100 research outputs found
The Optimal Uncertainty Algorithm in the Mystic Framework
We have recently proposed a rigorous framework for Uncertainty Quantification
(UQ) in which UQ objectives and assumption/information set are brought into the
forefront, providing a framework for the communication and comparison of UQ
results. In particular, this framework does not implicitly impose inappropriate
assumptions nor does it repudiate relevant information. This framework, which
we call Optimal Uncertainty Quantification (OUQ), is based on the observation
that given a set of assumptions and information, there exist bounds on
uncertainties obtained as values of optimization problems and that these bounds
are optimal. It provides a uniform environment for the optimal solution of the
problems of validation, certification, experimental design, reduced order
modeling, prediction, extrapolation, all under aleatoric and epistemic
uncertainties. OUQ optimization problems are extremely large, and even though
under general conditions they have finite-dimensional reductions, they must
often be solved numerically. This general algorithmic framework for OUQ has
been implemented in the mystic optimization framework. We describe this
implementation, and demonstrate its use in the context of the Caltech surrogate
model for hypervelocity impact
Optimal Uncertainty Quantification
We propose a rigorous framework for Uncertainty Quantification (UQ) in which
the UQ objectives and the assumptions/information set are brought to the forefront.
This framework, which we call Optimal Uncertainty Quantification (OUQ), is based
on the observation that, given a set of assumptions and information about the problem,
there exist optimal bounds on uncertainties: these are obtained as extreme
values of well-defined optimization problems corresponding to extremizing probabilities
of failure, or of deviations, subject to the constraints imposed by the scenarios
compatible with the assumptions and information. In particular, this framework
does not implicitly impose inappropriate assumptions, nor does it repudiate relevant
information.
Although OUQ optimization problems are extremely large, we show that under
general conditions, they have finite-dimensional reductions. As an application,
we develop Optimal Concentration Inequalities (OCI) of Hoeffding and McDiarmid
type. Surprisingly, contrary to the classical sensitivity analysis paradigm, these results
show that uncertainties in input parameters do not necessarily propagate to
output uncertainties.
In addition, a general algorithmic framework is developed for OUQ and is tested
on the Caltech surrogate model for hypervelocity impact, suggesting the feasibility
of the framework for important complex systems
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Disaggregating times series data
This report describes our experiences with disaggregating time series data. Suppose we have gathered data every two seconds and want to guess the data at one-second intervals. Under certain assumptions, there are several reasonable disaggregation methods as well as several performance measures to judge their performance. Here we present results for both simulated and real data for two methods using several performance criteria
Momentum and energy preserving integrators for nonholonomic dynamics
In this paper, we propose a geometric integrator for nonholonomic mechanical
systems. It can be applied to discrete Lagrangian systems specified through a
discrete Lagrangian defined on QxQ, where Q is the configuration manifold, and
a (generally nonintegrable) distribution in TQ. In the proposed method, a
discretization of the constraints is not required. We show that the method
preserves the discrete nonholonomic momentum map, and also that the
nonholonomic constraints are preserved in average. We study in particular the
case where Q has a Lie group structure and the discrete Lagrangian and/or
nonholonomic constraints have various invariance properties, and show that the
method is also energy-preserving in some important cases.Comment: 18 pages, 6 figures; v2: example and figures added, minor correction
to example 2; v3: added section on nonholonomic Stoermer-Verlet metho
Explicit Lie-Poisson integration and the Euler equations
We give a wide class of Lie-Poisson systems for which explicit, Lie-Poisson
integrators, preserving all Casimirs, can be constructed. The integrators are
extremely simple. Examples are the rigid body, a moment truncation, and a new,
fast algorithm for the sine-bracket truncation of the 2D Euler equations.Comment: 7 pages, compile with AMSTEX; 2 figures available from autho
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Industrial processing of complex fluids: Formulation and modeling
The production of many important commercial materials involves the evolution of a complex fluid through a cooling phase into a hardened product. Textile fibers, high-strength fibers(KEVLAR, VECTRAN), plastics, chopped-fiber compounds, and fiber optical cable are such materials. Industry desires to replace experiments with on-line, real time models of these processes. Solutions to the problems are not just a matter of technology transfer, but require a fundamental description and simulation of the processes. Goals of the project are to develop models that can be used to optimize macroscopic properties of the solid product, to identify sources of undesirable defects, and to seek boundary-temperature and flow-and-material controls to optimize desired properties
Optimal Uncertainty Quantification
We propose a rigorous framework for Uncertainty Quantification (UQ) in which
the UQ objectives and the assumptions/information set are brought to the
forefront. This framework, which we call \emph{Optimal Uncertainty
Quantification} (OUQ), is based on the observation that, given a set of
assumptions and information about the problem, there exist optimal bounds on
uncertainties: these are obtained as values of well-defined optimization
problems corresponding to extremizing probabilities of failure, or of
deviations, subject to the constraints imposed by the scenarios compatible with
the assumptions and information. In particular, this framework does not
implicitly impose inappropriate assumptions, nor does it repudiate relevant
information. Although OUQ optimization problems are extremely large, we show
that under general conditions they have finite-dimensional reductions. As an
application, we develop \emph{Optimal Concentration Inequalities} (OCI) of
Hoeffding and McDiarmid type. Surprisingly, these results show that
uncertainties in input parameters, which propagate to output uncertainties in
the classical sensitivity analysis paradigm, may fail to do so if the transfer
functions (or probability distributions) are imperfectly known. We show how,
for hierarchical structures, this phenomenon may lead to the non-propagation of
uncertainties or information across scales. In addition, a general algorithmic
framework is developed for OUQ and is tested on the Caltech surrogate model for
hypervelocity impact and on the seismic safety assessment of truss structures,
suggesting the feasibility of the framework for important complex systems. The
introduction of this paper provides both an overview of the paper and a
self-contained mini-tutorial about basic concepts and issues of UQ.Comment: 90 pages. Accepted for publication in SIAM Review (Expository
Research Papers). See SIAM Review for higher quality figure
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Comparing Candidate Hospital Report Cards
We present graphical and analytical methods that focus on multivariate outlier detection applied to the hospital report cards data. No two methods agree which hospitals are unusually good or bad, so we also present ways to compare the agreement between two methods. We identify factors that have a significant impact on the scoring
Native Speaker Perceptions of Accented Speech: The English Pronunciation of Macedonian EFL Learners
The paper reports on the results of a study that aimed to describe the vocalic and consonantal features of the English pronunciation of Macedonian EFL learners as perceived by native speakers of English and to find out whether native speakers who speak different standard variants of English perceive the same segments as non-native. A specially designed computer web application was employed to gather two types of data: a) quantitative (frequency of segment variables and global foreign accent ratings on a 5-point scale), and b) qualitative (open-ended questions). The result analysis points out to three most frequent markers of foreign accent in the English speech of Macedonian EFL learners: final obstruent devoicing, vowel shortening and substitution of English dental fricatives with Macedonian dental plosives. It also reflects additional phonetic aspects poorly explained in the available reference literature such as allophonic distributional differences between the two languages and intonational mismatch
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