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Model-Form Epistemic Uncertainty Quantification for Modeling with Differential Equations: Application to Epidemiology

Acquesta, Erin A.; Portone, Teresa P.; Dandekar, Raj D.; Rackauckas, Chris R.; Bandy, Rileigh J.; Huerta, Jose G.; Dytzel, India L.

Modeling real-world phenomena to any degree of accuracy is a challenge that the scientific research community has navigated since its foundation. Lack of information and limited computational and observational resources necessitate modeling assumptions which, when invalid, lead to model-form error (MFE). The work reported herein explored a novel method to represent model-form uncertainty (MFU) that combines Bayesian statistics with the emerging field of universal differential equations (UDEs). The fundamental principle behind UDEs is simple: use known equational forms that govern a dynamical system when you have them; then incorporate data-driven approaches – in this case neural networks (NNs) – embedded within the governing equations to learn the interacting terms that were underrepresented. Utilizing epidemiology as our motivating exemplar, this report will highlight the challenges of modeling novel infectious diseases while introducing ways to incorporate NN approximations to MFE. Prior to embarking on a Bayesian calibration, we first explored methods to augment the standard (non-Bayesian) UDE training procedure to account for uncertainty and increase robustness of training. In addition, it is often the case that uncertainty in observations is significant; this may be due to randomness or lack of precision in the measurement process. This uncertainty typically manifests as “noisy” observations which deviate from a true underlying signal. To account for such variability, the NN approximation to MFE is endowed with a probabilistic representation and is updated using available observational data in a Bayesian framework. By representing the MFU explicitly and deploying an embedded, data-driven model, this approach enables an agile, expressive, and interpretable method for representing MFU. In this report we will provide evidence that Bayesian UDEs show promise as a novel framework for any science-based, data-driven MFU representation; while emphasizing that significant advances must be made in the calibration of Bayesian NNs to ensure a robust calibration procedure.

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Surrogate modeling for efficiently, accurately and conservatively estimating measures of risk

Reliability Engineering and System Safety

Jakeman, John D.; Kouri, Drew P.; Huerta, Jose G.

We present a surrogate modeling framework for conservatively estimating measures of risk from limited realizations of an expensive physical experiment or computational simulation. Risk measures combine objective probabilities with the subjective values of a decision maker to quantify anticipated outcomes. Given a set of samples, we construct a surrogate model that produces estimates of risk measures that are always greater than their empirical approximations obtained from the training data. These surrogate models limit over-confidence in reliability and safety assessments and produce estimates of risk measures that converge much faster to the true value than purely sample-based estimates. We first detail the construction of conservative surrogate models that can be tailored to a stakeholder's risk preferences and then present an approach, based on stochastic orders, for constructing surrogate models that are conservative with respect to families of risk measures. Our surrogate models include biases that permit them to conservatively estimate the target risk measures. We provide theoretical results that show that these biases decay at the same rate as the L2 error in the surrogate model. Numerical demonstrations confirm that risk-adapted surrogate models do indeed overestimate the target risk measures while converging at the expected rate.

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Developing Uncertainty Quantification Strategies in Electromagnetic Problems Involving Highly Resonant Cavities

Journal of Verification, Validation and Uncertainty Quantification

Campione, Salvatore; Stephens, John A.; Martin, Nevin; Eckert, Aubrey C.; Warne, Larry K.; Huerta, Jose G.; Pfeiffer, Robert A.; Jones, Adam J.

High-quality factor resonant cavities are challenging structures to model in electromagnetics owing to their large sensitivity to minute parameter changes. Therefore, uncertainty quantification (UQ) strategies are pivotal to understanding key parameters affecting the cavity response. We discuss here some of these strategies focusing on shielding effectiveness (SE) properties of a canonical slotted cylindrical cavity that will be used to develop credibility evidence in support of predictions made using computational simulations for this application.

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Risk-Adaptive Experimental Design for High-Consequence Systems: LDRD Final Report

Kouri, Drew P.; Jakeman, John D.; Huerta, Jose G.; Walsh, Timothy W.; Smith, Chandler B.; Uryasev, Stan U.

Constructing accurate statistical models of critical system responses typically requires an enormous amount of data from physical experiments or numerical simulations. Unfortunately, data generation is often expensive and time consuming. To streamline the data generation process, optimal experimental design determines the 'best' allocation of experiments with respect to a criterion that measures the ability to estimate some important aspect of an assumed statistical model. While optimal design has a vast literature, few researchers have developed design paradigms targeting tail statistics, such as quantiles. In this project, we tailored and extended traditional design paradigms to target distribution tails. Our approach included (i) the development of new optimality criteria to shape the distribution of prediction variances, (ii) the development of novel risk-adapted surrogate models that provably overestimate certain statistics including the probability of exceeding a threshold, and (iii) the asymptotic analysis of regression approaches that target tail statistics such as superquantile regression. To accompany our theoretical contributions, we released implementations of our methods for surrogate modeling and design of experiments in two complementary open source software packages, the ROL/OED Toolkit and PyApprox.

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Surrogate Modeling For Efficiently Accurately and Conservatively Estimating Measures of Risk

Jakeman, John D.; Kouri, Drew P.; Huerta, Jose G.

We present a surrogate modeling framework for conservatively estimating measures of risk from limited realizations of an expensive physical experiment or computational simulation. We adopt a probabilistic description of risk that assigns probabilities to consequences associated with an event and use risk measures, which combine objective evidence with the subjective values of decision makers, to quantify anticipated outcomes. Given a set of samples, we construct a surrogate model that produces estimates of risk measures that are always greater than their empirical estimates obtained from the training data. These surrogate models not only limit over-confidence in reliability and safety assessments, but produce estimates of risk measures that converge much faster to the true value than purely sample-based estimates. We first detail the construction of conservative surrogate models that can be tailored to the specific risk preferences of the stakeholder and then present an approach, based upon stochastic orders, for constructing surrogate models that are conservative with respect to families of risk measures. The surrogate models introduce a bias that allows them to conservatively estimate the target risk measures. We provide theoretical results that show that this bias decays at the same rate as the L2 error in the surrogate model. Our numerical examples confirm that risk-aware surrogate models do indeed over-estimate the target risk measures while converging at the expected rate.

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Rim-to-Rim Werables at The Canyon for Health (R2R WATCH): Physiological Cognitive and Biological Markers of Performance Decline in an Extreme Environment

Journal of Human Performance in Extreme Environments

Divis, Kristin; Abbott, Robert G.; Branda, Catherine B.; Avina, Glory E.; Femling, Jon F.; Huerta, Jose G.; Jelinkova, Lucie J.; Jennings, Jeremy K.; Pearce, Emily P.; Ries, Daniel R.; Sanchez, Danielle; Silva, Austin R.

Abstract not provided.

9 Results
9 Results