and tested out on flight data. In particular, an easily implemented modification incorporating a gradient search was shown to improve initial estimates and thus remove a common cause for lack of convergence.

Measures of GCM Performance as Functions of Model Parameters Affecting Clouds and Radiation

NASA Astrophysics Data System (ADS)

Jackson, C.; Mu, Q.; Sen, M.; Stoffa, P.

2002-05-01

This abstract is one of three related presentations at this meeting dealing with several issues surrounding optimal parameter and uncertainty estimation of model predictions of climate. Uncertainty in model predictions of climate depends in part on the uncertainty produced by model approximations or parameterizations of unresolved physics. Evaluating these uncertainties is computationally expensive because one needs to evaluate how arbitrary choices for any given combination of model parameters affects model performance. Because the computational effort grows exponentially with the number of parameters being investigated, it is important to choose parameters carefully. Evaluating whether a parameter is worth investigating depends on two considerations: 1) does reasonable choices of parameter values produce a large range in model response relative to observational uncertainty? and 2) does the model response depend non-linearly on various combinations of model parameters? We have decided to narrow our attention to selecting parameters that affect clouds and radiation, as it is likely that these parameters will dominate uncertainties in model predictions of future climate. We present preliminary results of ~20 to 30 AMIPII style climate model integrations using NCAR's CCM3.10 that show model performance as functions of individual parameters controlling 1) critical relative humidity for cloud formation (RHMIN), and 2) boundary layer critical Richardson number (RICR). We also explore various definitions of model performance that include some or all observational data sources (surface air temperature and pressure, meridional and zonal winds, clouds, long and short-wave cloud forcings, etc...) and evaluate in a few select cases whether the model's response depends non-linearly on the parameter values we have selected.

Importance analysis for Hudson River PCB transport and fate model parameters using robust sensitivity studies

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

Zhang, S.; Toll, J.; Cothern, K.

1995-12-31

The authors have performed robust sensitivity studies of the physico-chemical Hudson River PCB model PCHEPM to identify the parameters and process uncertainties contributing the most to uncertainty in predictions of water column and sediment PCB concentrations, over the time period 1977--1991 in one segment of the lower Hudson River. The term ``robust sensitivity studies`` refers to the use of several sensitivity analysis techniques to obtain a more accurate depiction of the relative importance of different sources of uncertainty. Local sensitivity analysis provided data on the sensitivity of PCB concentration estimates to small perturbations in nominal parameter values. Range sensitivity analysismore » provided information about the magnitude of prediction uncertainty associated with each input uncertainty. Rank correlation analysis indicated which parameters had the most dominant influence on model predictions. Factorial analysis identified important interactions among model parameters. Finally, term analysis looked at the aggregate influence of combinations of parameters representing physico-chemical processes. The authors scored the results of the local and range sensitivity and rank correlation analyses. The authors considered parameters that scored high on two of the three analyses to be important contributors to PCB concentration prediction uncertainty, and treated them probabilistically in simulations. They also treated probabilistically parameters identified in the factorial analysis as interacting with important parameters. The authors used the term analysis to better understand how uncertain parameters were influencing the PCB concentration predictions. The importance analysis allowed us to reduce the number of parameters to be modeled probabilistically from 16 to 5. This reduced the computational complexity of Monte Carlo simulations, and more importantly, provided a more lucid depiction of prediction uncertainty and its causes.« less

Uncertainty analysis of hydrological modeling in a tropical area using different algorithms

NASA Astrophysics Data System (ADS)

Rafiei Emam, Ammar; Kappas, Martin; Fassnacht, Steven; Linh, Nguyen Hoang Khanh

2018-01-01

Hydrological modeling outputs are subject to uncertainty resulting from different sources of errors (e.g., error in input data, model structure, and model parameters), making quantification of uncertainty in hydrological modeling imperative and meant to improve reliability of modeling results. The uncertainty analysis must solve difficulties in calibration of hydrological models, which further increase in areas with data scarcity. The purpose of this study is to apply four uncertainty analysis algorithms to a semi-distributed hydrological model, quantifying different source of uncertainties (especially parameter uncertainty) and evaluate their performance. In this study, the Soil and Water Assessment Tools (SWAT) eco-hydrological model was implemented for the watershed in the center of Vietnam. The sensitivity of parameters was analyzed, and the model was calibrated. The uncertainty analysis for the hydrological model was conducted based on four algorithms: Generalized Likelihood Uncertainty Estimation (GLUE), Sequential Uncertainty Fitting (SUFI), Parameter Solution method (ParaSol) and Particle Swarm Optimization (PSO). The performance of the algorithms was compared using P-factor and Rfactor, coefficient of determination (R 2), the Nash Sutcliffe coefficient of efficiency (NSE) and Percent Bias (PBIAS). The results showed the high performance of SUFI and PSO with P-factor>0.83, R-factor <0.56 and R 2>0.91, NSE>0.89, and 0.18

Methods and Tools for Evaluating Uncertainty in Ecological Models: A Survey

EPA Science Inventory

Poster presented at the Ecological Society of America Meeting. Ecologists are familiar with a variety of uncertainty techniques, particularly in the intersection of maximum likelihood parameter estimation and Monte Carlo analysis techniques, as well as a recent increase in Baye...

Karhunen-Loeve Estimation of the Power Spectrum Parameters from the Angular Distribution of Galaxies in Early Sloan Digital Sky Survey Data

NASA Technical Reports Server (NTRS)

Szalay, Alexander S.; Jain, Bhuvnesh; Matsubara, Takahiko; Scranton, Ryan; Vogeley, Michael S.; Connolly, Andrew; Dodelson, Scott; Eisenstein, Daniel; Frieman, Joshua A.; Gunn, James E.

2003-01-01

We present measurements of parameters of the three-dimensional power spectrum of galaxy clustering from 222 square degrees of early imaging data in the Sloan Digital Sky Survey (SDSS). The projected galaxy distribution on the sky is expanded over a set of Karhunen-Loeve (KL) eigenfunctions, which optimize the signal-to-noise ratio in our analysis. A maximum likelihood analysis is used to estimate parameters that set the shape and amplitude of the three-dimensional power spectrum of galaxies in the SDSS magnitude-limited sample with r* less than 21. Our best estimates are gamma = 0.188 +/- 0.04 and sigma(sub 8L) = 0.915 +/- 0.06 (statistical errors only), for a flat universe with a cosmological constant. We demonstrate that our measurements contain signal from scales at or beyond the peak of the three-dimensional power spectrum. We discuss how the results scale with systematic uncertainties, like the radial selection function. We find that the central values satisfy the analytically estimated scaling relation. We have also explored the effects of evolutionary corrections, various truncations of the KL basis, seeing, sample size, and limiting magnitude. We find that the impact of most of these uncertainties stay within the 2 sigma uncertainties of our fiducial result.

Robust control of the DC-DC boost converter based on the uncertainty and disturbance estimator

NASA Astrophysics Data System (ADS)

Oucheriah, Said

2017-11-01

In this paper, a robust non-linear controller based on the uncertainty and disturbance estimator (UDE) scheme is successfully developed and implemented for the output voltage regulation of the DC-DC boost converter. System uncertainties, external disturbances and unknown non-linear dynamics are lumped as a signal that is accurately estimated using a low-pass filter and their effects are cancelled by the controller. This methodology forms the basis of the UDE-based controller. A simple procedure is also developed that systematically determines the parameters of the controller to meet certain specifications. Using simulation, the effectiveness of the proposed controller is compared against the sliding-mode control (SMC). Experimental tests also show that the proposed controller is robust to system uncertainties, large input and load perturbations.

Calibration-induced uncertainty of the EPIC model to estimate climate change impact on global maize yield

NASA Astrophysics Data System (ADS)

Xiong, Wei; Skalský, Rastislav; Porter, Cheryl H.; Balkovič, Juraj; Jones, James W.; Yang, Di

2016-09-01

Understanding the interactions between agricultural production and climate is necessary for sound decision-making in climate policy. Gridded and high-resolution crop simulation has emerged as a useful tool for building this understanding. Large uncertainty exists in this utilization, obstructing its capacity as a tool to devise adaptation strategies. Increasing focus has been given to sources of uncertainties for climate scenarios, input-data, and model, but uncertainties due to model parameter or calibration are still unknown. Here, we use publicly available geographical data sets as input to the Environmental Policy Integrated Climate model (EPIC) for simulating global-gridded maize yield. Impacts of climate change are assessed up to the year 2099 under a climate scenario generated by HadEM2-ES under RCP 8.5. We apply five strategies by shifting one specific parameter in each simulation to calibrate the model and understand the effects of calibration. Regionalizing crop phenology or harvest index appears effective to calibrate the model for the globe, but using various values of phenology generates pronounced difference in estimated climate impact. However, projected impacts of climate change on global maize production are consistently negative regardless of the parameter being adjusted. Different values of model parameter result in a modest uncertainty at global level, with difference of the global yield change less than 30% by the 2080s. The uncertainty subjects to decrease if applying model calibration or input data quality control. Calibration has a larger effect at local scales, implying the possible types and locations for adaptation.

Linear Parameter Varying Control for Actuator Failure

NASA Technical Reports Server (NTRS)

Shin, Jong-Yeob; Wu, N. Eva; Belcastro, Christine; Bushnell, Dennis M. (Technical Monitor)

2002-01-01

A robust linear parameter varying (LPV) control synthesis is carried out for an HiMAT vehicle subject to loss of control effectiveness. The scheduling parameter is selected to be a function of the estimates of the control effectiveness factors. The estimates are provided on-line by a two-stage Kalman estimator. The inherent conservatism of the LPV design is reducing through the use of a scaling factor on the uncertainty block that represents the estimation errors of the effectiveness factors. Simulations of the controlled system with the on-line estimator show that a superior fault-tolerance can be achieved.

Estimating the Number of Pregnant Women Infected With Zika Virus and Expected Infants With Microcephaly Following the Zika Virus Outbreak in Puerto Rico, 2016.

PubMed

Ellington, Sascha R; Devine, Owen; Bertolli, Jeanne; Martinez Quiñones, Alma; Shapiro-Mendoza, Carrie K; Perez-Padilla, Janice; Rivera-Garcia, Brenda; Simeone, Regina M; Jamieson, Denise J; Valencia-Prado, Miguel; Gilboa, Suzanne M; Honein, Margaret A; Johansson, Michael A

2016-10-01

Zika virus (ZIKV) infection during pregnancy is a cause of congenital microcephaly and severe fetal brain defects, and it has been associated with other adverse pregnancy and birth outcomes. To estimate the number of pregnant women infected with ZIKV in Puerto Rico and the number of associated congenital microcephaly cases. We conducted a modeling study from April to July 2016. Using parameters derived from published reports, outcomes were modeled probabilistically using Monte Carlo simulation. We used uncertainty distributions to reflect the limited information available for parameter values. Given the high level of uncertainty in model parameters, interquartile ranges (IQRs) are presented as primary results. Outcomes were modeled for pregnant women in Puerto Rico, which currently has more confirmed ZIKV cases than any other US location. Zika virus infection in pregnant women. Number of pregnant women infected with ZIKV and number of congenital microcephaly cases. We estimated an IQR of 5900 to 10 300 pregnant women (median, 7800) might be infected during the initial ZIKV outbreak in Puerto Rico. Of these, an IQR of 100 to 270 infants (median, 180) may be born with microcephaly due to congenital ZIKV infection from mid-2016 to mid-2017. In the absence of a ZIKV outbreak, an IQR of 9 to 16 cases (median, 12) of congenital microcephaly are expected in Puerto Rico per year. The estimate of 5900 to 10 300 pregnant women that might be infected with ZIKV provides an estimate for the number of infants that could potentially have ZIKV-associated adverse outcomes. Including baseline cases of microcephaly, we estimated that an IQR of 110 to 290 total cases of congenital microcephaly, mostly attributable to ZIKV infection, could occur from mid-2016 to mid-2017 in the absence of effective interventions. The primary limitation in this analysis is uncertainty in model parameters. Multivariate sensitivity analyses indicated that the cumulative incidence of ZIKV infection and risk of microcephaly given maternal infection in the first trimester were the primary drivers of both magnitude and uncertainty in the estimated number of microcephaly cases. Increased information on these parameters would lead to more precise estimates. Nonetheless, the results underscore the need for urgent actions being undertaken in Puerto Rico to prevent congenital ZIKV infection and prepare for affected infants.

The Impact of Model and Rainfall Forcing Errors on Characterizing Soil Moisture Uncertainty in Land Surface Modeling

NASA Technical Reports Server (NTRS)

Maggioni, V.; Anagnostou, E. N.; Reichle, R. H.

2013-01-01

The contribution of rainfall forcing errors relative to model (structural and parameter) uncertainty in the prediction of soil moisture is investigated by integrating the NASA Catchment Land Surface Model (CLSM), forced with hydro-meteorological data, in the Oklahoma region. Rainfall-forcing uncertainty is introduced using a stochastic error model that generates ensemble rainfall fields from satellite rainfall products. The ensemble satellite rain fields are propagated through CLSM to produce soil moisture ensembles. Errors in CLSM are modeled with two different approaches: either by perturbing model parameters (representing model parameter uncertainty) or by adding randomly generated noise (representing model structure and parameter uncertainty) to the model prognostic variables. Our findings highlight that the method currently used in the NASA GEOS-5 Land Data Assimilation System to perturb CLSM variables poorly describes the uncertainty in the predicted soil moisture, even when combined with rainfall model perturbations. On the other hand, by adding model parameter perturbations to rainfall forcing perturbations, a better characterization of uncertainty in soil moisture simulations is observed. Specifically, an analysis of the rank histograms shows that the most consistent ensemble of soil moisture is obtained by combining rainfall and model parameter perturbations. When rainfall forcing and model prognostic perturbations are added, the rank histogram shows a U-shape at the domain average scale, which corresponds to a lack of variability in the forecast ensemble. The more accurate estimation of the soil moisture prediction uncertainty obtained by combining rainfall and parameter perturbations is encouraging for the application of this approach in ensemble data assimilation systems.

Dakota, a multilevel parallel object-oriented framework for design optimization, parameter estimation, uncertainty quantification, and sensitivity analysis :

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

Adams, Brian M.; Ebeida, Mohamed Salah; Eldred, Michael S.

The Dakota (Design Analysis Kit for Optimization and Terascale Applications) toolkit provides a exible and extensible interface between simulation codes and iterative analysis methods. Dakota contains algorithms for optimization with gradient and nongradient-based methods; uncertainty quanti cation with sampling, reliability, and stochastic expansion methods; parameter estimation with nonlinear least squares methods; and sensitivity/variance analysis with design of experiments and parameter study methods. These capabilities may be used on their own or as components within advanced strategies such as surrogate-based optimization, mixed integer nonlinear programming, or optimization under uncertainty. By employing object-oriented design to implement abstractions of the key components requiredmore » for iterative systems analyses, the Dakota toolkit provides a exible and extensible problem-solving environment for design and performance analysis of computational models on high performance computers. This report serves as a user's manual for the Dakota software and provides capability overviews and procedures for software execution, as well as a variety of example studies.« less

Estimating Model Prediction Error: Should You Treat Predictions as Fixed or Random?

NASA Technical Reports Server (NTRS)

Wallach, Daniel; Thorburn, Peter; Asseng, Senthold; Challinor, Andrew J.; Ewert, Frank; Jones, James W.; Rotter, Reimund; Ruane, Alexander

2016-01-01

Crop models are important tools for impact assessment of climate change, as well as for exploring management options under current climate. It is essential to evaluate the uncertainty associated with predictions of these models. We compare two criteria of prediction error; MSEP fixed, which evaluates mean squared error of prediction for a model with fixed structure, parameters and inputs, and MSEP uncertain( X), which evaluates mean squared error averaged over the distributions of model structure, inputs and parameters. Comparison of model outputs with data can be used to estimate the former. The latter has a squared bias term, which can be estimated using hindcasts, and a model variance term, which can be estimated from a simulation experiment. The separate contributions to MSEP uncertain (X) can be estimated using a random effects ANOVA. It is argued that MSEP uncertain (X) is the more informative uncertainty criterion, because it is specific to each prediction situation.

Isohaline position as a habitat indicator for estuarine populations

USGS Publications Warehouse

Jassby, Alan D.; Kimmerer, W.J.; Monismith, Stephen G.; Armor, C.; Cloern, James E.; Powell, T.M.; Vedlinski, Timothy J.

1995-01-01

The striped bass survival data were also used to illustrate a related important point: incorporating additionalexplanatory variables may decrease the prediction error for a population or process, but it can increase theuncertainty in parameter estimates and management strategies based on these estimates. Even in cases wherethe uncertainty is currently too large to guide management decisions, an uncertainty analysis can identify themost practical direction for future data acquisition.

Development of a banding database for North Pacific albatross: Implications for future data collection

USGS Publications Warehouse

Doherty, P.F.; Kendall, W.L.; Sillett, S.; Gustafson, M.; Flint, B.; Naughton, M.; Robbins, C.S.; Pyle, P.; Macintyre, Ian G.

2006-01-01

The effects of fishery practices on black-footed (Phoebastria nigripes) and Laysan albatross (Phoebastria immutabilis) continue to be a source of contention and uncertainty. Some of this uncertainty is a result of a lack of estimates of albatross demographic parameters such as survival. To begin to address these informational needs, a database of albatross banding and encounter records was constructed. Due to uncertainty concerning data collection and validity of assumptions required for mark-recapture analyses, these data should be used with caution. Although demographic parameter estimates are of interest to many, band loss rates, temporary emigration rates, and discontinuous banding effort can confound these estimates. We suggest a number of improvements in data collection that can help ameliorate problems, including the use of double banding and collecting data using a `robust? design. Additionally, sustained banding and encounter efforts are needed to maximize the value of these data. With these modifications, the usefulness of the banding data could be improved markedly.

Quantifying the uncertainties of a bottom-up emission inventory of anthropogenic atmospheric pollutants in China

NASA Astrophysics Data System (ADS)

Zhao, Y.; Nielsen, C. P.; Lei, Y.; McElroy, M. B.; Hao, J.

2010-11-01

The uncertainties of a national, bottom-up inventory of Chinese emissions of anthropogenic SO2, NOx, and particulate matter (PM) of different size classes and carbonaceous species are comprehensively quantified, for the first time, using Monte Carlo simulation. The inventory is structured by seven dominant sectors: coal-fired electric power, cement, iron and steel, other industry (boiler combustion), other industry (non-combustion processes), transportation, and residential. For each parameter related to emission factors or activity-level calculations, the uncertainties, represented as probability distributions, are either statistically fitted using results of domestic field tests or, when these are lacking, estimated based on foreign or other domestic data. The uncertainties (i.e., 95% confidence intervals around the central estimates) of Chinese emissions of SO2, NOx, total PM, PM10, PM2.5, black carbon (BC), and organic carbon (OC) in 2005 are estimated to be -14%~12%, -10%~36%, -10%~36%, -12%~42% -16%~52%, -23%~130%, and -37%~117%, respectively. Variations at activity levels (e.g., energy consumption or industrial production) are not the main source of emission uncertainties. Due to narrow classification of source types, large sample sizes, and relatively high data quality, the coal-fired power sector is estimated to have the smallest emission uncertainties for all species except BC and OC. Due to poorer source classifications and a wider range of estimated emission factors, considerable uncertainties of NOx and PM emissions from cement production and boiler combustion in other industries are found. The probability distributions of emission factors for biomass burning, the largest source of BC and OC, are fitted based on very limited domestic field measurements, and special caution should thus be taken interpreting these emission uncertainties. Although Monte Carlo simulation yields narrowed estimates of uncertainties compared to previous bottom-up emission studies, the results are not always consistent with those derived from satellite observations. The results thus represent an incremental research advance; while the analysis provides current estimates of uncertainty to researchers investigating Chinese and global atmospheric transport and chemistry, it also identifies specific needs in data collection and analysis to improve on them. Strengthened quantification of emissions of the included species and other, closely associated ones - notably CO2, generated largely by the same processes and thus subject to many of the same parameter uncertainties - is essential not only for science but for the design of policies to redress critical atmospheric environmental hazards at local, regional, and global scales.

Quantifying the uncertainties of a bottom-up emission inventory of anthropogenic atmospheric pollutants in China

NASA Astrophysics Data System (ADS)

Zhao, Y.; Nielsen, C. P.; Lei, Y.; McElroy, M. B.; Hao, J.

2011-03-01

The uncertainties of a national, bottom-up inventory of Chinese emissions of anthropogenic SO2, NOx, and particulate matter (PM) of different size classes and carbonaceous species are comprehensively quantified, for the first time, using Monte Carlo simulation. The inventory is structured by seven dominant sectors: coal-fired electric power, cement, iron and steel, other industry (boiler combustion), other industry (non-combustion processes), transportation, and residential. For each parameter related to emission factors or activity-level calculations, the uncertainties, represented as probability distributions, are either statistically fitted using results of domestic field tests or, when these are lacking, estimated based on foreign or other domestic data. The uncertainties (i.e., 95% confidence intervals around the central estimates) of Chinese emissions of SO2, NOx, total PM, PM10, PM2.5, black carbon (BC), and organic carbon (OC) in 2005 are estimated to be -14%~13%, -13%~37%, -11%~38%, -14%~45%, -17%~54%, -25%~136%, and -40%~121%, respectively. Variations at activity levels (e.g., energy consumption or industrial production) are not the main source of emission uncertainties. Due to narrow classification of source types, large sample sizes, and relatively high data quality, the coal-fired power sector is estimated to have the smallest emission uncertainties for all species except BC and OC. Due to poorer source classifications and a wider range of estimated emission factors, considerable uncertainties of NOx and PM emissions from cement production and boiler combustion in other industries are found. The probability distributions of emission factors for biomass burning, the largest source of BC and OC, are fitted based on very limited domestic field measurements, and special caution should thus be taken interpreting these emission uncertainties. Although Monte Carlo simulation yields narrowed estimates of uncertainties compared to previous bottom-up emission studies, the results are not always consistent with those derived from satellite observations. The results thus represent an incremental research advance; while the analysis provides current estimates of uncertainty to researchers investigating Chinese and global atmospheric transport and chemistry, it also identifies specific needs in data collection and analysis to improve on them. Strengthened quantification of emissions of the included species and other, closely associated ones - notably CO2, generated largely by the same processes and thus subject to many of the same parameter uncertainties - is essential not only for science but for the design of policies to redress critical atmospheric environmental hazards at local, regional, and global scales.

Impact of Uncertainties in Meteorological Forcing Data and Land Surface Parameters on Global Estimates of Terrestrial Water Balance Components

NASA Astrophysics Data System (ADS)

Nasonova, O. N.; Gusev, Ye. M.; Kovalev, Ye. E.

2009-04-01

Global estimates of the components of terrestrial water balance depend on a technique of estimation and on the global observational data sets used for this purpose. Land surface modelling is an up-to-date and powerful tool for such estimates. However, the results of modelling are affected by the quality of both a model and input information (including meteorological forcing data and model parameters). The latter is based on available global data sets containing meteorological data, land-use information, and soil and vegetation characteristics. Now there are a lot of global data sets, which differ in spatial and temporal resolution, as well as in accuracy and reliability. Evidently, uncertainties in global data sets will influence the results of model simulations, but to which extent? The present work is an attempt to investigate this issue. The work is based on the land surface model SWAP (Soil Water - Atmosphere - Plants) and global 1-degree data sets on meteorological forcing data and the land surface parameters, provided within the framework of the Second Global Soil Wetness Project (GSWP-2). The 3-hourly near-surface meteorological data (for the period from 1 July 1982 to 31 December 1995) are based on reanalyses and gridded observational data used in the International Satellite Land-Surface Climatology Project (ISLSCP) Initiative II. Following the GSWP-2 strategy, we used a number of alternative global forcing data sets to perform different sensitivity experiments (with six alternative versions of precipitation, four versions of radiation, two pure reanalysis products and two fully hybridized products of meteorological data). To reveal the influence of model parameters on simulations, in addition to GSWP-2 parameter data sets, we produced two alternative global data sets with soil parameters on the basis of their relationships with the content of clay and sand in a soil. After this the sensitivity experiments with three different sets of parameters were performed. As a result, 16 variants of global annual estimates of water balance components were obtained. Application of alternative data sets on radiation, precipitation, and soil parameters allowed us to reveal the influence of uncertainties in input data on global estimates of water balance components.

Probabilistic migration modelling focused on functional barrier efficiency and low migration concepts in support of risk assessment.

PubMed

Brandsch, Rainer

2017-10-01

Migration modelling provides reliable migration estimates from food-contact materials (FCM) to food or food simulants based on mass-transfer parameters like diffusion and partition coefficients related to individual materials. In most cases, mass-transfer parameters are not readily available from the literature and for this reason are estimated with a given uncertainty. Historically, uncertainty was accounted for by introducing upper limit concepts first, turning out to be of limited applicability due to highly overestimated migration results. Probabilistic migration modelling gives the possibility to consider uncertainty of the mass-transfer parameters as well as other model inputs. With respect to a functional barrier, the most important parameters among others are the diffusion properties of the functional barrier and its thickness. A software tool that accepts distribution as inputs and is capable of applying Monte Carlo methods, i.e., random sampling from the input distributions of the relevant parameters (i.e., diffusion coefficient and layer thickness), predicts migration results with related uncertainty and confidence intervals. The capabilities of probabilistic migration modelling are presented in the view of three case studies (1) sensitivity analysis, (2) functional barrier efficiency and (3) validation by experimental testing. Based on the predicted migration by probabilistic migration modelling and related exposure estimates, safety evaluation of new materials in the context of existing or new packaging concepts is possible. Identifying associated migration risk and potential safety concerns in the early stage of packaging development is possible. Furthermore, dedicated material selection exhibiting required functional barrier efficiency under application conditions becomes feasible. Validation of the migration risk assessment by probabilistic migration modelling through a minimum of dedicated experimental testing is strongly recommended.

Assessing market uncertainty by means of a time-varying intermittency parameter for asset price fluctuations

NASA Astrophysics Data System (ADS)

Rypdal, Martin; Sirnes, Espen; Løvsletten, Ola; Rypdal, Kristoffer

2013-08-01

Maximum likelihood estimation techniques for multifractal processes are applied to high-frequency data in order to quantify intermittency in the fluctuations of asset prices. From time records as short as one month these methods permit extraction of a meaningful intermittency parameter λ characterising the degree of volatility clustering. We can therefore study the time evolution of volatility clustering and test the statistical significance of this variability. By analysing data from the Oslo Stock Exchange, and comparing the results with the investment grade spread, we find that the estimates of λ are lower at times of high market uncertainty.

Accuracy and sensitivity analysis on seismic anisotropy parameter estimation

NASA Astrophysics Data System (ADS)

Yan, Fuyong; Han, De-Hua

2018-04-01

There is significant uncertainty in measuring the Thomsen’s parameter δ in laboratory even though the dimensions and orientations of the rock samples are known. It is expected that more challenges will be encountered in the estimating of the seismic anisotropy parameters from field seismic data. Based on Monte Carlo simulation of vertical transversely isotropic layer cake model using the database of laboratory anisotropy measurement from the literature, we apply the commonly used quartic non-hyperbolic reflection moveout equation to estimate the seismic anisotropy parameters and test its accuracy and sensitivities to the source-receive offset, vertical interval velocity error and time picking error. The testing results show that the methodology works perfectly for noise-free synthetic data with short spread length. However, this method is extremely sensitive to the time picking error caused by mild random noises, and it requires the spread length to be greater than the depth of the reflection event. The uncertainties increase rapidly for the deeper layers and the estimated anisotropy parameters can be very unreliable for a layer with more than five overlain layers. It is possible that an isotropic formation can be misinterpreted as a strong anisotropic formation. The sensitivity analysis should provide useful guidance on how to group the reflection events and build a suitable geological model for anisotropy parameter inversion.

Bayesian estimation of source parameters and associated Coulomb failure stress changes for the 2005 Fukuoka (Japan) Earthquake

NASA Astrophysics Data System (ADS)

Dutta, Rishabh; Jónsson, Sigurjón; Wang, Teng; Vasyura-Bathke, Hannes

2018-04-01

Several researchers have studied the source parameters of the 2005 Fukuoka (northwestern Kyushu Island, Japan) earthquake (Mw 6.6) using teleseismic, strong motion and geodetic data. However, in all previous studies, errors of the estimated fault solutions have been neglected, making it impossible to assess the reliability of the reported solutions. We use Bayesian inference to estimate the location, geometry and slip parameters of the fault and their uncertainties using Interferometric Synthetic Aperture Radar and Global Positioning System data. The offshore location of the earthquake makes the fault parameter estimation challenging, with geodetic data coverage mostly to the southeast of the earthquake. To constrain the fault parameters, we use a priori constraints on the magnitude of the earthquake and the location of the fault with respect to the aftershock distribution and find that the estimated fault slip ranges from 1.5 to 2.5 m with decreasing probability. The marginal distributions of the source parameters show that the location of the western end of the fault is poorly constrained by the data whereas that of the eastern end, located closer to the shore, is better resolved. We propagate the uncertainties of the fault model and calculate the variability of Coulomb failure stress changes for the nearby Kego fault, located directly below Fukuoka city, showing that the main shock increased stress on the fault and brought it closer to failure.

Sensitivity Analysis and Parameter Estimation for a Reactive Transport Model of Uranium Bioremediation

NASA Astrophysics Data System (ADS)

Meyer, P. D.; Yabusaki, S.; Curtis, G. P.; Ye, M.; Fang, Y.

2011-12-01

A three-dimensional, variably-saturated flow and multicomponent biogeochemical reactive transport model of uranium bioremediation was used to generate synthetic data . The 3-D model was based on a field experiment at the U.S. Dept. of Energy Rifle Integrated Field Research Challenge site that used acetate biostimulation of indigenous metal reducing bacteria to catalyze the conversion of aqueous uranium in the +6 oxidation state to immobile solid-associated uranium in the +4 oxidation state. A key assumption in past modeling studies at this site was that a comprehensive reaction network could be developed largely through one-dimensional modeling. Sensitivity analyses and parameter estimation were completed for a 1-D reactive transport model abstracted from the 3-D model to test this assumption, to identify parameters with the greatest potential to contribute to model predictive uncertainty, and to evaluate model structure and data limitations. Results showed that sensitivities of key biogeochemical concentrations varied in space and time, that model nonlinearities and/or parameter interactions have a significant impact on calculated sensitivities, and that the complexity of the model's representation of processes affecting Fe(II) in the system may make it difficult to correctly attribute observed Fe(II) behavior to modeled processes. Non-uniformity of the 3-D simulated groundwater flux and averaging of the 3-D synthetic data for use as calibration targets in the 1-D modeling resulted in systematic errors in the 1-D model parameter estimates and outputs. This occurred despite using the same reaction network for 1-D modeling as used in the data-generating 3-D model. Predictive uncertainty of the 1-D model appeared to be significantly underestimated by linear parameter uncertainty estimates.

The effects of ionic strength and organic matter on virus inactivation at low temperatures: general likelihood uncertainty estimation (GLUE) as an alternative to least-squares parameter optimization for the fitting of virus inactivation models

NASA Astrophysics Data System (ADS)

Mayotte, Jean-Marc; Grabs, Thomas; Sutliff-Johansson, Stacy; Bishop, Kevin

2017-06-01

This study examined how the inactivation of bacteriophage MS2 in water was affected by ionic strength (IS) and dissolved organic carbon (DOC) using static batch inactivation experiments at 4 °C conducted over a period of 2 months. Experimental conditions were characteristic of an operational managed aquifer recharge (MAR) scheme in Uppsala, Sweden. Experimental data were fit with constant and time-dependent inactivation models using two methods: (1) traditional linear and nonlinear least-squares techniques; and (2) a Monte-Carlo based parameter estimation technique called generalized likelihood uncertainty estimation (GLUE). The least-squares and GLUE methodologies gave very similar estimates of the model parameters and their uncertainty. This demonstrates that GLUE can be used as a viable alternative to traditional least-squares parameter estimation techniques for fitting of virus inactivation models. Results showed a slight increase in constant inactivation rates following an increase in the DOC concentrations, suggesting that the presence of organic carbon enhanced the inactivation of MS2. The experiment with a high IS and a low DOC was the only experiment which showed that MS2 inactivation may have been time-dependent. However, results from the GLUE methodology indicated that models of constant inactivation were able to describe all of the experiments. This suggested that inactivation time-series longer than 2 months were needed in order to provide concrete conclusions regarding the time-dependency of MS2 inactivation at 4 °C under these experimental conditions.

Characterizing Uncertainty and Variability in PBPK Models ...

EPA Pesticide Factsheets

Mode-of-action based risk and safety assessments can rely upon tissue dosimetry estimates in animals and humans obtained from physiologically-based pharmacokinetic (PBPK) modeling. However, risk assessment also increasingly requires characterization of uncertainty and variability; such characterization for PBPK model predictions represents a continuing challenge to both modelers and users. Current practices show significant progress in specifying deterministic biological models and the non-deterministic (often statistical) models, estimating their parameters using diverse data sets from multiple sources, and using them to make predictions and characterize uncertainty and variability. The International Workshop on Uncertainty and Variability in PBPK Models, held Oct 31-Nov 2, 2006, sought to identify the state-of-the-science in this area and recommend priorities for research and changes in practice and implementation. For the short term, these include: (1) multidisciplinary teams to integrate deterministic and non-deterministic/statistical models; (2) broader use of sensitivity analyses, including for structural and global (rather than local) parameter changes; and (3) enhanced transparency and reproducibility through more complete documentation of the model structure(s) and parameter values, the results of sensitivity and other analyses, and supporting, discrepant, or excluded data. Longer-term needs include: (1) theoretic and practical methodological impro

Uncertainties for seismic moment tensors and applications to nuclear explosions, volcanic events, and earthquakes

NASA Astrophysics Data System (ADS)

Tape, C.; Alvizuri, C. R.; Silwal, V.; Tape, W.

2017-12-01

When considered as a point source, a seismic source can be characterized in terms of its origin time, hypocenter, moment tensor, and source time function. The seismologist's task is to estimate these parameters--and their uncertainties--from three-component ground motion recorded at irregularly spaced stations. We will focus on one portion of this problem: the estimation of the moment tensor and its uncertainties. With magnitude estimated separately, we are left with five parameters describing the normalized moment tensor. A lune of normalized eigenvalue triples can be used to visualize the two parameters (lune longitude and lune latitude) describing the source type, while the conventional strike, dip, and rake angles can be used to characterize the orientation. Slight modifications of these five parameters lead to a uniform parameterization of moment tensors--uniform in the sense that equal volumes in the coordinate domain of the parameterization correspond to equal volumes of moment tensors. For a moment tensor m that we have inferred from seismic data for an earthquake, we define P(V) to be the probability that the true moment tensor for the earthquake lies in the neighborhood of m that has fractional volume V. The average value of P(V) is then a measure of our confidence in our inference of m. The calculation of P(V) requires knowing both the probability P(w) and the fractional volume V(w) of the set of moment tensors within a given angular radius w of m. We apply this approach to several different data sets, including nuclear explosions from the Nevada Test Site, volcanic events from Uturuncu (Bolivia), and earthquakes. Several challenges remain: choosing an appropriate misfit function, handling time shifts between data and synthetic waveforms, and extending the uncertainty estimation to include more source parameters (e.g., hypocenter and source time function).

A probabilistic approach for the estimation of earthquake source parameters from spectral inversion

NASA Astrophysics Data System (ADS)

Supino, M.; Festa, G.; Zollo, A.

2017-12-01

The amplitude spectrum of a seismic signal related to an earthquake source carries information about the size of the rupture, moment, stress and energy release. Furthermore, it can be used to characterize the Green's function of the medium crossed by the seismic waves. We describe the earthquake amplitude spectrum assuming a generalized Brune's (1970) source model, and direct P- and S-waves propagating in a layered velocity model, characterized by a frequency-independent Q attenuation factor. The observed displacement spectrum depends indeed on three source parameters, the seismic moment (through the low-frequency spectral level), the corner frequency (that is a proxy of the fault length) and the high-frequency decay parameter. These parameters are strongly correlated each other and with the quality factor Q; a rigorous estimation of the associated uncertainties and parameter resolution is thus needed to obtain reliable estimations.In this work, the uncertainties are characterized adopting a probabilistic approach for the parameter estimation. Assuming an L2-norm based misfit function, we perform a global exploration of the parameter space to find the absolute minimum of the cost function and then we explore the cost-function associated joint a-posteriori probability density function around such a minimum, to extract the correlation matrix of the parameters. The global exploration relies on building a Markov chain in the parameter space and on combining a deterministic minimization with a random exploration of the space (basin-hopping technique). The joint pdf is built from the misfit function using the maximum likelihood principle and assuming a Gaussian-like distribution of the parameters. It is then computed on a grid centered at the global minimum of the cost-function. The numerical integration of the pdf finally provides mean, variance and correlation matrix associated with the set of best-fit parameters describing the model. Synthetic tests are performed to investigate the robustness of the method and uncertainty propagation from the data-space to the parameter space. Finally, the method is applied to characterize the source parameters of the earthquakes occurring during the 2016-2017 Central Italy sequence, with the goal of investigating the source parameter scaling with magnitude.

An MLE method for finding LKB NTCP model parameters using Monte Carlo uncertainty estimates

NASA Astrophysics Data System (ADS)

Carolan, Martin; Oborn, Brad; Foo, Kerwyn; Haworth, Annette; Gulliford, Sarah; Ebert, Martin

2014-03-01

The aims of this work were to establish a program to fit NTCP models to clinical data with multiple toxicity endpoints, to test the method using a realistic test dataset, to compare three methods for estimating confidence intervals for the fitted parameters and to characterise the speed and performance of the program.

On the predictivity of pore-scale simulations: Estimating uncertainties with multilevel Monte Carlo

NASA Astrophysics Data System (ADS)

Icardi, Matteo; Boccardo, Gianluca; Tempone, Raúl

2016-09-01

A fast method with tunable accuracy is proposed to estimate errors and uncertainties in pore-scale and Digital Rock Physics (DRP) problems. The overall predictivity of these studies can be, in fact, hindered by many factors including sample heterogeneity, computational and imaging limitations, model inadequacy and not perfectly known physical parameters. The typical objective of pore-scale studies is the estimation of macroscopic effective parameters such as permeability, effective diffusivity and hydrodynamic dispersion. However, these are often non-deterministic quantities (i.e., results obtained for specific pore-scale sample and setup are not totally reproducible by another ;equivalent; sample and setup). The stochastic nature can arise due to the multi-scale heterogeneity, the computational and experimental limitations in considering large samples, and the complexity of the physical models. These approximations, in fact, introduce an error that, being dependent on a large number of complex factors, can be modeled as random. We propose a general simulation tool, based on multilevel Monte Carlo, that can reduce drastically the computational cost needed for computing accurate statistics of effective parameters and other quantities of interest, under any of these random errors. This is, to our knowledge, the first attempt to include Uncertainty Quantification (UQ) in pore-scale physics and simulation. The method can also provide estimates of the discretization error and it is tested on three-dimensional transport problems in heterogeneous materials, where the sampling procedure is done by generation algorithms able to reproduce realistic consolidated and unconsolidated random sphere and ellipsoid packings and arrangements. A totally automatic workflow is developed in an open-source code [1], that include rigid body physics and random packing algorithms, unstructured mesh discretization, finite volume solvers, extrapolation and post-processing techniques. The proposed method can be efficiently used in many porous media applications for problems such as stochastic homogenization/upscaling, propagation of uncertainty from microscopic fluid and rock properties to macro-scale parameters, robust estimation of Representative Elementary Volume size for arbitrary physics.

Estimating rainfall time series and model parameter distributions using model data reduction and inversion techniques

NASA Astrophysics Data System (ADS)

Wright, Ashley J.; Walker, Jeffrey P.; Pauwels, Valentijn R. N.

2017-08-01

Floods are devastating natural hazards. To provide accurate, precise, and timely flood forecasts, there is a need to understand the uncertainties associated within an entire rainfall time series, even when rainfall was not observed. The estimation of an entire rainfall time series and model parameter distributions from streamflow observations in complex dynamic catchments adds skill to current areal rainfall estimation methods, allows for the uncertainty of entire rainfall input time series to be considered when estimating model parameters, and provides the ability to improve rainfall estimates from poorly gauged catchments. Current methods to estimate entire rainfall time series from streamflow records are unable to adequately invert complex nonlinear hydrologic systems. This study aims to explore the use of wavelets in the estimation of rainfall time series from streamflow records. Using the Discrete Wavelet Transform (DWT) to reduce rainfall dimensionality for the catchment of Warwick, Queensland, Australia, it is shown that model parameter distributions and an entire rainfall time series can be estimated. Including rainfall in the estimation process improves streamflow simulations by a factor of up to 1.78. This is achieved while estimating an entire rainfall time series, inclusive of days when none was observed. It is shown that the choice of wavelet can have a considerable impact on the robustness of the inversion. Combining the use of a likelihood function that considers rainfall and streamflow errors with the use of the DWT as a model data reduction technique allows the joint inference of hydrologic model parameters along with rainfall.

Incorporating parametric uncertainty into population viability analysis models

USGS Publications Warehouse

McGowan, Conor P.; Runge, Michael C.; Larson, Michael A.

2011-01-01

Uncertainty in parameter estimates from sampling variation or expert judgment can introduce substantial uncertainty into ecological predictions based on those estimates. However, in standard population viability analyses, one of the most widely used tools for managing plant, fish and wildlife populations, parametric uncertainty is often ignored in or discarded from model projections. We present a method for explicitly incorporating this source of uncertainty into population models to fully account for risk in management and decision contexts. Our method involves a two-step simulation process where parametric uncertainty is incorporated into the replication loop of the model and temporal variance is incorporated into the loop for time steps in the model. Using the piping plover, a federally threatened shorebird in the USA and Canada, as an example, we compare abundance projections and extinction probabilities from simulations that exclude and include parametric uncertainty. Although final abundance was very low for all sets of simulations, estimated extinction risk was much greater for the simulation that incorporated parametric uncertainty in the replication loop. Decisions about species conservation (e.g., listing, delisting, and jeopardy) might differ greatly depending on the treatment of parametric uncertainty in population models.

Coupled semivariogram uncertainty of hydrogeological and geophysical data on capture zone uncertainty analysis

USGS Publications Warehouse

Rahman, A.; Tsai, F.T.-C.; White, C.D.; Willson, C.S.

2008-01-01

This study investigates capture zone uncertainty that relates to the coupled semivariogram uncertainty of hydrogeological and geophysical data. Semivariogram uncertainty is represented by the uncertainty in structural parameters (range, sill, and nugget). We used the beta distribution function to derive the prior distributions of structural parameters. The probability distributions of structural parameters were further updated through the Bayesian approach with the Gaussian likelihood functions. Cokriging of noncollocated pumping test data and electrical resistivity data was conducted to better estimate hydraulic conductivity through autosemivariograms and pseudo-cross-semivariogram. Sensitivities of capture zone variability with respect to the spatial variability of hydraulic conductivity, porosity and aquifer thickness were analyzed using ANOVA. The proposed methodology was applied to the analysis of capture zone uncertainty at the Chicot aquifer in Southwestern Louisiana, where a regional groundwater flow model was developed. MODFLOW-MODPATH was adopted to delineate the capture zone. The ANOVA results showed that both capture zone area and compactness were sensitive to hydraulic conductivity variation. We concluded that the capture zone uncertainty due to the semivariogram uncertainty is much higher than that due to the kriging uncertainty for given semivariograms. In other words, the sole use of conditional variances of kriging may greatly underestimate the flow response uncertainty. Semivariogram uncertainty should also be taken into account in the uncertainty analysis. ?? 2008 ASCE.

Uncertainty estimation of water levels for the Mitch flood event in Tegucigalpa

NASA Astrophysics Data System (ADS)

Fuentes Andino, D. C.; Halldin, S.; Lundin, L.; Xu, C.

2012-12-01

Hurricane Mitch in 1998 left a devastating flood in Tegucigalpa, the capital city of Honduras. Simulation of elevated water surfaces provides a good way to understand the hydraulic mechanism of large flood events. In this study the one-dimensional HEC-RAS model for steady flow conditions together with the two-dimensional Lisflood-fp model were used to estimate the water level for the Mitch event in the river reaches at Tegucigalpa. Parameters uncertainty of the model was investigated using the generalized likelihood uncertainty estimation (GLUE) framework. Because of the extremely large magnitude of the Mitch flood, no hydrometric measurements were taken during the event. However, post-event indirect measurements of discharge and observed water levels were obtained in previous works by JICA and USGS. To overcome the problem of lacking direct hydrometric measurement data, uncertainty in the discharge was estimated. Both models could well define the value for channel roughness, though more dispersion resulted from the floodplain value. Analysis of the data interaction showed that there was a tradeoff between discharge at the outlet and floodplain roughness for the 1D model. The estimated discharge range at the outlet of the study area encompassed the value indirectly estimated by JICA, however the indirect method used by the USGS overestimated the value. If behavioral parameter sets can well reproduce water surface levels for past events such as Mitch, more reliable predictions for future events can be expected. The results acquired in this research will provide guidelines to deal with the problem of modeling past floods when no direct data was measured during the event, and to predict future large events taking uncertainty into account. The obtained range of the uncertain flood extension will be an outcome useful for decision makers.

Quantifying lost information due to covariance matrix estimation in parameter inference

NASA Astrophysics Data System (ADS)

Sellentin, Elena; Heavens, Alan F.

2017-02-01

Parameter inference with an estimated covariance matrix systematically loses information due to the remaining uncertainty of the covariance matrix. Here, we quantify this loss of precision and develop a framework to hypothetically restore it, which allows to judge how far away a given analysis is from the ideal case of a known covariance matrix. We point out that it is insufficient to estimate this loss by debiasing the Fisher matrix as previously done, due to a fundamental inequality that describes how biases arise in non-linear functions. We therefore develop direct estimators for parameter credibility contours and the figure of merit, finding that significantly fewer simulations than previously thought are sufficient to reach satisfactory precisions. We apply our results to DES Science Verification weak lensing data, detecting a 10 per cent loss of information that increases their credibility contours. No significant loss of information is found for KiDS. For a Euclid-like survey, with about 10 nuisance parameters we find that 2900 simulations are sufficient to limit the systematically lost information to 1 per cent, with an additional uncertainty of about 2 per cent. Without any nuisance parameters, 1900 simulations are sufficient to only lose 1 per cent of information. We further derive estimators for all quantities needed for forecasting with estimated covariance matrices. Our formalism allows to determine the sweetspot between running sophisticated simulations to reduce the number of nuisance parameters, and running as many fast simulations as possible.

A General Approach for Specifying Informative Prior Distributions for PBPK Model Parameters

EPA Science Inventory

Characterization of uncertainty in model predictions is receiving more interest as more models are being used in applications that are critical to human health. For models in which parameters reflect biological characteristics, it is often possible to provide estimates of paramet...

Temporal rainfall estimation using input data reduction and model inversion

NASA Astrophysics Data System (ADS)

Wright, A. J.; Vrugt, J. A.; Walker, J. P.; Pauwels, V. R. N.

2016-12-01

Floods are devastating natural hazards. To provide accurate, precise and timely flood forecasts there is a need to understand the uncertainties associated with temporal rainfall and model parameters. The estimation of temporal rainfall and model parameter distributions from streamflow observations in complex dynamic catchments adds skill to current areal rainfall estimation methods, allows for the uncertainty of rainfall input to be considered when estimating model parameters and provides the ability to estimate rainfall from poorly gauged catchments. Current methods to estimate temporal rainfall distributions from streamflow are unable to adequately explain and invert complex non-linear hydrologic systems. This study uses the Discrete Wavelet Transform (DWT) to reduce rainfall dimensionality for the catchment of Warwick, Queensland, Australia. The reduction of rainfall to DWT coefficients allows the input rainfall time series to be simultaneously estimated along with model parameters. The estimation process is conducted using multi-chain Markov chain Monte Carlo simulation with the DREAMZS algorithm. The use of a likelihood function that considers both rainfall and streamflow error allows for model parameter and temporal rainfall distributions to be estimated. Estimation of the wavelet approximation coefficients of lower order decomposition structures was able to estimate the most realistic temporal rainfall distributions. These rainfall estimates were all able to simulate streamflow that was superior to the results of a traditional calibration approach. It is shown that the choice of wavelet has a considerable impact on the robustness of the inversion. The results demonstrate that streamflow data contains sufficient information to estimate temporal rainfall and model parameter distributions. The extent and variance of rainfall time series that are able to simulate streamflow that is superior to that simulated by a traditional calibration approach is a demonstration of equifinality. The use of a likelihood function that considers both rainfall and streamflow error combined with the use of the DWT as a model data reduction technique allows the joint inference of hydrologic model parameters along with rainfall.

Uncertainty in countrywide forest biomass estimates.

Treesearch

C.E. Peterson; D. Turner

1994-01-01

Country-wide estimates of forest biomass are the major driver for estimating and understanding carbon pools and flux, a critical component of global change research. Important determinants in making these estimates include the areal extent of forested lands and their associated biomass. Estimates for these parameters may be derived from surface-based data, photo...

Dealing with uncertainties in environmental burden of disease assessment

PubMed Central

2009-01-01

Disability Adjusted Life Years (DALYs) combine the number of people affected by disease or mortality in a population and the duration and severity of their condition into one number. The environmental burden of disease is the number of DALYs that can be attributed to environmental factors. Environmental burden of disease estimates enable policy makers to evaluate, compare and prioritize dissimilar environmental health problems or interventions. These estimates often have various uncertainties and assumptions which are not always made explicit. Besides statistical uncertainty in input data and parameters – which is commonly addressed – a variety of other types of uncertainties may substantially influence the results of the assessment. We have reviewed how different types of uncertainties affect environmental burden of disease assessments, and we give suggestions as to how researchers could address these uncertainties. We propose the use of an uncertainty typology to identify and characterize uncertainties. Finally, we argue that uncertainties need to be identified, assessed, reported and interpreted in order for assessment results to adequately support decision making. PMID:19400963

A model-averaging method for assessing groundwater conceptual model uncertainty.

PubMed

Ye, Ming; Pohlmann, Karl F; Chapman, Jenny B; Pohll, Greg M; Reeves, Donald M

2010-01-01

This study evaluates alternative groundwater models with different recharge and geologic components at the northern Yucca Flat area of the Death Valley Regional Flow System (DVRFS), USA. Recharge over the DVRFS has been estimated using five methods, and five geological interpretations are available at the northern Yucca Flat area. Combining the recharge and geological components together with additional modeling components that represent other hydrogeological conditions yields a total of 25 groundwater flow models. As all the models are plausible given available data and information, evaluating model uncertainty becomes inevitable. On the other hand, hydraulic parameters (e.g., hydraulic conductivity) are uncertain in each model, giving rise to parametric uncertainty. Propagation of the uncertainty in the models and model parameters through groundwater modeling causes predictive uncertainty in model predictions (e.g., hydraulic head and flow). Parametric uncertainty within each model is assessed using Monte Carlo simulation, and model uncertainty is evaluated using the model averaging method. Two model-averaging techniques (on the basis of information criteria and GLUE) are discussed. This study shows that contribution of model uncertainty to predictive uncertainty is significantly larger than that of parametric uncertainty. For the recharge and geological components, uncertainty in the geological interpretations has more significant effect on model predictions than uncertainty in the recharge estimates. In addition, weighted residuals vary more for the different geological models than for different recharge models. Most of the calibrated observations are not important for discriminating between the alternative models, because their weighted residuals vary only slightly from one model to another.

Parameter and uncertainty estimation for mechanistic, spatially explicit epidemiological models

NASA Astrophysics Data System (ADS)

Finger, Flavio; Schaefli, Bettina; Bertuzzo, Enrico; Mari, Lorenzo; Rinaldo, Andrea

2014-05-01

Epidemiological models can be a crucially important tool for decision-making during disease outbreaks. The range of possible applications spans from real-time forecasting and allocation of health-care resources to testing alternative intervention mechanisms such as vaccines, antibiotics or the improvement of sanitary conditions. Our spatially explicit, mechanistic models for cholera epidemics have been successfully applied to several epidemics including, the one that struck Haiti in late 2010 and is still ongoing. Calibration and parameter estimation of such models represents a major challenge because of properties unusual in traditional geoscientific domains such as hydrology. Firstly, the epidemiological data available might be subject to high uncertainties due to error-prone diagnosis as well as manual (and possibly incomplete) data collection. Secondly, long-term time-series of epidemiological data are often unavailable. Finally, the spatially explicit character of the models requires the comparison of several time-series of model outputs with their real-world counterparts, which calls for an appropriate weighting scheme. It follows that the usual assumption of a homoscedastic Gaussian error distribution, used in combination with classical calibration techniques based on Markov chain Monte Carlo algorithms, is likely to be violated, whereas the construction of an appropriate formal likelihood function seems close to impossible. Alternative calibration methods, which allow for accurate estimation of total model uncertainty, particularly regarding the envisaged use of the models for decision-making, are thus needed. Here we present the most recent developments regarding methods for parameter and uncertainty estimation to be used with our mechanistic, spatially explicit models for cholera epidemics, based on informal measures of goodness of fit.

A modified micrometeorological gradient method for estimating O3 dry depositions over a forest canopy

NASA Astrophysics Data System (ADS)

Wu, Z. Y.; Zhang, L.; Wang, X. M.; Munger, J. W.

2015-07-01

Small pollutant concentration gradients between levels above a plant canopy result in large uncertainties in estimated air-surface exchange fluxes when using existing micrometeorological gradient methods, including the aerodynamic gradient method (AGM) and the modified Bowen ratio method (MBR). A modified micrometeorological gradient method (MGM) is proposed in this study for estimating O3 dry deposition fluxes over a forest canopy using concentration gradients between a level above and a level below the canopy top, taking advantage of relatively large gradients between these levels due to significant pollutant uptake in the top layers of the canopy. The new method is compared with the AGM and MBR methods and is also evaluated using eddy-covariance (EC) flux measurements collected at the Harvard Forest Environmental Measurement Site, Massachusetts, during 1993-2000. All three gradient methods (AGM, MBR, and MGM) produced similar diurnal cycles of O3 dry deposition velocity (Vd(O3)) to the EC measurements, with the MGM method being the closest in magnitude to the EC measurements. The multi-year average Vd(O3) differed significantly between these methods, with the AGM, MBR, and MGM method being 2.28, 1.45, and 1.18 times that of the EC, respectively. Sensitivity experiments identified several input parameters for the MGM method as first-order parameters that affect the estimated Vd(O3). A 10% uncertainty in the wind speed attenuation coefficient or canopy displacement height can cause about 10% uncertainty in the estimated Vd(O3). An unrealistic leaf area density vertical profile can cause an uncertainty of a factor of 2.0 in the estimated Vd(O3). Other input parameters or formulas for stability functions only caused an uncertainly of a few percent. The new method provides an alternative approach to monitoring/estimating long-term deposition fluxes of similar pollutants over tall canopies.

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.

Autoregressive moving average modeling for spectral parameter estimation from a multigradient echo chemical shift acquisition

PubMed Central

Taylor, Brian A.; Hwang, Ken-Pin; Hazle, John D.; Stafford, R. Jason

2009-01-01

The authors investigated the performance of the iterative Steiglitz–McBride (SM) algorithm on an autoregressive moving average (ARMA) model of signals from a fast, sparsely sampled, multiecho, chemical shift imaging (CSI) acquisition using simulation, phantom, ex vivo, and in vivo experiments with a focus on its potential usage in magnetic resonance (MR)-guided interventions. The ARMA signal model facilitated a rapid calculation of the chemical shift, apparent spin-spin relaxation time (T2*), and complex amplitudes of a multipeak system from a limited number of echoes (≤16). Numerical simulations of one- and two-peak systems were used to assess the accuracy and uncertainty in the calculated spectral parameters as a function of acquisition and tissue parameters. The measured uncertainties from simulation were compared to the theoretical Cramer–Rao lower bound (CRLB) for the acquisition. Measurements made in phantoms were used to validate the T2* estimates and to validate uncertainty estimates made from the CRLB. We demonstrated application to real-time MR-guided interventions ex vivo by using the technique to monitor a percutaneous ethanol injection into a bovine liver and in vivo to monitor a laser-induced thermal therapy treatment in a canine brain. Simulation results showed that the chemical shift and amplitude uncertainties reached their respective CRLB at a signal-to-noise ratio (SNR)≥5 for echo train lengths (ETLs)≥4 using a fixed echo spacing of 3.3 ms. T2* estimates from the signal model possessed higher uncertainties but reached the CRLB at larger SNRs and∕or ETLs. Highly accurate estimates for the chemical shift (<0.01 ppm) and amplitude (<1.0%) were obtained with ≥4 echoes and for T2* (<1.0%) with ≥7 echoes. We conclude that, over a reasonable range of SNR, the SM algorithm is a robust estimator of spectral parameters from fast CSI acquisitions that acquire ≤16 echoes for one- and two-peak systems. Preliminary ex vivo and in vivo experiments corroborated the results from simulation experiments and further indicate the potential of this technique for MR-guided interventional procedures with high spatiotemporal resolution ∼1.6×1.6×4 mm3 in ≤5 s. PMID:19378736

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...

Characterization and Uncertainty Analysis of a Reference Pressure Measurement System for Wind Tunnels

NASA Technical Reports Server (NTRS)

Amer, Tahani; Tripp, John; Tcheng, Ping; Burkett, Cecil; Sealey, Bradley

2004-01-01

This paper presents the calibration results and uncertainty analysis of a high-precision reference pressure measurement system currently used in wind tunnels at the NASA Langley Research Center (LaRC). Sensors, calibration standards, and measurement instruments are subject to errors due to aging, drift with time, environment effects, transportation, the mathematical model, the calibration experimental design, and other factors. Errors occur at every link in the chain of measurements and data reduction from the sensor to the final computed results. At each link of the chain, bias and precision uncertainties must be separately estimated for facility use, and are combined to produce overall calibration and prediction confidence intervals for the instrument, typically at a 95% confidence level. The uncertainty analysis and calibration experimental designs used herein, based on techniques developed at LaRC, employ replicated experimental designs for efficiency, separate estimation of bias and precision uncertainties, and detection of significant parameter drift with time. Final results, including calibration confidence intervals and prediction intervals given as functions of the applied inputs, not as a fixed percentage of the full-scale value are presented. System uncertainties are propagated beginning with the initial reference pressure standard, to the calibrated instrument as a working standard in the facility. Among the several parameters that can affect the overall results are operating temperature, atmospheric pressure, humidity, and facility vibration. Effects of factors such as initial zeroing and temperature are investigated. The effects of the identified parameters on system performance and accuracy are discussed.

Effect of precipitation spatial distribution uncertainty on the uncertainty bounds of a snowmelt runoff model output

NASA Astrophysics Data System (ADS)

Jacquin, A. P.

2012-04-01

This study analyses the effect of precipitation spatial distribution uncertainty on the uncertainty bounds of a snowmelt runoff model's discharge estimates. Prediction uncertainty bounds are derived using the Generalized Likelihood Uncertainty Estimation (GLUE) methodology. The model analysed is a conceptual watershed model operating at a monthly time step. The model divides the catchment into five elevation zones, where the fifth zone corresponds to the catchment glaciers. Precipitation amounts at each elevation zone i are estimated as the product between observed precipitation (at a single station within the catchment) and a precipitation factor FPi. Thus, these factors provide a simplified representation of the spatial variation of precipitation, specifically the shape of the functional relationship between precipitation and height. In the absence of information about appropriate values of the precipitation factors FPi, these are estimated through standard calibration procedures. The catchment case study is Aconcagua River at Chacabuquito, located in the Andean region of Central Chile. Monte Carlo samples of the model output are obtained by randomly varying the model parameters within their feasible ranges. In the first experiment, the precipitation factors FPi are considered unknown and thus included in the sampling process. The total number of unknown parameters in this case is 16. In the second experiment, precipitation factors FPi are estimated a priori, by means of a long term water balance between observed discharge at the catchment outlet, evapotranspiration estimates and observed precipitation. In this case, the number of unknown parameters reduces to 11. The feasible ranges assigned to the precipitation factors in the first experiment are slightly wider than the range of fixed precipitation factors used in the second experiment. The mean squared error of the Box-Cox transformed discharge during the calibration period is used for the evaluation of the goodness of fit of the model realizations. GLUE-type uncertainty bounds during the verification period are derived at the probability levels p=85%, 90% and 95%. Results indicate that, as expected, prediction uncertainty bounds indeed change if precipitation factors FPi are estimated a priori rather than being allowed to vary, but that this change is not dramatic. Firstly, the width of the uncertainty bounds at the same probability level only slightly reduces compared to the case where precipitation factors are allowed to vary. Secondly, the ability to enclose the observations improves, but the decrease in the fraction of outliers is not significant. These results are probably due to the narrow range of variability allowed to the precipitation factors FPi in the first experiment, which implies that although they indicate the shape of the functional relationship between precipitation and height, the magnitude of precipitation estimates were mainly determined by the magnitude of the observations at the available raingauge. It is probable that the situation where no prior information is available on the realistic ranges of variation of the precipitation factors, and the inclusion of precipitation data uncertainty, would have led to a different conclusion. Acknowledgements: This research was funded by FONDECYT, Research Project 1110279.

Impact of Exposure Uncertainty on the Association between Perfluorooctanoate and Preeclampsia in the C8 Health Project Population.

PubMed

Avanasi, Raghavendhran; Shin, Hyeong-Moo; Vieira, Verónica M; Savitz, David A; Bartell, Scott M

2016-01-01

Uncertainty in exposure estimates from models can result in exposure measurement error and can potentially affect the validity of epidemiological studies. We recently used a suite of environmental models and an integrated exposure and pharmacokinetic model to estimate individual perfluorooctanoate (PFOA) serum concentrations and assess the association with preeclampsia from 1990 through 2006 for the C8 Health Project participants. The aims of the current study are to evaluate impact of uncertainty in estimated PFOA drinking-water concentrations on estimated serum concentrations and their reported epidemiological association with preeclampsia. For each individual public water district, we used Monte Carlo simulations to vary the year-by-year PFOA drinking-water concentration by randomly sampling from lognormal distributions for random error in the yearly public water district PFOA concentrations, systematic error specific to each water district, and global systematic error in the release assessment (using the estimated concentrations from the original fate and transport model as medians and a range of 2-, 5-, and 10-fold uncertainty). Uncertainty in PFOA water concentrations could cause major changes in estimated serum PFOA concentrations among participants. However, there is relatively little impact on the resulting epidemiological association in our simulations. The contribution of exposure uncertainty to the total uncertainty (including regression parameter variance) ranged from 5% to 31%, and bias was negligible. We found that correlated exposure uncertainty can substantially change estimated PFOA serum concentrations, but results in only minor impacts on the epidemiological association between PFOA and preeclampsia. Avanasi R, Shin HM, Vieira VM, Savitz DA, Bartell SM. 2016. Impact of exposure uncertainty on the association between perfluorooctanoate and preeclampsia in the C8 Health Project population. Environ Health Perspect 124:126-132; http://dx.doi.org/10.1289/ehp.1409044.

Ice particle mass-dimensional parameter retrieval and uncertainty analysis using an Optimal Estimation framework applied to in situ data

NASA Astrophysics Data System (ADS)

Xu, Zhuocan; Mace, Jay; Avalone, Linnea; Wang, Zhien

2015-04-01

The extreme variability of ice particle habits in precipitating clouds affects our understanding of these cloud systems in every aspect (i.e. radiation transfer, dynamics, precipitation rate, etc) and largely contributes to the uncertainties in the model representation of related processes. Ice particle mass-dimensional power law relationships, M=a*(D ^ b), are commonly assumed in models and retrieval algorithms, while very little knowledge exists regarding the uncertainties of these M-D parameters in real-world situations. In this study, we apply Optimal Estimation (OE) methodology to infer ice particle mass-dimensional relationship from ice particle size distributions and bulk water contents independently measured on board the University of Wyoming King Air during the Colorado Airborne Multi-Phase Cloud Study (CAMPS). We also utilize W-band radar reflectivity obtained on the same platform (King Air) offering a further constraint to this ill-posed problem (Heymsfield et al. 2010). In addition to the values of retrieved M-D parameters, the associated uncertainties are conveniently acquired in the OE framework, within the limitations of assumed Gaussian statistics. We find, given the constraints provided by the bulk water measurement and in situ radar reflectivity, that the relative uncertainty of mass-dimensional power law prefactor (a) is approximately 80% and the relative uncertainty of exponent (b) is 10-15%. With this level of uncertainty, the forward model uncertainty in radar reflectivity would be on the order of 4 dB or a factor of approximately 2.5 in ice water content. The implications of this finding are that inferences of bulk water from either remote or in situ measurements of particle spectra cannot be more certain than this when the mass-dimensional relationships are not known a priori which is almost never the case.

Performance of maximum likelihood mixture models to estimate nursery habitat contributions to fish stocks: a case study on sea bream Sparus aurata

PubMed Central

Darnaude, Audrey M.

2016-01-01

Background Mixture models (MM) can be used to describe mixed stocks considering three sets of parameters: the total number of contributing sources, their chemical baseline signatures and their mixing proportions. When all nursery sources have been previously identified and sampled for juvenile fish to produce baseline nursery-signatures, mixing proportions are the only unknown set of parameters to be estimated from the mixed-stock data. Otherwise, the number of sources, as well as some/all nursery-signatures may need to be also estimated from the mixed-stock data. Our goal was to assess bias and uncertainty in these MM parameters when estimated using unconditional maximum likelihood approaches (ML-MM), under several incomplete sampling and nursery-signature separation scenarios. Methods We used a comprehensive dataset containing otolith elemental signatures of 301 juvenile Sparus aurata, sampled in three contrasting years (2008, 2010, 2011), from four distinct nursery habitats. (Mediterranean lagoons) Artificial nursery-source and mixed-stock datasets were produced considering: five different sampling scenarios where 0–4 lagoons were excluded from the nursery-source dataset and six nursery-signature separation scenarios that simulated data separated 0.5, 1.5, 2.5, 3.5, 4.5 and 5.5 standard deviations among nursery-signature centroids. Bias (BI) and uncertainty (SE) were computed to assess reliability for each of the three sets of MM parameters. Results Both bias and uncertainty in mixing proportion estimates were low (BI ≤ 0.14, SE ≤ 0.06) when all nursery-sources were sampled but exhibited large variability among cohorts and increased with the number of non-sampled sources up to BI = 0.24 and SE = 0.11. Bias and variability in baseline signature estimates also increased with the number of non-sampled sources, but tended to be less biased, and more uncertain than mixing proportion ones, across all sampling scenarios (BI < 0.13, SE < 0.29). Increasing separation among nursery signatures improved reliability of mixing proportion estimates, but lead to non-linear responses in baseline signature parameters. Low uncertainty, but a consistent underestimation bias affected the estimated number of nursery sources, across all incomplete sampling scenarios. Discussion ML-MM produced reliable estimates of mixing proportions and nursery-signatures under an important range of incomplete sampling and nursery-signature separation scenarios. This method failed, however, in estimating the true number of nursery sources, reflecting a pervasive issue affecting mixture models, within and beyond the ML framework. Large differences in bias and uncertainty found among cohorts were linked to differences in separation of chemical signatures among nursery habitats. Simulation approaches, such as those presented here, could be useful to evaluate sensitivity of MM results to separation and variability in nursery-signatures for other species, habitats or cohorts. PMID:27761305

Sensitivity analysis of respiratory parameter uncertainties: impact of criterion function form and constraints.

PubMed

Lutchen, K R

1990-08-01

A sensitivity analysis based on weighted least-squares regression is presented to evaluate alternative methods for fitting lumped-parameter models to respiratory impedance data. The goal is to maintain parameter accuracy simultaneously with practical experiment design. The analysis focuses on predicting parameter uncertainties using a linearized approximation for joint confidence regions. Applications are with four-element parallel and viscoelastic models for 0.125- to 4-Hz data and a six-element model with separate tissue and airway properties for input and transfer impedance data from 2-64 Hz. The criterion function form was evaluated by comparing parameter uncertainties when data are fit as magnitude and phase, dynamic resistance and compliance, or real and imaginary parts of input impedance. The proper choice of weighting can make all three criterion variables comparable. For the six-element model, parameter uncertainties were predicted when both input impedance and transfer impedance are acquired and fit simultaneously. A fit to both data sets from 4 to 64 Hz could reduce parameter estimate uncertainties considerably from those achievable by fitting either alone. For the four-element models, use of an independent, but noisy, measure of static compliance was assessed as a constraint on model parameters. This may allow acceptable parameter uncertainties for a minimum frequency of 0.275-0.375 Hz rather than 0.125 Hz. This reduces data acquisition requirements from a 16- to a 5.33- to 8-s breath holding period. These results are approximations, and the impact of using the linearized approximation for the confidence regions is discussed.

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

Technical note: Design flood under hydrological uncertainty

NASA Astrophysics Data System (ADS)

Botto, Anna; Ganora, Daniele; Claps, Pierluigi; Laio, Francesco

2017-07-01

Planning and verification of hydraulic infrastructures require a design estimate of hydrologic variables, usually provided by frequency analysis, and neglecting hydrologic uncertainty. However, when hydrologic uncertainty is accounted for, the design flood value for a specific return period is no longer a unique value, but is represented by a distribution of values. As a consequence, the design flood is no longer univocally defined, making the design process undetermined. The Uncertainty Compliant Design Flood Estimation (UNCODE) procedure is a novel approach that, starting from a range of possible design flood estimates obtained in uncertain conditions, converges to a single design value. This is obtained through a cost-benefit criterion with additional constraints that is numerically solved in a simulation framework. This paper contributes to promoting a practical use of the UNCODE procedure without resorting to numerical computation. A modified procedure is proposed by using a correction coefficient that modifies the standard (i.e., uncertainty-free) design value on the basis of sample length and return period only. The procedure is robust and parsimonious, as it does not require additional parameters with respect to the traditional uncertainty-free analysis. Simple equations to compute the correction term are provided for a number of probability distributions commonly used to represent the flood frequency curve. The UNCODE procedure, when coupled with this simple correction factor, provides a robust way to manage the hydrologic uncertainty and to go beyond the use of traditional safety factors. With all the other parameters being equal, an increase in the sample length reduces the correction factor, and thus the construction costs, while still keeping the same safety level.

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.

Finding optimal vaccination strategies under parameter uncertainty using stochastic programming.

PubMed

Tanner, Matthew W; Sattenspiel, Lisa; Ntaimo, Lewis

2008-10-01

We present a stochastic programming framework for finding the optimal vaccination policy for controlling infectious disease epidemics under parameter uncertainty. Stochastic programming is a popular framework for including the effects of parameter uncertainty in a mathematical optimization model. The problem is initially formulated to find the minimum cost vaccination policy under a chance-constraint. The chance-constraint requires that the probability that R(*)

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.

Two-Stage Modeling of Formaldehyde-Induced Tumor Incidence in the Rat—analysis of Uncertainties

EPA Science Inventory

This works extends the 2-stage cancer modeling of tumor incidence in formaldehyde-exposed rats carried out at the CIIT Centers for Health Research. We modify key assumptions, evaluate the effect of selected uncertainties, and develop confidence bounds on parameter estimates. Th...

Dakota, a multilevel parallel object-oriented framework for design optimization, parameter estimation, uncertainty quantification, and sensitivity analysis version 6.0 theory manual

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

Adams, Brian M.; Ebeida, Mohamed Salah; Eldred, Michael S

The Dakota (Design Analysis Kit for Optimization and Terascale Applications) toolkit provides a exible and extensible interface between simulation codes and iterative analysis methods. Dakota contains algorithms for optimization with gradient and nongradient-based methods; uncertainty quanti cation with sampling, reliability, and stochastic expansion methods; parameter estimation with nonlinear least squares methods; and sensitivity/variance analysis with design of experiments and parameter study methods. These capabilities may be used on their own or as components within advanced strategies such as surrogate-based optimization, mixed integer nonlinear programming, or optimization under uncertainty. By employing object-oriented design to implement abstractions of the key components requiredmore » for iterative systems analyses, the Dakota toolkit provides a exible and extensible problem-solving environment for design and performance analysis of computational models on high performance computers. This report serves as a theoretical manual for selected algorithms implemented within the Dakota software. It is not intended as a comprehensive theoretical treatment, since a number of existing texts cover general optimization theory, statistical analysis, and other introductory topics. Rather, this manual is intended to summarize a set of Dakota-related research publications in the areas of surrogate-based optimization, uncertainty quanti cation, and optimization under uncertainty that provide the foundation for many of Dakota's iterative analysis capabilities.« less

Transient Inverse Calibration of Site-Wide Groundwater Model to Hanford Operational Impacts from 1943 to 1996--Alternative Conceptual Model Considering Interaction with Uppermost Basalt Confined Aquifer

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

Vermeul, Vincent R.; Cole, Charles R.; Bergeron, Marcel P.

2001-08-29

The baseline three-dimensional transient inverse model for the estimation of site-wide scale flow parameters, including their uncertainties, using data on the transient behavior of the unconfined aquifer system over the entire historical period of Hanford operations, has been modified to account for the effects of basalt intercommunication between the Hanford unconfined aquifer and the underlying upper basalt confined aquifer. Both the baseline and alternative conceptual models (ACM-1) considered only the groundwater flow component and corresponding observational data in the 3-Dl transient inverse calibration efforts. Subsequent efforts will examine both groundwater flow and transport. Comparisons of goodness of fit measures andmore » parameter estimation results for the ACM-1 transient inverse calibrated model with those from previous site-wide groundwater modeling efforts illustrate that the new 3-D transient inverse model approach will strengthen the technical defensibility of the final model(s) and provide the ability to incorporate uncertainty in predictions related to both conceptual model and parameter uncertainty. These results, however, indicate that additional improvements are required to the conceptual model framework. An investigation was initiated at the end of this basalt inverse modeling effort to determine whether facies-based zonation would improve specific yield parameter estimation results (ACM-2). A description of the justification and methodology to develop this zonation is discussed.« less

Parameter uncertainty analysis of a biokinetic model of caesium

DOE PAGES

Li, W. B.; Klein, W.; Blanchardon, Eric; ...

2014-04-17

Parameter uncertainties for the biokinetic model of caesium (Cs) developed by Leggett et al. were inventoried and evaluated. The methods of parameter uncertainty analysis were used to assess the uncertainties of model predictions with the assumptions of model parameter uncertainties and distributions. Furthermore, the importance of individual model parameters was assessed by means of sensitivity analysis. The calculated uncertainties of model predictions were compared with human data of Cs measured in blood and in the whole body. It was found that propagating the derived uncertainties in model parameter values reproduced the range of bioassay data observed in human subjects atmore » different times after intake. The maximum ranges, expressed as uncertainty factors (UFs) (defined as a square root of ratio between 97.5th and 2.5th percentiles) of blood clearance, whole-body retention and urinary excretion of Cs predicted at earlier time after intake were, respectively: 1.5, 1.0 and 2.5 at the first day; 1.8, 1.1 and 2.4 at Day 10 and 1.8, 2.0 and 1.8 at Day 100; for the late times (1000 d) after intake, the UFs were increased to 43, 24 and 31, respectively. The model parameters of transfer rates between kidneys and blood, muscle and blood and the rate of transfer from kidneys to urinary bladder content are most influential to the blood clearance and to the whole-body retention of Cs. For the urinary excretion, the parameters of transfer rates from urinary bladder content to urine and from kidneys to urinary bladder content impact mostly. The implication and effect on the estimated equivalent and effective doses of the larger uncertainty of 43 in whole-body retention in the later time, say, after Day 500 will be explored in a successive work in the framework of EURADOS.« less

A computationally inexpensive model for estimating dimensional measurement uncertainty due to x-ray computed tomography instrument misalignments

NASA Astrophysics Data System (ADS)

Ametova, Evelina; Ferrucci, Massimiliano; Chilingaryan, Suren; Dewulf, Wim

2018-06-01

The recent emergence of advanced manufacturing techniques such as additive manufacturing and an increased demand on the integrity of components have motivated research on the application of x-ray computed tomography (CT) for dimensional quality control. While CT has shown significant empirical potential for this purpose, there is a need for metrological research to accelerate the acceptance of CT as a measuring instrument. The accuracy in CT-based measurements is vulnerable to the instrument geometrical configuration during data acquisition, namely the relative position and orientation of x-ray source, rotation stage, and detector. Consistency between the actual instrument geometry and the corresponding parameters used in the reconstruction algorithm is critical. Currently available procedures provide users with only estimates of geometrical parameters. Quantification and propagation of uncertainty in the measured geometrical parameters must be considered to provide a complete uncertainty analysis and to establish confidence intervals for CT dimensional measurements. In this paper, we propose a computationally inexpensive model to approximate the influence of errors in CT geometrical parameters on dimensional measurement results. We use surface points extracted from a computer-aided design (CAD) model to model discrepancies in the radiographic image coordinates assigned to the projected edges between an aligned system and a system with misalignments. The efficacy of the proposed method was confirmed on simulated and experimental data in the presence of various geometrical uncertainty contributors.

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

Effect of Biological and Mass Transfer Parameter Uncertainty on N₂O Emission Estimates from WRRFs.

PubMed

Song, Kang; Harper, Willie F; Takeuchi, Yuki; Hosomi, Masaaki; Terada, Akihiko

2017-07-01

  This research used the detailed activated sludge model (ASM) to investigate the effect of parameter uncertainty on nitrous oxide (N2O) emissions from biological wastewater treatment systems. Monte Carlo simulations accounted for uncertainty in the values of the microbial growth parameters and in the volumetric mass transfer coefficient for dissolved oxygen (kLaDO), and the results show that the detailed ASM predicted N2O emission of less than 4% (typically 1%) of the total influent loading. Uncertainties in kLaDO were further investigated in experiments, which showed that lower values of kLaDO generated higher soluble N2O levels. The detailed ASM likely requires revision to account for abiotic reactions and other factors that cause higher levels of N2O emission.

Developing a probability-based model of aquifer vulnerability in an agricultural region

NASA Astrophysics Data System (ADS)

Chen, Shih-Kai; Jang, Cheng-Shin; Peng, Yi-Huei

2013-04-01

SummaryHydrogeological settings of aquifers strongly influence the regional groundwater movement and pollution processes. Establishing a map of aquifer vulnerability is considerably critical for planning a scheme of groundwater quality protection. This study developed a novel probability-based DRASTIC model of aquifer vulnerability in the Choushui River alluvial fan, Taiwan, using indicator kriging and to determine various risk categories of contamination potentials based on estimated vulnerability indexes. Categories and ratings of six parameters in the probability-based DRASTIC model were probabilistically characterized according to the parameter classification methods of selecting a maximum estimation probability and calculating an expected value. Moreover, the probability-based estimation and assessment gave us an excellent insight into propagating the uncertainty of parameters due to limited observation data. To examine the prediction capacity of pollutants for the developed probability-based DRASTIC model, medium, high, and very high risk categories of contamination potentials were compared with observed nitrate-N exceeding 0.5 mg/L indicating the anthropogenic groundwater pollution. The analyzed results reveal that the developed probability-based DRASTIC model is capable of predicting high nitrate-N groundwater pollution and characterizing the parameter uncertainty via the probability estimation processes.

Uncertainty Quantification in Multi-Scale Coronary Simulations Using Multi-resolution Expansion

NASA Astrophysics Data System (ADS)

Tran, Justin; Schiavazzi, Daniele; Ramachandra, Abhay; Kahn, Andrew; Marsden, Alison

2016-11-01

Computational simulations of coronary flow can provide non-invasive information on hemodynamics that can aid in surgical planning and research on disease propagation. In this study, patient-specific geometries of the aorta and coronary arteries are constructed from CT imaging data and finite element flow simulations are carried out using the open source software SimVascular. Lumped parameter networks (LPN), consisting of circuit representations of vascular hemodynamics and coronary physiology, are used as coupled boundary conditions for the solver. The outputs of these simulations depend on a set of clinically-derived input parameters that define the geometry and boundary conditions, however their values are subjected to uncertainty. We quantify the effects of uncertainty from two sources: uncertainty in the material properties of the vessel wall and uncertainty in the lumped parameter models whose values are estimated by assimilating patient-specific clinical and literature data. We use a generalized multi-resolution chaos approach to propagate the uncertainty. The advantages of this approach lies in its ability to support inputs sampled from arbitrary distributions and its built-in adaptivity that efficiently approximates stochastic responses characterized by steep gradients.

Uncertainty quantification of crustal scale thermo-chemical properties in Southeast Australia

NASA Astrophysics Data System (ADS)

Mather, B.; Moresi, L. N.; Rayner, P. J.

2017-12-01

The thermo-chemical properties of the crust are essential to understanding the mechanical and thermal state of the lithosphere. The uncertainties associated with these parameters are connected to the available geophysical observations and a priori information to constrain the objective function. Often, it is computationally efficient to reduce the parameter space by mapping large portions of the crust into lithologies that have assumed homogeneity. However, the boundaries of these lithologies are, in themselves, uncertain and should also be included in the inverse problem. We assimilate geological uncertainties from an a priori geological model of Southeast Australia with geophysical uncertainties from S-wave tomography and 174 heat flow observations within an adjoint inversion framework. This reduces the computational cost of inverting high dimensional probability spaces, compared to probabilistic inversion techniques that operate in the `forward' mode, but at the sacrifice of uncertainty and covariance information. We overcome this restriction using a sensitivity analysis, that perturbs our observations and a priori information within their probability distributions, to estimate the posterior uncertainty of thermo-chemical parameters in the crust.

Effects of temporal and spatial resolution of calibration data on integrated hydrologic water quality model identification

NASA Astrophysics Data System (ADS)

Jiang, Sanyuan; Jomaa, Seifeddine; Büttner, Olaf; Rode, Michael

2014-05-01

Hydrological water quality modeling is increasingly used for investigating runoff and nutrient transport processes as well as watershed management but it is mostly unclear how data availablity determins model identification. In this study, the HYPE (HYdrological Predictions for the Environment) model, which is a process-based, semi-distributed hydrological water quality model, was applied in two different mesoscale catchments (Selke (463 km2) and Weida (99 km2)) located in central Germany to simulate discharge and inorganic nitrogen (IN) transport. PEST and DREAM(ZS) were combined with the HYPE model to conduct parameter calibration and uncertainty analysis. Split-sample test was used for model calibration (1994-1999) and validation (1999-2004). IN concentration and daily IN load were found to be highly correlated with discharge, indicating that IN leaching is mainly controlled by runoff. Both dynamics and balances of water and IN load were well captured with NSE greater than 0.83 during validation period. Multi-objective calibration (calibrating hydrological and water quality parameters simultaneously) was found to outperform step-wise calibration in terms of model robustness. Multi-site calibration was able to improve model performance at internal sites, decrease parameter posterior uncertainty and prediction uncertainty. Nitrogen-process parameters calibrated using continuous daily averages of nitrate-N concentration observations produced better and more robust simulations of IN concentration and load, lower posterior parameter uncertainty and IN concentration prediction uncertainty compared to the calibration against uncontinuous biweekly nitrate-N concentration measurements. Both PEST and DREAM(ZS) are efficient in parameter calibration. However, DREAM(ZS) is more sound in terms of parameter identification and uncertainty analysis than PEST because of its capability to evolve parameter posterior distributions and estimate prediction uncertainty based on global search and Bayesian inference schemes.

Quantifying Key Climate Parameter Uncertainties Using an Earth System Model with a Dynamic 3D Ocean

NASA Astrophysics Data System (ADS)

Olson, R.; Sriver, R. L.; Goes, M. P.; Urban, N.; Matthews, D.; Haran, M.; Keller, K.

2011-12-01

Climate projections hinge critically on uncertain climate model parameters such as climate sensitivity, vertical ocean diffusivity and anthropogenic sulfate aerosol forcings. Climate sensitivity is defined as the equilibrium global mean temperature response to a doubling of atmospheric CO2 concentrations. Vertical ocean diffusivity parameterizes sub-grid scale ocean vertical mixing processes. These parameters are typically estimated using Intermediate Complexity Earth System Models (EMICs) that lack a full 3D representation of the oceans, thereby neglecting the effects of mixing on ocean dynamics and meridional overturning. We improve on these studies by employing an EMIC with a dynamic 3D ocean model to estimate these parameters. We carry out historical climate simulations with the University of Victoria Earth System Climate Model (UVic ESCM) varying parameters that affect climate sensitivity, vertical ocean mixing, and effects of anthropogenic sulfate aerosols. We use a Bayesian approach whereby the likelihood of each parameter combination depends on how well the model simulates surface air temperature and upper ocean heat content. We use a Gaussian process emulator to interpolate the model output to an arbitrary parameter setting. We use Markov Chain Monte Carlo method to estimate the posterior probability distribution function (pdf) of these parameters. We explore the sensitivity of the results to prior assumptions about the parameters. In addition, we estimate the relative skill of different observations to constrain the parameters. We quantify the uncertainty in parameter estimates stemming from climate variability, model and observational errors. We explore the sensitivity of key decision-relevant climate projections to these parameters. We find that climate sensitivity and vertical ocean diffusivity estimates are consistent with previously published results. The climate sensitivity pdf is strongly affected by the prior assumptions, and by the scaling parameter for the aerosols. The estimation method is computationally fast and can be used with more complex models where climate sensitivity is diagnosed rather than prescribed. The parameter estimates can be used to create probabilistic climate projections using the UVic ESCM model in future studies.

Delineating parameter unidentifiabilities in complex models

NASA Astrophysics Data System (ADS)

Raman, Dhruva V.; Anderson, James; Papachristodoulou, Antonis

2017-03-01

Scientists use mathematical modeling as a tool for understanding and predicting the properties of complex physical systems. In highly parametrized models there often exist relationships between parameters over which model predictions are identical, or nearly identical. These are known as structural or practical unidentifiabilities, respectively. They are hard to diagnose and make reliable parameter estimation from data impossible. They furthermore imply the existence of an underlying model simplification. We describe a scalable method for detecting unidentifiabilities, as well as the functional relations defining them, for generic models. This allows for model simplification, and appreciation of which parameters (or functions thereof) cannot be estimated from data. Our algorithm can identify features such as redundant mechanisms and fast time-scale subsystems, as well as the regimes in parameter space over which such approximations are valid. We base our algorithm on a quantification of regional parametric sensitivity that we call `multiscale sloppiness'. Traditionally, the link between parametric sensitivity and the conditioning of the parameter estimation problem is made locally, through the Fisher information matrix. This is valid in the regime of infinitesimal measurement uncertainty. We demonstrate the duality between multiscale sloppiness and the geometry of confidence regions surrounding parameter estimates made where measurement uncertainty is non-negligible. Further theoretical relationships are provided linking multiscale sloppiness to the likelihood-ratio test. From this, we show that a local sensitivity analysis (as typically done) is insufficient for determining the reliability of parameter estimation, even with simple (non)linear systems. Our algorithm can provide a tractable alternative. We finally apply our methods to a large-scale, benchmark systems biology model of necrosis factor (NF)-κ B , uncovering unidentifiabilities.

Ensemble Kalman Filter for Dynamic State Estimation of Power Grids Stochastically Driven by Time-correlated Mechanical Input Power

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

Rosenthal, William Steven; Tartakovsky, Alex; Huang, Zhenyu

State and parameter estimation of power transmission networks is important for monitoring power grid operating conditions and analyzing transient stability. Wind power generation depends on fluctuating input power levels, which are correlated in time and contribute to uncertainty in turbine dynamical models. The ensemble Kalman filter (EnKF), a standard state estimation technique, uses a deterministic forecast and does not explicitly model time-correlated noise in parameters such as mechanical input power. However, this uncertainty affects the probability of fault-induced transient instability and increased prediction bias. Here a novel approach is to model input power noise with time-correlated stochastic fluctuations, and integratemore » them with the network dynamics during the forecast. While the EnKF has been used to calibrate constant parameters in turbine dynamical models, the calibration of a statistical model for a time-correlated parameter has not been investigated. In this study, twin experiments on a standard transmission network test case are used to validate our time-correlated noise model framework for state estimation of unsteady operating conditions and transient stability analysis, and a methodology is proposed for the inference of the mechanical input power time-correlation length parameter using time-series data from PMUs monitoring power dynamics at generator buses.« less

Ensemble Kalman Filter for Dynamic State Estimation of Power Grids Stochastically Driven by Time-correlated Mechanical Input Power

DOE PAGES

Rosenthal, William Steven; Tartakovsky, Alex; Huang, Zhenyu

2017-10-31

State and parameter estimation of power transmission networks is important for monitoring power grid operating conditions and analyzing transient stability. Wind power generation depends on fluctuating input power levels, which are correlated in time and contribute to uncertainty in turbine dynamical models. The ensemble Kalman filter (EnKF), a standard state estimation technique, uses a deterministic forecast and does not explicitly model time-correlated noise in parameters such as mechanical input power. However, this uncertainty affects the probability of fault-induced transient instability and increased prediction bias. Here a novel approach is to model input power noise with time-correlated stochastic fluctuations, and integratemore » them with the network dynamics during the forecast. While the EnKF has been used to calibrate constant parameters in turbine dynamical models, the calibration of a statistical model for a time-correlated parameter has not been investigated. In this study, twin experiments on a standard transmission network test case are used to validate our time-correlated noise model framework for state estimation of unsteady operating conditions and transient stability analysis, and a methodology is proposed for the inference of the mechanical input power time-correlation length parameter using time-series data from PMUs monitoring power dynamics at generator buses.« less

Stream Discharge and Evapotranspiration Responses to Climate Change and Their Associated Uncertainties in a Large Semi-Arid Basin

NASA Astrophysics Data System (ADS)

Bassam, S.; Ren, J.

2017-12-01

Predicting future water availability in watersheds is very important for proper water resources management, especially in semi-arid regions with scarce water resources. Hydrological models have been considered as powerful tools in predicting future hydrological conditions in watershed systems in the past two decades. Streamflow and evapotranspiration are the two important components in watershed water balance estimation as the former is the most commonly-used indicator of the overall water budget estimation, and the latter is the second biggest component of water budget (biggest outflow from the system). One of the main concerns in watershed scale hydrological modeling is the uncertainties associated with model prediction, which could arise from errors in model parameters and input meteorological data, or errors in model representation of the physics of hydrological processes. Understanding and quantifying these uncertainties are vital to water resources managers for proper decision making based on model predictions. In this study, we evaluated the impacts of different climate change scenarios on the future stream discharge and evapotranspiration, and their associated uncertainties, throughout a large semi-arid basin using a stochastically-calibrated, physically-based, semi-distributed hydrological model. The results of this study could provide valuable insights in applying hydrological models in large scale watersheds, understanding the associated sensitivity and uncertainties in model parameters, and estimating the corresponding impacts on interested hydrological process variables under different climate change scenarios.

Stochastic capture zone analysis of an arsenic-contaminated well using the generalized likelihood uncertainty estimator (GLUE) methodology

NASA Astrophysics Data System (ADS)

Morse, Brad S.; Pohll, Greg; Huntington, Justin; Rodriguez Castillo, Ramiro

2003-06-01

In 1992, Mexican researchers discovered concentrations of arsenic in excess of World Heath Organization (WHO) standards in several municipal wells in the Zimapan Valley of Mexico. This study describes a method to delineate a capture zone for one of the most highly contaminated wells to aid in future well siting. A stochastic approach was used to model the capture zone because of the high level of uncertainty in several input parameters. Two stochastic techniques were performed and compared: "standard" Monte Carlo analysis and the generalized likelihood uncertainty estimator (GLUE) methodology. The GLUE procedure differs from standard Monte Carlo analysis in that it incorporates a goodness of fit (termed a likelihood measure) in evaluating the model. This allows for more information (in this case, head data) to be used in the uncertainty analysis, resulting in smaller prediction uncertainty. Two likelihood measures are tested in this study to determine which are in better agreement with the observed heads. While the standard Monte Carlo approach does not aid in parameter estimation, the GLUE methodology indicates best fit models when hydraulic conductivity is approximately 10-6.5 m/s, with vertically isotropic conditions and large quantities of interbasin flow entering the basin. Probabilistic isochrones (capture zone boundaries) are then presented, and as predicted, the GLUE-derived capture zones are significantly smaller in area than those from the standard Monte Carlo approach.

Inverse modeling of geochemical and mechanical compaction in sedimentary basins

NASA Astrophysics Data System (ADS)

Colombo, Ivo; Porta, Giovanni Michele; Guadagnini, Alberto

2015-04-01

We study key phenomena driving the feedback between sediment compaction processes and fluid flow in stratified sedimentary basins formed through lithification of sand and clay sediments after deposition. Processes we consider are mechanic compaction of the host rock and the geochemical compaction due to quartz cementation in sandstones. Key objectives of our study include (i) the quantification of the influence of the uncertainty of the model input parameters on the model output and (ii) the application of an inverse modeling technique to field scale data. Proper accounting of the feedback between sediment compaction processes and fluid flow in the subsurface is key to quantify a wide set of environmentally and industrially relevant phenomena. These include, e.g., compaction-driven brine and/or saltwater flow at deep locations and its influence on (a) tracer concentrations observed in shallow sediments, (b) build up of fluid overpressure, (c) hydrocarbon generation and migration, (d) subsidence due to groundwater and/or hydrocarbons withdrawal, and (e) formation of ore deposits. Main processes driving the diagenesis of sediments after deposition are mechanical compaction due to overburden and precipitation/dissolution associated with reactive transport. The natural evolution of sedimentary basins is characterized by geological time scales, thus preventing direct and exhaustive measurement of the system dynamical changes. The outputs of compaction models are plagued by uncertainty because of the incomplete knowledge of the models and parameters governing diagenesis. Development of robust methodologies for inverse modeling and parameter estimation under uncertainty is therefore crucial to the quantification of natural compaction phenomena. We employ a numerical methodology based on three building blocks: (i) space-time discretization of the compaction process; (ii) representation of target output variables through a Polynomial Chaos Expansion (PCE); and (iii) model inversion (parameter estimation) within a maximum likelihood framework. In this context, the PCE-based surrogate model enables one to (i) minimize the computational cost associated with the (forward and inverse) modeling procedures leading to uncertainty quantification and parameter estimation, and (ii) compute the full set of Sobol indices quantifying the contribution of each uncertain parameter to the variability of target state variables. Results are illustrated through the simulation of one-dimensional test cases. The analyses focuses on the calibration of model parameters through literature field cases. The quality of parameter estimates is then analyzed as a function of number, type and location of data.

Trends in shuttle entry heating from the correction of flight test maneuvers

NASA Technical Reports Server (NTRS)

Hodge, J. K.

1983-01-01

A new technique was developed to systematically expand the aerothermodynamic envelope of the Space Shuttle Protection System (TPS). The technique required transient flight test maneuvers which were performed on the second, fourth, and fifth Shuttle reentries. Kalman filtering and parameter estimation were used for the reduction of embedded thermocouple data to obtain best estimates of aerothermal parameters. Difficulties in reducing the data were overcome or minimized. Thermal parameters were estimated to minimize uncertainties, and heating rate parameters were estimated to correlate with angle of attack, sideslip, deflection angle, and Reynolds number changes. Heating trends from the maneuvers allow for rapid and safe envelope expansion needed for future missions, except for some local areas.

Developing population models with data from marked individuals

USGS Publications Warehouse

Hae Yeong Ryu,; Kevin T. Shoemaker,; Eva Kneip,; Anna Pidgeon,; Patricia Heglund,; Brooke Bateman,; Thogmartin, Wayne E.; Reşit Akçakaya,

2016-01-01

Population viability analysis (PVA) is a powerful tool for biodiversity assessments, but its use has been limited because of the requirements for fully specified population models such as demographic structure, density-dependence, environmental stochasticity, and specification of uncertainties. Developing a fully specified population model from commonly available data sources – notably, mark–recapture studies – remains complicated due to lack of practical methods for estimating fecundity, true survival (as opposed to apparent survival), natural temporal variability in both survival and fecundity, density-dependence in the demographic parameters, and uncertainty in model parameters. We present a general method that estimates all the key parameters required to specify a stochastic, matrix-based population model, constructed using a long-term mark–recapture dataset. Unlike standard mark–recapture analyses, our approach provides estimates of true survival rates and fecundities, their respective natural temporal variabilities, and density-dependence functions, making it possible to construct a population model for long-term projection of population dynamics. Furthermore, our method includes a formal quantification of parameter uncertainty for global (multivariate) sensitivity analysis. We apply this approach to 9 bird species and demonstrate the feasibility of using data from the Monitoring Avian Productivity and Survivorship (MAPS) program. Bias-correction factors for raw estimates of survival and fecundity derived from mark–recapture data (apparent survival and juvenile:adult ratio, respectively) were non-negligible, and corrected parameters were generally more biologically reasonable than their uncorrected counterparts. Our method allows the development of fully specified stochastic population models using a single, widely available data source, substantially reducing the barriers that have until now limited the widespread application of PVA. This method is expected to greatly enhance our understanding of the processes underlying population dynamics and our ability to analyze viability and project trends for species of conservation concern.

The importance of parameterization when simulating the hydrologic response of vegetative land-cover change

NASA Astrophysics Data System (ADS)

White, Jeremy; Stengel, Victoria; Rendon, Samuel; Banta, John

2017-08-01

Computer models of hydrologic systems are frequently used to investigate the hydrologic response of land-cover change. If the modeling results are used to inform resource-management decisions, then providing robust estimates of uncertainty in the simulated response is an important consideration. Here we examine the importance of parameterization, a necessarily subjective process, on uncertainty estimates of the simulated hydrologic response of land-cover change. Specifically, we applied the soil water assessment tool (SWAT) model to a 1.4 km2 watershed in southern Texas to investigate the simulated hydrologic response of brush management (the mechanical removal of woody plants), a discrete land-cover change. The watershed was instrumented before and after brush-management activities were undertaken, and estimates of precipitation, streamflow, and evapotranspiration (ET) are available; these data were used to condition and verify the model. The role of parameterization in brush-management simulation was evaluated by constructing two models, one with 12 adjustable parameters (reduced parameterization) and one with 1305 adjustable parameters (full parameterization). Both models were subjected to global sensitivity analysis as well as Monte Carlo and generalized likelihood uncertainty estimation (GLUE) conditioning to identify important model inputs and to estimate uncertainty in several quantities of interest related to brush management. Many realizations from both parameterizations were identified as behavioral in that they reproduce daily mean streamflow acceptably well according to Nash-Sutcliffe model efficiency coefficient, percent bias, and coefficient of determination. However, the total volumetric ET difference resulting from simulated brush management remains highly uncertain after conditioning to daily mean streamflow, indicating that streamflow data alone are not sufficient to inform the model inputs that influence the simulated outcomes of brush management the most. Additionally, the reduced-parameterization model grossly underestimates uncertainty in the total volumetric ET difference compared to the full-parameterization model; total volumetric ET difference is a primary metric for evaluating the outcomes of brush management. The failure of the reduced-parameterization model to provide robust uncertainty estimates demonstrates the importance of parameterization when attempting to quantify uncertainty in land-cover change simulations.

The importance of parameterization when simulating the hydrologic response of vegetative land-cover change

USGS Publications Warehouse

White, Jeremy; Stengel, Victoria G.; Rendon, Samuel H.; Banta, John

2017-01-01

Computer models of hydrologic systems are frequently used to investigate the hydrologic response of land-cover change. If the modeling results are used to inform resource-management decisions, then providing robust estimates of uncertainty in the simulated response is an important consideration. Here we examine the importance of parameterization, a necessarily subjective process, on uncertainty estimates of the simulated hydrologic response of land-cover change. Specifically, we applied the soil water assessment tool (SWAT) model to a 1.4 km2 watershed in southern Texas to investigate the simulated hydrologic response of brush management (the mechanical removal of woody plants), a discrete land-cover change. The watershed was instrumented before and after brush-management activities were undertaken, and estimates of precipitation, streamflow, and evapotranspiration (ET) are available; these data were used to condition and verify the model. The role of parameterization in brush-management simulation was evaluated by constructing two models, one with 12 adjustable parameters (reduced parameterization) and one with 1305 adjustable parameters (full parameterization). Both models were subjected to global sensitivity analysis as well as Monte Carlo and generalized likelihood uncertainty estimation (GLUE) conditioning to identify important model inputs and to estimate uncertainty in several quantities of interest related to brush management. Many realizations from both parameterizations were identified as behavioral in that they reproduce daily mean streamflow acceptably well according to Nash–Sutcliffe model efficiency coefficient, percent bias, and coefficient of determination. However, the total volumetric ET difference resulting from simulated brush management remains highly uncertain after conditioning to daily mean streamflow, indicating that streamflow data alone are not sufficient to inform the model inputs that influence the simulated outcomes of brush management the most. Additionally, the reduced-parameterization model grossly underestimates uncertainty in the total volumetric ET difference compared to the full-parameterization model; total volumetric ET difference is a primary metric for evaluating the outcomes of brush management. The failure of the reduced-parameterization model to provide robust uncertainty estimates demonstrates the importance of parameterization when attempting to quantify uncertainty in land-cover change simulations.

Statistics Analysis of the Uncertainties in Cloud Optical Depth Retrievals Caused by Three-Dimensional Radiative Effects

NASA Technical Reports Server (NTRS)

Varnai, Tamas; Marshak, Alexander

2000-01-01

This paper presents a simple approach to estimate the uncertainties that arise in satellite retrievals of cloud optical depth when the retrievals use one-dimensional radiative transfer theory for heterogeneous clouds that have variations in all three dimensions. For the first time, preliminary error bounds are set to estimate the uncertainty of cloud optical depth retrievals. These estimates can help us better understand the nature of uncertainties that three-dimensional effects can introduce into retrievals of this important product of the MODIS instrument. The probability distribution of resulting retrieval errors is examined through theoretical simulations of shortwave cloud reflection for a wide variety of cloud fields. The results are used to illustrate how retrieval uncertainties change with observable and known parameters, such as solar elevation or cloud brightness. Furthermore, the results indicate that a tendency observed in an earlier study, clouds appearing thicker for oblique sun, is indeed caused by three-dimensional radiative effects.

An integrated uncertainty analysis and data assimilation approach for improved streamflow predictions

NASA Astrophysics Data System (ADS)

Hogue, T. S.; He, M.; Franz, K. J.; Margulis, S. A.; Vrugt, J. A.

2010-12-01

The current study presents an integrated uncertainty analysis and data assimilation approach to improve streamflow predictions while simultaneously providing meaningful estimates of the associated uncertainty. Study models include the National Weather Service (NWS) operational snow model (SNOW17) and rainfall-runoff model (SAC-SMA). The proposed approach uses the recently developed DiffeRential Evolution Adaptive Metropolis (DREAM) to simultaneously estimate uncertainties in model parameters, forcing, and observations. An ensemble Kalman filter (EnKF) is configured with the DREAM-identified uncertainty structure and applied to assimilating snow water equivalent data into the SNOW17 model for improved snowmelt simulations. Snowmelt estimates then serves as an input to the SAC-SMA model to provide streamflow predictions at the basin outlet. The robustness and usefulness of the approach is evaluated for a snow-dominated watershed in the northern Sierra Mountains. This presentation describes the implementation of DREAM and EnKF into the coupled SNOW17 and SAC-SMA models and summarizes study results and findings.

Robust Flutter Margin Analysis that Incorporates Flight Data

NASA Technical Reports Server (NTRS)

Lind, Rick; Brenner, Martin J.

1998-01-01

An approach for computing worst-case flutter margins has been formulated in a robust stability framework. Uncertainty operators are included with a linear model to describe modeling errors and flight variations. The structured singular value, mu, computes a stability margin that directly accounts for these uncertainties. This approach introduces a new method of computing flutter margins and an associated new parameter for describing these margins. The mu margins are robust margins that indicate worst-case stability estimates with respect to the defined uncertainty. Worst-case flutter margins are computed for the F/A-18 Systems Research Aircraft using uncertainty sets generated by flight data analysis. The robust margins demonstrate flight conditions for flutter may lie closer to the flight envelope than previously estimated by p-k analysis.

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.

Statistical modeling of ecosystem respiration using eddy covariance data: Maximum likelihood parameter estimation, and Monte Carlo simulation of model and parameter uncertainty, applied to three simple models

Treesearch

Andrew D. Richardson; David Y. Hollinger; David Y. Hollinger

2005-01-01

Whether the goal is to fill gaps in the flux record, or to extract physiological parameters from eddy covariance data, researchers are frequently interested in fitting simple models of ecosystem physiology to measured data. Presently, there is no consensus on the best models to use, or the ideal optimization criteria. We demonstrate that, given our estimates of the...

Characterizing uncertainty and variability in physiologically based pharmacokinetic models: state of the science and needs for research and implementation.

PubMed

Barton, Hugh A; Chiu, Weihsueh A; Setzer, R Woodrow; Andersen, Melvin E; Bailer, A John; Bois, Frédéric Y; Dewoskin, Robert S; Hays, Sean; Johanson, Gunnar; Jones, Nancy; Loizou, George; Macphail, Robert C; Portier, Christopher J; Spendiff, Martin; Tan, Yu-Mei

2007-10-01

Physiologically based pharmacokinetic (PBPK) models are used in mode-of-action based risk and safety assessments to estimate internal dosimetry in animals and humans. When used in risk assessment, these models can provide a basis for extrapolating between species, doses, and exposure routes or for justifying nondefault values for uncertainty factors. Characterization of uncertainty and variability is increasingly recognized as important for risk assessment; this represents a continuing challenge for both PBPK modelers and users. Current practices show significant progress in specifying deterministic biological models and nondeterministic (often statistical) models, estimating parameters using diverse data sets from multiple sources, using them to make predictions, and characterizing uncertainty and variability of model parameters and predictions. The International Workshop on Uncertainty and Variability in PBPK Models, held 31 Oct-2 Nov 2006, identified the state-of-the-science, needed changes in practice and implementation, and research priorities. For the short term, these include (1) multidisciplinary teams to integrate deterministic and nondeterministic/statistical models; (2) broader use of sensitivity analyses, including for structural and global (rather than local) parameter changes; and (3) enhanced transparency and reproducibility through improved documentation of model structure(s), parameter values, sensitivity and other analyses, and supporting, discrepant, or excluded data. Longer-term needs include (1) theoretical and practical methodological improvements for nondeterministic/statistical modeling; (2) better methods for evaluating alternative model structures; (3) peer-reviewed databases of parameters and covariates, and their distributions; (4) expanded coverage of PBPK models across chemicals with different properties; and (5) training and reference materials, such as cases studies, bibliographies/glossaries, model repositories, and enhanced software. The multidisciplinary dialogue initiated by this Workshop will foster the collaboration, research, data collection, and training necessary to make characterizing uncertainty and variability a standard practice in PBPK modeling and risk assessment.

Trans-dimensional matched-field geoacoustic inversion with hierarchical error models and interacting Markov chains.

PubMed

Dettmer, Jan; Dosso, Stan E

2012-10-01

This paper develops a trans-dimensional approach to matched-field geoacoustic inversion, including interacting Markov chains to improve efficiency and an autoregressive model to account for correlated errors. The trans-dimensional approach and hierarchical seabed model allows inversion without assuming any particular parametrization by relaxing model specification to a range of plausible seabed models (e.g., in this case, the number of sediment layers is an unknown parameter). Data errors are addressed by sampling statistical error-distribution parameters, including correlated errors (covariance), by applying a hierarchical autoregressive error model. The well-known difficulty of low acceptance rates for trans-dimensional jumps is addressed with interacting Markov chains, resulting in a substantial increase in efficiency. The trans-dimensional seabed model and the hierarchical error model relax the degree of prior assumptions required in the inversion, resulting in substantially improved (more realistic) uncertainty estimates and a more automated algorithm. In particular, the approach gives seabed parameter uncertainty estimates that account for uncertainty due to prior model choice (layering and data error statistics). The approach is applied to data measured on a vertical array in the Mediterranean Sea.

Monte Carlo uncertainty analysis of dose estimates in radiochromic film dosimetry with single-channel and multichannel algorithms.

PubMed

Vera-Sánchez, Juan Antonio; Ruiz-Morales, Carmen; González-López, Antonio

2018-03-01

To provide a multi-stage model to calculate uncertainty in radiochromic film dosimetry with Monte-Carlo techniques. This new approach is applied to single-channel and multichannel algorithms. Two lots of Gafchromic EBT3 are exposed in two different Varian linacs. They are read with an EPSON V800 flatbed scanner. The Monte-Carlo techniques in uncertainty analysis provide a numerical representation of the probability density functions of the output magnitudes. From this numerical representation, traditional parameters of uncertainty analysis as the standard deviations and bias are calculated. Moreover, these numerical representations are used to investigate the shape of the probability density functions of the output magnitudes. Also, another calibration film is read in four EPSON scanners (two V800 and two 10000XL) and the uncertainty analysis is carried out with the four images. The dose estimates of single-channel and multichannel algorithms show a Gaussian behavior and low bias. The multichannel algorithms lead to less uncertainty in the final dose estimates when the EPSON V800 is employed as reading device. In the case of the EPSON 10000XL, the single-channel algorithms provide less uncertainty in the dose estimates for doses higher than four Gy. A multi-stage model has been presented. With the aid of this model and the use of the Monte-Carlo techniques, the uncertainty of dose estimates for single-channel and multichannel algorithms are estimated. The application of the model together with Monte-Carlo techniques leads to a complete characterization of the uncertainties in radiochromic film dosimetry. Copyright © 2018 Associazione Italiana di Fisica Medica. Published by Elsevier Ltd. All rights reserved.

Addressing subjective decision-making inherent in GLUE-based multi-criteria rainfall-runoff model calibration

NASA Astrophysics Data System (ADS)

Shafii, Mahyar; Tolson, Bryan; Shawn Matott, L.

2015-04-01

GLUE is one of the most commonly used informal methodologies for uncertainty estimation in hydrological modelling. Despite the ease-of-use of GLUE, it involves a number of subjective decisions such as the strategy for identifying the behavioural solutions. This study evaluates the impact of behavioural solution identification strategies in GLUE on the quality of model output uncertainty. Moreover, two new strategies are developed to objectively identify behavioural solutions. The first strategy considers Pareto-based ranking of parameter sets, while the second one is based on ranking the parameter sets based on an aggregated criterion. The proposed strategies, as well as the traditional strategies in the literature, are evaluated with respect to reliability (coverage of observations by the envelope of model outcomes) and sharpness (width of the envelope of model outcomes) in different numerical experiments. These experiments include multi-criteria calibration and uncertainty estimation of three rainfall-runoff models with different number of parameters. To demonstrate the importance of behavioural solution identification strategy more appropriately, GLUE is also compared with two other informal multi-criteria calibration and uncertainty estimation methods (Pareto optimization and DDS-AU). The results show that the model output uncertainty varies with the behavioural solution identification strategy, and furthermore, a robust GLUE implementation would require considering multiple behavioural solution identification strategies and choosing the one that generates the desired balance between sharpness and reliability. The proposed objective strategies prove to be the best options in most of the case studies investigated in this research. Implementing such an approach for a high-dimensional calibration problem enables GLUE to generate robust results in comparison with Pareto optimization and DDS-AU.

Patient-specific parameter estimation in single-ventricle lumped circulation models under uncertainty

PubMed Central

Schiavazzi, Daniele E.; Baretta, Alessia; Pennati, Giancarlo; Hsia, Tain-Yen; Marsden, Alison L.

2017-01-01

Summary Computational models of cardiovascular physiology can inform clinical decision-making, providing a physically consistent framework to assess vascular pressures and flow distributions, and aiding in treatment planning. In particular, lumped parameter network (LPN) models that make an analogy to electrical circuits offer a fast and surprisingly realistic method to reproduce the circulatory physiology. The complexity of LPN models can vary significantly to account, for example, for cardiac and valve function, respiration, autoregulation, and time-dependent hemodynamics. More complex models provide insight into detailed physiological mechanisms, but their utility is maximized if one can quickly identify patient specific parameters. The clinical utility of LPN models with many parameters will be greatly enhanced by automated parameter identification, particularly if parameter tuning can match non-invasively obtained clinical data. We present a framework for automated tuning of 0D lumped model parameters to match clinical data. We demonstrate the utility of this framework through application to single ventricle pediatric patients with Norwood physiology. Through a combination of local identifiability, Bayesian estimation and maximum a posteriori simplex optimization, we show the ability to automatically determine physiologically consistent point estimates of the parameters and to quantify uncertainty induced by errors and assumptions in the collected clinical data. We show that multi-level estimation, that is, updating the parameter prior information through sub-model analysis, can lead to a significant reduction in the parameter marginal posterior variance. We first consider virtual patient conditions, with clinical targets generated through model solutions, and second application to a cohort of four single-ventricle patients with Norwood physiology. PMID:27155892

Determining production level under uncertainty using fuzzy simulation and bootstrap technique, a case study

NASA Astrophysics Data System (ADS)

Hamidi, Mohammadreza; Shahanaghi, Kamran; Jabbarzadeh, Armin; Jahani, Ehsan; Pousti, Zahra

2017-12-01

In every production plant, it is necessary to have an estimation of production level. Sometimes there are many parameters affective in this estimation. In this paper, it tried to find an appropriate estimation of production level for an industrial factory called Barez in an uncertain environment. We have considered a part of production line, which has different production time for different kind of products, which means both environmental and system uncertainty. To solve the problem we have simulated the line and because of the uncertainty in the times, fuzzy simulation is considered. Required fuzzy numbers are estimated by the use of bootstrap technique. The results are used in production planning process by factory experts and have had satisfying consequences. Opinions of these experts about the efficiency of using this methodology, has been attached.

Quantifying rainfall-derived inflow and infiltration in sanitary sewer systems based on conductivity monitoring

NASA Astrophysics Data System (ADS)

Zhang, Mingkai; Liu, Yanchen; Cheng, Xun; Zhu, David Z.; Shi, Hanchang; Yuan, Zhiguo

2018-03-01

Quantifying rainfall-derived inflow and infiltration (RDII) in a sanitary sewer is difficult when RDII and overflow occur simultaneously. This study proposes a novel conductivity-based method for estimating RDII. The method separately decomposes rainfall-derived inflow (RDI) and rainfall-induced infiltration (RII) on the basis of conductivity data. Fast Fourier transform was adopted to analyze variations in the flow and water quality during dry weather. Nonlinear curve fitting based on the least squares algorithm was used to optimize parameters in the proposed RDII model. The method was successfully applied to real-life case studies, in which inflow and infiltration were successfully estimated for three typical rainfall events with total rainfall volumes of 6.25 mm (light), 28.15 mm (medium), and 178 mm (heavy). Uncertainties of model parameters were estimated using the generalized likelihood uncertainty estimation (GLUE) method and were found to be acceptable. Compared with traditional flow-based methods, the proposed approach exhibits distinct advantages in estimating RDII and overflow, particularly when the two processes happen simultaneously.

Efficient Characterization of Parametric Uncertainty of Complex (Bio)chemical Networks.

PubMed

Schillings, Claudia; Sunnåker, Mikael; Stelling, Jörg; Schwab, Christoph

2015-08-01

Parametric uncertainty is a particularly challenging and relevant aspect of systems analysis in domains such as systems biology where, both for inference and for assessing prediction uncertainties, it is essential to characterize the system behavior globally in the parameter space. However, current methods based on local approximations or on Monte-Carlo sampling cope only insufficiently with high-dimensional parameter spaces associated with complex network models. Here, we propose an alternative deterministic methodology that relies on sparse polynomial approximations. We propose a deterministic computational interpolation scheme which identifies most significant expansion coefficients adaptively. We present its performance in kinetic model equations from computational systems biology with several hundred parameters and state variables, leading to numerical approximations of the parametric solution on the entire parameter space. The scheme is based on adaptive Smolyak interpolation of the parametric solution at judiciously and adaptively chosen points in parameter space. As Monte-Carlo sampling, it is "non-intrusive" and well-suited for massively parallel implementation, but affords higher convergence rates. This opens up new avenues for large-scale dynamic network analysis by enabling scaling for many applications, including parameter estimation, uncertainty quantification, and systems design.

Efficient Characterization of Parametric Uncertainty of Complex (Bio)chemical Networks

PubMed Central

Schillings, Claudia; Sunnåker, Mikael; Stelling, Jörg; Schwab, Christoph

2015-01-01

Parametric uncertainty is a particularly challenging and relevant aspect of systems analysis in domains such as systems biology where, both for inference and for assessing prediction uncertainties, it is essential to characterize the system behavior globally in the parameter space. However, current methods based on local approximations or on Monte-Carlo sampling cope only insufficiently with high-dimensional parameter spaces associated with complex network models. Here, we propose an alternative deterministic methodology that relies on sparse polynomial approximations. We propose a deterministic computational interpolation scheme which identifies most significant expansion coefficients adaptively. We present its performance in kinetic model equations from computational systems biology with several hundred parameters and state variables, leading to numerical approximations of the parametric solution on the entire parameter space. The scheme is based on adaptive Smolyak interpolation of the parametric solution at judiciously and adaptively chosen points in parameter space. As Monte-Carlo sampling, it is “non-intrusive” and well-suited for massively parallel implementation, but affords higher convergence rates. This opens up new avenues for large-scale dynamic network analysis by enabling scaling for many applications, including parameter estimation, uncertainty quantification, and systems design. PMID:26317784

A Reliability Estimation in Modeling Watershed Runoff With Uncertainties

NASA Astrophysics Data System (ADS)

Melching, Charles S.; Yen, Ben Chie; Wenzel, Harry G., Jr.

1990-10-01

The reliability of simulation results produced by watershed runoff models is a function of uncertainties in nature, data, model parameters, and model structure. A framework is presented here for using a reliability analysis method (such as first-order second-moment techniques or Monte Carlo simulation) to evaluate the combined effect of the uncertainties on the reliability of output hydrographs from hydrologic models. For a given event the prediction reliability can be expressed in terms of the probability distribution of the estimated hydrologic variable. The peak discharge probability for a watershed in Illinois using the HEC-1 watershed model is given as an example. The study of the reliability of predictions from watershed models provides useful information on the stochastic nature of output from deterministic models subject to uncertainties and identifies the relative contribution of the various uncertainties to unreliability of model predictions.

A contribution to the calculation of measurement uncertainty and optimization of measuring strategies in coordinate measurement

NASA Astrophysics Data System (ADS)

Waeldele, F.

1983-01-01

The influence of sample shape deviations on the measurement uncertainties and the optimization of computer aided coordinate measurement were investigated for a circle and a cylinder. Using the complete error propagation law in matrix form the parameter uncertainties are calculated, taking the correlation between the measurement points into account. Theoretical investigations show that the measuring points have to be equidistantly distributed and that for a cylindrical body a measuring point distribution along a cross section is better than along a helical line. The theoretically obtained expressions to calculate the uncertainties prove to be a good estimation basis. The simple error theory is not satisfactory for estimation. The complete statistical data analysis theory helps to avoid aggravating measurement errors and to adjust the number of measuring points to the required measuring uncertainty.

Identification of sensitive parameters in the modeling of SVOC reemission processes from soil to atmosphere.

PubMed

Loizeau, Vincent; Ciffroy, Philippe; Roustan, Yelva; Musson-Genon, Luc

2014-09-15

Semi-volatile organic compounds (SVOCs) are subject to Long-Range Atmospheric Transport because of transport-deposition-reemission successive processes. Several experimental data available in the literature suggest that soil is a non-negligible contributor of SVOCs to atmosphere. Then coupling soil and atmosphere in integrated coupled models and simulating reemission processes can be essential for estimating atmospheric concentration of several pollutants. However, the sources of uncertainty and variability are multiple (soil properties, meteorological conditions, chemical-specific parameters) and can significantly influence the determination of reemissions. In order to identify the key parameters in reemission modeling and their effect on global modeling uncertainty, we conducted a sensitivity analysis targeted on the 'reemission' output variable. Different parameters were tested, including soil properties, partition coefficients and meteorological conditions. We performed EFAST sensitivity analysis for four chemicals (benzo-a-pyrene, hexachlorobenzene, PCB-28 and lindane) and different spatial scenari (regional and continental scales). Partition coefficients between air, solid and water phases are influent, depending on the precision of data and global behavior of the chemical. Reemissions showed a lower variability to soil parameters (soil organic matter and water contents at field capacity and wilting point). A mapping of these parameters at a regional scale is sufficient to correctly estimate reemissions when compared to other sources of uncertainty. Copyright © 2014 Elsevier B.V. All rights reserved.

A Survey of Xenon Ion Sputter Yield Data and Fits Relevant to Electric Propulsion Spacecraft Integration

NASA Technical Reports Server (NTRS)

Yim, John T.

2017-01-01

A survey of low energy xenon ion impact sputter yields was conducted to provide a more coherent baseline set of sputter yield data and accompanying fits for electric propulsion integration. Data uncertainties are discussed and different available curve fit formulas are assessed for their general suitability. A Bayesian parameter fitting approach is used with a Markov chain Monte Carlo method to provide estimates for the fitting parameters while characterizing the uncertainties for the resulting yield curves.

Robust exponential stability of uncertain delayed neural networks with stochastic perturbation and impulse effects.

PubMed

Huang, Tingwen; Li, Chuandong; Duan, Shukai; Starzyk, Janusz A

2012-06-01

This paper focuses on the hybrid effects of parameter uncertainty, stochastic perturbation, and impulses on global stability of delayed neural networks. By using the Ito formula, Lyapunov function, and Halanay inequality, we established several mean-square stability criteria from which we can estimate the feasible bounds of impulses, provided that parameter uncertainty and stochastic perturbations are well-constrained. Moreover, the present method can also be applied to general differential systems with stochastic perturbation and impulses.

Insight from uncertainty: bootstrap-derived diffusion metrics differentially predict memory function among older adults.

PubMed

Vorburger, Robert S; Habeck, Christian G; Narkhede, Atul; Guzman, Vanessa A; Manly, Jennifer J; Brickman, Adam M

2016-01-01

Diffusion tensor imaging suffers from an intrinsic low signal-to-noise ratio. Bootstrap algorithms have been introduced to provide a non-parametric method to estimate the uncertainty of the measured diffusion parameters. To quantify the variability of the principal diffusion direction, bootstrap-derived metrics such as the cone of uncertainty have been proposed. However, bootstrap-derived metrics are not independent of the underlying diffusion profile. A higher mean diffusivity causes a smaller signal-to-noise ratio and, thus, increases the measurement uncertainty. Moreover, the goodness of the tensor model, which relies strongly on the complexity of the underlying diffusion profile, influences bootstrap-derived metrics as well. The presented simulations clearly depict the cone of uncertainty as a function of the underlying diffusion profile. Since the relationship of the cone of uncertainty and common diffusion parameters, such as the mean diffusivity and the fractional anisotropy, is not linear, the cone of uncertainty has a different sensitivity. In vivo analysis of the fornix reveals the cone of uncertainty to be a predictor of memory function among older adults. No significant correlation occurs with the common diffusion parameters. The present work not only demonstrates the cone of uncertainty as a function of the actual diffusion profile, but also discloses the cone of uncertainty as a sensitive predictor of memory function. Future studies should incorporate bootstrap-derived metrics to provide more comprehensive analysis.

From field data to volumes: constraining uncertainties in pyroclastic eruption parameters

NASA Astrophysics Data System (ADS)

Klawonn, Malin; Houghton, Bruce F.; Swanson, Donald A.; Fagents, Sarah A.; Wessel, Paul; Wolfe, Cecily J.

2014-07-01

In this study, we aim to understand the variability in eruption volume estimates derived from field studies of pyroclastic deposits. We distributed paper maps of the 1959 Kīlauea Iki tephra to 101 volcanologists worldwide, who produced hand-drawn isopachs. Across the returned maps, uncertainty in isopach areas is 7 % across the well-sampled deposit but increases to over 30 % for isopachs that are governed by the largest and smallest thickness measurements. We fit the exponential, power-law, and Weibull functions through the isopach thickness versus area1/2 values and find volume estimate variations up to a factor of 4.9 for a single map. Across all maps and methodologies, we find an average standard deviation for a total volume of s = 29 %. The volume uncertainties are largest for the most proximal ( s = 62 %) and distal field ( s = 53 %) and small for the densely sampled intermediate deposit ( s = 8 %). For the Kīlauea Iki 1959 eruption, we find that the deposit beyond the 5-cm isopach contains only 2 % of the total erupted volume, whereas the near-source deposit contains 48 % and the intermediate deposit 50 % of the total volume. Thus, the relative uncertainty within each zone impacts the total volume estimates differently. The observed uncertainties for the different deposit regions in this study illustrate a fundamental problem of estimating eruption volumes: while some methodologies may provide better fits to the isopach data or rely on fewer free parameters, the main issue remains the predictive capabilities of the empirical functions for the regions where measurements are missing.

An inventory of nitrous oxide emissions from agriculture in the UK using the IPCC methodology: emission estimate, uncertainty and sensitivity analysis

NASA Astrophysics Data System (ADS)

Brown, L.; Armstrong Brown, S.; Jarvis, S. C.; Syed, B.; Goulding, K. W. T.; Phillips, V. R.; Sneath, R. W.; Pain, B. F.

Nitrous oxide emission from UK agriculture was estimated, using the IPCC default values of all emission factors and parameters, to be 87 Gg N 2O-N in both 1990 and 1995. This estimate was shown, however, to have an overall uncertainty of 62%. The largest component of the emission (54%) was from the direct (soil) sector. Two of the three emission factors applied within the soil sector, EF1 (direct emission from soil) and EF3 PRP (emission from pasture range and paddock) were amongst the most influential on the total estimate, producing a ±31 and +11% to -17% change in emissions, respectively, when varied through the IPCC range from the default value. The indirect sector (from leached N and deposited ammonia) contributed 29% of the total emission, and had the largest uncertainty (126%). The factors determining the fraction of N leached (Frac LEACH) and emissions from it (EF5), were the two most influential. These parameters are poorly specified and there is great potential to improve the emission estimate for this component. Use of mathematical models (NCYCLE and SUNDIAL) to predict Frac LEACH suggested that the IPCC default value for this parameter may be too high for most situations in the UK. Comparison with other UK-derived inventories suggests that the IPCC methodology may overestimate emission. Although the IPCC approach includes additional components to the other inventories (most notably emission from indirect sources), estimates for the common components (i.e. fertiliser and animals), and emission factors used, are higher than those of other inventories. Whilst it is recognised that the IPCC approach is generalised in order to allow widespread applicability, sufficient data are available to specify at least two of the most influential parameters, i.e. EF1 and Frac LEACH, more accurately, and so provide an improved estimate of nitrous oxide emissions from UK agriculture.

A Bayesian Approach to Determination of F, D, and Z Values Used in Steam Sterilization Validation.

PubMed

Faya, Paul; Stamey, James D; Seaman, John W

2017-01-01

For manufacturers of sterile drug products, steam sterilization is a common method used to provide assurance of the sterility of manufacturing equipment and products. The validation of sterilization processes is a regulatory requirement and relies upon the estimation of key resistance parameters of microorganisms. Traditional methods have relied upon point estimates for the resistance parameters. In this paper, we propose a Bayesian method for estimation of the well-known D T , z , and F o values that are used in the development and validation of sterilization processes. A Bayesian approach allows the uncertainty about these values to be modeled using probability distributions, thereby providing a fully risk-based approach to measures of sterility assurance. An example is given using the survivor curve and fraction negative methods for estimation of resistance parameters, and we present a means by which a probabilistic conclusion can be made regarding the ability of a process to achieve a specified sterility criterion. LAY ABSTRACT: For manufacturers of sterile drug products, steam sterilization is a common method used to provide assurance of the sterility of manufacturing equipment and products. The validation of sterilization processes is a regulatory requirement and relies upon the estimation of key resistance parameters of microorganisms. Traditional methods have relied upon point estimates for the resistance parameters. In this paper, we propose a Bayesian method for estimation of the critical process parameters that are evaluated in the development and validation of sterilization processes. A Bayesian approach allows the uncertainty about these parameters to be modeled using probability distributions, thereby providing a fully risk-based approach to measures of sterility assurance. An example is given using the survivor curve and fraction negative methods for estimation of resistance parameters, and we present a means by which a probabilistic conclusion can be made regarding the ability of a process to achieve a specified sterility criterion. © PDA, Inc. 2017.

Bayesian Treatment of Uncertainty in Environmental Modeling: Optimization, Sampling and Data Assimilation Using the DREAM Software Package

NASA Astrophysics Data System (ADS)

Vrugt, J. A.

2012-12-01

In the past decade much progress has been made in the treatment of uncertainty in earth systems modeling. Whereas initial approaches has focused mostly on quantification of parameter and predictive uncertainty, recent methods attempt to disentangle the effects of parameter, forcing (input) data, model structural and calibration data errors. In this talk I will highlight some of our recent work involving theory, concepts and applications of Bayesian parameter and/or state estimation. In particular, new methods for sequential Monte Carlo (SMC) and Markov Chain Monte Carlo (MCMC) simulation will be presented with emphasis on massively parallel distributed computing and quantification of model structural errors. The theoretical and numerical developments will be illustrated using model-data synthesis problems in hydrology, hydrogeology and geophysics.

Exploiting active subspaces to quantify uncertainty in the numerical simulation of the HyShot II scramjet

NASA Astrophysics Data System (ADS)

Constantine, P. G.; Emory, M.; Larsson, J.; Iaccarino, G.

2015-12-01

We present a computational analysis of the reactive flow in a hypersonic scramjet engine with focus on effects of uncertainties in the operating conditions. We employ a novel methodology based on active subspaces to characterize the effects of the input uncertainty on the scramjet performance. The active subspace identifies one-dimensional structure in the map from simulation inputs to quantity of interest that allows us to reparameterize the operating conditions; instead of seven physical parameters, we can use a single derived active variable. This dimension reduction enables otherwise infeasible uncertainty quantification, considering the simulation cost of roughly 9500 CPU-hours per run. For two values of the fuel injection rate, we use a total of 68 simulations to (i) identify the parameters that contribute the most to the variation in the output quantity of interest, (ii) estimate upper and lower bounds on the quantity of interest, (iii) classify sets of operating conditions as safe or unsafe corresponding to a threshold on the output quantity of interest, and (iv) estimate a cumulative distribution function for the quantity of interest.

Modeling Input Errors to Improve Uncertainty Estimates for Sediment Transport Model Predictions

NASA Astrophysics Data System (ADS)

Jung, J. Y.; Niemann, J. D.; Greimann, B. P.

2016-12-01

Bayesian methods using Markov chain Monte Carlo algorithms have recently been applied to sediment transport models to assess the uncertainty in the model predictions due to the parameter values. Unfortunately, the existing approaches can only attribute overall uncertainty to the parameters. This limitation is critical because no model can produce accurate forecasts if forced with inaccurate input data, even if the model is well founded in physical theory. In this research, an existing Bayesian method is modified to consider the potential errors in input data during the uncertainty evaluation process. The input error is modeled using Gaussian distributions, and the means and standard deviations are treated as uncertain parameters. The proposed approach is tested by coupling it to the Sedimentation and River Hydraulics - One Dimension (SRH-1D) model and simulating a 23-km reach of the Tachia River in Taiwan. The Wu equation in SRH-1D is used for computing the transport capacity for a bed material load of non-cohesive material. Three types of input data are considered uncertain: (1) the input flowrate at the upstream boundary, (2) the water surface elevation at the downstream boundary, and (3) the water surface elevation at a hydraulic structure in the middle of the reach. The benefits of modeling the input errors in the uncertainty analysis are evaluated by comparing the accuracy of the most likely forecast and the coverage of the observed data by the credible intervals to those of the existing method. The results indicate that the internal boundary condition has the largest uncertainty among those considered. Overall, the uncertainty estimates from the new method are notably different from those of the existing method for both the calibration and forecast periods.

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

Determination of the uncertainties in radiation doses from ingestion of strontium-90

NASA Astrophysics Data System (ADS)

Apostoaei, Andrei Iulian

Quantification of the uncertainties in the internal dosimetry is important because it can impact the outcome of dose reconstruction, risk assessment or epidemiological studies. This research focused on determination of the uncertainties in the dose factors from a single ingestion of 90Sr by adults, and analyzed the changes with age and the effect of gender. The uncertainties in the estimated dose factors are a factor of 6 for the bone surface, 5 for the red bone marrow, 2.5 for bladder and stomach, 2.2 for the small intestine, 2.1 for the upper large intestine and 2.7 for the lower large intestine. For the rest of the organs the uncertainty is a factor of 3. Only four parameters of the biokinetic model showed an age-dependency within the adult age group: the fractional transfers of strontium from plasma to cortical and trabecular bone, and the removal rates from the cortical and trabecular bone, respectively. When age-dependent biokinetic parameters were used, the estimated dose-factors are very close to the dose factors obtained using age-independent kinetics (within 40%). Thus, the dose factors based on age-independent parameters should suffice for most practical purposes. The dose factors and the associated uncertainties were also calculated as a function of age-at-exposure and attained age. These age dependent curves can be used for estimating doses from continuous intakes, or doses delivered over a limited portion of time. In addition to the committed dose, an expected dose is also estimated in this work. The expected dose is calculated using the dose rate weighted by the probability of surviving up to the age when the dose-rate is delivered. For exposure at young ages the expected dose and the committed dose are similar, but the committed dose decreases to zero when exposure occurs close to age 70, while the expected dose has elevated values pass age 70. No gender differences were found for bone surface, for red bone marrow, and the large intestine. The doses to the soft tissues for females are larger by 20% than the doses for males, because of the differences in the whole-body mass between males and females.

Part 2. Development of Enhanced Statistical Methods for Assessing Health Effects Associated with an Unknown Number of Major Sources of Multiple Air Pollutants.

PubMed

Park, Eun Sug; Symanski, Elaine; Han, Daikwon; Spiegelman, Clifford

2015-06-01

A major difficulty with assessing source-specific health effects is that source-specific exposures cannot be measured directly; rather, they need to be estimated by a source-apportionment method such as multivariate receptor modeling. The uncertainty in source apportionment (uncertainty in source-specific exposure estimates and model uncertainty due to the unknown number of sources and identifiability conditions) has been largely ignored in previous studies. Also, spatial dependence of multipollutant data collected from multiple monitoring sites has not yet been incorporated into multivariate receptor modeling. The objectives of this project are (1) to develop a multipollutant approach that incorporates both sources of uncertainty in source-apportionment into the assessment of source-specific health effects and (2) to develop enhanced multivariate receptor models that can account for spatial correlations in the multipollutant data collected from multiple sites. We employed a Bayesian hierarchical modeling framework consisting of multivariate receptor models, health-effects models, and a hierarchical model on latent source contributions. For the health model, we focused on the time-series design in this project. Each combination of number of sources and identifiability conditions (additional constraints on model parameters) defines a different model. We built a set of plausible models with extensive exploratory data analyses and with information from previous studies, and then computed posterior model probability to estimate model uncertainty. Parameter estimation and model uncertainty estimation were implemented simultaneously by Markov chain Monte Carlo (MCMC*) methods. We validated the methods using simulated data. We illustrated the methods using PM2.5 (particulate matter ≤ 2.5 μm in aerodynamic diameter) speciation data and mortality data from Phoenix, Arizona, and Houston, Texas. The Phoenix data included counts of cardiovascular deaths and daily PM2.5 speciation data from 1995-1997. The Houston data included respiratory mortality data and 24-hour PM2.5 speciation data sampled every six days from a region near the Houston Ship Channel in years 2002-2005. We also developed a Bayesian spatial multivariate receptor modeling approach that, while simultaneously dealing with the unknown number of sources and identifiability conditions, incorporated spatial correlations in the multipollutant data collected from multiple sites into the estimation of source profiles and contributions based on the discrete process convolution model for multivariate spatial processes. This new modeling approach was applied to 24-hour ambient air concentrations of 17 volatile organic compounds (VOCs) measured at nine monitoring sites in Harris County, Texas, during years 2000 to 2005. Simulation results indicated that our methods were accurate in identifying the true model and estimated parameters were close to the true values. The results from our methods agreed in general with previous studies on the source apportionment of the Phoenix data in terms of estimated source profiles and contributions. However, we had a greater number of statistically insignificant findings, which was likely a natural consequence of incorporating uncertainty in the estimated source contributions into the health-effects parameter estimation. For the Houston data, a model with five sources (that seemed to be Sulfate-Rich Secondary Aerosol, Motor Vehicles, Industrial Combustion, Soil/Crustal Matter, and Sea Salt) showed the highest posterior model probability among the candidate models considered when fitted simultaneously to the PM2.5 and mortality data. There was a statistically significant positive association between respiratory mortality and same-day PM2.5 concentrations attributed to one of the sources (probably industrial combustion). The Bayesian spatial multivariate receptor modeling approach applied to the VOC data led to a highest posterior model probability for a model with five sources (that seemed to be refinery, petrochemical production, gasoline evaporation, natural gas, and vehicular exhaust) among several candidate models, with the number of sources varying between three and seven and with different identifiability conditions. Our multipollutant approach assessing source-specific health effects is more advantageous than a single-pollutant approach in that it can estimate total health effects from multiple pollutants and can also identify emission sources that are responsible for adverse health effects. Our Bayesian approach can incorporate not only uncertainty in the estimated source contributions, but also model uncertainty that has not been addressed in previous studies on assessing source-specific health effects. The new Bayesian spatial multivariate receptor modeling approach enables predictions of source contributions at unmonitored sites, minimizing exposure misclassification and providing improved exposure estimates along with their uncertainty estimates, as well as accounting for uncertainty in the number of sources and identifiability conditions.

Spatial and temporal study of nitrate concentration in groundwater by means of coregionalization

USGS Publications Warehouse

D'Agostino, V.; Greene, E.A.; Passarella, G.; Vurro, M.

1998-01-01

Spatial and temporal behavior of hydrochemical parameters in groundwater can be studied using tools provided by geostatistics. The cross-variogram can be used to measure the spatial increments between observations at two given times as a function of distance (spatial structure). Taking into account the existence of such a spatial structure, two different data sets (sampled at two different times), representing concentrations of the same hydrochemical parameter, can be analyzed by cokriging in order to reduce the uncertainty of the estimation. In particular, if one of the two data sets is a subset of the other (that is, an undersampled set), cokriging allows us to study the spatial distribution of the hydrochemical parameter at that time, while also considering the statistical characteristics of the full data set established at a different time. This paper presents an application of cokriging by using temporal subsets to study the spatial distribution of nitrate concentration in the aquifer of the Lucca Plain, central Italy. Three data sets of nitrate concentration in groundwater were collected during three different periods in 1991. The first set was from 47 wells, but the second and the third are undersampled and represent 28 and 27 wells, respectively. Comparing the result of cokriging with ordinary kriging showed an improvement of the uncertainty in terms of reducing the estimation variance. The application of cokriging to the undersampled data sets reduced the uncertainty in estimating nitrate concentration and at the same time decreased the cost of the field sampling and laboratory analysis.Spatial and temporal behavior of hydrochemical parameters in groundwater can be studied using tools provided by geostatistics. The cross-variogram can be used to measure the spatial increments between observations at two given times as a function of distance (spatial structure). Taking into account the existence of such a spatial structure, two different data sets (sampled at two different times), representing concentrations of the same hydrochemical parameter, can be analyzed by cokriging in order to reduce the uncertainty of the estimation. In particular, if one of the two data sets is a subset of the other (that is, an undersampled set), cokriging allows us to study the spatial distribution of the hydrochemical parameter at that time, while also considering the statistical characteristics of the full data set established at a different time. This paper presents an application of cokriging by using temporal subsets to study the spatial distribution of nitrate concentration in the aquifer of the Lucca Plain, central Italy. Three data sets of nitrate concentration in groundwater were collected during three different periods in 1991. The first set was from 47 wells, but the second and the third are undersampled and represent 28 and 27 wells, respectively. Comparing the result of cokriging with ordinary kriging showed an improvement of the uncertainty in terms of reducing the estimation variance. The application of cokriging to the undersampled data sets reduced the uncertainty in estimating nitrate concentration and at the same time decreased the cost of the field sampling and laboratory analysis.

Autocorrelated residuals in inverse modelling of soil hydrological processes: a reason for concern or something that can safely be ignored?

NASA Astrophysics Data System (ADS)

Scharnagl, Benedikt; Durner, Wolfgang

2013-04-01

Models are inherently imperfect because they simplify processes that are themselves imperfectly known and understood. Moreover, the input variables and parameters needed to run a model are typically subject to various sources of error. As a consequence of these imperfections, model predictions will always deviate from corresponding observations. In most applications in soil hydrology, these deviations are clearly not random but rather show a systematic structure. From a statistical point of view, this systematic mismatch may be a reason for concern because it violates one of the basic assumptions made in inverse parameter estimation: the assumption of independence of the residuals. But what are the consequences of simply ignoring the autocorrelation in the residuals, as it is current practice in soil hydrology? Are the parameter estimates still valid even though the statistical foundation they are based on is partially collapsed? Theory and practical experience from other fields of science have shown that violation of the independence assumption will result in overconfident uncertainty bounds and that in some cases it may lead to significantly different optimal parameter values. In our contribution, we present three soil hydrological case studies, in which the effect of autocorrelated residuals on the estimated parameters was investigated in detail. We explicitly accounted for autocorrelated residuals using a formal likelihood function that incorporates an autoregressive model. The inverse problem was posed in a Bayesian framework, and the posterior probability density function of the parameters was estimated using Markov chain Monte Carlo simulation. In contrast to many other studies in related fields of science, and quite surprisingly, we found that the first-order autoregressive model, often abbreviated as AR(1), did not work well in the soil hydrological setting. We showed that a second-order autoregressive, or AR(2), model performs much better in these applications, leading to parameter and uncertainty estimates that satisfy all the underlying statistical assumptions. For theoretical reasons, these estimates are deemed more reliable than those estimates based on the neglect of autocorrelation in the residuals. In compliance with theory and results reported in the literature, our results showed that parameter uncertainty bounds were substantially wider if autocorrelation in the residuals was explicitly accounted for, and also the optimal parameter vales were slightly different in this case. We argue that the autoregressive model presented here should be used as a matter of routine in inverse modeling of soil hydrological processes.

Development of an automated procedure for estimation of the spatial variation of runoff in large river basins

USDA-ARS?s Scientific Manuscript database

The use of distributed parameter models to address water resource management problems has increased in recent years. Calibration is necessary to reduce the uncertainties associated with model input parameters. Manual calibration of a distributed parameter model is a very time consuming effort. There...

Evaporation estimates from the Dead Sea and their implications on its water balance

NASA Astrophysics Data System (ADS)

Oroud, Ibrahim M.

2011-12-01

The Dead Sea (DS) is a terminal hypersaline water body situated in the deepest part of the Jordan Valley. There is a growing interest in linking the DS to the open seas due to severe water shortages in the area and the serious geological and environmental hazards to its vicinity caused by the rapid level drop of the DS. A key issue in linking the DS with the open seas would be an accurate determination of evaporation rates. There exist large uncertainties of evaporation estimates from the DS due to the complex feedback mechanisms between meteorological forcings and thermophysical properties of hypersaline solutions. Numerous methods have been used to estimate current and historical (pre-1960) evaporation rates, with estimates differing by ˜100%. Evaporation from the DS is usually deduced indirectly using energy, water balance, or pan methods with uncertainty in many parameters. Accumulated errors resulting from these uncertainties are usually pooled into the estimates of evaporation rates. In this paper, a physically based method with minimum empirical parameters is used to evaluate historical and current evaporation estimates from the DS. The more likely figures for historical and current evaporation rates from the DS were 1,500-1,600 and 1,200-1,250 mm per annum, respectively. Results obtained are congruent with field observations and with more elaborate procedures.

A probabilistic approach to emissions from transportation sector in the coming decades

NASA Astrophysics Data System (ADS)

Yan, F.; Winijkul, E.; Bond, T. C.; Streets, D. G.

2010-12-01

Future emission estimates are necessary for understanding climate change, designing national and international strategies for air quality control and evaluating mitigation policies. Emission inventories are uncertain and future projections even more so. Most current emission projection models are deterministic; in other words, there is only single answer for each scenario. As a result, uncertainties have not been included in the estimation of climate forcing or other environmental effects, but it is important to quantify the uncertainty inherent in emission projections. We explore uncertainties of emission projections from transportation sector in the coming decades by sensitivity analysis and Monte Carlo simulations. These projections are based on a technology driven model: the Speciated Pollutants Emission Wizard (SPEW)-Trend, which responds to socioeconomic conditions in different economic and mitigation scenarios. The model contains detail about technology stock, including consumption growth rates, retirement rates, timing of emission standards, deterioration rates and transition rates from normal vehicles to vehicles with extremely high emission factors (termed “superemitters”). However, understanding of these parameters, as well as relationships with socioeconomic conditions, is uncertain. We project emissions from transportation sectors under four different IPCC scenarios (A1B, A2, B1, and B2). Due to the later implementation of advanced emission standards, Africa has the highest annual growth rate (1.2-3.1%) from 2010 to 2050. Superemitters begin producing more than 50% of global emissions around year 2020. We estimate uncertainties from the relationships between technological change and socioeconomic conditions and examine their impact on future emissions. Sensitivities to parameters governing retirement rates are highest, causing changes in global emissions from-26% to +55% on average from 2010 to 2050. We perform Monte Carlo simulations to examine how these uncertainties will affect total emissions if any input parameter that has inherent the uncertainties is substituted by a range of values-probability distribution and varies at the same time; the 95% confidence interval of global emission annual growth rate is -1.9% to +0.2% per year.

STUDY TO IDENTIFY IMPORTANT PARAMETERS FOR CHARACTERIZING PESTICIDE RESIDUE TRANSFER EFFICIENCIES

EPA Science Inventory

To reduce the uncertainty associated with current estimates of children's exposure to pesticides by dermal contact and non-dietary ingestion, residue transfer data are required. Prior to conducting exhaustive studies, a screening study to identify the important parameters for...

Modeling uncertainty: quicksand for water temperature modeling

USGS Publications Warehouse

Bartholow, John M.

2003-01-01

Uncertainty has been a hot topic relative to science generally, and modeling specifically. Modeling uncertainty comes in various forms: measured data, limited model domain, model parameter estimation, model structure, sensitivity to inputs, modelers themselves, and users of the results. This paper will address important components of uncertainty in modeling water temperatures, and discuss several areas that need attention as the modeling community grapples with how to incorporate uncertainty into modeling without getting stuck in the quicksand that prevents constructive contributions to policy making. The material, and in particular the reference, are meant to supplement the presentation given at this conference.

Fukushima Daiichi unit 1 uncertainty analysis--Preliminary selection of uncertain parameters and analysis methodology

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

Cardoni, Jeffrey N.; Kalinich, Donald A.

2014-02-01

Sandia National Laboratories (SNL) plans to conduct uncertainty analyses (UA) on the Fukushima Daiichi unit (1F1) plant with the MELCOR code. The model to be used was developed for a previous accident reconstruction investigation jointly sponsored by the US Department of Energy (DOE) and Nuclear Regulatory Commission (NRC). However, that study only examined a handful of various model inputs and boundary conditions, and the predictions yielded only fair agreement with plant data and current release estimates. The goal of this uncertainty study is to perform a focused evaluation of uncertainty in core melt progression behavior and its effect on keymore » figures-of-merit (e.g., hydrogen production, vessel lower head failure, etc.). In preparation for the SNL Fukushima UA work, a scoping study has been completed to identify important core melt progression parameters for the uncertainty analysis. The study also lays out a preliminary UA methodology.« less

A fully-stochasticized, age-structured population model for population viability analysis of fish: Lower Missouri River endangered pallid sturgeon example

USGS Publications Warehouse

Wildhaber, Mark L.; Albers, Janice; Green, Nicholas; Moran, Edward H.

2017-01-01

We develop a fully-stochasticized, age-structured population model suitable for population viability analysis (PVA) of fish and demonstrate its use with the endangered pallid sturgeon (Scaphirhynchus albus) of the Lower Missouri River as an example. The model incorporates three levels of variance: parameter variance (uncertainty about the value of a parameter itself) applied at the iteration level, temporal variance (uncertainty caused by random environmental fluctuations over time) applied at the time-step level, and implicit individual variance (uncertainty caused by differences between individuals) applied within the time-step level. We found that population dynamics were most sensitive to survival rates, particularly age-2+ survival, and to fecundity-at-length. The inclusion of variance (unpartitioned or partitioned), stocking, or both generally decreased the influence of individual parameters on population growth rate. The partitioning of variance into parameter and temporal components had a strong influence on the importance of individual parameters, uncertainty of model predictions, and quasiextinction risk (i.e., pallid sturgeon population size falling below 50 age-1+ individuals). Our findings show that appropriately applying variance in PVA is important when evaluating the relative importance of parameters, and reinforce the need for better and more precise estimates of crucial life-history parameters for pallid sturgeon.

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.

Combined Parameter and State Estimation Problem in a Complex Domain: RF Hyperthermia Treatment Using Nanoparticles

NASA Astrophysics Data System (ADS)

Bermeo Varon, L. A.; Orlande, H. R. B.; Eliçabe, G. E.

2016-09-01

The particle filter methods have been widely used to solve inverse problems with sequential Bayesian inference in dynamic models, simultaneously estimating sequential state variables and fixed model parameters. This methods are an approximation of sequences of probability distributions of interest, that using a large set of random samples, with presence uncertainties in the model, measurements and parameters. In this paper the main focus is the solution combined parameters and state estimation in the radiofrequency hyperthermia with nanoparticles in a complex domain. This domain contains different tissues like muscle, pancreas, lungs, small intestine and a tumor which is loaded iron oxide nanoparticles. The results indicated that excellent agreements between estimated and exact value are obtained.

Estimation of ice activation parameters within a particle tracking Lagrangian cloud model using the ensemble Kalman filter to match ISCDAC golden case observations

NASA Astrophysics Data System (ADS)

Reisner, J. M.; Dubey, M. K.

2010-12-01

To both quantify and reduce uncertainty in ice activation parameterizations for stratus clouds occurring in the temperature range between -5 to -10 C ensemble simulations of an ISDAC golden case have been conducted. To formulate the ensemble, three parameters found within an ice activation model have been sampled using a Latin hypercube technique over a parameter range that induces large variability in both number and mass of ice. The ice activation model is contained within a Lagrangian cloud model that simulates particle number as a function of radius for cloud ice, snow, graupel, cloud, and rain particles. A unique aspect of this model is that it produces very low levels of numerical diffusion that enable the model to accurately resolve the sharp cloud edges associated with the ISDAC stratus deck. Another important aspect of the model is that near the cloud edges the number of particles can be significantly increased to reduce sampling errors and accurately resolve physical processes such as collision-coalescence that occur in this region. Thus, given these relatively low numerical errors, as compared to traditional bin models, the sensitivity of a stratus deck to changes in parameters found within the activation model can be examined without fear of numerical contamination. Likewise, once the ensemble has been completed, ISDAC observations can be incorporated into a Kalman filter to optimally estimate the ice activation parameters and reduce overall model uncertainty. Hence, this work will highlight the ability of an ensemble Kalman filter system coupled to a highly accurate numerical model to estimate important parameters found within microphysical parameterizations containing high uncertainty.

Synthesizing Global and Local Datasets to Estimate Jurisdictional Forest Carbon Fluxes in Berau, Indonesia.

PubMed

Griscom, Bronson W; Ellis, Peter W; Baccini, Alessandro; Marthinus, Delon; Evans, Jeffrey S; Ruslandi

2016-01-01

Forest conservation efforts are increasingly being implemented at the scale of sub-national jurisdictions in order to mitigate global climate change and provide other ecosystem services. We see an urgent need for robust estimates of historic forest carbon emissions at this scale, as the basis for credible measures of climate and other benefits achieved. Despite the arrival of a new generation of global datasets on forest area change and biomass, confusion remains about how to produce credible jurisdictional estimates of forest emissions. We demonstrate a method for estimating the relevant historic forest carbon fluxes within the Regency of Berau in eastern Borneo, Indonesia. Our method integrates best available global and local datasets, and includes a comprehensive analysis of uncertainty at the regency scale. We find that Berau generated 8.91 ± 1.99 million tonnes of net CO2 emissions per year during 2000-2010. Berau is an early frontier landscape where gross emissions are 12 times higher than gross sequestration. Yet most (85%) of Berau's original forests are still standing. The majority of net emissions were due to conversion of native forests to unspecified agriculture (43% of total), oil palm (28%), and fiber plantations (9%). Most of the remainder was due to legal commercial selective logging (17%). Our overall uncertainty estimate offers an independent basis for assessing three other estimates for Berau. Two other estimates were above the upper end of our uncertainty range. We emphasize the importance of including an uncertainty range for all parameters of the emissions equation to generate a comprehensive uncertainty estimate-which has not been done before. We believe comprehensive estimates of carbon flux uncertainty are increasingly important as national and international institutions are challenged with comparing alternative estimates and identifying a credible range of historic emissions values.

Non-parametric correlative uncertainty quantification and sensitivity analysis: Application to a Langmuir bimolecular adsorption model

NASA Astrophysics Data System (ADS)

Feng, Jinchao; Lansford, Joshua; Mironenko, Alexander; Pourkargar, Davood Babaei; Vlachos, Dionisios G.; Katsoulakis, Markos A.

2018-03-01

We propose non-parametric methods for both local and global sensitivity analysis of chemical reaction models with correlated parameter dependencies. The developed mathematical and statistical tools are applied to a benchmark Langmuir competitive adsorption model on a close packed platinum surface, whose parameters, estimated from quantum-scale computations, are correlated and are limited in size (small data). The proposed mathematical methodology employs gradient-based methods to compute sensitivity indices. We observe that ranking influential parameters depends critically on whether or not correlations between parameters are taken into account. The impact of uncertainty in the correlation and the necessity of the proposed non-parametric perspective are demonstrated.

An analysis of the uncertainty and bias in DCE-MRI measurements using the spoiled gradient-recalled echo pulse sequence.

PubMed

Subashi, Ergys; Choudhury, Kingshuk R; Johnson, G Allan

2014-03-01

The pharmacokinetic parameters derived from dynamic contrast-enhanced (DCE) MRI have been used in more than 100 phase I trials and investigator led studies. A comparison of the absolute values of these quantities requires an estimation of their respective probability distribution function (PDF). The statistical variation of the DCE-MRI measurement is analyzed by considering the fundamental sources of error in the MR signal intensity acquired with the spoiled gradient-echo (SPGR) pulse sequence. The variance in the SPGR signal intensity arises from quadrature detection and excitation flip angle inconsistency. The noise power was measured in 11 phantoms of contrast agent concentration in the range [0-1] mM (in steps of 0.1 mM) and in onein vivo acquisition of a tumor-bearing mouse. The distribution of the flip angle was determined in a uniform 10 mM CuSO4 phantom using the spin echo double angle method. The PDF of a wide range of T1 values measured with the varying flip angle (VFA) technique was estimated through numerical simulations of the SPGR equation. The resultant uncertainty in contrast agent concentration was incorporated in the most common model of tracer exchange kinetics and the PDF of the derived pharmacokinetic parameters was studied numerically. The VFA method is an unbiased technique for measuringT1 only in the absence of bias in excitation flip angle. The time-dependent concentration of the contrast agent measured in vivo is within the theoretically predicted uncertainty. The uncertainty in measuring K(trans) with SPGR pulse sequences is of the same order, but always higher than, the uncertainty in measuring the pre-injection longitudinal relaxation time (T10). The lowest achievable bias/uncertainty in estimating this parameter is approximately 20%-70% higher than the bias/uncertainty in the measurement of the pre-injection T1 map. The fractional volume parameters derived from the extended Tofts model were found to be extremely sensitive to the variance in signal intensity. The SNR of the pre-injection T1 map indicates the limiting precision with which K(trans) can be calculated. Current small-animal imaging systems and pulse sequences robust to motion artifacts have the capacity for reproducible quantitative acquisitions with DCE-MRI. In these circumstances, it is feasible to achieve a level of precision limited only by physiologic variability.

Uncertainty in modeled upper ocean heat content change

NASA Astrophysics Data System (ADS)

Tokmakian, Robin; Challenor, Peter

2014-02-01

This paper examines the uncertainty in the change in the heat content in the ocean component of a general circulation model. We describe the design and implementation of our statistical methodology. Using an ensemble of model runs and an emulator, we produce an estimate of the full probability distribution function (PDF) for the change in upper ocean heat in an Atmosphere/Ocean General Circulation Model, the Community Climate System Model v. 3, across a multi-dimensional input space. We show how the emulator of the GCM's heat content change and hence, the PDF, can be validated and how implausible outcomes from the emulator can be identified when compared to observational estimates of the metric. In addition, the paper describes how the emulator outcomes and related uncertainty information might inform estimates of the same metric from a multi-model Coupled Model Intercomparison Project phase 3 ensemble. We illustrate how to (1) construct an ensemble based on experiment design methods, (2) construct and evaluate an emulator for a particular metric of a complex model, (3) validate the emulator using observational estimates and explore the input space with respect to implausible outcomes and (4) contribute to the understanding of uncertainties within a multi-model ensemble. Finally, we estimate the most likely value for heat content change and its uncertainty for the model, with respect to both observations and the uncertainty in the value for the input parameters.

Uncertainty analysis of a three-parameter Budyko-type equation at annual and monthly time scales

NASA Astrophysics Data System (ADS)

Mianabadi, Ameneh; Alizadeh, Amin; Sanaeinejad, Hossein; Ghahraman, Bijan; Davary, Kamran; Shahedi, Mehri; Talebi, Fatemeh

2017-04-01

The Budyko curves can estimate mean annual evaporation in catchment scale as a function of precipitation and potential evaporation. They are used for the steady-state catchments with the negligible water storage change. In the non-steady-state catchments, especially the irrigated ones, and in the small spatial and temporal scales, the water storage change is not negligible and, therefore, the Budyko curves are limited. In these cases, in addition to precipitation, another water resources are available for evaporation including groundwater depletion and initial soil moisture. Therefore, evaporation exceeds precipitation and the data does not follow the original Budyko framework. In this study, the two-parameter Budyko equation of Greve et al. (2016) was considered. They proposed a Budyko-type equation in which they changed the boundary condition of water-limited line and added a new parameter to the Fu equation. Based on Chen et al. (2013)'s suggestion, in arid regions where aridity index is more than one, the Budyko curve can be shifted to the right direction of aridity index axis. Therefore, in this study, we combined Greve et al. (2016)'s equation and Chen et al. (2013)'s equation and proposed a new equation with three parameters (y0, k, c) to estimate the monthly and annual evaporation of five semi-arid watersheds in Kavir-e-Markazi basin. E- = F(φ,y ,k,c) = 1 + (φ - c)- (1+ (1- y )k-1(φ - c)k)1k P 0 0 In this equation E, P and Φ are evaporation, precipitation and aridity index, respectively. To calibrate the new Budyko curve, we used the evaporation estimated by water balance equation for 11 water years (2002-2012). Due to the variability of watersheds characteristics and climate conditions, we used the GLUE (Generalized Likelihood Uncertainty Estimation) to calibrate the proposed equation to increase the reliability of the model. Based on the GLUE, the parameter sets with the highest value of likelihood were estimated as y0=0.02, k=3.70 and c=3.61 at annual scale and y0=0.07, k=2.50 and c=0.97 at monthly scale. The results showed that the proposed equation can estimate the annual evaporation reasonably with R2=0.93 and RMSE=18.5 mm year-1. Also it can estimate evaporation at monthly scale with R2=0.88 and RMSE=7.9 mm month-1. The posterior distribution function of the parameters showed that parameters uncertainty would decrease by GLUE method, this uncertainty reduction (and therefore the sensitivity of the equation to the parameters) is different for each parameter. Chen, X., Alimohammadi, N., Wang, D. 2013. Modeling interannual variability of seasonal evaporation and storage change based on the extended Budyko framework. Water Resources Research, 49(9):6067-6078. Greve, P., Gudmundsson, L., Orlowsky, B., Seneviratne, S.I. 2016. A two-parameter Budyko function to represent conditions under which evapotranspiration exceeds precipitation. Hydrology and Earth System Sciences, 20(6): 2195-2205. DOI:10.5194/hess-20-2195-2016.

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.

Worst-Case Flutter Margins from F/A-18 Aircraft Aeroelastic Data

NASA Technical Reports Server (NTRS)

Lind, Rick; Brenner, Marty

1997-01-01

An approach for computing worst-case flutter margins has been formulated in a robust stability framework. Uncertainty operators are included with a linear model to describe modeling errors and flight variations. The structured singular value, micron, computes a stability margin which directly accounts for these uncertainties. This approach introduces a new method of computing flutter margins and an associated new parameter for describing these margins. The micron margins are robust margins which indicate worst-case stability estimates with respect to the defined uncertainty. Worst-case flutter margins are computed for the F/A-18 SRA using uncertainty sets generated by flight data analysis. The robust margins demonstrate flight conditions for flutter may lie closer to the flight envelope than previously estimated by p-k analysis.

Unscented Kalman filter with parameter identifiability analysis for the estimation of multiple parameters in kinetic models

PubMed Central

2011-01-01

In systems biology, experimentally measured parameters are not always available, necessitating the use of computationally based parameter estimation. In order to rely on estimated parameters, it is critical to first determine which parameters can be estimated for a given model and measurement set. This is done with parameter identifiability analysis. A kinetic model of the sucrose accumulation in the sugar cane culm tissue developed by Rohwer et al. was taken as a test case model. What differentiates this approach is the integration of an orthogonal-based local identifiability method into the unscented Kalman filter (UKF), rather than using the more common observability-based method which has inherent limitations. It also introduces a variable step size based on the system uncertainty of the UKF during the sensitivity calculation. This method identified 10 out of 12 parameters as identifiable. These ten parameters were estimated using the UKF, which was run 97 times. Throughout the repetitions the UKF proved to be more consistent than the estimation algorithms used for comparison. PMID:21989173

A Bayesian consistent dual ensemble Kalman filter for state-parameter estimation in subsurface hydrology

NASA Astrophysics Data System (ADS)

Ait-El-Fquih, Boujemaa; El Gharamti, Mohamad; Hoteit, Ibrahim

2016-08-01

Ensemble Kalman filtering (EnKF) is an efficient approach to addressing uncertainties in subsurface groundwater models. The EnKF sequentially integrates field data into simulation models to obtain a better characterization of the model's state and parameters. These are generally estimated following joint and dual filtering strategies, in which, at each assimilation cycle, a forecast step by the model is followed by an update step with incoming observations. The joint EnKF directly updates the augmented state-parameter vector, whereas the dual EnKF empirically employs two separate filters, first estimating the parameters and then estimating the state based on the updated parameters. To develop a Bayesian consistent dual approach and improve the state-parameter estimates and their consistency, we propose in this paper a one-step-ahead (OSA) smoothing formulation of the state-parameter Bayesian filtering problem from which we derive a new dual-type EnKF, the dual EnKFOSA. Compared with the standard dual EnKF, it imposes a new update step to the state, which is shown to enhance the performance of the dual approach with almost no increase in the computational cost. Numerical experiments are conducted with a two-dimensional (2-D) synthetic groundwater aquifer model to investigate the performance and robustness of the proposed dual EnKFOSA, and to evaluate its results against those of the joint and dual EnKFs. The proposed scheme is able to successfully recover both the hydraulic head and the aquifer conductivity, providing further reliable estimates of their uncertainties. Furthermore, it is found to be more robust to different assimilation settings, such as the spatial and temporal distribution of the observations, and the level of noise in the data. Based on our experimental setups, it yields up to 25 % more accurate state and parameter estimations than the joint and dual approaches.

New method to incorporate Type B uncertainty into least-squares procedures in radionuclide metrology.

PubMed

Han, Jubong; Lee, K B; Lee, Jong-Man; Park, Tae Soon; Oh, J S; Oh, Pil-Jei

2016-03-01

We discuss a new method to incorporate Type B uncertainty into least-squares procedures. The new method is based on an extension of the likelihood function from which a conventional least-squares function is derived. The extended likelihood function is the product of the original likelihood function with additional PDFs (Probability Density Functions) that characterize the Type B uncertainties. The PDFs are considered to describe one's incomplete knowledge on correction factors being called nuisance parameters. We use the extended likelihood function to make point and interval estimations of parameters in the basically same way as the least-squares function used in the conventional least-squares method is derived. Since the nuisance parameters are not of interest and should be prevented from appearing in the final result, we eliminate such nuisance parameters by using the profile likelihood. As an example, we present a case study for a linear regression analysis with a common component of Type B uncertainty. In this example we compare the analysis results obtained from using our procedure with those from conventional methods. Copyright © 2015. Published by Elsevier Ltd.

Probabilistic accounting of uncertainty in forecasts of species distributions under climate change

USGS Publications Warehouse

Wenger, Seth J.; Som, Nicholas A.; Dauwalter, Daniel C.; Isaak, Daniel J.; Neville, Helen M.; Luce, Charles H.; Dunham, Jason B.; Young, Michael K.; Fausch, Kurt D.; Rieman, Bruce E.

2013-01-01

Forecasts of species distributions under future climates are inherently uncertain, but there have been few attempts to describe this uncertainty comprehensively in a probabilistic manner. We developed a Monte Carlo approach that accounts for uncertainty within generalized linear regression models (parameter uncertainty and residual error), uncertainty among competing models (model uncertainty), and uncertainty in future climate conditions (climate uncertainty) to produce site-specific frequency distributions of occurrence probabilities across a species’ range. We illustrated the method by forecasting suitable habitat for bull trout (Salvelinus confluentus) in the Interior Columbia River Basin, USA, under recent and projected 2040s and 2080s climate conditions. The 95% interval of total suitable habitat under recent conditions was estimated at 30.1–42.5 thousand km; this was predicted to decline to 0.5–7.9 thousand km by the 2080s. Projections for the 2080s showed that the great majority of stream segments would be unsuitable with high certainty, regardless of the climate data set or bull trout model employed. The largest contributor to uncertainty in total suitable habitat was climate uncertainty, followed by parameter uncertainty and model uncertainty. Our approach makes it possible to calculate a full distribution of possible outcomes for a species, and permits ready graphical display of uncertainty for individual locations and of total habitat.

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

Using cost-benefit concepts in design floods improves communication of uncertainty

NASA Astrophysics Data System (ADS)

Ganora, Daniele; Botto, Anna; Laio, Francesco; Claps, Pierluigi

2017-04-01

Flood frequency analysis, i.e. the study of the relationships between the magnitude and the rarity of high flows in a river, is the usual procedure adopted to assess flood hazard, preliminary to the plan/design of flood protection measures. It grounds on the fit of a probability distribution to the peak discharge values recorded in gauging stations and the final estimates over a region are thus affected by uncertainty, due to the limited sample availability and of the possible alternatives in terms of the probabilistic model and the parameter estimation methods used. In the last decade, the scientific community dealt with this issue by developing a number of methods to quantify such uncertainty components. Usually, uncertainty is visually represented through confidence bands, which are easy to understand, but are not yet demonstrated to be useful for design purposes: they usually disorient decision makers, as the design flood is no longer univocally defined, making the decision process undetermined. These considerations motivated the development of the uncertainty-compliant design flood estimator (UNCODE) procedure (Botto et al., 2014) that allows one to select meaningful flood design values accounting for the associated uncertainty by considering additional constraints based on cost-benefit criteria. This method suggests an explicit multiplication factor that corrects the traditional (without uncertainty) design flood estimates to incorporate the effects of uncertainty in the estimate at the same safety level. Even though the UNCODE method was developed for design purposes, it can represent a powerful and robust tool to help clarifying the effects of the uncertainty in statistical estimation. As the process produces increased design flood estimates, this outcome demonstrates how uncertainty leads to more expensive flood protection measures, or insufficiency of current defenses. Moreover, the UNCODE approach can be used to assess the "value" of data, as the costs of flood prevention can get down by reducing uncertainty with longer observed flood records. As the multiplication factor is dimensionless, some examples of application provided show how this approach allows simple comparisons of the effects of uncertainty in different catchments, helping to build ranking procedures for planning purposes. REFERENCES Botto, A., Ganora, D., Laio, F., and Claps, P.: Uncertainty compliant design flood estimation, Water Resources Research, 50, doi:10.1002/2013WR014981, 2014.

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.

On the Impurity Parameters for Impurities Detected in the Eutectics Co-C and Pt-C and Their Role in the Estimate of the Uncertainty in the Eutectic Temperatures

NASA Astrophysics Data System (ADS)

Bloembergen, Pieter; Dong, Wei; Bai, Cheng-Yu; Wang, Tie-Jun

2011-12-01

In this paper, impurity parameters m i and k i have been calculated for a range of impurities I as detected in the eutectics Co-C and Pt-C, by means of the software package Thermo-Calc within the ternary phase spaces Co-C- I and Pt-C- I. The choice of the impurities is based upon a selection out of the results of impurity analyses performed for a representative set of samples for each of the eutectics in study. The analyses in question are glow discharge mass spectrometry (GDMS) or inductively coupled plasma mass spectrometry (ICP-mass). Tables and plots of the impurity parameters against the atomic number Z i of the impurities will be presented, as well as plots demonstrating the validity of van't Hoff's law, the cornerstone to this study, for both eutectics. For the eutectics in question, the uncertainty u( T E - T liq ) in the correction T E - T liq will be derived, where T E and T liq refer to the transition temperature of the pure system and to the liquidus temperature in the limit of zero growth rate of the solid phase during solidification of the actual system, respectively. Uncertainty estimates based upon the current scheme SIE-OME, combining the sum of individual estimates (SIE) and the overall maximum estimate (OME) are compared with two alternative schemes proposed in this paper, designated as IE-IRE, combining individual estimates (IE) and individual random estimates (IRE), and the hybrid scheme SIE-IE-IRE, combining SIE, IE, and IRE.

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.

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.

Uncertainties of isoprene emissions in the MEGAN model estimated for a coniferous and broad-leaved mixed forest in Southern China

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

Situ, S.; Wang, Xuemei; Guenther, Alex B.

2014-12-01

Using local observed emission factor, meteorological data, vegetation 5 information and dynamic MODIS LAI, MEGANv2.1 was constrained to predict the isoprene emission from Dinghushan forest in the Pearl River Delta region during a field campaign in November 2008, and the uncertainties in isoprene emission estimates were quantified by the Monte Carlo approach. The results indicate that MEGAN can predict the isoprene emission reasonably during the campaign, and the mean value of isoprene emission is 2.35 mg m-2 h-1 in daytime. There are high uncertainties associated with the MEGAN inputs and calculated parameters, and the relative error can be as highmore » as -89 to 111% for a 95% confidence interval. The emission factor of broadleaf trees and the activity factor accounting for light and temperature dependence are the most important contributors to the uncertainties in isoprene emission estimated for the Dinghushan forest during the campaign. The results also emphasize the importance of accurate observed PAR and temperature to reduce the uncertainties in isoprene emission estimated by model, because the MEGAN model activity factor accounting for light and temperature dependence is highly sensitive to PAR and temperature.« less

Uncertainty analysis of signal deconvolution using a measured instrument response function

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

Hartouni, E. P.; Beeman, B.; Caggiano, J. A.

2016-10-05

A common analysis procedure minimizes the ln-likelihood that a set of experimental observables matches a parameterized model of the observation. The model includes a description of the underlying physical process as well as the instrument response function (IRF). Here, we investigate the National Ignition Facility (NIF) neutron time-of-flight (nTOF) spectrometers, the IRF is constructed from measurements and models. IRF measurements have a finite precision that can make significant contributions to the uncertainty estimate of the physical model’s parameters. Finally, we apply a Bayesian analysis to properly account for IRF uncertainties in calculating the ln-likelihood function used to find the optimummore » physical parameters.« less

Management of uncertainties on parameters elicited by experts - Applications to sea-level rise and to CO2 storage operations risk assessment

NASA Astrophysics Data System (ADS)

Manceau, Jean-Charles; Loschetter, Annick; Rohmer, Jérémy; Le Cozannet, Gonéri; Lary Louis, de; Guénan Thomas, Le; Ken, Hnottavange-Telleen

2017-04-01

In a context of high degree of uncertainty, when very few data are available, experts are commonly requested to provide their opinions on input parameters of risk assessment models. Not only might each expert express a certain degree of uncertainty on his/her own statements, but the set of information collected from the pool of experts introduces an additional level of uncertainty. It is indeed very unlikely that all experts agree on exactly the same data, especially regarding parameters needed for natural risk assessments. In some cases, their opinions may differ only slightly (e.g. the most plausible value for a parameter is similar for different experts, and they only disagree on the level of uncertainties that taint the said value) while on other cases they may express incompatible opinions for a same parameter. Dealing with these different kinds of uncertainties remains a challenge for assessing geological hazards or/and risks. Extra-probabilistic approaches (such as the Dempster-Shafer theory or the possibility theory) have shown to offer promising solutions for representing parameters on which the knowledge is limited. It is the case for instance when the available information prevents an expert from identifying a unique probability law to picture the total uncertainty. Moreover, such approaches are known to be particularly flexible when it comes to aggregating several and potentially conflicting opinions. We therefore propose to discuss the opportunity of applying these new theories for managing the uncertainties on parameters elicited by experts, by a comparison with the application of more classical probability approaches. The discussion is based on two different examples. The first example deals with the estimation of the injected CO2 plume extent in a reservoir in the context of CO2 geological storage. This estimation requires information on the effective porosity of the reservoir, which has been estimated by 14 different experts. The Dempster-Shafer theory has been used to represent and aggregate these pieces of information. The results of different aggregation rules as well as those of a classical probabilistic approach are compared with the purpose of highlighting the elements each of them could provide to the decision-maker (Manceau et al., 2016). The second example focuses on projections of future sea-level rise. Based on IPCC's constraints on the projection quantiles, and on the scientific community consensus level on the physical limits to future sea-level rise, a possibility distribution of the projections by 2100 under the RCP 8.5 scenario has been established. This possibility distribution has been confronted with a set of previously published probabilistic sea-level projections, with a focus on their ability to explore high ranges of sea-level rise (Le Cozannet et al., 2016). These two examples are complementary in the sense that they allow to address various aspects of the problem (e.g. representation of different types of information, conflict among experts, sources dependence). Moreover, we believe that the issues faced during these two experiences can be generalized to many risks/hazards assessment situations. References Manceau, JC., Loschetter, A., Rohmer, J., de Lary, L., Le Guénan, T., Hnottavange-Telleen, K. (2016). Dealing with uncertainty on parameters elicited from a pool of experts for CCS risk assessment. Congrès λμ 20 (St-Malo, France). Le Cozannet G., Manceau JC., Rohmer, J. (2016). Bounding probabilistic sea-level rise projections within the framework of the possibility theory. Accepted in Environmental Research Letters.

Quantifying geological uncertainty for flow and transport modeling in multi-modal heterogeneous formations

NASA Astrophysics Data System (ADS)

Feyen, Luc; Caers, Jef

2006-06-01

In this work, we address the problem of characterizing the heterogeneity and uncertainty of hydraulic properties for complex geological settings. Hereby, we distinguish between two scales of heterogeneity, namely the hydrofacies structure and the intrafacies variability of the hydraulic properties. We employ multiple-point geostatistics to characterize the hydrofacies architecture. The multiple-point statistics are borrowed from a training image that is designed to reflect the prior geological conceptualization. The intrafacies variability of the hydraulic properties is represented using conventional two-point correlation methods, more precisely, spatial covariance models under a multi-Gaussian spatial law. We address the different levels and sources of uncertainty in characterizing the subsurface heterogeneity, and explore their effect on groundwater flow and transport predictions. Typically, uncertainty is assessed by way of many images, termed realizations, of a fixed statistical model. However, in many cases, sampling from a fixed stochastic model does not adequately represent the space of uncertainty. It neglects the uncertainty related to the selection of the stochastic model and the estimation of its input parameters. We acknowledge the uncertainty inherent in the definition of the prior conceptual model of aquifer architecture and in the estimation of global statistics, anisotropy, and correlation scales. Spatial bootstrap is used to assess the uncertainty of the unknown statistical parameters. As an illustrative example, we employ a synthetic field that represents a fluvial setting consisting of an interconnected network of channel sands embedded within finer-grained floodplain material. For this highly non-stationary setting we quantify the groundwater flow and transport model prediction uncertainty for various levels of hydrogeological uncertainty. Results indicate the importance of accurately describing the facies geometry, especially for transport predictions.

Estimating Convection Parameters in the GFDL CM2.1 Model Using Ensemble Data Assimilation

NASA Astrophysics Data System (ADS)

Li, Shan; Zhang, Shaoqing; Liu, Zhengyu; Lu, Lv; Zhu, Jiang; Zhang, Xuefeng; Wu, Xinrong; Zhao, Ming; Vecchi, Gabriel A.; Zhang, Rong-Hua; Lin, Xiaopei

2018-04-01

Parametric uncertainty in convection parameterization is one major source of model errors that cause model climate drift. Convection parameter tuning has been widely studied in atmospheric models to help mitigate the problem. However, in a fully coupled general circulation model (CGCM), convection parameters which impact the ocean as well as the climate simulation may have different optimal values. This study explores the possibility of estimating convection parameters with an ensemble coupled data assimilation method in a CGCM. Impacts of the convection parameter estimation on climate analysis and forecast are analyzed. In a twin experiment framework, five convection parameters in the GFDL coupled model CM2.1 are estimated individually and simultaneously under both perfect and imperfect model regimes. Results show that the ensemble data assimilation method can help reduce the bias in convection parameters. With estimated convection parameters, the analyses and forecasts for both the atmosphere and the ocean are generally improved. It is also found that information in low latitudes is relatively more important for estimating convection parameters. This study further suggests that when important parameters in appropriate physical parameterizations are identified, incorporating their estimation into traditional ensemble data assimilation procedure could improve the final analysis and climate prediction.

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.

Uncertainty quantification of Antarctic contribution to sea-level rise using the fast Elementary Thermomechanical Ice Sheet (f.ETISh) model

NASA Astrophysics Data System (ADS)

Bulthuis, Kevin; Arnst, Maarten; Pattyn, Frank; Favier, Lionel

2017-04-01

Uncertainties in sea-level rise projections are mostly due to uncertainties in Antarctic ice-sheet predictions (IPCC AR5 report, 2013), because key parameters related to the current state of the Antarctic ice sheet (e.g. sub-ice-shelf melting) and future climate forcing are poorly constrained. Here, we propose to improve the predictions of Antarctic ice-sheet behaviour using new uncertainty quantification methods. As opposed to ensemble modelling (Bindschadler et al., 2013) which provides a rather limited view on input and output dispersion, new stochastic methods (Le Maître and Knio, 2010) can provide deeper insight into the impact of uncertainties on complex system behaviour. Such stochastic methods usually begin with deducing a probabilistic description of input parameter uncertainties from the available data. Then, the impact of these input parameter uncertainties on output quantities is assessed by estimating the probability distribution of the outputs by means of uncertainty propagation methods such as Monte Carlo methods or stochastic expansion methods. The use of such uncertainty propagation methods in glaciology may be computationally costly because of the high computational complexity of ice-sheet models. This challenge emphasises the importance of developing reliable and computationally efficient ice-sheet models such as the f.ETISh ice-sheet model (Pattyn, 2015), a new fast thermomechanical coupled ice sheet/ice shelf model capable of handling complex and critical processes such as the marine ice-sheet instability mechanism. Here, we apply these methods to investigate the role of uncertainties in sub-ice-shelf melting, calving rates and climate projections in assessing Antarctic contribution to sea-level rise for the next centuries using the f.ETISh model. We detail the methods and show results that provide nominal values and uncertainty bounds for future sea-level rise as a reflection of the impact of the input parameter uncertainties under consideration, as well as a ranking of the input parameter uncertainties in the order of the significance of their contribution to uncertainty in future sea-level rise. In addition, we discuss how limitations posed by the available information (poorly constrained data) pose challenges that motivate our current research.

Uncertainties in extracted parameters of a Gaussian emission line profile with continuum background.

PubMed

Minin, Serge; Kamalabadi, Farzad

2009-12-20

We derive analytical equations for uncertainties in parameters extracted by nonlinear least-squares fitting of a Gaussian emission function with an unknown continuum background component in the presence of additive white Gaussian noise. The derivation is based on the inversion of the full curvature matrix (equivalent to Fisher information matrix) of the least-squares error, chi(2), in a four-variable fitting parameter space. The derived uncertainty formulas (equivalent to Cramer-Rao error bounds) are found to be in good agreement with the numerically computed uncertainties from a large ensemble of simulated measurements. The derived formulas can be used for estimating minimum achievable errors for a given signal-to-noise ratio and for investigating some aspects of measurement setup trade-offs and optimization. While the intended application is Fabry-Perot spectroscopy for wind and temperature measurements in the upper atmosphere, the derivation is generic and applicable to other spectroscopy problems with a Gaussian line shape.

A python framework for environmental model uncertainty analysis

USGS Publications Warehouse

White, Jeremy; Fienen, Michael N.; Doherty, John E.

2016-01-01

We have developed pyEMU, a python framework for Environmental Modeling Uncertainty analyses, open-source tool that is non-intrusive, easy-to-use, computationally efficient, and scalable to highly-parameterized inverse problems. The framework implements several types of linear (first-order, second-moment (FOSM)) and non-linear uncertainty analyses. The FOSM-based analyses can also be completed prior to parameter estimation to help inform important modeling decisions, such as parameterization and objective function formulation. Complete workflows for several types of FOSM-based and non-linear analyses are documented in example notebooks implemented using Jupyter that are available in the online pyEMU repository. Example workflows include basic parameter and forecast analyses, data worth analyses, and error-variance analyses, as well as usage of parameter ensemble generation and management capabilities. These workflows document the necessary steps and provides insights into the results, with the goal of educating users not only in how to apply pyEMU, but also in the underlying theory of applied uncertainty quantification.

Trajectory Dispersed Vehicle Process for Space Launch System

NASA Technical Reports Server (NTRS)

Statham, Tamara; Thompson, Seth

2017-01-01

The Space Launch System (SLS) vehicle is part of NASA's deep space exploration plans that includes manned missions to Mars. Manufacturing uncertainties in design parameters are key considerations throughout SLS development as they have significant effects on focus parameters such as lift-off-thrust-to-weight, vehicle payload, maximum dynamic pressure, and compression loads. This presentation discusses how the SLS program captures these uncertainties by utilizing a 3 degree of freedom (DOF) process called Trajectory Dispersed (TD) analysis. This analysis biases nominal trajectories to identify extremes in the design parameters for various potential SLS configurations and missions. This process utilizes a Design of Experiments (DOE) and response surface methodologies (RSM) to statistically sample uncertainties, and develop resulting vehicles using a Maximum Likelihood Estimate (MLE) process for targeting uncertainties bias. These vehicles represent various missions and configurations which are used as key inputs into a variety of analyses in the SLS design process, including 6 DOF dispersions, separation clearances, and engine out failure studies.

Understanding identifiability as a crucial step in uncertainty assessment

NASA Astrophysics Data System (ADS)

Jakeman, A. J.; Guillaume, J. H. A.; Hill, M. C.; Seo, L.

2016-12-01

The topic of identifiability analysis offers concepts and approaches to identify why unique model parameter values cannot be identified, and can suggest possible responses that either increase uniqueness or help to understand the effect of non-uniqueness on predictions. Identifiability analysis typically involves evaluation of the model equations and the parameter estimation process. Non-identifiability can have a number of undesirable effects. In terms of model parameters these effects include: parameters not being estimated uniquely even with ideal data; wildly different values being returned for different initialisations of a parameter optimisation algorithm; and parameters not being physically meaningful in a model attempting to represent a process. This presentation illustrates some of the drastic consequences of ignoring model identifiability analysis. It argues for a more cogent framework and use of identifiability analysis as a way of understanding model limitations and systematically learning about sources of uncertainty and their importance. The presentation specifically distinguishes between five sources of parameter non-uniqueness (and hence uncertainty) within the modelling process, pragmatically capturing key distinctions within existing identifiability literature. It enumerates many of the various approaches discussed in the literature. Admittedly, improving identifiability is often non-trivial. It requires thorough understanding of the cause of non-identifiability, and the time, knowledge and resources to collect or select new data, modify model structures or objective functions, or improve conditioning. But ignoring these problems is not a viable solution. Even simple approaches such as fixing parameter values or naively using a different model structure may have significant impacts on results which are too often overlooked because identifiability analysis is neglected.

Probabilistic evaluation of damage potential in earthquake-induced liquefaction in a 3-D soil deposit

NASA Astrophysics Data System (ADS)

Halder, A.; Miller, F. J.

1982-03-01

A probabilistic model to evaluate the risk of liquefaction at a site and to limit or eliminate damage during earthquake induced liquefaction is proposed. The model is extended to consider three dimensional nonhomogeneous soil properties. The parameters relevant to the liquefaction phenomenon are identified, including: (1) soil parameters; (2) parameters required to consider laboratory test and sampling effects; and (3) loading parameters. The fundamentals of risk based design concepts pertient to liquefaction are reviewed. A detailed statistical evaluation of the soil parameters in the proposed liquefaction model is provided and the uncertainty associated with the estimation of in situ relative density is evaluated for both direct and indirect methods. It is found that the liquefaction potential the uncertainties in the load parameters could be higher than those in the resistance parameters.

Uncertainty Modeling for Structural Control Analysis and Synthesis

NASA Technical Reports Server (NTRS)

Campbell, Mark E.; Crawley, Edward F.

1996-01-01

The development of an accurate model of uncertainties for the control of structures that undergo a change in operational environment, based solely on modeling and experimentation in the original environment is studied. The application used throughout this work is the development of an on-orbit uncertainty model based on ground modeling and experimentation. A ground based uncertainty model consisting of mean errors and bounds on critical structural parameters is developed. The uncertainty model is created using multiple data sets to observe all relevant uncertainties in the system. The Discrete Extended Kalman Filter is used as an identification/parameter estimation method for each data set, in addition to providing a covariance matrix which aids in the development of the uncertainty model. Once ground based modal uncertainties have been developed, they are localized to specific degrees of freedom in the form of mass and stiffness uncertainties. Two techniques are presented: a matrix method which develops the mass and stiffness uncertainties in a mathematical manner; and a sensitivity method which assumes a form for the mass and stiffness uncertainties in macroelements and scaling factors. This form allows the derivation of mass and stiffness uncertainties in a more physical manner. The mass and stiffness uncertainties of the ground based system are then mapped onto the on-orbit system, and projected to create an analogous on-orbit uncertainty model in the form of mean errors and bounds on critical parameters. The Middeck Active Control Experiment is introduced as experimental verification for the localization and projection methods developed. In addition, closed loop results from on-orbit operations of the experiment verify the use of the uncertainty model for control analysis and synthesis in space.

Estimation of uncertainty in pKa values determined by potentiometric titration.

PubMed

Koort, Eve; Herodes, Koit; Pihl, Viljar; Leito, Ivo

2004-06-01

A procedure is presented for estimation of uncertainty in measurement of the pK(a) of a weak acid by potentiometric titration. The procedure is based on the ISO GUM. The core of the procedure is a mathematical model that involves 40 input parameters. A novel approach is used for taking into account the purity of the acid, the impurities are not treated as inert compounds only, their possible acidic dissociation is also taken into account. Application to an example of practical pK(a) determination is presented. Altogether 67 different sources of uncertainty are identified and quantified within the example. The relative importance of different uncertainty sources is discussed. The most important source of uncertainty (with the experimental set-up of the example) is the uncertainty of pH measurement followed by the accuracy of the burette and the uncertainty of weighing. The procedure gives uncertainty separately for each point of the titration curve. The uncertainty depends on the amount of titrant added, being lowest in the central part of the titration curve. The possibilities of reducing the uncertainty and interpreting the drift of the pK(a) values obtained from the same curve are discussed.

Estimating tag loss of the Atlantic Horseshoe crab, Limulus polyphemus, using a multi-state model

USGS Publications Warehouse

Butler, Catherine Alyssa; McGowan, Conor P.; Grand, James B.; Smith, David

2012-01-01

The Atlantic Horseshoe crab, Limulus polyphemus, is a valuable resource along the Mid-Atlantic coast which has, in recent years, experienced new management paradigms due to increased concern about this species role in the environment. While current management actions are underway, many acknowledge the need for improved and updated parameter estimates to reduce the uncertainty within the management models. Specifically, updated and improved estimates of demographic parameters such as adult crab survival in the regional population of interest, Delaware Bay, could greatly enhance these models and improve management decisions. There is however, some concern that difficulties in tag resighting or complete loss of tags could be occurring. As apparent from the assumptions of a Jolly-Seber model, loss of tags can result in a biased estimate and underestimate a survival rate. Given that uncertainty, as a first step towards estimating an unbiased estimate of adult survival, we first took steps to estimate the rate of tag loss. Using data from a double tag mark-resight study conducted in Delaware Bay and Program MARK, we designed a multi-state model to allow for the estimation of mortality of each tag separately and simultaneously.

Adaptive back-stepping control of the harmonic drive system with LuGre model-based friction compensation

NASA Astrophysics Data System (ADS)

Liu, Sen; Gang, Tieqiang

2018-03-01

Harmonic drives are widely used in aerospace and industrial robots. Flexibility, friction and parameter uncertainty will result in transmission performance degradation. In this paper, an adaptive back-stepping method with friction compensation is proposed to improve the tracking performance of the harmonic drive system. The nonlinear friction is described by LuGre model and compensated with a friction observer, and the uncertainty of model parameters is resolved by adaptive parameter estimation method. By using Lyapunov stability theory, it is proved that all the errors of the closed-loop system are uniformly ultimately bounded. Simulations illustrate the effectiveness of our friction compensation method.

A comparison between Gauss-Newton and Markov chain Monte Carlo basedmethods for inverting spectral induced polarization data for Cole-Coleparameters

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

Chen, Jinsong; Kemna, Andreas; Hubbard, Susan S.

2008-05-15

We develop a Bayesian model to invert spectral induced polarization (SIP) data for Cole-Cole parameters using Markov chain Monte Carlo (MCMC) sampling methods. We compare the performance of the MCMC based stochastic method with an iterative Gauss-Newton based deterministic method for Cole-Cole parameter estimation through inversion of synthetic and laboratory SIP data. The Gauss-Newton based method can provide an optimal solution for given objective functions under constraints, but the obtained optimal solution generally depends on the choice of initial values and the estimated uncertainty information is often inaccurate or insufficient. In contrast, the MCMC based inversion method provides extensive globalmore » information on unknown parameters, such as the marginal probability distribution functions, from which we can obtain better estimates and tighter uncertainty bounds of the parameters than with the deterministic method. Additionally, the results obtained with the MCMC method are independent of the choice of initial values. Because the MCMC based method does not explicitly offer single optimal solution for given objective functions, the deterministic and stochastic methods can complement each other. For example, the stochastic method can first be used to obtain the means of the unknown parameters by starting from an arbitrary set of initial values and the deterministic method can then be initiated using the means as starting values to obtain the optimal estimates of the Cole-Cole parameters.« less

Nonlinear, discrete flood event models, 1. Bayesian estimation of parameters

NASA Astrophysics Data System (ADS)

Bates, Bryson C.; Townley, Lloyd R.

1988-05-01

In this paper (Part 1), a Bayesian procedure for parameter estimation is applied to discrete flood event models. The essence of the procedure is the minimisation of a sum of squares function for models in which the computed peak discharge is nonlinear in terms of the parameters. This objective function is dependent on the observed and computed peak discharges for several storms on the catchment, information on the structure of observation error, and prior information on parameter values. The posterior covariance matrix gives a measure of the precision of the estimated parameters. The procedure is demonstrated using rainfall and runoff data from seven Australian catchments. It is concluded that the procedure is a powerful alternative to conventional parameter estimation techniques in situations where a number of floods are available for parameter estimation. Parts 2 and 3 will discuss the application of statistical nonlinearity measures and prediction uncertainty analysis to calibrated flood models. Bates (this volume) and Bates and Townley (this volume).

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.

Assimilating solar-induced chlorophyll fluorescence into the terrestrial biosphere model BETHY-SCOPE v1.0: model description and information content

NASA Astrophysics Data System (ADS)

Norton, Alexander J.; Rayner, Peter J.; Koffi, Ernest N.; Scholze, Marko

2018-04-01

The synthesis of model and observational information using data assimilation can improve our understanding of the terrestrial carbon cycle, a key component of the Earth's climate-carbon system. Here we provide a data assimilation framework for combining observations of solar-induced chlorophyll fluorescence (SIF) and a process-based model to improve estimates of terrestrial carbon uptake or gross primary production (GPP). We then quantify and assess the constraint SIF provides on the uncertainty in global GPP through model process parameters in an error propagation study. By incorporating 1 year of SIF observations from the GOSAT satellite, we find that the parametric uncertainty in global annual GPP is reduced by 73 % from ±19.0 to ±5.2 Pg C yr-1. This improvement is achieved through strong constraint of leaf growth processes and weak to moderate constraint of physiological parameters. We also find that the inclusion of uncertainty in shortwave down-radiation forcing has a net-zero effect on uncertainty in GPP when incorporated into the SIF assimilation framework. This study demonstrates the powerful capacity of SIF to reduce uncertainties in process-based model estimates of GPP and the potential for improving our predictive capability of this uncertain carbon flux.

Using prediction uncertainty analysis to design hydrologic monitoring networks: Example applications from the Great Lakes water availability pilot project

USGS Publications Warehouse

Fienen, Michael N.; Doherty, John E.; Hunt, Randall J.; Reeves, Howard W.

2010-01-01

The importance of monitoring networks for resource-management decisions is becoming more recognized, in both theory and application. Quantitative computer models provide a science-based framework to evaluate the efficacy and efficiency of existing and possible future monitoring networks. In the study described herein, two suites of tools were used to evaluate the worth of new data for specific predictions, which in turn can support efficient use of resources needed to construct a monitoring network. The approach evaluates the uncertainty of a model prediction and, by using linear propagation of uncertainty, estimates how much uncertainty could be reduced if the model were calibrated with addition information (increased a priori knowledge of parameter values or new observations). The theoretical underpinnings of the two suites of tools addressing this technique are compared, and their application to a hypothetical model based on a local model inset into the Great Lakes Water Availability Pilot model are described. Results show that meaningful guidance for monitoring network design can be obtained by using the methods explored. The validity of this guidance depends substantially on the parameterization as well; hence, parameterization must be considered not only when designing the parameter-estimation paradigm but also-importantly-when designing the prediction-uncertainty paradigm.

Accounting for control mislabeling in case-control biomarker studies.

PubMed

Rantalainen, Mattias; Holmes, Chris C

2011-12-02

In biomarker discovery studies, uncertainty associated with case and control labels is often overlooked. By omitting to take into account label uncertainty, model parameters and the predictive risk can become biased, sometimes severely. The most common situation is when the control set contains an unknown number of undiagnosed, or future, cases. This has a marked impact in situations where the model needs to be well-calibrated, e.g., when the prediction performance of a biomarker panel is evaluated. Failing to account for class label uncertainty may lead to underestimation of classification performance and bias in parameter estimates. This can further impact on meta-analysis for combining evidence from multiple studies. Using a simulation study, we outline how conventional statistical models can be modified to address class label uncertainty leading to well-calibrated prediction performance estimates and reduced bias in meta-analysis. We focus on the problem of mislabeled control subjects in case-control studies, i.e., when some of the control subjects are undiagnosed cases, although the procedures we report are generic. The uncertainty in control status is a particular situation common in biomarker discovery studies in the context of genomic and molecular epidemiology, where control subjects are commonly sampled from the general population with an established expected disease incidence rate.

Impact of Hydrogeological Uncertainty on Estimation of Environmental Risks Posed by Hydrocarbon Transportation Networks

NASA Astrophysics Data System (ADS)

Ciriello, V.; Lauriola, I.; Bonvicini, S.; Cozzani, V.; Di Federico, V.; Tartakovsky, Daniel M.

2017-11-01

Ubiquitous hydrogeological uncertainty undermines the veracity of quantitative predictions of soil and groundwater contamination due to accidental hydrocarbon spills from onshore pipelines. Such predictions, therefore, must be accompanied by quantification of predictive uncertainty, especially when they are used for environmental risk assessment. We quantify the impact of parametric uncertainty on quantitative forecasting of temporal evolution of two key risk indices, volumes of unsaturated and saturated soil contaminated by a surface spill of light nonaqueous-phase liquids. This is accomplished by treating the relevant uncertain parameters as random variables and deploying two alternative probabilistic models to estimate their effect on predictive uncertainty. A physics-based model is solved with a stochastic collocation method and is supplemented by a global sensitivity analysis. A second model represents the quantities of interest as polynomials of random inputs and has a virtually negligible computational cost, which enables one to explore any number of risk-related contamination scenarios. For a typical oil-spill scenario, our method can be used to identify key flow and transport parameters affecting the risk indices, to elucidate texture-dependent behavior of different soils, and to evaluate, with a degree of confidence specified by the decision-maker, the extent of contamination and the correspondent remediation costs.

From field data to volumes: constraining uncertainties in pyroclastic eruption parameters

USGS Publications Warehouse

Klawonn, Malin; Houghton, Bruce F.; Swanson, Don; Fagents, Sarah A.; Wessel, Paul; Wolfe, Cecily J.

2014-01-01

In this study, we aim to understand the variability in eruption volume estimates derived from field studies of pyroclastic deposits. We distributed paper maps of the 1959 Kīlauea Iki tephra to 101 volcanologists worldwide, who produced hand-drawn isopachs. Across the returned maps, uncertainty in isopach areas is 7 % across the well-sampled deposit but increases to over 30 % for isopachs that are governed by the largest and smallest thickness measurements. We fit the exponential, power-law, and Weibull functions through the isopach thickness versus area1/2 values and find volume estimate variations up to a factor of 4.9 for a single map. Across all maps and methodologies, we find an average standard deviation for a total volume of s = 29 %. The volume uncertainties are largest for the most proximal (s = 62 %) and distal field (s = 53 %) and small for the densely sampled intermediate deposit (s = 8 %). For the Kīlauea Iki 1959 eruption, we find that the deposit beyond the 5-cm isopach contains only 2 % of the total erupted volume, whereas the near-source deposit contains 48 % and the intermediate deposit 50 % of the total volume. Thus, the relative uncertainty within each zone impacts the total volume estimates differently. The observed uncertainties for the different deposit regions in this study illustrate a fundamental problem of estimating eruption volumes: while some methodologies may provide better fits to the isopach data or rely on fewer free parameters, the main issue remains the predictive capabilities of the empirical functions for the regions where measurements are missing.

Neural network-based preprocessing to estimate the parameters of the X-ray emission of a single-temperature thermal plasma

NASA Astrophysics Data System (ADS)

Ichinohe, Y.; Yamada, S.; Miyazaki, N.; Saito, S.

2018-04-01

We present data preprocessing based on an artificial neural network to estimate the parameters of the X-ray emission spectra of a single-temperature thermal plasma. The method finds appropriate parameters close to the global optimum. The neural network is designed to learn the parameters of the thermal plasma (temperature, abundance, normalization and redshift) of the input spectra. After training using 9000 simulated X-ray spectra, the network has grown to predict all the unknown parameters with uncertainties of about a few per cent. The performance dependence on the network structure has been studied. We applied the neural network to an actual high-resolution spectrum obtained with Hitomi. The predicted plasma parameters agree with the known best-fitting parameters of the Perseus cluster within uncertainties of ≲10 per cent. The result shows that neural networks trained by simulated data might possibly be used to extract a feature built in the data. This would reduce human-intensive preprocessing costs before detailed spectral analysis, and would help us make the best use of the large quantities of spectral data that will be available in the coming decades.

Techno-economic and uncertainty analysis of in situ and ex situ fast pyrolysis for biofuel production.

PubMed

Li, Boyan; Ou, Longwen; Dang, Qi; Meyer, Pimphan; Jones, Susanne; Brown, Robert; Wright, Mark

2015-11-01

This study evaluates the techno-economic uncertainty in cost estimates for two emerging technologies for biofuel production: in situ and ex situ catalytic pyrolysis. The probability distributions for the minimum fuel-selling price (MFSP) indicate that in situ catalytic pyrolysis has an expected MFSP of $1.11 per liter with a standard deviation of 0.29, while the ex situ catalytic pyrolysis has a similar MFSP with a smaller deviation ($1.13 per liter and 0.21 respectively). These results suggest that a biorefinery based on ex situ catalytic pyrolysis could have a lower techno-economic uncertainty than in situ pyrolysis compensating for a slightly higher MFSP cost estimate. Analysis of how each parameter affects the NPV indicates that internal rate of return, feedstock price, total project investment, electricity price, biochar yield and bio-oil yield are parameters which have substantial impact on the MFSP for both in situ and ex situ catalytic pyrolysis. Copyright © 2015 Elsevier Ltd. All rights reserved.

Gaussian Process Model for Antarctic Surface Mass Balance and Ice Core Site Selection

NASA Astrophysics Data System (ADS)

White, P. A.; Reese, S.; Christensen, W. F.; Rupper, S.

2017-12-01

Surface mass balance (SMB) is an important factor in the estimation of sea level change, and data are collected to estimate models for prediction of SMB on the Antarctic ice sheet. Using Favier et al.'s (2013) quality-controlled aggregate data set of SMB field measurements, a fully Bayesian spatial model is posed to estimate Antarctic SMB and propose new field measurement locations. Utilizing Nearest-Neighbor Gaussian process (NNGP) models, SMB is estimated over the Antarctic ice sheet. An Antarctic SMB map is rendered using this model and is compared with previous estimates. A prediction uncertainty map is created to identify regions of high SMB uncertainty. The model estimates net SMB to be 2173 Gton yr-1 with 95% credible interval (2021,2331) Gton yr-1. On average, these results suggest lower Antarctic SMB and higher uncertainty than previously purported [Vaughan et al. (1999); Van de Berg et al. (2006); Arthern, Winebrenner and Vaughan (2006); Bromwich et al. (2004); Lenaerts et al. (2012)], even though this model utilizes significantly more observations than previous models. Using the Gaussian process' uncertainty and model parameters, we propose 15 new measurement locations for field study utilizing a maximin space-filling, error-minimizing design; these potential measurements are identied to minimize future estimation uncertainty. Using currently accepted Antarctic mass balance estimates and our SMB estimate, we estimate net mass loss [Shepherd et al. (2012); Jacob et al. (2012)]. Furthermore, we discuss modeling details for both space-time data and combining field measurement data with output from mathematical models using the NNGP framework.

Robust fractional order sliding mode control of doubly-fed induction generator (DFIG)-based wind turbines.

PubMed

Ebrahimkhani, Sadegh

2016-07-01

Wind power plants have nonlinear dynamics and contain many uncertainties such as unknown nonlinear disturbances and parameter uncertainties. Thus, it is a difficult task to design a robust reliable controller for this system. This paper proposes a novel robust fractional-order sliding mode (FOSM) controller for maximum power point tracking (MPPT) control of doubly fed induction generator (DFIG)-based wind energy conversion system. In order to enhance the robustness of the control system, uncertainties and disturbances are estimated using a fractional order uncertainty estimator. In the proposed method a continuous control strategy is developed to achieve the chattering free fractional order sliding-mode control, and also no knowledge of the uncertainties and disturbances or their bound is assumed. The boundedness and convergence properties of the closed-loop signals are proven using Lyapunov׳s stability theory. Simulation results in the presence of various uncertainties were carried out to evaluate the effectiveness and robustness of the proposed control scheme. Copyright © 2016 ISA. Published by Elsevier Ltd. All rights reserved.

Determination of tidal h Love number parameters in the diurnal band using an extensive VLBI data set

NASA Technical Reports Server (NTRS)

Mitrovica, J. X.; Davis, J. L.; Mathews, P. M.; Shapiro, I. I.

1994-01-01

We use over a decade of geodetic Very Long Baseline Interferometry (VLBI) data to estimate parameters in a resonance expansion of the frequency dependence of the tidal h(sub 2) Love number within the diurnal band. The resonance is associated with the retrograde free core nutation (RFCN). We obtain a value for the real part of the resonance strength of (-0.27 +/- 0.03) x 10(exp -3); a value of -0.19 x 10(exp -3) is predicted theoretically. Uncertainties in the VLBI estimates of the body tide radial displacement amplitudes are approximately 0.5 mm (1.1 mm for the K1 frequency), but they do not yield sufficiently small Love number uncertainties for placing useful constraints on the frequency of the RFCN, given the much smaller uncertainties obtained from independent analyses using nutation or gravimetric data. We also consider the imaginary part of the tidal h(sub 2) Love number. The estimated imaginary part of the resonance strength is (0.00 +/- 0.02) x 10(exp -3). The estimated imaginary part of the nonresonant component of the Love number implies a phase angle in the diurnal tidal response of the Earth of 0.7 deg +/- 0.5 deg (lag).

Finite-time robust stabilization of uncertain delayed neural networks with discontinuous activations via delayed feedback control.

PubMed

Wang, Leimin; Shen, Yi; Sheng, Yin

2016-04-01

This paper is concerned with the finite-time robust stabilization of delayed neural networks (DNNs) in the presence of discontinuous activations and parameter uncertainties. By using the nonsmooth analysis and control theory, a delayed controller is designed to realize the finite-time robust stabilization of DNNs with discontinuous activations and parameter uncertainties, and the upper bound of the settling time functional for stabilization is estimated. Finally, two examples are provided to demonstrate the effectiveness of the theoretical results. Copyright © 2016 Elsevier Ltd. All rights reserved.

Control of linear uncertain systems utilizing mismatched state observers

NASA Technical Reports Server (NTRS)

Goldstein, B.

1972-01-01

The control of linear continuous dynamical systems is investigated as a problem of limited state feedback control. The equations which describe the structure of an observer are developed constrained to time-invarient systems. The optimal control problem is formulated, accounting for the uncertainty in the design parameters. Expressions for bounds on closed loop stability are also developed. The results indicate that very little uncertainty may be tolerated before divergence occurs in the recursive computation algorithms, and the derived stability bound yields extremely conservative estimates of regions of allowable parameter variations.

A New Formulation of Equivalent Effective Stratospheric Chlorine (EESC)

NASA Technical Reports Server (NTRS)

Newman, P. A.; Daniel, J. S.; Waugh, D. W.; Nash, E. R.

2007-01-01

Equivalent effective stratospheric chlorine (EESC) is a convenient parameter to quantify the effects of halogens (chlorine and bromine) on ozone depletion in the stratosphere. We show and discuss a new formulation of EESC that now includes the effects of age-of-air dependent fractional release values and an age-of-air spectrum. This new formulation provides quantitative estimates of EESC that can be directly related to inorganic chlorine and bromine throughout the stratosphere. Using this EESC formulation, we estimate that human-produced ozone depleting substances will recover to 1980 levels in 2041 in the midlatitudes, and 2067 over Antarctica. These recovery dates are based upon the assumption that the international agreements for regulating ozone-depleting substances are adhered to. In addition to recovery dates, we also estimate the uncertainties in the estimated time of recovery. The midlatitude recovery of 2041 has a 95% confidence uncertainty from 2028 to 2049, while the 2067 Antarctic recovery has a 95% confidence uncertainty from 2056 to 2078. The principal uncertainties are from the estimated mean age-of-air, and the assumption that the mean age-of-air and fractional release values are time independent. Using other model estimates of age decrease due to climate change, we estimate that midlatitude recovery may be accelerated from 2041 to 2031.

Bayesian population analysis of a washin-washout physiologically based pharmacokinetic model for acetone

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

Moerk, Anna-Karin, E-mail: anna-karin.mork@ki.s; Jonsson, Fredrik; Pharsight, a Certara company, St. Louis, MO

2009-11-01

The aim of this study was to derive improved estimates of population variability and uncertainty of physiologically based pharmacokinetic (PBPK) model parameters, especially of those related to the washin-washout behavior of polar volatile substances. This was done by optimizing a previously published washin-washout PBPK model for acetone in a Bayesian framework using Markov chain Monte Carlo simulation. The sensitivity of the model parameters was investigated by creating four different prior sets, where the uncertainty surrounding the population variability of the physiological model parameters was given values corresponding to coefficients of variation of 1%, 25%, 50%, and 100%, respectively. The PBPKmore » model was calibrated to toxicokinetic data from 2 previous studies where 18 volunteers were exposed to 250-550 ppm of acetone at various levels of workload. The updated PBPK model provided a good description of the concentrations in arterial, venous, and exhaled air. The precision of most of the model parameter estimates was improved. New information was particularly gained on the population distribution of the parameters governing the washin-washout effect. The results presented herein provide a good starting point to estimate the target dose of acetone in the working and general populations for risk assessment purposes.« less

Using global sensitivity analysis of demographic models for ecological impact assessment.

PubMed

Aiello-Lammens, Matthew E; Akçakaya, H Resit

2017-02-01

Population viability analysis (PVA) is widely used to assess population-level impacts of environmental changes on species. When combined with sensitivity analysis, PVA yields insights into the effects of parameter and model structure uncertainty. This helps researchers prioritize efforts for further data collection so that model improvements are efficient and helps managers prioritize conservation and management actions. Usually, sensitivity is analyzed by varying one input parameter at a time and observing the influence that variation has over model outcomes. This approach does not account for interactions among parameters. Global sensitivity analysis (GSA) overcomes this limitation by varying several model inputs simultaneously. Then, regression techniques allow measuring the importance of input-parameter uncertainties. In many conservation applications, the goal of demographic modeling is to assess how different scenarios of impact or management cause changes in a population. This is challenging because the uncertainty of input-parameter values can be confounded with the effect of impacts and management actions. We developed a GSA method that separates model outcome uncertainty resulting from parameter uncertainty from that resulting from projected ecological impacts or simulated management actions, effectively separating the 2 main questions that sensitivity analysis asks. We applied this method to assess the effects of predicted sea-level rise on Snowy Plover (Charadrius nivosus). A relatively small number of replicate models (approximately 100) resulted in consistent measures of variable importance when not trying to separate the effects of ecological impacts from parameter uncertainty. However, many more replicate models (approximately 500) were required to separate these effects. These differences are important to consider when using demographic models to estimate ecological impacts of management actions. © 2016 Society for Conservation Biology.

An Integrated Uncertainty Analysis and Ensemble-based Data Assimilation Framework for Operational Snow Predictions

NASA Astrophysics Data System (ADS)

He, M.; Hogue, T. S.; Franz, K.; Margulis, S. A.; Vrugt, J. A.

2009-12-01

The National Weather Service (NWS), the agency responsible for short- and long-term streamflow predictions across the nation, primarily applies the SNOW17 model for operational forecasting of snow accumulation and melt. The SNOW17-forecasted snowmelt serves as an input to a rainfall-runoff model for streamflow forecasts in snow-dominated areas. The accuracy of streamflow predictions in these areas largely relies on the accuracy of snowmelt. However, no direct snowmelt measurements are available to validate the SNOW17 predictions. Instead, indirect measurements such as snow water equivalent (SWE) measurements or discharge are typically used to calibrate SNOW17 parameters. In addition, the forecast practice is inherently deterministic, lacking tools to systematically address forecasting uncertainties (e.g., uncertainties in parameters, forcing, SWE and discharge observations, etc.). The current research presents an Integrated Uncertainty analysis and Ensemble-based data Assimilation (IUEA) framework to improve predictions of snowmelt and discharge while simultaneously providing meaningful estimates of the associated uncertainty. The IUEA approach uses the recently developed DiffeRential Evolution Adaptive Metropolis (DREAM) to simultaneously estimate uncertainties in model parameters, forcing, and observations. The robustness and usefulness of the IUEA-SNOW17 framework is evaluated for snow-dominated watersheds in the northern Sierra Mountains, using the coupled IUEA-SNOW17 and an operational soil moisture accounting model (SAC-SMA). Preliminary results are promising and indicate successful performance of the coupled IUEA-SNOW17 framework. Implementation of the SNOW17 with the IUEA is straightforward and requires no major modification to the SNOW17 model structure. The IUEA-SNOW17 framework is intended to be modular and transferable and should assist the NWS in advancing the current forecasting system and reinforcing current operational forecasting skill.

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.

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.

Effect of formal and informal likelihood functions on uncertainty assessment in a single event rainfall-runoff model

NASA Astrophysics Data System (ADS)

Nourali, Mahrouz; Ghahraman, Bijan; Pourreza-Bilondi, Mohsen; Davary, Kamran

2016-09-01

In the present study, DREAM(ZS), Differential Evolution Adaptive Metropolis combined with both formal and informal likelihood functions, is used to investigate uncertainty of parameters of the HEC-HMS model in Tamar watershed, Golestan province, Iran. In order to assess the uncertainty of 24 parameters used in HMS, three flood events were used to calibrate and one flood event was used to validate the posterior distributions. Moreover, performance of seven different likelihood functions (L1-L7) was assessed by means of DREAM(ZS)approach. Four likelihood functions, L1-L4, Nash-Sutcliffe (NS) efficiency, Normalized absolute error (NAE), Index of agreement (IOA), and Chiew-McMahon efficiency (CM), is considered as informal, whereas remaining (L5-L7) is represented in formal category. L5 focuses on the relationship between the traditional least squares fitting and the Bayesian inference, and L6, is a hetereoscedastic maximum likelihood error (HMLE) estimator. Finally, in likelihood function L7, serial dependence of residual errors is accounted using a first-order autoregressive (AR) model of the residuals. According to the results, sensitivities of the parameters strongly depend on the likelihood function, and vary for different likelihood functions. Most of the parameters were better defined by formal likelihood functions L5 and L7 and showed a high sensitivity to model performance. Posterior cumulative distributions corresponding to the informal likelihood functions L1, L2, L3, L4 and the formal likelihood function L6 are approximately the same for most of the sub-basins, and these likelihood functions depict almost a similar effect on sensitivity of parameters. 95% total prediction uncertainty bounds bracketed most of the observed data. Considering all the statistical indicators and criteria of uncertainty assessment, including RMSE, KGE, NS, P-factor and R-factor, results showed that DREAM(ZS) algorithm performed better under formal likelihood functions L5 and L7, but likelihood function L5 may result in biased and unreliable estimation of parameters due to violation of the residualerror assumptions. Thus, likelihood function L7 provides posterior distribution of model parameters credibly and therefore can be employed for further applications.

The Certainty of Uncertainty: Potential Sources of Bias and Imprecision in Disease Ecology Studies.

PubMed

Lachish, Shelly; Murray, Kris A

2018-01-01

Wildlife diseases have important implications for wildlife and human health, the preservation of biodiversity and the resilience of ecosystems. However, understanding disease dynamics and the impacts of pathogens in wild populations is challenging because these complex systems can rarely, if ever, be observed without error. Uncertainty in disease ecology studies is commonly defined in terms of either heterogeneity in detectability (due to variation in the probability of encountering, capturing, or detecting individuals in their natural habitat) or uncertainty in disease state assignment (due to misclassification errors or incomplete information). In reality, however, uncertainty in disease ecology studies extends beyond these components of observation error and can arise from multiple varied processes, each of which can lead to bias and a lack of precision in parameter estimates. Here, we present an inventory of the sources of potential uncertainty in studies that attempt to quantify disease-relevant parameters from wild populations (e.g., prevalence, incidence, transmission rates, force of infection, risk of infection, persistence times, and disease-induced impacts). We show that uncertainty can arise via processes pertaining to aspects of the disease system, the study design, the methods used to study the system, and the state of knowledge of the system, and that uncertainties generated via one process can propagate through to others because of interactions between the numerous biological, methodological and environmental factors at play. We show that many of these sources of uncertainty may not be immediately apparent to researchers (for example, unidentified crypticity among vectors, hosts or pathogens, a mismatch between the temporal scale of sampling and disease dynamics, demographic or social misclassification), and thus have received comparatively little consideration in the literature to date. Finally, we discuss the type of bias or imprecision introduced by these varied sources of uncertainty and briefly present appropriate sampling and analytical methods to account for, or minimise, their influence on estimates of disease-relevant parameters. This review should assist researchers and practitioners to navigate the pitfalls of uncertainty in wildlife disease ecology studies.

Methods to Estimate the Between-Study Variance and Its Uncertainty in Meta-Analysis

ERIC Educational Resources Information Center

Veroniki, Areti Angeliki; Jackson, Dan; Viechtbauer, Wolfgang; Bender, Ralf; Bowden, Jack; Knapp, Guido; Kuss, Oliver; Higgins, Julian P. T.; Langan, Dean; Salanti, Georgia

2016-01-01

Meta-analyses are typically used to estimate the overall/mean of an outcome of interest. However, inference about between-study variability, which is typically modelled using a between-study variance parameter, is usually an additional aim. The DerSimonian and Laird method, currently widely used by default to estimate the between-study variance,…

Estimating uncertainty in ambient and saturation nutrient uptake metrics from nutrient pulse releases in stream ecosystems

DOE PAGES

Brooks, Scott C.; Brandt, Craig C.; Griffiths, Natalie A.

2016-10-07

Nutrient spiraling is an important ecosystem process characterizing nutrient transport and uptake in streams. Various nutrient addition methods are used to estimate uptake metrics; however, uncertainty in the metrics is not often evaluated. A method was developed to quantify uncertainty in ambient and saturation nutrient uptake metrics estimated from saturating pulse nutrient additions (Tracer Additions for Spiraling Curve Characterization; TASCC). Using a Monte Carlo (MC) approach, the 95% confidence interval (CI) was estimated for ambient uptake lengths (S w-amb) and maximum areal uptake rates (U max) based on 100,000 datasets generated from each of four nitrogen and five phosphorous TASCCmore » experiments conducted seasonally in a forest stream in eastern Tennessee, U.S.A. Uncertainty estimates from the MC approach were compared to the CIs estimated from ordinary least squares (OLS) and non-linear least squares (NLS) models used to calculate S w-amb and U max, respectively, from the TASCC method. The CIs for Sw-amb and Umax were large, but were not consistently larger using the MC method. Despite the large CIs, significant differences (based on nonoverlapping CIs) in nutrient metrics among seasons were found with more significant differences using the OLS/NLS vs. the MC method. Lastly, we suggest that the MC approach is a robust way to estimate uncertainty, as the calculation of S w-amb and U max violates assumptions of OLS/NLS while the MC approach is free of these assumptions. The MC approach can be applied to other ecosystem metrics that are calculated from multiple parameters, providing a more robust estimate of these metrics and their associated uncertainties.« less

Estimating uncertainty in ambient and saturation nutrient uptake metrics from nutrient pulse releases in stream ecosystems

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

Brooks, Scott C.; Brandt, Craig C.; Griffiths, Natalie A.

Nutrient spiraling is an important ecosystem process characterizing nutrient transport and uptake in streams. Various nutrient addition methods are used to estimate uptake metrics; however, uncertainty in the metrics is not often evaluated. A method was developed to quantify uncertainty in ambient and saturation nutrient uptake metrics estimated from saturating pulse nutrient additions (Tracer Additions for Spiraling Curve Characterization; TASCC). Using a Monte Carlo (MC) approach, the 95% confidence interval (CI) was estimated for ambient uptake lengths (S w-amb) and maximum areal uptake rates (U max) based on 100,000 datasets generated from each of four nitrogen and five phosphorous TASCCmore » experiments conducted seasonally in a forest stream in eastern Tennessee, U.S.A. Uncertainty estimates from the MC approach were compared to the CIs estimated from ordinary least squares (OLS) and non-linear least squares (NLS) models used to calculate S w-amb and U max, respectively, from the TASCC method. The CIs for Sw-amb and Umax were large, but were not consistently larger using the MC method. Despite the large CIs, significant differences (based on nonoverlapping CIs) in nutrient metrics among seasons were found with more significant differences using the OLS/NLS vs. the MC method. Lastly, we suggest that the MC approach is a robust way to estimate uncertainty, as the calculation of S w-amb and U max violates assumptions of OLS/NLS while the MC approach is free of these assumptions. The MC approach can be applied to other ecosystem metrics that are calculated from multiple parameters, providing a more robust estimate of these metrics and their associated uncertainties.« less

Trajectory Reconstruction and Uncertainty Analysis Using Mars Science Laboratory Pre-Flight Scale Model Aeroballistic Testing

NASA Technical Reports Server (NTRS)

Lugo, Rafael A.; Tolson, Robert H.; Schoenenberger, Mark

2013-01-01

As part of the Mars Science Laboratory (MSL) trajectory reconstruction effort at NASA Langley Research Center, free-flight aeroballistic experiments of instrumented MSL scale models was conducted at Aberdeen Proving Ground in Maryland. The models carried an inertial measurement unit (IMU) and a flush air data system (FADS) similar to the MSL Entry Atmospheric Data System (MEADS) that provided data types similar to those from the MSL entry. Multiple sources of redundant data were available, including tracking radar and on-board magnetometers. These experimental data enabled the testing and validation of the various tools and methodologies that will be used for MSL trajectory reconstruction. The aerodynamic parameters Mach number, angle of attack, and sideslip angle were estimated using minimum variance with a priori to combine the pressure data and pre-flight computational fluid dynamics (CFD) data. Both linear and non-linear pressure model terms were also estimated for each pressure transducer as a measure of the errors introduced by CFD and transducer calibration. Parameter uncertainties were estimated using a "consider parameters" approach.

Hierarchical Bayesian modeling of ionospheric TEC disturbances as non-stationary processes

NASA Astrophysics Data System (ADS)

Seid, Abdu Mohammed; Berhane, Tesfahun; Roininen, Lassi; Nigussie, Melessew

2018-03-01

We model regular and irregular variation of ionospheric total electron content as stationary and non-stationary processes, respectively. We apply the method developed to SCINDA GPS data set observed at Bahir Dar, Ethiopia (11.6 °N, 37.4 °E) . We use hierarchical Bayesian inversion with Gaussian Markov random process priors, and we model the prior parameters in the hyperprior. We use Matérn priors via stochastic partial differential equations, and use scaled Inv -χ2 hyperpriors for the hyperparameters. For drawing posterior estimates, we use Markov Chain Monte Carlo methods: Gibbs sampling and Metropolis-within-Gibbs for parameter and hyperparameter estimations, respectively. This allows us to quantify model parameter estimation uncertainties as well. We demonstrate the applicability of the method proposed using a synthetic test case. Finally, we apply the method to real GPS data set, which we decompose to regular and irregular variation components. The result shows that the approach can be used as an accurate ionospheric disturbance characterization technique that quantifies the total electron content variability with corresponding error uncertainties.

Assessing an ensemble Kalman filter inference of Manning's n coefficient of an idealized tidal inlet against a polynomial chaos-based MCMC

NASA Astrophysics Data System (ADS)

Siripatana, Adil; Mayo, Talea; Sraj, Ihab; Knio, Omar; Dawson, Clint; Le Maitre, Olivier; Hoteit, Ibrahim

2017-08-01

Bayesian estimation/inversion is commonly used to quantify and reduce modeling uncertainties in coastal ocean model, especially in the framework of parameter estimation. Based on Bayes rule, the posterior probability distribution function (pdf) of the estimated quantities is obtained conditioned on available data. It can be computed either directly, using a Markov chain Monte Carlo (MCMC) approach, or by sequentially processing the data following a data assimilation approach, which is heavily exploited in large dimensional state estimation problems. The advantage of data assimilation schemes over MCMC-type methods arises from the ability to algorithmically accommodate a large number of uncertain quantities without significant increase in the computational requirements. However, only approximate estimates are generally obtained by this approach due to the restricted Gaussian prior and noise assumptions that are generally imposed in these methods. This contribution aims at evaluating the effectiveness of utilizing an ensemble Kalman-based data assimilation method for parameter estimation of a coastal ocean model against an MCMC polynomial chaos (PC)-based scheme. We focus on quantifying the uncertainties of a coastal ocean ADvanced CIRCulation (ADCIRC) model with respect to the Manning's n coefficients. Based on a realistic framework of observation system simulation experiments (OSSEs), we apply an ensemble Kalman filter and the MCMC method employing a surrogate of ADCIRC constructed by a non-intrusive PC expansion for evaluating the likelihood, and test both approaches under identical scenarios. We study the sensitivity of the estimated posteriors with respect to the parameters of the inference methods, including ensemble size, inflation factor, and PC order. A full analysis of both methods, in the context of coastal ocean model, suggests that an ensemble Kalman filter with appropriate ensemble size and well-tuned inflation provides reliable mean estimates and uncertainties of Manning's n coefficients compared to the full posterior distributions inferred by MCMC.

A Calibration to Predict the Concentrations of Impurities in Plutonium Oxide by Prompt Gamma Analysis Revision 2

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

Narlesky, Joshua Edward; Kelly, Elizabeth J.

2015-09-10

This report documents the new PG calibration regression equation. These calibration equations incorporate new data that have become available since revision 1 of “A Calibration to Predict the Concentrations of Impurities in Plutonium Oxide by Prompt Gamma Analysis” was issued [3] The calibration equations are based on a weighted least squares (WLS) approach for the regression. The WLS method gives each data point its proper amount of influence over the parameter estimates. This gives two big advantages, more precise parameter estimates and better and more defensible estimates of uncertainties. The WLS approach makes sense both statistically and experimentally because themore » variances increase with concentration, and there are physical reasons that the higher measurements are less reliable and should be less influential. The new magnesium calibration includes a correction for sodium and separate calibration equation for items with and without chlorine. These additional calibration equations allow for better predictions and smaller uncertainties for sodium in materials with and without chlorine. Chlorine and sodium have separate equations for RICH materials. Again, these equations give better predictions and smaller uncertainties chlorine and sodium for RICH materials.« less

Results and Error Estimates from GRACE Forward Modeling over Greenland, Canada, and Alaska

NASA Astrophysics Data System (ADS)

Bonin, J. A.; Chambers, D. P.

2012-12-01

Forward modeling using a weighted least squares technique allows GRACE information to be projected onto a pre-determined collection of local basins. This decreases the impact of spatial leakage, allowing estimates of mass change to be better localized. The technique is especially valuable where models of current-day mass change are poor, such as over Greenland and Antarctica. However, the accuracy of the forward model technique has not been determined, nor is it known how the distribution of the local basins affects the results. We use a "truth" model composed of hydrology and ice-melt slopes as an example case, to estimate the uncertainties of this forward modeling method and expose those design parameters which may result in an incorrect high-resolution mass distribution. We then apply these optimal parameters in a forward model estimate created from RL05 GRACE data. We compare the resulting mass slopes with the expected systematic errors from the simulation, as well as GIA and basic trend-fitting uncertainties. We also consider whether specific regions (such as Ellesmere Island and Baffin Island) can be estimated reliably using our optimal basin layout.

Parameter uncertainty and variability in evaluative fate and exposure models

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

Hertwich, E.G.; McKone, T.E.; Pease, W.S.

The human toxicity potential, a weighting scheme used to evaluate toxic emissions for life cycle assessment and toxics release inventories, is based on potential dose calculations and toxicity factors. This paper evaluates the variance in potential dose calculations that can be attributed to the uncertainty in chemical-specific input parameters as well as the variability in exposure factors and landscape parameters. A knowledge of the uncertainty allows us to assess the robustness of a decision based on the toxicity potential; a knowledge of the sources of uncertainty allows one to focus resources if the uncertainty is to be reduced. The potentialmore » does of 236 chemicals was assessed. The chemicals were grouped by dominant exposure route, and a Monte Carlo analysis was conducted for one representative chemical in each group. The variance is typically one to two orders of magnitude. For comparison, the point estimates in potential dose for 236 chemicals span ten orders of magnitude. Most of the variance in the potential dose is due to chemical-specific input parameters, especially half-lives, although exposure factors such as fish intake and the source of drinking water can be important for chemicals whose dominant exposure is through indirect routes. Landscape characteristics are generally of minor importance.« less

Predictions of space radiation fatality risk for exploration missions

NASA Astrophysics Data System (ADS)

Cucinotta, Francis A.; To, Khiet; Cacao, Eliedonna

2017-05-01

In this paper we describe revisions to the NASA Space Cancer Risk (NSCR) model focusing on updates to probability distribution functions (PDF) representing the uncertainties in the radiation quality factor (QF) model parameters and the dose and dose-rate reduction effectiveness factor (DDREF). We integrate recent heavy ion data on liver, colorectal, intestinal, lung, and Harderian gland tumors with other data from fission neutron experiments into the model analysis. In an earlier work we introduced distinct QFs for leukemia and solid cancer risk predictions, and here we consider liver cancer risks separately because of the higher RBE's reported in mouse experiments compared to other tumors types, and distinct risk factors for liver cancer for astronauts compared to the U.S. population. The revised model is used to make predictions of fatal cancer and circulatory disease risks for 1-year deep space and International Space Station (ISS) missions, and a 940 day Mars mission. We analyzed the contribution of the various model parameter uncertainties to the overall uncertainty, which shows that the uncertainties in relative biological effectiveness (RBE) factors at high LET due to statistical uncertainties and differences across tissue types and mouse strains are the dominant uncertainty. NASA's exposure limits are approached or exceeded for each mission scenario considered. Two main conclusions are made: 1) Reducing the current estimate of about a 3-fold uncertainty to a 2-fold or lower uncertainty will require much more expansive animal carcinogenesis studies in order to reduce statistical uncertainties and understand tissue, sex and genetic variations. 2) Alternative model assumptions such as non-targeted effects, increased tumor lethality and decreased latency at high LET, and non-cancer mortality risks from circulatory diseases could significantly increase risk estimates to several times higher than the NASA limits.

Impact of the time scale of model sensitivity response on coupled model parameter estimation

NASA Astrophysics Data System (ADS)

Liu, Chang; Zhang, Shaoqing; Li, Shan; Liu, Zhengyu

2017-11-01

That a model has sensitivity responses to parameter uncertainties is a key concept in implementing model parameter estimation using filtering theory and methodology. Depending on the nature of associated physics and characteristic variability of the fluid in a coupled system, the response time scales of a model to parameters can be different, from hourly to decadal. Unlike state estimation, where the update frequency is usually linked with observational frequency, the update frequency for parameter estimation must be associated with the time scale of the model sensitivity response to the parameter being estimated. Here, with a simple coupled model, the impact of model sensitivity response time scales on coupled model parameter estimation is studied. The model includes characteristic synoptic to decadal scales by coupling a long-term varying deep ocean with a slow-varying upper ocean forced by a chaotic atmosphere. Results show that, using the update frequency determined by the model sensitivity response time scale, both the reliability and quality of parameter estimation can be improved significantly, and thus the estimated parameters make the model more consistent with the observation. These simple model results provide a guideline for when real observations are used to optimize the parameters in a coupled general circulation model for improving climate analysis and prediction initialization.

Effects of aerodynamic heating and TPS thermal performance uncertainties on the Shuttle Orbiter

NASA Technical Reports Server (NTRS)

Goodrich, W. D.; Derry, S. M.; Maraia, R. J.

1980-01-01

A procedure for estimating uncertainties in the aerodynamic-heating and thermal protection system (TPS) thermal-performance methodologies developed for the Shuttle Orbiter is presented. This procedure is used in predicting uncertainty bands around expected or nominal TPS thermal responses for the Orbiter during entry. Individual flowfield and TPS parameters that make major contributions to these uncertainty bands are identified and, by statistical considerations, combined in a manner suitable for making engineering estimates of the TPS thermal confidence intervals and temperature margins relative to design limits. Thus, for a fixed TPS design, entry trajectories for future Orbiter missions can be shaped subject to both the thermal-margin and confidence-interval requirements. This procedure is illustrated by assessing the thermal margins offered by selected areas of the existing Orbiter TPS design for an entry trajectory typifying early flight test missions.

Strategies for Efficient Computation of the Expected Value of Partial Perfect Information

PubMed Central

Madan, Jason; Ades, Anthony E.; Price, Malcolm; Maitland, Kathryn; Jemutai, Julie; Revill, Paul; Welton, Nicky J.

2014-01-01

Expected value of information methods evaluate the potential health benefits that can be obtained from conducting new research to reduce uncertainty in the parameters of a cost-effectiveness analysis model, hence reducing decision uncertainty. Expected value of partial perfect information (EVPPI) provides an upper limit to the health gains that can be obtained from conducting a new study on a subset of parameters in the cost-effectiveness analysis and can therefore be used as a sensitivity analysis to identify parameters that most contribute to decision uncertainty and to help guide decisions around which types of study are of most value to prioritize for funding. A common general approach is to use nested Monte Carlo simulation to obtain an estimate of EVPPI. This approach is computationally intensive, can lead to significant sampling bias if an inadequate number of inner samples are obtained, and incorrect results can be obtained if correlations between parameters are not dealt with appropriately. In this article, we set out a range of methods for estimating EVPPI that avoid the need for nested simulation: reparameterization of the net benefit function, Taylor series approximations, and restricted cubic spline estimation of conditional expectations. For each method, we set out the generalized functional form that net benefit must take for the method to be valid. By specifying this functional form, our methods are able to focus on components of the model in which approximation is required, avoiding the complexities involved in developing statistical approximations for the model as a whole. Our methods also allow for any correlations that might exist between model parameters. We illustrate the methods using an example of fluid resuscitation in African children with severe malaria. PMID:24449434

A Bayesian Hierarchical Modeling Approach to Predicting Flow in Ungauged Basins

NASA Astrophysics Data System (ADS)

Gronewold, A.; Alameddine, I.; Anderson, R. M.

2009-12-01

Recent innovative approaches to identifying and applying regression-based relationships between land use patterns (such as increasing impervious surface area and decreasing vegetative cover) and rainfall-runoff model parameters represent novel and promising improvements to predicting flow from ungauged basins. In particular, these approaches allow for predicting flows under uncertain and potentially variable future conditions due to rapid land cover changes, variable climate conditions, and other factors. Despite the broad range of literature on estimating rainfall-runoff model parameters, however, the absence of a robust set of modeling tools for identifying and quantifying uncertainties in (and correlation between) rainfall-runoff model parameters represents a significant gap in current hydrological modeling research. Here, we build upon a series of recent publications promoting novel Bayesian and probabilistic modeling strategies for quantifying rainfall-runoff model parameter estimation uncertainty. Our approach applies alternative measures of rainfall-runoff model parameter joint likelihood (including Nash-Sutcliffe efficiency, among others) to simulate samples from the joint parameter posterior probability density function. We then use these correlated samples as response variables in a Bayesian hierarchical model with land use coverage data as predictor variables in order to develop a robust land use-based tool for forecasting flow in ungauged basins while accounting for, and explicitly acknowledging, parameter estimation uncertainty. We apply this modeling strategy to low-relief coastal watersheds of Eastern North Carolina, an area representative of coastal resource waters throughout the world because of its sensitive embayments and because of the abundant (but currently threatened) natural resources it hosts. Consequently, this area is the subject of several ongoing studies and large-scale planning initiatives, including those conducted through the United States Environmental Protection Agency (USEPA) total maximum daily load (TMDL) program, as well as those addressing coastal population dynamics and sea level rise. Our approach has several advantages, including the propagation of parameter uncertainty through a nonparametric probability distribution which avoids common pitfalls of fitting parameters and model error structure to a predetermined parametric distribution function. In addition, by explicitly acknowledging correlation between model parameters (and reflecting those correlations in our predictive model) our model yields relatively efficient prediction intervals (unlike those in the current literature which are often unnecessarily large, and may lead to overly-conservative management actions). Finally, our model helps improve understanding of the rainfall-runoff process by identifying model parameters (and associated catchment attributes) which are most sensitive to current and future land use change patterns. Disclaimer: Although this work was reviewed by EPA and approved for publication, it may not necessarily reflect official Agency policy.

Gaussian copula as a likelihood function for environmental models

NASA Astrophysics Data System (ADS)

Wani, O.; Espadas, G.; Cecinati, F.; Rieckermann, J.

2017-12-01

Parameter estimation of environmental models always comes with uncertainty. To formally quantify this parametric uncertainty, a likelihood function needs to be formulated, which is defined as the probability of observations given fixed values of the parameter set. A likelihood function allows us to infer parameter values from observations using Bayes' theorem. The challenge is to formulate a likelihood function that reliably describes the error generating processes which lead to the observed monitoring data, such as rainfall and runoff. If the likelihood function is not representative of the error statistics, the parameter inference will give biased parameter values. Several uncertainty estimation methods that are currently being used employ Gaussian processes as a likelihood function, because of their favourable analytical properties. Box-Cox transformation is suggested to deal with non-symmetric and heteroscedastic errors e.g. for flow data which are typically more uncertain in high flows than in periods with low flows. Problem with transformations is that the results are conditional on hyper-parameters, for which it is difficult to formulate the analyst's belief a priori. In an attempt to address this problem, in this research work we suggest learning the nature of the error distribution from the errors made by the model in the "past" forecasts. We use a Gaussian copula to generate semiparametric error distributions . 1) We show that this copula can be then used as a likelihood function to infer parameters, breaking away from the practice of using multivariate normal distributions. Based on the results from a didactical example of predicting rainfall runoff, 2) we demonstrate that the copula captures the predictive uncertainty of the model. 3) Finally, we find that the properties of autocorrelation and heteroscedasticity of errors are captured well by the copula, eliminating the need to use transforms. In summary, our findings suggest that copulas are an interesting departure from the usage of fully parametric distributions as likelihood functions - and they could help us to better capture the statistical properties of errors and make more reliable predictions.

Value of Information Analysis Applied to the Economic Evaluation of Interventions Aimed at Reducing Juvenile Delinquency: An Illustration.

PubMed

Eeren, Hester V; Schawo, Saskia J; Scholte, Ron H J; Busschbach, Jan J V; Hakkaart, Leona

2015-01-01

To investigate whether a value of information analysis, commonly applied in health care evaluations, is feasible and meaningful in the field of crime prevention. Interventions aimed at reducing juvenile delinquency are increasingly being evaluated according to their cost-effectiveness. Results of cost-effectiveness models are subject to uncertainty in their cost and effect estimates. Further research can reduce that parameter uncertainty. The value of such further research can be estimated using a value of information analysis, as illustrated in the current study. We built upon an earlier published cost-effectiveness model that demonstrated the comparison of two interventions aimed at reducing juvenile delinquency. Outcomes were presented as costs per criminal activity free year. At a societal willingness-to-pay of €71,700 per criminal activity free year, further research to eliminate parameter uncertainty was valued at €176 million. Therefore, in this illustrative analysis, the value of information analysis determined that society should be willing to spend a maximum of €176 million in reducing decision uncertainty in the cost-effectiveness of the two interventions. Moreover, the results suggest that reducing uncertainty in some specific model parameters might be more valuable than in others. Using a value of information framework to assess the value of conducting further research in the field of crime prevention proved to be feasible. The results were meaningful and can be interpreted according to health care evaluation studies. This analysis can be helpful in justifying additional research funds to further inform the reimbursement decision in regard to interventions for juvenile delinquents.

Assessing and reporting uncertainties in dietary exposure analysis: Mapping of uncertainties in a tiered approach.

PubMed

Kettler, Susanne; Kennedy, Marc; McNamara, Cronan; Oberdörfer, Regina; O'Mahony, Cian; Schnabel, Jürgen; Smith, Benjamin; Sprong, Corinne; Faludi, Roland; Tennant, David

2015-08-01

Uncertainty analysis is an important component of dietary exposure assessments in order to understand correctly the strength and limits of its results. Often, standard screening procedures are applied in a first step which results in conservative estimates. If through those screening procedures a potential exceedance of health-based guidance values is indicated, within the tiered approach more refined models are applied. However, the sources and types of uncertainties in deterministic and probabilistic models can vary or differ. A key objective of this work has been the mapping of different sources and types of uncertainties to better understand how to best use uncertainty analysis to generate more realistic comprehension of dietary exposure. In dietary exposure assessments, uncertainties can be introduced by knowledge gaps about the exposure scenario, parameter and the model itself. With this mapping, general and model-independent uncertainties have been identified and described, as well as those which can be introduced and influenced by the specific model during the tiered approach. This analysis identifies that there are general uncertainties common to point estimates (screening or deterministic methods) and probabilistic exposure assessment methods. To provide further clarity, general sources of uncertainty affecting many dietary exposure assessments should be separated from model-specific uncertainties. Copyright © 2015 The Authors. Published by Elsevier Ltd.. All rights reserved.

A variational approach to parameter estimation in ordinary differential equations.

PubMed

Kaschek, Daniel; Timmer, Jens

2012-08-14

Ordinary differential equations are widely-used in the field of systems biology and chemical engineering to model chemical reaction networks. Numerous techniques have been developed to estimate parameters like rate constants, initial conditions or steady state concentrations from time-resolved data. In contrast to this countable set of parameters, the estimation of entire courses of network components corresponds to an innumerable set of parameters. The approach presented in this work is able to deal with course estimation for extrinsic system inputs or intrinsic reactants, both not being constrained by the reaction network itself. Our method is based on variational calculus which is carried out analytically to derive an augmented system of differential equations including the unconstrained components as ordinary state variables. Finally, conventional parameter estimation is applied to the augmented system resulting in a combined estimation of courses and parameters. The combined estimation approach takes the uncertainty in input courses correctly into account. This leads to precise parameter estimates and correct confidence intervals. In particular this implies that small motifs of large reaction networks can be analysed independently of the rest. By the use of variational methods, elements from control theory and statistics are combined allowing for future transfer of methods between the two fields.

Model-data integration to improve the LPJmL dynamic global vegetation model

NASA Astrophysics Data System (ADS)

Forkel, Matthias; Thonicke, Kirsten; Schaphoff, Sibyll; Thurner, Martin; von Bloh, Werner; Dorigo, Wouter; Carvalhais, Nuno

2017-04-01

Dynamic global vegetation models show large uncertainties regarding the development of the land carbon balance under future climate change conditions. This uncertainty is partly caused by differences in how vegetation carbon turnover is represented in global vegetation models. Model-data integration approaches might help to systematically assess and improve model performances and thus to potentially reduce the uncertainty in terrestrial vegetation responses under future climate change. Here we present several applications of model-data integration with the LPJmL (Lund-Potsdam-Jena managed Lands) dynamic global vegetation model to systematically improve the representation of processes or to estimate model parameters. In a first application, we used global satellite-derived datasets of FAPAR (fraction of absorbed photosynthetic activity), albedo and gross primary production to estimate phenology- and productivity-related model parameters using a genetic optimization algorithm. Thereby we identified major limitations of the phenology module and implemented an alternative empirical phenology model. The new phenology module and optimized model parameters resulted in a better performance of LPJmL in representing global spatial patterns of biomass, tree cover, and the temporal dynamic of atmospheric CO2. Therefore, we used in a second application additionally global datasets of biomass and land cover to estimate model parameters that control vegetation establishment and mortality. The results demonstrate the ability to improve simulations of vegetation dynamics but also highlight the need to improve the representation of mortality processes in dynamic global vegetation models. In a third application, we used multiple site-level observations of ecosystem carbon and water exchange, biomass and soil organic carbon to jointly estimate various model parameters that control ecosystem dynamics. This exercise demonstrates the strong role of individual data streams on the simulated ecosystem dynamics which consequently changed the development of ecosystem carbon stocks and fluxes under future climate and CO2 change. In summary, our results demonstrate challenges and the potential of using model-data integration approaches to improve a dynamic global vegetation model.

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

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.

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.

EnKF with closed-eye period - bridging intermittent model structural errors in soil hydrology

NASA Astrophysics Data System (ADS)

Bauser, Hannes H.; Jaumann, Stefan; Berg, Daniel; Roth, Kurt

2017-04-01

The representation of soil water movement exposes uncertainties in all model components, namely dynamics, forcing, subscale physics and the state itself. Especially model structural errors in the description of the dynamics are difficult to represent and can lead to an inconsistent estimation of the other components. We address the challenge of a consistent aggregation of information for a manageable specific hydraulic situation: a 1D soil profile with TDR-measured water contents during a time period of less than 2 months. We assess the uncertainties for this situation and detect initial condition, soil hydraulic parameters, small-scale heterogeneity, upper boundary condition, and (during rain events) the local equilibrium assumption by the Richards equation as the most important ones. We employ an iterative Ensemble Kalman Filter (EnKF) with an augmented state. Based on a single rain event, we are able to reduce all uncertainties directly, except for the intermittent violation of the local equilibrium assumption. We detect these times by analyzing the temporal evolution of estimated parameters. By introducing a closed-eye period - during which we do not estimate parameters, but only guide the state based on measurements - we can bridge these times. The introduced closed-eye period ensured constant parameters, suggesting that they resemble the believed true material properties. The closed-eye period improves predictions during periods when the local equilibrium assumption is met, but consequently worsens predictions when the assumption is violated. Such a prediction requires a description of the dynamics during local non-equilibrium phases, which remains an open challenge.

Towards physiologically meaningful water-use efficiency estimates from eddy covariance data.

PubMed

Knauer, Jürgen; Zaehle, Sönke; Medlyn, Belinda E; Reichstein, Markus; Williams, Christopher A; Migliavacca, Mirco; De Kauwe, Martin G; Werner, Christiane; Keitel, Claudia; Kolari, Pasi; Limousin, Jean-Marc; Linderson, Maj-Lena

2018-02-01

Intrinsic water-use efficiency (iWUE) characterizes the physiological control on the simultaneous exchange of water and carbon dioxide in terrestrial ecosystems. Knowledge of iWUE is commonly gained from leaf-level gas exchange measurements, which are inevitably restricted in their spatial and temporal coverage. Flux measurements based on the eddy covariance (EC) technique can overcome these limitations, as they provide continuous and long-term records of carbon and water fluxes at the ecosystem scale. However, vegetation gas exchange parameters derived from EC data are subject to scale-dependent and method-specific uncertainties that compromise their ecophysiological interpretation as well as their comparability among ecosystems and across spatial scales. Here, we use estimates of canopy conductance and gross primary productivity (GPP) derived from EC data to calculate a measure of iWUE (G 1 , "stomatal slope") at the ecosystem level at six sites comprising tropical, Mediterranean, temperate, and boreal forests. We assess the following six mechanisms potentially causing discrepancies between leaf and ecosystem-level estimates of G 1 : (i) non-transpirational water fluxes; (ii) aerodynamic conductance; (iii) meteorological deviations between measurement height and canopy surface; (iv) energy balance non-closure; (v) uncertainties in net ecosystem exchange partitioning; and (vi) physiological within-canopy gradients. Our results demonstrate that an unclosed energy balance caused the largest uncertainties, in particular if it was associated with erroneous latent heat flux estimates. The effect of aerodynamic conductance on G 1 was sufficiently captured with a simple representation. G 1 was found to be less sensitive to meteorological deviations between canopy surface and measurement height and, given that data are appropriately filtered, to non-transpirational water fluxes. Uncertainties in the derived GPP and physiological within-canopy gradients and their implications for parameter estimates at leaf and ecosystem level are discussed. Our results highlight the importance of adequately considering the sources of uncertainty outlined here when EC-derived water-use efficiency is interpreted in an ecophysiological context. © 2017 John Wiley & Sons Ltd.

On the Estimation of Standard Errors in Cognitive Diagnosis Models

ERIC Educational Resources Information Center

Philipp, Michel; Strobl, Carolin; de la Torre, Jimmy; Zeileis, Achim

2018-01-01

Cognitive diagnosis models (CDMs) are an increasingly popular method to assess mastery or nonmastery of a set of fine-grained abilities in educational or psychological assessments. Several inference techniques are available to quantify the uncertainty of model parameter estimates, to compare different versions of CDMs, or to check model…

Uncertainty quantification and global sensitivity analysis of the Los Alamos sea ice model

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

Urrego-Blanco, Jorge Rolando; Urban, Nathan Mark; Hunke, Elizabeth Clare

Changes in the high-latitude climate system have the potential to affect global climate through feedbacks with the atmosphere and connections with midlatitudes. Sea ice and climate models used to understand these changes have uncertainties that need to be characterized and quantified. We present a quantitative way to assess uncertainty in complex computer models, which is a new approach in the analysis of sea ice models. We characterize parametric uncertainty in the Los Alamos sea ice model (CICE) in a standalone configuration and quantify the sensitivity of sea ice area, extent, and volume with respect to uncertainty in 39 individual modelmore » parameters. Unlike common sensitivity analyses conducted in previous studies where parameters are varied one at a time, this study uses a global variance-based approach in which Sobol' sequences are used to efficiently sample the full 39-dimensional parameter space. We implement a fast emulator of the sea ice model whose predictions of sea ice extent, area, and volume are used to compute the Sobol' sensitivity indices of the 39 parameters. Main effects and interactions among the most influential parameters are also estimated by a nonparametric regression technique based on generalized additive models. A ranking based on the sensitivity indices indicates that model predictions are most sensitive to snow parameters such as snow conductivity and grain size, and the drainage of melt ponds. Lastly, it is recommended that research be prioritized toward more accurately determining these most influential parameter values by observational studies or by improving parameterizations in the sea ice model.« less

A Probabilistic Approach to Quantify the Impact of Uncertainty Propagation in Musculoskeletal Simulations

PubMed Central

Myers, Casey A.; Laz, Peter J.; Shelburne, Kevin B.; Davidson, Bradley S.

2015-01-01

Uncertainty that arises from measurement error and parameter estimation can significantly affect the interpretation of musculoskeletal simulations; however, these effects are rarely addressed. The objective of this study was to develop an open-source probabilistic musculoskeletal modeling framework to assess how measurement error and parameter uncertainty propagate through a gait simulation. A baseline gait simulation was performed for a male subject using OpenSim for three stages: inverse kinematics, inverse dynamics, and muscle force prediction. A series of Monte Carlo simulations were performed that considered intrarater variability in marker placement, movement artifacts in each phase of gait, variability in body segment parameters, and variability in muscle parameters calculated from cadaveric investigations. Propagation of uncertainty was performed by also using the output distributions from one stage as input distributions to subsequent stages. Confidence bounds (5–95%) and sensitivity of outputs to model input parameters were calculated throughout the gait cycle. The combined impact of uncertainty resulted in mean bounds that ranged from 2.7° to 6.4° in joint kinematics, 2.7 to 8.1 N m in joint moments, and 35.8 to 130.8 N in muscle forces. The impact of movement artifact was 1.8 times larger than any other propagated source. Sensitivity to specific body segment parameters and muscle parameters were linked to where in the gait cycle they were calculated. We anticipate that through the increased use of probabilistic tools, researchers will better understand the strengths and limitations of their musculoskeletal simulations and more effectively use simulations to evaluate hypotheses and inform clinical decisions. PMID:25404535

Uncertainty quantification and global sensitivity analysis of the Los Alamos sea ice model

DOE PAGES

Urrego-Blanco, Jorge Rolando; Urban, Nathan Mark; Hunke, Elizabeth Clare; ...

2016-04-01

Changes in the high-latitude climate system have the potential to affect global climate through feedbacks with the atmosphere and connections with midlatitudes. Sea ice and climate models used to understand these changes have uncertainties that need to be characterized and quantified. We present a quantitative way to assess uncertainty in complex computer models, which is a new approach in the analysis of sea ice models. We characterize parametric uncertainty in the Los Alamos sea ice model (CICE) in a standalone configuration and quantify the sensitivity of sea ice area, extent, and volume with respect to uncertainty in 39 individual modelmore » parameters. Unlike common sensitivity analyses conducted in previous studies where parameters are varied one at a time, this study uses a global variance-based approach in which Sobol' sequences are used to efficiently sample the full 39-dimensional parameter space. We implement a fast emulator of the sea ice model whose predictions of sea ice extent, area, and volume are used to compute the Sobol' sensitivity indices of the 39 parameters. Main effects and interactions among the most influential parameters are also estimated by a nonparametric regression technique based on generalized additive models. A ranking based on the sensitivity indices indicates that model predictions are most sensitive to snow parameters such as snow conductivity and grain size, and the drainage of melt ponds. Lastly, it is recommended that research be prioritized toward more accurately determining these most influential parameter values by observational studies or by improving parameterizations in the sea ice model.« less

Uncertainty quantification and global sensitivity analysis of the Los Alamos sea ice model

NASA Astrophysics Data System (ADS)

Urrego-Blanco, Jorge R.; Urban, Nathan M.; Hunke, Elizabeth C.; Turner, Adrian K.; Jeffery, Nicole

2016-04-01

Changes in the high-latitude climate system have the potential to affect global climate through feedbacks with the atmosphere and connections with midlatitudes. Sea ice and climate models used to understand these changes have uncertainties that need to be characterized and quantified. We present a quantitative way to assess uncertainty in complex computer models, which is a new approach in the analysis of sea ice models. We characterize parametric uncertainty in the Los Alamos sea ice model (CICE) in a standalone configuration and quantify the sensitivity of sea ice area, extent, and volume with respect to uncertainty in 39 individual model parameters. Unlike common sensitivity analyses conducted in previous studies where parameters are varied one at a time, this study uses a global variance-based approach in which Sobol' sequences are used to efficiently sample the full 39-dimensional parameter space. We implement a fast emulator of the sea ice model whose predictions of sea ice extent, area, and volume are used to compute the Sobol' sensitivity indices of the 39 parameters. Main effects and interactions among the most influential parameters are also estimated by a nonparametric regression technique based on generalized additive models. A ranking based on the sensitivity indices indicates that model predictions are most sensitive to snow parameters such as snow conductivity and grain size, and the drainage of melt ponds. It is recommended that research be prioritized toward more accurately determining these most influential parameter values by observational studies or by improving parameterizations in the sea ice model.

Addressing the impact of environmental uncertainty in plankton model calibration with a dedicated software system: the Marine Model Optimization Testbed (MarMOT 1.1 alpha)

NASA Astrophysics Data System (ADS)

Hemmings, J. C. P.; Challenor, P. G.

2012-04-01

A wide variety of different plankton system models have been coupled with ocean circulation models, with the aim of understanding and predicting aspects of environmental change. However, an ability to make reliable inferences about real-world processes from the model behaviour demands a quantitative understanding of model error that remains elusive. Assessment of coupled model output is inhibited by relatively limited observing system coverage of biogeochemical components. Any direct assessment of the plankton model is further inhibited by uncertainty in the physical state. Furthermore, comparative evaluation of plankton models on the basis of their design is inhibited by the sensitivity of their dynamics to many adjustable parameters. Parameter uncertainty has been widely addressed by calibrating models at data-rich ocean sites. However, relatively little attention has been given to quantifying uncertainty in the physical fields required by the plankton models at these sites, and tendencies in the biogeochemical properties due to the effects of horizontal processes are often neglected. Here we use model twin experiments, in which synthetic data are assimilated to estimate a system's known "true" parameters, to investigate the impact of error in a plankton model's environmental input data. The experiments are supported by a new software tool, the Marine Model Optimization Testbed, designed for rigorous analysis of plankton models in a multi-site 1-D framework. Simulated errors are derived from statistical characterizations of the mixed layer depth, the horizontal flux divergence tendencies of the biogeochemical tracers and the initial state. Plausible patterns of uncertainty in these data are shown to produce strong temporal and spatial variability in the expected simulation error variance over an annual cycle, indicating variation in the significance attributable to individual model-data differences. An inverse scheme using ensemble-based estimates of the simulation error variance to allow for this environment error performs well compared with weighting schemes used in previous calibration studies, giving improved estimates of the known parameters. The efficacy of the new scheme in real-world applications will depend on the quality of statistical characterizations of the input data. Practical approaches towards developing reliable characterizations are discussed.

Effects of correlated parameters and uncertainty in electronic-structure-based chemical kinetic modelling

NASA Astrophysics Data System (ADS)

Sutton, Jonathan E.; Guo, Wei; Katsoulakis, Markos A.; Vlachos, Dionisios G.

2016-04-01

Kinetic models based on first principles are becoming common place in heterogeneous catalysis because of their ability to interpret experimental data, identify the rate-controlling step, guide experiments and predict novel materials. To overcome the tremendous computational cost of estimating parameters of complex networks on metal catalysts, approximate quantum mechanical calculations are employed that render models potentially inaccurate. Here, by introducing correlative global sensitivity analysis and uncertainty quantification, we show that neglecting correlations in the energies of species and reactions can lead to an incorrect identification of influential parameters and key reaction intermediates and reactions. We rationalize why models often underpredict reaction rates and show that, despite the uncertainty being large, the method can, in conjunction with experimental data, identify influential missing reaction pathways and provide insights into the catalyst active site and the kinetic reliability of a model. The method is demonstrated in ethanol steam reforming for hydrogen production for fuel cells.

Quantifying acoustic doppler current profiler discharge uncertainty: A Monte Carlo based tool for moving-boat measurements

USGS Publications Warehouse

Mueller, David S.

2017-01-01

This paper presents a method using Monte Carlo simulations for assessing uncertainty of moving-boat acoustic Doppler current profiler (ADCP) discharge measurements using a software tool known as QUant, which was developed for this purpose. Analysis was performed on 10 data sets from four Water Survey of Canada gauging stations in order to evaluate the relative contribution of a range of error sources to the total estimated uncertainty. The factors that differed among data sets included the fraction of unmeasured discharge relative to the total discharge, flow nonuniformity, and operator decisions about instrument programming and measurement cross section. As anticipated, it was found that the estimated uncertainty is dominated by uncertainty of the discharge in the unmeasured areas, highlighting the importance of appropriate selection of the site, the instrument, and the user inputs required to estimate the unmeasured discharge. The main contributor to uncertainty was invalid data, but spatial inhomogeneity in water velocity and bottom-track velocity also contributed, as did variation in the edge velocity, uncertainty in the edge distances, edge coefficients, and the top and bottom extrapolation methods. To a lesser extent, spatial inhomogeneity in the bottom depth also contributed to the total uncertainty, as did uncertainty in the ADCP draft at shallow sites. The estimated uncertainties from QUant can be used to assess the adequacy of standard operating procedures. They also provide quantitative feedback to the ADCP operators about the quality of their measurements, indicating which parameters are contributing most to uncertainty, and perhaps even highlighting ways in which uncertainty can be reduced. Additionally, QUant can be used to account for self-dependent error sources such as heading errors, which are a function of heading. The results demonstrate the importance of a Monte Carlo method tool such as QUant for quantifying random and bias errors when evaluating the uncertainty of moving-boat ADCP measurements.

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.

Hydrological model parameter dimensionality is a weak measure of prediction uncertainty

NASA Astrophysics Data System (ADS)

Pande, S.; Arkesteijn, L.; Savenije, H.; Bastidas, L. A.

2015-04-01

This paper shows that instability of hydrological system representation in response to different pieces of information and associated prediction uncertainty is a function of model complexity. After demonstrating the connection between unstable model representation and model complexity, complexity is analyzed in a step by step manner. This is done measuring differences between simulations of a model under different realizations of input forcings. Algorithms are then suggested to estimate model complexity. Model complexities of the two model structures, SAC-SMA (Sacramento Soil Moisture Accounting) and its simplified version SIXPAR (Six Parameter Model), are computed on resampled input data sets from basins that span across the continental US. The model complexities for SIXPAR are estimated for various parameter ranges. It is shown that complexity of SIXPAR increases with lower storage capacity and/or higher recession coefficients. Thus it is argued that a conceptually simple model structure, such as SIXPAR, can be more complex than an intuitively more complex model structure, such as SAC-SMA for certain parameter ranges. We therefore contend that magnitudes of feasible model parameters influence the complexity of the model selection problem just as parameter dimensionality (number of parameters) does and that parameter dimensionality is an incomplete indicator of stability of hydrological model selection and prediction problems.

Global Nitrous Oxide Emissions from Agricultural Soils: Magnitude and Uncertainties Associated with Input Data and Model Parameters

NASA Astrophysics Data System (ADS)

Xu, R.; Tian, H.; Pan, S.; Yang, J.; Lu, C.; Zhang, B.

2016-12-01

Human activities have caused significant perturbations of the nitrogen (N) cycle, resulting in about 21% increase of atmospheric N2O concentration since the pre-industrial era. This large increase is mainly caused by intensive agricultural activities including the application of nitrogen fertilizer and the expansion of leguminous crops. Substantial efforts have been made to quantify the global and regional N2O emission from agricultural soils in the last several decades using a wide variety of approaches, such as ground-based observation, atmospheric inversion, and process-based model. However, large uncertainties exist in those estimates as well as methods themselves. In this study, we used a coupled biogeochemical model (DLEM) to estimate magnitude, spatial, and temporal patterns of N2O emissions from global croplands in the past five decades (1961-2012). To estimate uncertainties associated with input data and model parameters, we have implemented a number of simulation experiments with DLEM, accounting for key parameter values that affect calculation of N2O fluxes (i.e., maximum nitrification and denitrification rates, N fixation rate, and the adsorption coefficient for soil ammonium and nitrate), different sets of input data including climate, land management practices (i.e., nitrogen fertilizer types, application rates and timings, with/without irrigation), N deposition, and land use and land cover change. This work provides a robust estimate of global N2O emissions from agricultural soils as well as identifies key gaps and limitations in the existing model and data that need to be investigated in the future.

Monte Carlo analysis for the determination of the conic constant of an aspheric micro lens based on a scanning white light interferometric measurement

NASA Astrophysics Data System (ADS)

Gugsa, Solomon A.; Davies, Angela

2005-08-01

Characterizing an aspheric micro lens is critical for understanding the performance and providing feedback to the manufacturing. We describe a method to find the best-fit conic of an aspheric micro lens using a least squares minimization and Monte Carlo analysis. Our analysis is based on scanning white light interferometry measurements, and we compare the standard rapid technique where a single measurement is taken of the apex of the lens to the more time-consuming stitching technique where more surface area is measured. Both are corrected for tip/tilt based on a planar fit to the substrate. Four major parameters and their uncertainties are estimated from the measurement and a chi-square minimization is carried out to determine the best-fit conic constant. The four parameters are the base radius of curvature, the aperture of the lens, the lens center, and the sag of the lens. A probability distribution is chosen for each of the four parameters based on the measurement uncertainties and a Monte Carlo process is used to iterate the minimization process. Eleven measurements were taken and data is also chosen randomly from the group during the Monte Carlo simulation to capture the measurement repeatability. A distribution of best-fit conic constants results, where the mean is a good estimate of the best-fit conic and the distribution width represents the combined measurement uncertainty. We also compare the Monte Carlo process for the stitched data and the not stitched data. Our analysis allows us to analyze the residual surface error in terms of Zernike polynomials and determine uncertainty estimates for each coefficient.

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.

A continuous-time adaptive particle filter for estimations under measurement time uncertainties with an application to a plasma-leucine mixed effects model

PubMed Central

2013-01-01

Background When mathematical modelling is applied to many different application areas, a common task is the estimation of states and parameters based on measurements. With this kind of inference making, uncertainties in the time when the measurements have been taken are often neglected, but especially in applications taken from the life sciences, this kind of errors can considerably influence the estimation results. As an example in the context of personalized medicine, the model-based assessment of the effectiveness of drugs is becoming to play an important role. Systems biology may help here by providing good pharmacokinetic and pharmacodynamic (PK/PD) models. Inference on these systems based on data gained from clinical studies with several patient groups becomes a major challenge. Particle filters are a promising approach to tackle these difficulties but are by itself not ready to handle uncertainties in measurement times. Results In this article, we describe a variant of the standard particle filter (PF) algorithm which allows state and parameter estimation with the inclusion of measurement time uncertainties (MTU). The modified particle filter, which we call MTU-PF, also allows the application of an adaptive stepsize choice in the time-continuous case to avoid degeneracy problems. The modification is based on the model assumption of uncertain measurement times. While the assumption of randomness in the measurements themselves is common, the corresponding measurement times are generally taken as deterministic and exactly known. Especially in cases where the data are gained from measurements on blood or tissue samples, a relatively high uncertainty in the true measurement time seems to be a natural assumption. Our method is appropriate in cases where relatively few data are used from a relatively large number of groups or individuals, which introduce mixed effects in the model. This is a typical setting of clinical studies. We demonstrate the method on a small artificial example and apply it to a mixed effects model of plasma-leucine kinetics with data from a clinical study which included 34 patients. Conclusions Comparisons of our MTU-PF with the standard PF and with an alternative Maximum Likelihood estimation method on the small artificial example clearly show that the MTU-PF obtains better estimations. Considering the application to the data from the clinical study, the MTU-PF shows a similar performance with respect to the quality of estimated parameters compared with the standard particle filter, but besides that, the MTU algorithm shows to be less prone to degeneration than the standard particle filter. PMID:23331521

Impact of uncertainties in free stream conditions on the aerodynamics of a rectangular cylinder

NASA Astrophysics Data System (ADS)

Mariotti, Alessandro; Shoeibi Omrani, Pejman; Witteveen, Jeroen; Salvetti, Maria Vittoria

2015-11-01

The BARC benchmark deals with the flow around a rectangular cylinder with chord-to-depth ratio equal to 5. This flow configuration is of practical interest for civil and industrial structures and it is characterized by massively separated flow and unsteadiness. In a recent review of BARC results, significant dispersion was observed both in experimental and numerical predictions of some flow quantities, which are extremely sensitive to various uncertainties, which may be present in experiments and simulations. Besides modeling and numerical errors, in simulations it is difficult to exactly reproduce the experimental conditions due to uncertainties in the set-up parameters, which sometimes cannot be exactly controlled or characterized. Probabilistic methods and URANS simulations are used to investigate the impact of the uncertainties in the following set-up parameters: the angle of incidence, the free stream longitudinal turbulence intensity and length scale. Stochastic collocation is employed to perform the probabilistic propagation of the uncertainty. The discretization and modeling errors are estimated by repeating the same analysis for different grids and turbulence models. The results obtained for different assumed PDF of the set-up parameters are also compared.

Using heat as a tracer to estimate spatially distributed mean residence times in the hyporheic zone of a riffle-pool sequence

USGS Publications Warehouse

Naranjo, Ramon C.

2013-01-01

Biochemical reactions that occur in the hyporheic zone are highly dependent on the time solutes that are in contact with sediments of the riverbed. In this investigation, we developed a 2-D longitudinal flow and solute-transport model to estimate the spatial distribution of mean residence time in the hyporheic zone. The flow model was calibrated using observations of temperature and pressure, and the mean residence times were simulated using the age-mass approach for steady-state flow conditions. The approach used in this investigation includes the mixing of different ages and flow paths of water through advection and dispersion. Uncertainty of flow and transport parameters was evaluated using standard Monte Carlo and the generalized likelihood uncertainty estimation method. Results of parameter estimation support the presence of a low-permeable zone in the riffle area that induced horizontal flow at a shallow depth within the riffle area. This establishes shallow and localized flow paths and limits deep vertical exchange. For the optimal model, mean residence times were found to be relatively long (9–40.0 days). The uncertainty of hydraulic conductivity resulted in a mean interquartile range (IQR) of 13 days across all piezometers and was reduced by 24% with the inclusion of temperature and pressure observations. To a lesser extent, uncertainty in streambed porosity and dispersivity resulted in a mean IQR of 2.2 and 4.7 days, respectively. Alternative conceptual models demonstrate the importance of accounting for the spatial distribution of hydraulic conductivity in simulating mean residence times in a riffle-pool sequence.

Uncertainties of optical parameters and their propagations in an analytical ocean color inversion algorithm.

PubMed

Lee, ZhongPing; Arnone, Robert; Hu, Chuanmin; Werdell, P Jeremy; Lubac, Bertrand

2010-01-20

Following the theory of error propagation, we developed analytical functions to illustrate and evaluate the uncertainties of inherent optical properties (IOPs) derived by the quasi-analytical algorithm (QAA). In particular, we evaluated the effects of uncertainties of these optical parameters on the inverted IOPs: the absorption coefficient at the reference wavelength, the extrapolation of particle backscattering coefficient, and the spectral ratios of absorption coefficients of phytoplankton and detritus/gelbstoff, respectively. With a systematically simulated data set (46,200 points), we found that the relative uncertainty of QAA-derived total absorption coefficients in the blue-green wavelengths is generally within +/-10% for oceanic waters. The results of this study not only establish theoretical bases to evaluate and understand the effects of the various variables on IOPs derived from remote-sensing reflectance, but also lay the groundwork to analytically estimate uncertainties of these IOPs for each pixel. These are required and important steps for the generation of quality maps of IOP products derived from satellite ocean color remote sensing.

Approaches in highly parameterized inversion—PEST++ Version 3, a Parameter ESTimation and uncertainty analysis software suite optimized for large environmental models

USGS Publications Warehouse

Welter, David E.; White, Jeremy T.; Hunt, Randall J.; Doherty, John E.

2015-09-18

The PEST++ Version 3 software suite can be compiled for Microsoft Windows®4 and Linux®5 operating systems; the source code is available in a Microsoft Visual Studio®6 2013 solution; Linux Makefiles are also provided. PEST++ Version 3 continues to build a foundation for an open-source framework capable of producing robust and efficient parameter estimation tools for large environmental models.

Sensitivity of postplanning target and OAR coverage estimates to dosimetric margin distribution sampling parameters

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

Xu Huijun; Gordon, J. James; Siebers, Jeffrey V.

2011-02-15

Purpose: A dosimetric margin (DM) is the margin in a specified direction between a structure and a specified isodose surface, corresponding to a prescription or tolerance dose. The dosimetric margin distribution (DMD) is the distribution of DMs over all directions. Given a geometric uncertainty model, representing inter- or intrafraction setup uncertainties or internal organ motion, the DMD can be used to calculate coverage Q, which is the probability that a realized target or organ-at-risk (OAR) dose metric D{sub v} exceeds the corresponding prescription or tolerance dose. Postplanning coverage evaluation quantifies the percentage of uncertainties for which target and OAR structuresmore » meet their intended dose constraints. The goal of the present work is to evaluate coverage probabilities for 28 prostate treatment plans to determine DMD sampling parameters that ensure adequate accuracy for postplanning coverage estimates. Methods: Normally distributed interfraction setup uncertainties were applied to 28 plans for localized prostate cancer, with prescribed dose of 79.2 Gy and 10 mm clinical target volume to planning target volume (CTV-to-PTV) margins. Using angular or isotropic sampling techniques, dosimetric margins were determined for the CTV, bladder and rectum, assuming shift invariance of the dose distribution. For angular sampling, DMDs were sampled at fixed angular intervals {omega} (e.g., {omega}=1 deg., 2 deg., 5 deg., 10 deg., 20 deg.). Isotropic samples were uniformly distributed on the unit sphere resulting in variable angular increments, but were calculated for the same number of sampling directions as angular DMDs, and accordingly characterized by the effective angular increment {omega}{sub eff}. In each direction, the DM was calculated by moving the structure in radial steps of size {delta}(=0.1,0.2,0.5,1 mm) until the specified isodose was crossed. Coverage estimation accuracy {Delta}Q was quantified as a function of the sampling parameters {omega} or {omega}{sub eff} and {delta}. Results: The accuracy of coverage estimates depends on angular and radial DMD sampling parameters {omega} or {omega}{sub eff} and {delta}, as well as the employed sampling technique. Target |{Delta}Q|<1% and OAR |{Delta}Q|<3% can be achieved with sampling parameters {omega} or {omega}{sub eff}=20 deg., {delta}=1 mm. Better accuracy (target |{Delta}Q|<0.5% and OAR |{Delta}Q|<{approx}1%) can be achieved with {omega} or {omega}{sub eff}=10 deg., {delta}=0.5 mm. As the number of sampling points decreases, the isotropic sampling method maintains better accuracy than fixed angular sampling. Conclusions: Coverage estimates for post-planning evaluation are essential since coverage values of targets and OARs often differ from the values implied by the static margin-based plans. Finer sampling of the DMD enables more accurate assessment of the effect of geometric uncertainties on coverage estimates prior to treatment. DMD sampling with {omega} or {omega}{sub eff}=10 deg. and {delta}=0.5 mm should be adequate for planning purposes.« less

Sensitivity of postplanning target and OAR coverage estimates to dosimetric margin distribution sampling parameters.

PubMed

Xu, Huijun; Gordon, J James; Siebers, Jeffrey V

2011-02-01

A dosimetric margin (DM) is the margin in a specified direction between a structure and a specified isodose surface, corresponding to a prescription or tolerance dose. The dosimetric margin distribution (DMD) is the distribution of DMs over all directions. Given a geometric uncertainty model, representing inter- or intrafraction setup uncertainties or internal organ motion, the DMD can be used to calculate coverage Q, which is the probability that a realized target or organ-at-risk (OAR) dose metric D, exceeds the corresponding prescription or tolerance dose. Postplanning coverage evaluation quantifies the percentage of uncertainties for which target and OAR structures meet their intended dose constraints. The goal of the present work is to evaluate coverage probabilities for 28 prostate treatment plans to determine DMD sampling parameters that ensure adequate accuracy for postplanning coverage estimates. Normally distributed interfraction setup uncertainties were applied to 28 plans for localized prostate cancer, with prescribed dose of 79.2 Gy and 10 mm clinical target volume to planning target volume (CTV-to-PTV) margins. Using angular or isotropic sampling techniques, dosimetric margins were determined for the CTV, bladder and rectum, assuming shift invariance of the dose distribution. For angular sampling, DMDs were sampled at fixed angular intervals w (e.g., w = 1 degree, 2 degrees, 5 degrees, 10 degrees, 20 degrees). Isotropic samples were uniformly distributed on the unit sphere resulting in variable angular increments, but were calculated for the same number of sampling directions as angular DMDs, and accordingly characterized by the effective angular increment omega eff. In each direction, the DM was calculated by moving the structure in radial steps of size delta (=0.1, 0.2, 0.5, 1 mm) until the specified isodose was crossed. Coverage estimation accuracy deltaQ was quantified as a function of the sampling parameters omega or omega eff and delta. The accuracy of coverage estimates depends on angular and radial DMD sampling parameters omega or omega eff and delta, as well as the employed sampling technique. Target deltaQ/ < l% and OAR /deltaQ/ < 3% can be achieved with sampling parameters omega or omega eef = 20 degrees, delta =1 mm. Better accuracy (target /deltaQ < 0.5% and OAR /deltaQ < approximately 1%) can be achieved with omega or omega eff = 10 degrees, delta = 0.5 mm. As the number of sampling points decreases, the isotropic sampling method maintains better accuracy than fixed angular sampling. Coverage estimates for post-planning evaluation are essential since coverage values of targets and OARs often differ from the values implied by the static margin-based plans. Finer sampling of the DMD enables more accurate assessment of the effect of geometric uncertainties on coverage estimates prior to treatment. DMD sampling with omega or omega eff = 10 degrees and delta = 0.5 mm should be adequate for planning purposes.

UCODE_2005 and six other computer codes for universal sensitivity analysis, calibration, and uncertainty evaluation constructed using the JUPITER API

USGS Publications Warehouse

Poeter, Eileen E.; Hill, Mary C.; Banta, Edward R.; Mehl, Steffen; Christensen, Steen

2006-01-01

This report documents the computer codes UCODE_2005 and six post-processors. Together the codes can be used with existing process models to perform sensitivity analysis, data needs assessment, calibration, prediction, and uncertainty analysis. Any process model or set of models can be used; the only requirements are that models have numerical (ASCII or text only) input and output files, that the numbers in these files have sufficient significant digits, that all required models can be run from a single batch file or script, and that simulated values are continuous functions of the parameter values. Process models can include pre-processors and post-processors as well as one or more models related to the processes of interest (physical, chemical, and so on), making UCODE_2005 extremely powerful. An estimated parameter can be a quantity that appears in the input files of the process model(s), or a quantity used in an equation that produces a value that appears in the input files. In the latter situation, the equation is user-defined. UCODE_2005 can compare observations and simulated equivalents. The simulated equivalents can be any simulated value written in the process-model output files or can be calculated from simulated values with user-defined equations. The quantities can be model results, or dependent variables. For example, for ground-water models they can be heads, flows, concentrations, and so on. Prior, or direct, information on estimated parameters also can be considered. Statistics are calculated to quantify the comparison of observations and simulated equivalents, including a weighted least-squares objective function. In addition, data-exchange files are produced that facilitate graphical analysis. UCODE_2005 can be used fruitfully in model calibration through its sensitivity analysis capabilities and its ability to estimate parameter values that result in the best possible fit to the observations. Parameters are estimated using nonlinear regression: a weighted least-squares objective function is minimized with respect to the parameter values using a modified Gauss-Newton method or a double-dogleg technique. Sensitivities needed for the method can be read from files produced by process models that can calculate sensitivities, such as MODFLOW-2000, or can be calculated by UCODE_2005 using a more general, but less accurate, forward- or central-difference perturbation technique. Problems resulting from inaccurate sensitivities and solutions related to the perturbation techniques are discussed in the report. Statistics are calculated and printed for use in (1) diagnosing inadequate data and identifying parameters that probably cannot be estimated; (2) evaluating estimated parameter values; and (3) evaluating how well the model represents the simulated processes. Results from UCODE_2005 and codes RESIDUAL_ANALYSIS and RESIDUAL_ANALYSIS_ADV can be used to evaluate how accurately the model represents the processes it simulates. Results from LINEAR_UNCERTAINTY can be used to quantify the uncertainty of model simulated values if the model is sufficiently linear. Results from MODEL_LINEARITY and MODEL_LINEARITY_ADV can be used to evaluate model linearity and, thereby, the accuracy of the LINEAR_UNCERTAINTY results. UCODE_2005 can also be used to calculate nonlinear confidence and predictions intervals, which quantify the uncertainty of model simulated values when the model is not linear. CORFAC_PLUS can be used to produce factors that allow intervals to account for model intrinsic nonlinearity and small-scale variations in system characteristics that are not explicitly accounted for in the model or the observation weighting. The six post-processing programs are independent of UCODE_2005 and can use the results of other programs that produce the required data-exchange files. UCODE_2005 and the other six codes are intended for use on any computer operating system. The programs con

Quantifying the Model-Related Variability of Biomass Stock and Change Estimates in the Norwegian National Forest Inventory

Treesearch

Johannes Breidenbach; Clara Antón-Fernández; Hans Petersson; Ronald E. McRoberts; Rasmus Astrup

2014-01-01

National Forest Inventories (NFIs) provide estimates of forest parameters for national and regional scales. Many key variables of interest, such as biomass and timber volume, cannot be measured directly in the field. Instead, models are used to predict those variables from measurements of other field variables. Therefore, the uncertainty or variability of NFI estimates...

Smoothness of In vivo Spectral Baseline Determined by Mean Squared Error

PubMed Central

Zhang, Yan; Shen, Jun

2013-01-01

Purpose A nonparametric smooth line is usually added to spectral model to account for background signals in vivo magnetic resonance spectroscopy (MRS). The assumed smoothness of the baseline significantly influences quantitative spectral fitting. In this paper, a method is proposed to minimize baseline influences on estimated spectral parameters. Methods In this paper, the non-parametric baseline function with a given smoothness was treated as a function of spectral parameters. Its uncertainty was measured by root-mean-squared error (RMSE). The proposed method was demonstrated with a simulated spectrum and in vivo spectra of both short echo time (TE) and averaged echo times. The estimated in vivo baselines were compared with the metabolite-nulled spectra, and the LCModel-estimated baselines. The accuracies of estimated baseline and metabolite concentrations were further verified by cross-validation. Results An optimal smoothness condition was found that led to the minimal baseline RMSE. In this condition, the best fit was balanced against minimal baseline influences on metabolite concentration estimates. Conclusion Baseline RMSE can be used to indicate estimated baseline uncertainties and serve as the criterion for determining the baseline smoothness of in vivo MRS. PMID:24259436

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.

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.

An analysis of the uncertainty and bias in DCE-MRI measurements using the spoiled gradient-recalled echo pulse sequence

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

Subashi, Ergys; Choudhury, Kingshuk R.; Johnson, G. Allan, E-mail: gjohnson@duke.edu

2014-03-15

Purpose: The pharmacokinetic parameters derived from dynamic contrast-enhanced (DCE) MRI have been used in more than 100 phase I trials and investigator led studies. A comparison of the absolute values of these quantities requires an estimation of their respective probability distribution function (PDF). The statistical variation of the DCE-MRI measurement is analyzed by considering the fundamental sources of error in the MR signal intensity acquired with the spoiled gradient-echo (SPGR) pulse sequence. Methods: The variance in the SPGR signal intensity arises from quadrature detection and excitation flip angle inconsistency. The noise power was measured in 11 phantoms of contrast agentmore » concentration in the range [0–1] mM (in steps of 0.1 mM) and in onein vivo acquisition of a tumor-bearing mouse. The distribution of the flip angle was determined in a uniform 10 mM CuSO{sub 4} phantom using the spin echo double angle method. The PDF of a wide range of T1 values measured with the varying flip angle (VFA) technique was estimated through numerical simulations of the SPGR equation. The resultant uncertainty in contrast agent concentration was incorporated in the most common model of tracer exchange kinetics and the PDF of the derived pharmacokinetic parameters was studied numerically. Results: The VFA method is an unbiased technique for measuringT1 only in the absence of bias in excitation flip angle. The time-dependent concentration of the contrast agent measured in vivo is within the theoretically predicted uncertainty. The uncertainty in measuring K{sup trans} with SPGR pulse sequences is of the same order, but always higher than, the uncertainty in measuring the pre-injection longitudinal relaxation time (T1{sub 0}). The lowest achievable bias/uncertainty in estimating this parameter is approximately 20%–70% higher than the bias/uncertainty in the measurement of the pre-injection T1 map. The fractional volume parameters derived from the extended Tofts model were found to be extremely sensitive to the variance in signal intensity. The SNR of the pre-injection T1 map indicates the limiting precision with which K{sup trans} can be calculated. Conclusions: Current small-animal imaging systems and pulse sequences robust to motion artifacts have the capacity for reproducible quantitative acquisitions with DCE-MRI. In these circumstances, it is feasible to achieve a level of precision limited only by physiologic variability.« less

Scaling uncertainties in estimating canopy foliar maintenance respiration for black spruce ecosystems in Alaska

USGS Publications Warehouse

Zhang, X.; McGuire, A.D.; Ruess, Roger W.

2006-01-01

A major challenge confronting the scientific community is to understand both patterns of and controls over spatial and temporal variability of carbon exchange between boreal forest ecosystems and the atmosphere. An understanding of the sources of variability of carbon processes at fine scales and how these contribute to uncertainties in estimating carbon fluxes is relevant to representing these processes at coarse scales. To explore some of the challenges and uncertainties in estimating carbon fluxes at fine to coarse scales, we conducted a modeling analysis of canopy foliar maintenance respiration for black spruce ecosystems of Alaska by scaling empirical hourly models of foliar maintenance respiration (Rm) to estimate canopy foliar Rm for individual stands. We used variation in foliar N concentration among stands to develop hourly stand-specific models and then developed an hourly pooled model. An uncertainty analysis identified that the most important parameter affecting estimates of canopy foliar Rm was one that describes R m at 0??C per g N, which explained more than 55% of variance in annual estimates of canopy foliar Rm. The comparison of simulated annual canopy foliar Rm identified significant differences between stand-specific and pooled models for each stand. This result indicates that control over foliar N concentration should be considered in models that estimate canopy foliar Rm of black spruce stands across the landscape. In this study, we also temporally scaled the hourly stand-level models to estimate canopy foliar Rm of black spruce stands using mean monthly temperature data. Comparisons of monthly Rm between the hourly and monthly versions of the models indicated that there was very little difference between the estimates of hourly and monthly models, suggesting that hourly models can be aggregated to use monthly input data with little loss of precision. We conclude that uncertainties in the use of a coarse-scale model for estimating canopy foliar Rm at regional scales depend on uncertainties in representing needle-level respiration and on uncertainties in representing the spatial variability of canopy foliar N across a region. The development of spatial data sets of canopy foliar N represents a major challenge in estimating canopy foliar maintenance respiration at regional scales. ?? Springer 2006.

A Comparison of Full and Empirical Bayes Techniques for Inferring Sea Level Changes from Tide Gauge Records

NASA Astrophysics Data System (ADS)

Piecuch, C. G.; Huybers, P. J.; Tingley, M.

2016-12-01

Sea level observations from coastal tide gauges are some of the longest instrumental records of the ocean. However, these data can be noisy, biased, and gappy, featuring missing values, and reflecting land motion and local effects. Coping with these issues in a formal manner is a challenging task. Some studies use Bayesian approaches to estimate sea level from tide gauge records, making inference probabilistically. Such methods are typically empirically Bayesian in nature: model parameters are treated as known and assigned point values. But, in reality, parameters are not perfectly known. Empirical Bayes methods thus neglect a potentially important source of uncertainty, and so may overestimate the precision (i.e., underestimate the uncertainty) of sea level estimates. We consider whether empirical Bayes methods underestimate uncertainty in sea level from tide gauge data, comparing to a full Bayes method that treats parameters as unknowns to be solved for along with the sea level field. We develop a hierarchical algorithm that we apply to tide gauge data on the North American northeast coast over 1893-2015. The algorithm is run in full Bayes mode, solving for the sea level process and parameters, and in empirical mode, solving only for the process using fixed parameter values. Error bars on sea level from the empirical method are smaller than from the full Bayes method, and the relative discrepancies increase with time; the 95% credible interval on sea level values from the empirical Bayes method in 1910 and 2010 is 23% and 56% narrower, respectively, than from the full Bayes approach. To evaluate the representativeness of the credible intervals, empirical Bayes and full Bayes methods are applied to corrupted data of a known surrogate field. Using rank histograms to evaluate the solutions, we find that the full Bayes method produces generally reliable error bars, whereas the empirical Bayes method gives too-narrow error bars, such that the 90% credible interval only encompasses 70% of true process values. Results demonstrate that parameter uncertainty is an important source of process uncertainty, and advocate for the fully Bayesian treatment of tide gauge records in ocean circulation and climate studies.

Uncertainty in Damage Detection, Dynamic Propagation and Just-in-Time Networks

DTIC Science & Technology

2015-08-03

estimated parameter uncertainty in dynamic data sets; high order compact finite difference schemes for Helmholtz equations with discontinuous wave numbers...delay differential equations with a Gamma distributed delay. We found that with the same population size the histogram plots for the solution to the...schemes for Helmholtz equations with discontinuous wave numbers across interfaces. • We carried out numerical sensitivity analysis with respect to

How uncertain is model-based prediction of copper loads in stormwater runoff?

PubMed

Lindblom, E; Ahlman, S; Mikkelsen, P S

2007-01-01

In this paper, we conduct a systematic analysis of the uncertainty related with estimating the total load of pollution (copper) from a separate stormwater drainage system, conditioned on a specific combination of input data, a dynamic conceptual pollutant accumulation-washout model and measurements (runoff volumes and pollutant masses). We use the generalized likelihood uncertainty estimation (GLUE) methodology and generate posterior parameter distributions that result in model outputs encompassing a significant number of the highly variable measurements. Given the applied pollution accumulation-washout model and a total of 57 measurements during one month, the total predicted copper masses can be predicted within a range of +/-50% of the median value. The message is that this relatively large uncertainty should be acknowledged in connection with posting statements about micropollutant loads as estimated from dynamic models, even when calibrated with on-site concentration data.

Uncertainty Quantification for Ice Sheet Science and Sea Level Projections

NASA Astrophysics Data System (ADS)

Boening, C.; Schlegel, N.; Limonadi, D.; Schodlok, M.; Seroussi, H. L.; Larour, E. Y.; Watkins, M. M.

2017-12-01

In order to better quantify uncertainties in global mean sea level rise projections and in particular upper bounds, we aim at systematically evaluating the contributions from ice sheets and potential for extreme sea level rise due to sudden ice mass loss. Here, we take advantage of established uncertainty quantification tools embedded within the Ice Sheet System Model (ISSM) as well as sensitivities to ice/ocean interactions using melt rates and melt potential derived from MITgcm/ECCO2. With the use of these tools, we conduct Monte-Carlo style sampling experiments on forward simulations of the Antarctic ice sheet, by varying internal parameters and boundary conditions of the system over both extreme and credible worst-case ranges. Uncertainty bounds for climate forcing are informed by CMIP5 ensemble precipitation and ice melt estimates for year 2100, and uncertainty bounds for ocean melt rates are derived from a suite of regional sensitivity experiments using MITgcm. Resulting statistics allow us to assess how regional uncertainty in various parameters affect model estimates of century-scale sea level rise projections. The results inform efforts to a) isolate the processes and inputs that are most responsible for determining ice sheet contribution to sea level; b) redefine uncertainty brackets for century-scale projections; and c) provide a prioritized list of measurements, along with quantitative information on spatial and temporal resolution, required for reducing uncertainty in future sea level rise projections. Results indicate that ice sheet mass loss is dependent on the spatial resolution of key boundary conditions - such as bedrock topography and melt rates at the ice-ocean interface. This work is performed at and supported by the California Institute of Technology's Jet Propulsion Laboratory. Supercomputing time is also supported through a contract with the National Aeronautics and Space Administration's Cryosphere program.

Type Ia Supernova Intrinsic Magnitude Dispersion and the Fitting of Cosmological Parameters

NASA Astrophysics Data System (ADS)

Kim, A. G.

2011-02-01

I present an analysis for fitting cosmological parameters from a Hubble diagram of a standard candle with unknown intrinsic magnitude dispersion. The dispersion is determined from the data, simultaneously with the cosmological parameters. This contrasts with the strategies used to date. The advantages of the presented analysis are that it is done in a single fit (it is not iterative), it provides a statistically founded and unbiased estimate of the intrinsic dispersion, and its cosmological-parameter uncertainties account for the intrinsic-dispersion uncertainty. Applied to Type Ia supernovae, my strategy provides a statistical measure to test for subtypes and assess the significance of any magnitude corrections applied to the calibrated candle. Parameter bias and differences between likelihood distributions produced by the presented and currently used fitters are negligibly small for existing and projected supernova data sets.

Quantification of Uncertainty in Full-Waveform Moment Tensor Inversion for Regional Seismicity

NASA Astrophysics Data System (ADS)

Jian, P.; Hung, S.; Tseng, T.

2013-12-01

Routinely and instantaneously determined moment tensor solutions deliver basic information for investigating faulting nature of earthquakes and regional tectonic structure. The accuracy of full-waveform moment tensor inversion mostly relies on azimuthal coverage of stations, data quality and previously known earth's structure (i.e., impulse responses or Green's functions). However, intrinsically imperfect station distribution, noise-contaminated waveform records and uncertain earth structure can often result in large deviations of the retrieved source parameters from the true ones, which prohibits the use of routinely reported earthquake catalogs for further structural and tectonic interferences. Duputel et al. (2012) first systematically addressed the significance of statistical uncertainty estimation in earthquake source inversion and exemplified that the data covariance matrix, if prescribed properly to account for data dependence and uncertainty due to incomplete and erroneous data and hypocenter mislocation, cannot only be mapped onto the uncertainty estimate of resulting source parameters, but it also aids obtaining more stable and reliable results. Over the past decade, BATS (Broadband Array in Taiwan for Seismology) has steadily devoted to building up a database of good-quality centroid moment tensor (CMT) solutions for moderate to large magnitude earthquakes that occurred in Taiwan area. Because of the lack of the uncertainty quantification and reliability analysis, it remains controversial to use the reported CMT catalog directly for further investigation of regional tectonics, near-source strong ground motions, and seismic hazard assessment. In this study, we develop a statistical procedure to make quantitative and reliable estimates of uncertainty in regional full-waveform CMT inversion. The linearized inversion scheme adapting efficient estimation of the covariance matrices associated with oversampled noisy waveform data and errors of biased centroid positions is implemented and inspected for improving source parameter determination of regional seismicity in Taiwan. Synthetic inversion tests demonstrate the resolved moment tensors would better match the hypothetical CMT solutions, and tend to suppress unreal non-double-couple components and reduce the trade-off between focal mechanism and centroid depth if individual signal-to-noise ratios and correlation lengths for 3-component seismograms at each station and mislocation uncertainties are properly taken into account. We further testify the capability of our scheme in retrieving the robust CMT information for mid-sized (Mw~3.5) and offshore earthquakes in Taiwan, which offers immediate and broad applications in detailed modelling of regional stress field and deformation pattern and mapping of subsurface velocity structures.

Study of synthesis techniques for insensitive aircraft control systems

NASA Technical Reports Server (NTRS)

Harvey, C. A.; Pope, R. E.

1977-01-01

Insensitive flight control system design criteria was defined in terms of maximizing performance (handling qualities, RMS gust response, transient response, stability margins) over a defined parameter range. Wing load alleviation for the C-5A was chosen as a design problem. The C-5A model was a 79-state, two-control structure with uncertainties assumed to exist in dynamic pressure, structural damping and frequency, and the stability derivative, M sub w. Five new techniques (mismatch estimation, uncertainty weighting, finite dimensional inverse, maximum difficulty, dual Lyapunov) were developed. Six existing techniques (additive noise, minimax, multiplant, sensitivity vector augmentation, state dependent noise, residualization) and the mismatch estimation and uncertainty weighting techniques were synthesized and evaluated on the design example. Evaluation and comparison of these six techniques indicated that the minimax and the uncertainty weighting techniques were superior to the other six, and of these two, uncertainty weighting has lower computational requirements. Techniques based on the three remaining new concepts appear promising and are recommended for further research.

Predicting Consumer Biomass, Size-Structure, Production, Catch Potential, Responses to Fishing and Associated Uncertainties in the World's Marine Ecosystems.

PubMed

Jennings, Simon; Collingridge, Kate

2015-01-01

Existing estimates of fish and consumer biomass in the world's oceans are disparate. This creates uncertainty about the roles of fish and other consumers in biogeochemical cycles and ecosystem processes, the extent of human and environmental impacts and fishery potential. We develop and use a size-based macroecological model to assess the effects of parameter uncertainty on predicted consumer biomass, production and distribution. Resulting uncertainty is large (e.g. median global biomass 4.9 billion tonnes for consumers weighing 1 g to 1000 kg; 50% uncertainty intervals of 2 to 10.4 billion tonnes; 90% uncertainty intervals of 0.3 to 26.1 billion tonnes) and driven primarily by uncertainty in trophic transfer efficiency and its relationship with predator-prey body mass ratios. Even the upper uncertainty intervals for global predictions of consumer biomass demonstrate the remarkable scarcity of marine consumers, with less than one part in 30 million by volume of the global oceans comprising tissue of macroscopic animals. Thus the apparently high densities of marine life seen in surface and coastal waters and frequently visited abundance hotspots will likely give many in society a false impression of the abundance of marine animals. Unexploited baseline biomass predictions from the simple macroecological model were used to calibrate a more complex size- and trait-based model to estimate fisheries yield and impacts. Yields are highly dependent on baseline biomass and fisheries selectivity. Predicted global sustainable fisheries yield increases ≈4 fold when smaller individuals (< 20 cm from species of maximum mass < 1 kg) are targeted in all oceans, but the predicted yields would rarely be accessible in practice and this fishing strategy leads to the collapse of larger species if fishing mortality rates on different size classes cannot be decoupled. Our analyses show that models with minimal parameter demands that are based on a few established ecological principles can support equitable analysis and comparison of diverse ecosystems. The analyses provide insights into the effects of parameter uncertainty on global biomass and production estimates, which have yet to be achieved with complex models, and will therefore help to highlight priorities for future research and data collection. However, the focus on simple model structures and global processes means that non-phytoplankton primary production and several groups, structures and processes of ecological and conservation interest are not represented. Consequently, our simple models become increasingly less useful than more complex alternatives when addressing questions about food web structure and function, biodiversity, resilience and human impacts at smaller scales and for areas closer to coasts.

Global Sensitivity of Simulated Water Balance Indicators Under Future Climate Change in the Colorado Basin

NASA Astrophysics Data System (ADS)

Bennett, Katrina E.; Urrego Blanco, Jorge R.; Jonko, Alexandra; Bohn, Theodore J.; Atchley, Adam L.; Urban, Nathan M.; Middleton, Richard S.

2018-01-01

The Colorado River Basin is a fundamentally important river for society, ecology, and energy in the United States. Streamflow estimates are often provided using modeling tools which rely on uncertain parameters; sensitivity analysis can help determine which parameters impact model results. Despite the fact that simulated flows respond to changing climate and vegetation in the basin, parameter sensitivity of the simulations under climate change has rarely been considered. In this study, we conduct a global sensitivity analysis to relate changes in runoff, evapotranspiration, snow water equivalent, and soil moisture to model parameters in the Variable Infiltration Capacity (VIC) hydrologic model. We combine global sensitivity analysis with a space-filling Latin Hypercube Sampling of the model parameter space and statistical emulation of the VIC model to examine sensitivities to uncertainties in 46 model parameters following a variance-based approach. We find that snow-dominated regions are much more sensitive to uncertainties in VIC parameters. Although baseflow and runoff changes respond to parameters used in previous sensitivity studies, we discover new key parameter sensitivities. For instance, changes in runoff and evapotranspiration are sensitive to albedo, while changes in snow water equivalent are sensitive to canopy fraction and Leaf Area Index (LAI) in the VIC model. It is critical for improved modeling to narrow uncertainty in these parameters through improved observations and field studies. This is important because LAI and albedo are anticipated to change under future climate and narrowing uncertainty is paramount to advance our application of models such as VIC for water resource management.

What drives uncertainty in model diagnoses of carbon dynamics in southern US forests: climate, vegetation, disturbance, or model parameters?

NASA Astrophysics Data System (ADS)

Zhou, Y.; Gu, H.; Williams, C. A.

2017-12-01

Results from terrestrial carbon cycle models have multiple sources of uncertainty, each with its behavior and range. Their relative importance and how they combine has received little attention. This study investigates how various sources of uncertainty propagate, temporally and spatially, in CASA-Disturbance (CASA-D). CASA-D simulates the impact of climatic forcing and disturbance legacies on forest carbon dynamics with the following steps. Firstly, we infer annual growth and mortality rates from measured biomass stocks (FIA) over time and disturbance (e.g., fire, harvest, bark beetle) to represent annual post-disturbance carbon fluxes trajectories across forest types and site productivity settings. Then, annual carbon fluxes are estimated from these trajectories by using time since disturbance which is inferred from biomass (NBCD 2000) and disturbance maps (NAFD, MTBS and ADS). Finally, we apply monthly climatic scalars derived from default CASA to temporally distribute annual carbon fluxes to each month. This study assesses carbon flux uncertainty from two sources: driving data including climatic and forest biomass inputs, and three most sensitive parameters in CASA-D including maximum light use efficiency, temperature sensitivity of soil respiration (Q10) and optimum temperature identified by using EFAST (Extended Fourier Amplitude Sensitivity Testing). We quantify model uncertainties from each, and report their relative importance in estimating forest carbon sink/source in southeast United States from 2003 to 2010.

A Formal Approach to Empirical Dynamic Model Optimization and Validation

NASA Technical Reports Server (NTRS)

Crespo, Luis G; Morelli, Eugene A.; Kenny, Sean P.; Giesy, Daniel P.

2014-01-01

A framework was developed for the optimization and validation of empirical dynamic models subject to an arbitrary set of validation criteria. The validation requirements imposed upon the model, which may involve several sets of input-output data and arbitrary specifications in time and frequency domains, are used to determine if model predictions are within admissible error limits. The parameters of the empirical model are estimated by finding the parameter realization for which the smallest of the margins of requirement compliance is as large as possible. The uncertainty in the value of this estimate is characterized by studying the set of model parameters yielding predictions that comply with all the requirements. Strategies are presented for bounding this set, studying its dependence on admissible prediction error set by the analyst, and evaluating the sensitivity of the model predictions to parameter variations. This information is instrumental in characterizing uncertainty models used for evaluating the dynamic model at operating conditions differing from those used for its identification and validation. A practical example based on the short period dynamics of the F-16 is used for illustration.

Covariance specification and estimation to improve top-down Green House Gas emission estimates

NASA Astrophysics Data System (ADS)

Ghosh, S.; Lopez-Coto, I.; Prasad, K.; Whetstone, J. R.

2015-12-01

The National Institute of Standards and Technology (NIST) operates the North-East Corridor (NEC) project and the Indianapolis Flux Experiment (INFLUX) in order to develop measurement methods to quantify sources of Greenhouse Gas (GHG) emissions as well as their uncertainties in urban domains using a top down inversion method. Top down inversion updates prior knowledge using observations in a Bayesian way. One primary consideration in a Bayesian inversion framework is the covariance structure of (1) the emission prior residuals and (2) the observation residuals (i.e. the difference between observations and model predicted observations). These covariance matrices are respectively referred to as the prior covariance matrix and the model-data mismatch covariance matrix. It is known that the choice of these covariances can have large effect on estimates. The main objective of this work is to determine the impact of different covariance models on inversion estimates and their associated uncertainties in urban domains. We use a pseudo-data Bayesian inversion framework using footprints (i.e. sensitivities of tower measurements of GHGs to surface emissions) and emission priors (based on Hestia project to quantify fossil-fuel emissions) to estimate posterior emissions using different covariance schemes. The posterior emission estimates and uncertainties are compared to the hypothetical truth. We find that, if we correctly specify spatial variability and spatio-temporal variability in prior and model-data mismatch covariances respectively, then we can compute more accurate posterior estimates. We discuss few covariance models to introduce space-time interacting mismatches along with estimation of the involved parameters. We then compare several candidate prior spatial covariance models from the Matern covariance class and estimate their parameters with specified mismatches. We find that best-fitted prior covariances are not always best in recovering the truth. To achieve accuracy, we perform a sensitivity study to further tune covariance parameters. Finally, we introduce a shrinkage based sample covariance estimation technique for both prior and mismatch covariances. This technique allows us to achieve similar accuracy nonparametrically in a more efficient and automated way.

Uncertainty estimation of simulated water levels for the Mitch flood event in Tegucigalpa

NASA Astrophysics Data System (ADS)

Fuentes Andino, Diana Carolina; Halldin, Sven; Keith, Beven; Chong-Yu, Xu

2013-04-01

Hurricane Mitch in 1998 left a devastating flood in Tegucigalpa, the capital city of Honduras. Due to the extremely large magnitude of the Mitch flood, hydrometric measurements were not taken during the event. However, post-event indirect measurements of the discharge were obtained by the U.S. Geological Survey (USGS) and post-event surveyed high water marks were obtained by the Japan International Cooperation agency (JICA). This work proposes a methodology to simulate the water level during the Mitch event when the available data is associated with large uncertainty. The results of the two-dimensional hydrodynamic model LISFLOOD-FP will be evaluated using the Generalized Uncertainty Estimation (GLUE) framework. The main challenge in the proposed methodology is to formulate an approach to evaluate the model results when there are large uncertainties coming from both the model parameters and the evaluation data.

Estimation of Key Parameters of the Coupled Energy and Water Model by Assimilating Land Surface Data

NASA Astrophysics Data System (ADS)

Abdolghafoorian, A.; Farhadi, L.

2017-12-01

Accurate estimation of land surface heat and moisture fluxes, as well as root zone soil moisture, is crucial in various hydrological, meteorological, and agricultural applications. Field measurements of these fluxes are costly and cannot be readily scaled to large areas relevant to weather and climate studies. Therefore, there is a need for techniques to make quantitative estimates of heat and moisture fluxes using land surface state observations that are widely available from remote sensing across a range of scale. In this work, we applies the variational data assimilation approach to estimate land surface fluxes and soil moisture profile from the implicit information contained Land Surface Temperature (LST) and Soil Moisture (SM) (hereafter the VDA model). The VDA model is focused on the estimation of three key parameters: 1- neutral bulk heat transfer coefficient (CHN), 2- evaporative fraction from soil and canopy (EF), and 3- saturated hydraulic conductivity (Ksat). CHN and EF regulate the partitioning of available energy between sensible and latent heat fluxes. Ksat is one of the main parameters used in determining infiltration, runoff, groundwater recharge, and in simulating hydrological processes. In this study, a system of coupled parsimonious energy and water model will constrain the estimation of three unknown parameters in the VDA model. The profile of SM (LST) at multiple depths is estimated using moisture diffusion (heat diffusion) equation. In this study, the uncertainties of retrieved unknown parameters and fluxes are estimated from the inverse of Hesian matrix of cost function which is computed using the Lagrangian methodology. Analysis of uncertainty provides valuable information about the accuracy of estimated parameters and their correlation and guide the formulation of a well-posed estimation problem. The results of proposed algorithm are validated with a series of experiments using a synthetic data set generated by the simultaneous heat and water (SHAW) model. In addition, the feasibility of extending this algorithm to use remote sensing observations that have low temporal resolution is examined by assimilating the limited number of land surface moisture and temperature observations.

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.

Doppler centroid estimation ambiguity for synthetic aperture radars

NASA Technical Reports Server (NTRS)

Chang, C. Y.; Curlander, J. C.

1989-01-01

A technique for estimation of the Doppler centroid of an SAR in the presence of large uncertainty in antenna boresight pointing is described. Also investigated is the image degradation resulting from data processing that uses an ambiguous centroid. Two approaches for resolving ambiguities in Doppler centroid estimation (DCE) are presented: the range cross-correlation technique and the multiple-PRF (pulse repetition frequency) technique. Because other design factors control the PRF selection for SAR, a generalized algorithm is derived for PRFs not containing a common divisor. An example using the SIR-C parameters illustrates that this algorithm is capable of resolving the C-band DCE ambiguities for antenna pointing uncertainties of about 2-3 deg.

A comparison of two approaches to modelling snow cover dynamics at the Polish Polar Station at Hornsund

NASA Astrophysics Data System (ADS)

Luks, B.; Osuch, M.; Romanowicz, R. J.

2012-04-01

We compare two approaches to modelling snow cover dynamics at the Polish Polar Station at Hornsund. In the first approach we apply physically-based Utah Energy Balance Snow Accumulation and Melt Model (UEB) (Tarboton et al., 1995; Tarboton and Luce, 1996). The model uses a lumped representation of the snowpack with two primary state variables: snow water equivalence and energy. Its main driving inputs are: air temperature, precipitation, wind speed, humidity and radiation (estimated from the diurnal temperature range). Those variables are used for physically-based calculations of radiative, sensible, latent and advective heat exchanges with a 3 hours time step. The second method is an application of a statistically efficient lumped parameter time series approach to modelling the dynamics of snow cover , based on daily meteorological measurements from the same area. A dynamic Stochastic Transfer Function model is developed that follows the Data Based Mechanistic approach, where a stochastic data-based identification of model structure and an estimation of its parameters are followed by a physical interpretation. We focus on the analysis of uncertainty of both model outputs. In the time series approach, the applied techniques also provide estimates of the modeling errors and the uncertainty of the model parameters. In the first, physically-based approach the applied UEB model is deterministic. It assumes that the observations are without errors and that the model structure perfectly describes the processes within the snowpack. To take into account the model and observation errors, we applied a version of the Generalized Likelihood Uncertainty Estimation technique (GLUE). This technique also provide estimates of the modelling errors and the uncertainty of the model parameters. The observed snowpack water equivalent values are compared with those simulated with 95% confidence bounds. This work was supported by National Science Centre of Poland (grant no. 7879/B/P01/2011/40). Tarboton, D. G., T. G. Chowdhury and T. H. Jackson, 1995. A Spatially Distributed Energy Balance Snowmelt Model. In K. A. Tonnessen, M. W. Williams and M. Tranter (Ed.), Proceedings of a Boulder Symposium, July 3-14, IAHS Publ. no. 228, pp. 141-155. Tarboton, D. G. and C. H. Luce, 1996. Utah Energy Balance Snow Accumulation and Melt Model (UEB). Computer model technical description and users guide, Utah Water Research Laboratory and USDA Forest Service Intermountain Research Station (http://www.engineering.usu.edu/dtarb/). 64 pp.

Analysis of Air Traffic Track Data with the AutoBayes Synthesis System

NASA Technical Reports Server (NTRS)

Schumann, Johann Martin Philip; Cate, Karen; Lee, Alan G.

2010-01-01

The Next Generation Air Traffic System (NGATS) is aiming to provide substantial computer support for the air traffic controllers. Algorithms for the accurate prediction of aircraft movements are of central importance for such software systems but trajectory prediction has to work reliably in the presence of unknown parameters and uncertainties. We are using the AutoBayes program synthesis system to generate customized data analysis algorithms that process large sets of aircraft radar track data in order to estimate parameters and uncertainties. In this paper, we present, how the tasks of finding structure in track data, estimation of important parameters in climb trajectories, and the detection of continuous descent approaches can be accomplished with compact task-specific AutoBayes specifications. We present an overview of the AutoBayes architecture and describe, how its schema-based approach generates customized analysis algorithms, documented C/C++ code, and detailed mathematical derivations. Results of experiments with actual air traffic control data are discussed.

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

Bowhead whale localization using asynchronous hydrophones in the Chukchi Sea.

PubMed

Warner, Graham A; Dosso, Stan E; Hannay, David E; Dettmer, Jan

2016-07-01

This paper estimates bowhead whale locations and uncertainties using non-linear Bayesian inversion of their modally-dispersed calls recorded on asynchronous recorders in the Chukchi Sea, Alaska. Bowhead calls were recorded on a cluster of 7 asynchronous ocean-bottom hydrophones that were separated by 0.5-9.2 km. A warping time-frequency analysis is used to extract relative mode arrival times as a function of frequency for nine frequency-modulated whale calls that dispersed in the shallow water environment. Each call was recorded on multiple hydrophones and the mode arrival times are inverted for: the whale location in the horizontal plane, source instantaneous frequency (IF), water sound-speed profile, seabed geoacoustic parameters, relative recorder clock drifts, and residual error standard deviations, all with estimated uncertainties. A simulation study shows that accurate prior environmental knowledge is not required for accurate localization as long as the inversion treats the environment as unknown. Joint inversion of multiple recorded calls is shown to substantially reduce uncertainties in location, source IF, and relative clock drift. Whale location uncertainties are estimated to be 30-160 m and relative clock drift uncertainties are 3-26 ms.

[Estimation of uncertainty of measurement in clinical biochemistry].

PubMed

Enea, Maria; Hristodorescu, Cristina; Schiriac, Corina; Morariu, Dana; Mutiu, Tr; Dumitriu, Irina; Gurzu, B

2009-01-01

The uncertainty of measurement (UM) or measurement uncertainty is known as the parameter associated with the result of a measurement. Repeated measurements usually reveal slightly different results for the same analyte, sometimes a little higher, sometimes a little lower, because the results of a measurement are depending not only by the analyte itself, but also, by a number of error factors that could give doubts about the estimate. The uncertainty of the measurement represent the quantitative, mathematically expression of this doubt. UM is a range of measured values which is probably to enclose the true value of the measured. Calculation of UM for all types of laboratories is regularized by the ISO Guide to the Expression of Uncertainty in Measurement (abbreviated GUM) and the SR ENV 13005 : 2003 (both recognized by European Accreditation). Even if the GUM rules about UM estimation are very strictly, the offering of the result together with UM will increase the confidence of customers (patients or physicians). In this study the authors are presenting the possibilities of UM assessing in labs from our country by using the data obtained in the procedures of methods validation, during the internal and external quality control.

On the estimation of stellar parameters with uncertainty prediction from Generative Artificial Neural Networks: application to Gaia RVS simulated spectra

NASA Astrophysics Data System (ADS)

Dafonte, C.; Fustes, D.; Manteiga, M.; Garabato, D.; Álvarez, M. A.; Ulla, A.; Allende Prieto, C.

2016-10-01

Aims: We present an innovative artificial neural network (ANN) architecture, called Generative ANN (GANN), that computes the forward model, that is it learns the function that relates the unknown outputs (stellar atmospheric parameters, in this case) to the given inputs (spectra). Such a model can be integrated in a Bayesian framework to estimate the posterior distribution of the outputs. Methods: The architecture of the GANN follows the same scheme as a normal ANN, but with the inputs and outputs inverted. We train the network with the set of atmospheric parameters (Teff, log g, [Fe/H] and [α/ Fe]), obtaining the stellar spectra for such inputs. The residuals between the spectra in the grid and the estimated spectra are minimized using a validation dataset to keep solutions as general as possible. Results: The performance of both conventional ANNs and GANNs to estimate the stellar parameters as a function of the star brightness is presented and compared for different Galactic populations. GANNs provide significantly improved parameterizations for early and intermediate spectral types with rich and intermediate metallicities. The behaviour of both algorithms is very similar for our sample of late-type stars, obtaining residuals in the derivation of [Fe/H] and [α/ Fe] below 0.1 dex for stars with Gaia magnitude Grvs < 12, which accounts for a number in the order of four million stars to be observed by the Radial Velocity Spectrograph of the Gaia satellite. Conclusions: Uncertainty estimation of computed astrophysical parameters is crucial for the validation of the parameterization itself and for the subsequent exploitation by the astronomical community. GANNs produce not only the parameters for a given spectrum, but a goodness-of-fit between the observed spectrum and the predicted one for a given set of parameters. Moreover, they allow us to obtain the full posterior distribution over the astrophysical parameters space once a noise model is assumed. This can be used for novelty detection and quality assessment.

Towards robust quantification and reduction of uncertainty in hydrologic predictions: Integration of particle Markov chain Monte Carlo and factorial polynomial chaos expansion

NASA Astrophysics Data System (ADS)

Wang, S.; Huang, G. H.; Baetz, B. W.; Ancell, B. C.

2017-05-01

The particle filtering techniques have been receiving increasing attention from the hydrologic community due to its ability to properly estimate model parameters and states of nonlinear and non-Gaussian systems. To facilitate a robust quantification of uncertainty in hydrologic predictions, it is necessary to explicitly examine the forward propagation and evolution of parameter uncertainties and their interactions that affect the predictive performance. This paper presents a unified probabilistic framework that merges the strengths of particle Markov chain Monte Carlo (PMCMC) and factorial polynomial chaos expansion (FPCE) algorithms to robustly quantify and reduce uncertainties in hydrologic predictions. A Gaussian anamorphosis technique is used to establish a seamless bridge between the data assimilation using the PMCMC and the uncertainty propagation using the FPCE through a straightforward transformation of posterior distributions of model parameters. The unified probabilistic framework is applied to the Xiangxi River watershed of the Three Gorges Reservoir (TGR) region in China to demonstrate its validity and applicability. Results reveal that the degree of spatial variability of soil moisture capacity is the most identifiable model parameter with the fastest convergence through the streamflow assimilation process. The potential interaction between the spatial variability in soil moisture conditions and the maximum soil moisture capacity has the most significant effect on the performance of streamflow predictions. In addition, parameter sensitivities and interactions vary in magnitude and direction over time due to temporal and spatial dynamics of hydrologic processes.

A mechanistic modeling and data assimilation framework for Mojave Desert ecohydrology

USGS Publications Warehouse

Ng, Gene-Hua Crystal.; Bedford, David; Miller, David

2014-01-01

This study demonstrates and addresses challenges in coupled ecohydrological modeling in deserts, which arise due to unique plant adaptations, marginal growing conditions, slow net primary production rates, and highly variable rainfall. We consider model uncertainty from both structural and parameter errors and present a mechanistic model for the shrub Larrea tridentata (creosote bush) under conditions found in the Mojave National Preserve in southeastern California (USA). Desert-specific plant and soil features are incorporated into the CLM-CN model by Oleson et al. (2010). We then develop a data assimilation framework using the ensemble Kalman filter (EnKF) to estimate model parameters based on soil moisture and leaf-area index observations. A new implementation procedure, the “multisite loop EnKF,” tackles parameter estimation difficulties found to affect desert ecohydrological applications. Specifically, the procedure iterates through data from various observation sites to alleviate adverse filter impacts from non-Gaussianity in small desert vegetation state values. It also readjusts inconsistent parameters and states through a model spin-up step that accounts for longer dynamical time scales due to infrequent rainfall in deserts. Observation error variance inflation may also be needed to help prevent divergence of estimates from true values. Synthetic test results highlight the importance of adequate observations for reducing model uncertainty, which can be achieved through data quality or quantity.

Estimation of Pre-industrial Nitrous Oxide Emission from the Terrestrial Biosphere

NASA Astrophysics Data System (ADS)

Xu, R.; Tian, H.; Lu, C.; Zhang, B.; Pan, S.; Yang, J.

2015-12-01

Nitrous oxide (N2O) is currently the third most important greenhouse gases (GHG) after methane (CH4) and carbon dioxide (CO2). Global N2O emission increased substantially primarily due to reactive nitrogen (N) enrichment through fossil fuel combustion, fertilizer production, and legume crop cultivation etc. In order to understand how climate system is perturbed by anthropogenic N2O emissions from the terrestrial biosphere, it is necessary to better estimate the pre-industrial N2O emissions. Previous estimations of natural N2O emissions from the terrestrial biosphere range from 3.3-9.0 Tg N2O-N yr-1. This large uncertainty in the estimation of pre-industrial N2O emissions from the terrestrial biosphere may be caused by uncertainty associated with key parameters such as maximum nitrification and denitrification rates, half-saturation coefficients of soil ammonium and nitrate, N fixation rate, and maximum N uptake rate. In addition to the large estimation range, previous studies did not provide an estimate on preindustrial N2O emissions at regional and biome levels. In this study, we applied a process-based coupled biogeochemical model to estimate the magnitude and spatial patterns of pre-industrial N2O fluxes at biome and continental scales as driven by multiple input data, including pre-industrial climate data, atmospheric CO2 concentration, N deposition, N fixation, and land cover types and distributions. Uncertainty associated with key parameters is also evaluated. Finally, we generate sector-based estimates of pre-industrial N2O emission, which provides a reference for assessing the climate forcing of anthropogenic N2O emission from the land biosphere.

The Value of Information in Decision-Analytic Modeling for Malaria Vector Control in East Africa.

PubMed

Kim, Dohyeong; Brown, Zachary; Anderson, Richard; Mutero, Clifford; Miranda, Marie Lynn; Wiener, Jonathan; Kramer, Randall

2017-02-01

Decision analysis tools and mathematical modeling are increasingly emphasized in malaria control programs worldwide to improve resource allocation and address ongoing challenges with sustainability. However, such tools require substantial scientific evidence, which is costly to acquire. The value of information (VOI) has been proposed as a metric for gauging the value of reduced model uncertainty. We apply this concept to an evidenced-based Malaria Decision Analysis Support Tool (MDAST) designed for application in East Africa. In developing MDAST, substantial gaps in the scientific evidence base were identified regarding insecticide resistance in malaria vector control and the effectiveness of alternative mosquito control approaches, including larviciding. We identify four entomological parameters in the model (two for insecticide resistance and two for larviciding) that involve high levels of uncertainty and to which outputs in MDAST are sensitive. We estimate and compare a VOI for combinations of these parameters in evaluating three policy alternatives relative to a status quo policy. We find having perfect information on the uncertain parameters could improve program net benefits by up to 5-21%, with the highest VOI associated with jointly eliminating uncertainty about reproductive speed of malaria-transmitting mosquitoes and initial efficacy of larviciding at reducing the emergence of new adult mosquitoes. Future research on parameter uncertainty in decision analysis of malaria control policy should investigate the VOI with respect to other aspects of malaria transmission (such as antimalarial resistance), the costs of reducing uncertainty in these parameters, and the extent to which imperfect information about these parameters can improve payoffs. © 2016 Society for Risk Analysis.

Assimilating Remote Sensing Observations of Leaf Area Index and Soil Moisture for Wheat Yield Estimates: An Observing System Simulation Experiment

NASA Technical Reports Server (NTRS)

Nearing, Grey S.; Crow, Wade T.; Thorp, Kelly R.; Moran, Mary S.; Reichle, Rolf H.; Gupta, Hoshin V.

2012-01-01

Observing system simulation experiments were used to investigate ensemble Bayesian state updating data assimilation of observations of leaf area index (LAI) and soil moisture (theta) for the purpose of improving single-season wheat yield estimates with the Decision Support System for Agrotechnology Transfer (DSSAT) CropSim-Ceres model. Assimilation was conducted in an energy-limited environment and a water-limited environment. Modeling uncertainty was prescribed to weather inputs, soil parameters and initial conditions, and cultivar parameters and through perturbations to model state transition equations. The ensemble Kalman filter and the sequential importance resampling filter were tested for the ability to attenuate effects of these types of uncertainty on yield estimates. LAI and theta observations were synthesized according to characteristics of existing remote sensing data, and effects of observation error were tested. Results indicate that the potential for assimilation to improve end-of-season yield estimates is low. Limitations are due to a lack of root zone soil moisture information, error in LAI observations, and a lack of correlation between leaf and grain growth.

Precomputing Process Noise Covariance for Onboard Sequential Filters

NASA Technical Reports Server (NTRS)

Olson, Corwin G.; Russell, Ryan P.; Carpenter, J. Russell

2017-01-01

Process noise is often used in estimation filters to account for unmodeled and mismodeled accelerations in the dynamics. The process noise covariance acts to inflate the state covariance over propagation intervals, increasing the uncertainty in the state. In scenarios where the acceleration errors change significantly over time, the standard process noise covariance approach can fail to provide effective representation of the state and its uncertainty. Consider covariance analysis techniques provide a method to precompute a process noise covariance profile along a reference trajectory using known model parameter uncertainties. The process noise covariance profile allows significantly improved state estimation and uncertainty representation over the traditional formulation. As a result, estimation performance on par with the consider filter is achieved for trajectories near the reference trajectory without the additional computational cost of the consider filter. The new formulation also has the potential to significantly reduce the trial-and-error tuning currently required of navigation analysts. A linear estimation problem as described in several previous consider covariance analysis studies is used to demonstrate the effectiveness of the precomputed process noise covariance, as well as a nonlinear descent scenario at the asteroid Bennu with optical navigation.

Precomputing Process Noise Covariance for Onboard Sequential Filters

NASA Technical Reports Server (NTRS)

Olson, Corwin G.; Russell, Ryan P.; Carpenter, J. Russell

2017-01-01

Process noise is often used in estimation filters to account for unmodeled and mismodeled accelerations in the dynamics. The process noise covariance acts to inflate the state covariance over propagation intervals, increasing the uncertainty in the state. In scenarios where the acceleration errors change significantly over time, the standard process noise covariance approach can fail to provide effective representation of the state and its uncertainty. Consider covariance analysis techniques provide a method to precompute a process noise covariance profile along a reference trajectory, using known model parameter uncertainties. The process noise covariance profile allows significantly improved state estimation and uncertainty representation over the traditional formulation. As a result, estimation performance on par with the consider filter is achieved for trajectories near the reference trajectory without the additional computational cost of the consider filter. The new formulation also has the potential to significantly reduce the trial-and-error tuning currently required of navigation analysts. A linear estimation problem as described in several previous consider covariance analysis publications is used to demonstrate the effectiveness of the precomputed process noise covariance, as well as a nonlinear descent scenario at the asteroid Bennu with optical navigation.

An efficient energy response model for liquid scintillator detectors

NASA Astrophysics Data System (ADS)

Lebanowski, Logan; Wan, Linyan; Ji, Xiangpan; Wang, Zhe; Chen, Shaomin

2018-05-01

Liquid scintillator detectors are playing an increasingly important role in low-energy neutrino experiments. In this article, we describe a generic energy response model of liquid scintillator detectors that provides energy estimations of sub-percent accuracy. This model fits a minimal set of physically-motivated parameters that capture the essential characteristics of scintillator response and that can naturally account for changes in scintillator over time, helping to avoid associated biases or systematic uncertainties. The model employs a one-step calculation and look-up tables, yielding an immediate estimation of energy and an efficient framework for quantifying systematic uncertainties and correlations.

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.

Traceable measurements of the electrical parameters of solid-state lighting products

NASA Astrophysics Data System (ADS)

Zhao, D.; Rietveld, G.; Braun, J.-P.; Overney, F.; Lippert, T.; Christensen, A.

2016-12-01

In order to perform traceable measurements of the electrical parameters of solid-state lighting (SSL) products, it is necessary to technically adequately define the measurement procedures and to identify the relevant uncertainty sources. The present published written standard for SSL products specifies test conditions, but it lacks an explanation of how adequate these test conditions are. More specifically, both an identification of uncertainty sources and a quantitative uncertainty analysis are absent. This paper fills the related gap in the present written standard. New uncertainty sources with respect to conventional lighting sources are determined and their effects are quantified. It shows that for power measurements, the main uncertainty sources are temperature deviation, power supply voltage distortion, and instability of the SSL product. For current RMS measurements, the influence of bandwidth, shunt resistor, power supply source impedance and ac frequency flatness are significant as well. The measurement uncertainty depends not only on the test equipment but is also a function of the characteristics of the device under test (DUT), for example, current harmonics spectrum and input impedance. Therefore, an online calculation tool is provided to help non-electrical experts. Following our procedures, unrealistic uncertainty estimations, unnecessary procedures and expensive equipment can be prevented.

Improving phylogenetic analyses by incorporating additional information from genetic sequence databases.

PubMed

Liang, Li-Jung; Weiss, Robert E; Redelings, Benjamin; Suchard, Marc A

2009-10-01

Statistical analyses of phylogenetic data culminate in uncertain estimates of underlying model parameters. Lack of additional data hinders the ability to reduce this uncertainty, as the original phylogenetic dataset is often complete, containing the entire gene or genome information available for the given set of taxa. Informative priors in a Bayesian analysis can reduce posterior uncertainty; however, publicly available phylogenetic software specifies vague priors for model parameters by default. We build objective and informative priors using hierarchical random effect models that combine additional datasets whose parameters are not of direct interest but are similar to the analysis of interest. We propose principled statistical methods that permit more precise parameter estimates in phylogenetic analyses by creating informative priors for parameters of interest. Using additional sequence datasets from our lab or public databases, we construct a fully Bayesian semiparametric hierarchical model to combine datasets. A dynamic iteratively reweighted Markov chain Monte Carlo algorithm conveniently recycles posterior samples from the individual analyses. We demonstrate the value of our approach by examining the insertion-deletion (indel) process in the enolase gene across the Tree of Life using the phylogenetic software BALI-PHY; we incorporate prior information about indels from 82 curated alignments downloaded from the BAliBASE database.

Cost-constrained optimal sampling for system identification in pharmacokinetics applications with population priors and nuisance parameters.

PubMed

Sorzano, Carlos Oscars S; Pérez-De-La-Cruz Moreno, Maria Angeles; Burguet-Castell, Jordi; Montejo, Consuelo; Ros, Antonio Aguilar

2015-06-01

Pharmacokinetics (PK) applications can be seen as a special case of nonlinear, causal systems with memory. There are cases in which prior knowledge exists about the distribution of the system parameters in a population. However, for a specific patient in a clinical setting, we need to determine her system parameters so that the therapy can be personalized. This system identification is performed many times by measuring drug concentrations in plasma. The objective of this work is to provide an irregular sampling strategy that minimizes the uncertainty about the system parameters with a fixed amount of samples (cost constrained). We use Monte Carlo simulations to estimate the average Fisher's information matrix associated to the PK problem, and then estimate the sampling points that minimize the maximum uncertainty associated to system parameters (a minimax criterion). The minimization is performed employing a genetic algorithm. We show that such a sampling scheme can be designed in a way that is adapted to a particular patient and that it can accommodate any dosing regimen as well as it allows flexible therapeutic strategies. © 2015 Wiley Periodicals, Inc. and the American Pharmacists Association.

Synthesizing Global and Local Datasets to Estimate Jurisdictional Forest Carbon Fluxes in Berau, Indonesia

PubMed Central

Griscom, Bronson W.; Ellis, Peter W.; Baccini, Alessandro; Marthinus, Delon; Evans, Jeffrey S.; Ruslandi

2016-01-01

Background Forest conservation efforts are increasingly being implemented at the scale of sub-national jurisdictions in order to mitigate global climate change and provide other ecosystem services. We see an urgent need for robust estimates of historic forest carbon emissions at this scale, as the basis for credible measures of climate and other benefits achieved. Despite the arrival of a new generation of global datasets on forest area change and biomass, confusion remains about how to produce credible jurisdictional estimates of forest emissions. We demonstrate a method for estimating the relevant historic forest carbon fluxes within the Regency of Berau in eastern Borneo, Indonesia. Our method integrates best available global and local datasets, and includes a comprehensive analysis of uncertainty at the regency scale. Principal Findings and Significance We find that Berau generated 8.91 ± 1.99 million tonnes of net CO2 emissions per year during 2000–2010. Berau is an early frontier landscape where gross emissions are 12 times higher than gross sequestration. Yet most (85%) of Berau’s original forests are still standing. The majority of net emissions were due to conversion of native forests to unspecified agriculture (43% of total), oil palm (28%), and fiber plantations (9%). Most of the remainder was due to legal commercial selective logging (17%). Our overall uncertainty estimate offers an independent basis for assessing three other estimates for Berau. Two other estimates were above the upper end of our uncertainty range. We emphasize the importance of including an uncertainty range for all parameters of the emissions equation to generate a comprehensive uncertainty estimate–which has not been done before. We believe comprehensive estimates of carbon flux uncertainty are increasingly important as national and international institutions are challenged with comparing alternative estimates and identifying a credible range of historic emissions values. PMID:26752298

Integrated direct/indirect adaptive robust motion trajectory tracking control of pneumatic cylinders

NASA Astrophysics Data System (ADS)

Meng, Deyuan; Tao, Guoliang; Zhu, Xiaocong

2013-09-01

This paper studies the precision motion trajectory tracking control of a pneumatic cylinder driven by a proportional-directional control valve. An integrated direct/indirect adaptive robust controller is proposed. The controller employs a physical model based indirect-type parameter estimation to obtain reliable estimates of unknown model parameters, and utilises a robust control method with dynamic compensation type fast adaptation to attenuate the effects of parameter estimation errors, unmodelled dynamics and disturbances. Due to the use of projection mapping, the robust control law and the parameter adaption algorithm can be designed separately. Since the system model uncertainties are unmatched, the recursive backstepping technology is adopted to design the robust control law. Extensive comparative experimental results are presented to illustrate the effectiveness of the proposed controller and its performance robustness to parameter variations and sudden disturbances.

Transfer Function Identification Using Orthogonal Fourier Transform Modeling Functions

NASA Technical Reports Server (NTRS)

Morelli, Eugene A.

2013-01-01

A method for transfer function identification, including both model structure determination and parameter estimation, was developed and demonstrated. The approach uses orthogonal modeling functions generated from frequency domain data obtained by Fourier transformation of time series data. The method was applied to simulation data to identify continuous-time transfer function models and unsteady aerodynamic models. Model fit error, estimated model parameters, and the associated uncertainties were used to show the effectiveness of the method for identifying accurate transfer function models from noisy data.

Hard and Soft Constraints in Reliability-Based Design Optimization

NASA Technical Reports Server (NTRS)

Crespo, L.uis G.; Giesy, Daniel P.; Kenny, Sean P.

2006-01-01

This paper proposes a framework for the analysis and design optimization of models subject to parametric uncertainty where design requirements in the form of inequality constraints are present. Emphasis is given to uncertainty models prescribed by norm bounded perturbations from a nominal parameter value and by sets of componentwise bounded uncertain variables. These models, which often arise in engineering problems, allow for a sharp mathematical manipulation. Constraints can be implemented in the hard sense, i.e., constraints must be satisfied for all parameter realizations in the uncertainty model, and in the soft sense, i.e., constraints can be violated by some realizations of the uncertain parameter. In regard to hard constraints, this methodology allows (i) to determine if a hard constraint can be satisfied for a given uncertainty model and constraint structure, (ii) to generate conclusive, formally verifiable reliability assessments that allow for unprejudiced comparisons of competing design alternatives and (iii) to identify the critical combination of uncertain parameters leading to constraint violations. In regard to soft constraints, the methodology allows the designer (i) to use probabilistic uncertainty models, (ii) to calculate upper bounds to the probability of constraint violation, and (iii) to efficiently estimate failure probabilities via a hybrid method. This method integrates the upper bounds, for which closed form expressions are derived, along with conditional sampling. In addition, an l(sub infinity) formulation for the efficient manipulation of hyper-rectangular sets is also proposed.

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.

Reducing Design Risk Using Robust Design Methods: A Dual Response Surface Approach

NASA Technical Reports Server (NTRS)

Unal, Resit; Yeniay, Ozgur; Lepsch, Roger A. (Technical Monitor)

2003-01-01

Space transportation system conceptual design is a multidisciplinary process containing considerable element of risk. Risk here is defined as the variability in the estimated (output) performance characteristic of interest resulting from the uncertainties in the values of several disciplinary design and/or operational parameters. Uncertainties from one discipline (and/or subsystem) may propagate to another, through linking parameters and the final system output may have a significant accumulation of risk. This variability can result in significant deviations from the expected performance. Therefore, an estimate of variability (which is called design risk in this study) together with the expected performance characteristic value (e.g. mean empty weight) is necessary for multidisciplinary optimization for a robust design. Robust design in this study is defined as a solution that minimizes variability subject to a constraint on mean performance characteristics. Even though multidisciplinary design optimization has gained wide attention and applications, the treatment of uncertainties to quantify and analyze design risk has received little attention. This research effort explores the dual response surface approach to quantify variability (risk) in critical performance characteristics (such as weight) during conceptual design.