Abstract Particle filters avoid parametric estimates for Bayesian posterior densities, which alleviates Gaussian assumptions in nonlinear regimes. These methods, however, are more sensitive to sampling errors than Gaussian-based techniques such as ensemble Kalman filters. A recent study by the authors introduced an iterative strategy for particle filters that match posterior moments—where iterations improve the filter’s ability to draw samples from non-Gaussian posterior densities. The iterations follow from a factorization of particle weights, providing a natural framework for combining particle filters with alternative filters to mitigate the impact of sampling errors. The current study introduces a novel approach to forming an adaptive hybrid data assimilation methodology, exploiting the theoretical strengths of nonparametric and parametric filters. At each data assimilation cycle, the iterative particle filter performs a sequence of updates while the prior sample distribution is non-Gaussian, then an ensemble Kalman filter provides the final adjustment when Gaussian distributions for marginal quantities are detected. The method employs the Shapiro–Wilk test to determine when to make the transition between filter algorithms, which has outstanding power for detecting departures from normality. Experiments using low-dimensional models demonstrate that the approach has a significant value, especially for nonhomogeneous observation networks and unknown model process errors. Moreover, hybrid factors are extended to consider marginals of more than one collocated variables using a test for multivariate normality. Findings from this study motivate the use of the proposed method for geophysical problems characterized by diverse observation networks and various dynamic instabilities, such as numerical weather prediction models. Significance Statement Data assimilation statistically processes observation errors and model forecast errors to provide optimal initial conditions for the forecast, playing a critical role in numerical weather forecasting. The ensemble Kalman filter, which has been widely adopted and developed in many operational centers, assumes Gaussianity of the prior distribution and solves a linear system of equations, leading to bias in strong nonlinear regimes. On the other hand, particle filters avoid many of those assumptions but are sensitive to sampling errors and are computationally expensive. We propose an adaptive hybrid strategy that combines their advantages and minimizes the disadvantages of the two methods. The hybrid particle filter–ensemble Kalman filter is achieved with the Shapiro–Wilk test to detect the Gaussianity of the ensemble members and determine the timing of the transition between these filter updates. Demonstrations in this study show that the proposed method is advantageous when observations are heterogeneous and when the model has an unknown bias. Furthermore, by extending the statistical hypothesis test to the test for multivariate normality, we consider marginals of more than one collocated variable. These results encourage further testing for real geophysical problems characterized by various dynamic instabilities, such as real numerical weather prediction models.
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A General Accelerated Destructive Degradation Testing Model for Reliability Analysis
In recent years, accelerated destructive degradation testing (ADDT) has been applied to obtain the reliability information of an asset (component) at use conditions when the component is highly reliable. In ADDT, degradation data are measured under stress levels more severe than usual so that more component failures can be observed in a short period. In the literature, most application-specific ADDT models assume a parametric degradation process under different accelerating conditions. Models without strong parametric assumptions are desirable to describe the complex ADDT processes. This paper proposes a general ADDT model that consists of a nonparametric part to describe the degradation path and a parametric part to describe the accelerating-variable effect. The proposed model not only provides more model flexibility with few assumptions, but also retains the physical mechanisms of degradation. Due to the complexity of parameter estimation, an efficient method based on self-adaptive differential evolution is developed to estimate model parameters. A simulation study is implemented to verify the developed methods. Two real-world case studies are conducted, and the results show the superior performance of the developed model compared with the existing methods.
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- NSF-PAR ID:
- 10110945
- Date Published:
- Journal Name:
- IEEE Transactions on Reliability
- ISSN:
- 0018-9529
- Page Range / eLocation ID:
- 1 to 11
- Format(s):
- Medium: X
- Sponsoring Org:
- National Science Foundation
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null (Ed.)This work focuses on the use of a finite-volume solver to describe the wall-bounded cyclonic flowfield that evolves in a swirl-driven thrust chamber. More specifically, a non-reactive, cold-flow simulation is carried out using an idealized chamber configuration of a square-shaped, right-cylindrical enclosure with eight tangential injectors and a variable nozzle size. For simplicity, we opt for air as the working fluid and perform our simulations under steady, incompressible, and inviscid flow conditions. First, a meticulously developed mesh that consists of tetrahedral elements is generated in a manner to minimize the overall skewness, especially near injectors; second, this mesh is converted into a polyhedral grid to improve convergence characteristics and accuracy. After achieving convergence in all variables, our three velocity components are examined and compared to an existing analytical solution obtained by Vyas and Majdalani (Vyas, A. B., and Majdalani, J., “Exact Solution of the Bidirectional Vortex,” AIAA Journal, Vol. 44, No. 10, 2006, pp. 2208-2216). We find that the numerical model is capable of predicting the expected forced vortex behavior in the inner core region as well as the free vortex tail in the inviscid region. Moreover, the results appear to be in fair agreement with the Vyas–Majdalani solution derived under similarly inviscid conditions, and thus resulting in a quasi complex-lamellar profile. In this work, we are able to ascertain the axial independence of the swirl velocity no matter the value of the outlet radius, which confirms the key assumption made in most analytical models of wall-bounded cyclonic motions. Moreover, the pressure distribution predicted numerically is found to be in fair agreement with both theoretical formulations and experimental measurements of cyclone separators. The bidirectional character of the flowfield is also corroborated by the axial and radial velocity distributions, which are found to be concurrent with theory. Then using parametric trade studies, the sensitivity of the numerical simulations to the outlet diameter of the chamber is explored to determine the influence of outlet nozzle variations on the mantle location and the number of mantles. Since none of the cases considered here promote the onset of multiple mantles, we are led to believe that more factors are involved in producing more mantles than one. Besides the exit diameter, the formation of a multiple mantle structure may be influenced by the physical boundary conditions, nozzle radius, inlet curvature, and length. In closing, we show that the latter plays a significant role in controlling the development of backflow regions inside the chamber.more » « less
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Abstract This project is funded by the US National Science Foundation (NSF) through their NSF RAPID program under the title “Modeling Corona Spread Using Big Data Analytics.” The project is a joint effort between the Department of Computer & Electrical Engineering and Computer Science at FAU and a research group from LexisNexis Risk Solutions. The novel coronavirus Covid-19 originated in China in early December 2019 and has rapidly spread to many countries around the globe, with the number of confirmed cases increasing every day. Covid-19 is officially a pandemic. It is a novel infection with serious clinical manifestations, including death, and it has reached at least 124 countries and territories. Although the ultimate course and impact of Covid-19 are uncertain, it is not merely possible but likely that the disease will produce enough severe illness to overwhelm the worldwide health care infrastructure. Emerging viral pandemics can place extraordinary and sustained demands on public health and health systems and on providers of essential community services. Modeling the Covid-19 pandemic spread is challenging. But there are data that can be used to project resource demands. Estimates of the reproductive number (R) of SARS-CoV-2 show that at the beginning of the epidemic, each infected person spreads the virus to at least two others, on average (Emanuel et al. in N Engl J Med. 2020, Livingston and Bucher in JAMA 323(14):1335, 2020). A conservatively low estimate is that 5 % of the population could become infected within 3 months. Preliminary data from China and Italy regarding the distribution of case severity and fatality vary widely (Wu and McGoogan in JAMA 323(13):1239–42, 2020). A recent large-scale analysis from China suggests that 80 % of those infected either are asymptomatic or have mild symptoms; a finding that implies that demand for advanced medical services might apply to only 20 % of the total infected. Of patients infected with Covid-19, about 15 % have severe illness and 5 % have critical illness (Emanuel et al. in N Engl J Med. 2020). Overall, mortality ranges from 0.25 % to as high as 3.0 % (Emanuel et al. in N Engl J Med. 2020, Wilson et al. in Emerg Infect Dis 26(6):1339, 2020). Case fatality rates are much higher for vulnerable populations, such as persons over the age of 80 years (> 14 %) and those with coexisting conditions (10 % for those with cardiovascular disease and 7 % for those with diabetes) (Emanuel et al. in N Engl J Med. 2020). Overall, Covid-19 is substantially deadlier than seasonal influenza, which has a mortality of roughly 0.1 %. Public health efforts depend heavily on predicting how diseases such as those caused by Covid-19 spread across the globe. During the early days of a new outbreak, when reliable data are still scarce, researchers turn to mathematical models that can predict where people who could be infected are going and how likely they are to bring the disease with them. These computational methods use known statistical equations that calculate the probability of individuals transmitting the illness. Modern computational power allows these models to quickly incorporate multiple inputs, such as a given disease’s ability to pass from person to person and the movement patterns of potentially infected people traveling by air and land. This process sometimes involves making assumptions about unknown factors, such as an individual’s exact travel pattern. By plugging in different possible versions of each input, however, researchers can update the models as new information becomes available and compare their results to observed patterns for the illness. In this paper we describe the development a model of Corona spread by using innovative big data analytics techniques and tools. We leveraged our experience from research in modeling Ebola spread (Shaw et al. Modeling Ebola Spread and Using HPCC/KEL System. In: Big Data Technologies and Applications 2016 (pp. 347-385). Springer, Cham) to successfully model Corona spread, we will obtain new results, and help in reducing the number of Corona patients. We closely collaborated with LexisNexis, which is a leading US data analytics company and a member of our NSF I/UCRC for Advanced Knowledge Enablement. The lack of a comprehensive view and informative analysis of the status of the pandemic can also cause panic and instability within society. Our work proposes the HPCC Systems Covid-19 tracker, which provides a multi-level view of the pandemic with the informative virus spreading indicators in a timely manner. The system embeds a classical epidemiological model known as SIR and spreading indicators based on causal model. The data solution of the tracker is built on top of the Big Data processing platform HPCC Systems, from ingesting and tracking of various data sources to fast delivery of the data to the public. The HPCC Systems Covid-19 tracker presents the Covid-19 data on a daily, weekly, and cumulative basis up to global-level and down to the county-level. It also provides statistical analysis for each level such as new cases per 100,000 population. The primary analysis such as Contagion Risk and Infection State is based on causal model with a seven-day sliding window. Our work has been released as a publicly available website to the world and attracted a great volume of traffic. 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Deep neural networks (DNNs) have started to find their role in the modern healthcare system. DNNs are being developed for diagnosis, prognosis, treatment planning, and outcome prediction for various diseases. With the increasing number of applications of DNNs in modern healthcare, their trustworthiness and reliability are becoming increasingly important. An essential aspect of trustworthiness is detecting the performance degradation and failure of deployed DNNs in medical settings. The softmax output values produced by DNNs are not a calibrated measure of model confidence. Softmax probability numbers are generally higher than the actual model confidence. The model confidence-accuracy gap further increases for wrong predictions and noisy inputs. We employ recently proposed Bayesian deep neural networks (BDNNs) to learn uncertainty in the model parameters. These models simultaneously output the predictions and a measure of confidence in the predictions. By testing these models under various noisy conditions, we show that the (learned) predictive confidence is well calibrated. We use these reliable confidence values for monitoring performance degradation and failure detection in DNNs. We propose two different failure detection methods. In the first method, we define a fixed threshold value based on the behavior of the predictive confidence with changing signal-to-noise ratio (SNR) of the test dataset. The second method learns the threshold value with a neural network. The proposed failure detection mechanisms seamlessly abstain from making decisions when the confidence of the BDNN is below the defined threshold and hold the decision for manual review. Resultantly, the accuracy of the models improves on the unseen test samples. We tested our proposed approach on three medical imaging datasets: PathMNIST, DermaMNIST, and OrganAMNIST, under different levels and types of noise. An increase in the noise of the test images increases the number of abstained samples. BDNNs are inherently robust and show more than 10% accuracy improvement with the proposed failure detection methods. The increased number of abstained samples or an abrupt increase in the predictive variance indicates model performance degradation or possible failure. Our work has the potential to improve the trustworthiness of DNNs and enhance user confidence in the model predictions.more » « less
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Abstract With advances in biomedical research, biomarkers are becoming increasingly important prognostic factors for predicting overall survival, while the measurement of biomarkers is often censored due to instruments' lower limits of detection. This leads to two types of censoring: random censoring in overall survival outcomes and fixed censoring in biomarker covariates, posing new challenges in statistical modeling and inference. Existing methods for analyzing such data focus primarily on linear regression ignoring censored responses or semiparametric accelerated failure time models with covariates under detection limits (DL). In this paper, we propose a quantile regression for survival data with covariates subject to DL. Comparing to existing methods, the proposed approach provides a more versatile tool for modeling the distribution of survival outcomes by allowing covariate effects to vary across conditional quantiles of the survival time and requiring no parametric distribution assumptions for outcome data. To estimate the quantile process of regression coefficients, we develop a novel multiple imputation approach based on another quantile regression for covariates under DL, avoiding stringent parametric restrictions on censored covariates as often assumed in the literature. Under regularity conditions, we show that the estimation procedure yields uniformly consistent and asymptotically normal estimators. Simulation results demonstrate the satisfactory finite‐sample performance of the method. We also apply our method to the motivating data from a study of genetic and inflammatory markers of Sepsis.
- Free Publicly Accessible Full Text
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Accepted Manuscript1.0
- Journal Article:
- https://doi.org/10.1109/TR.2018.2883983
