Patrick R. Conrad

Adaptive Smolyak Pseudospectral Approximations

Polynomial approximations of computationally intensive models are central to uncertainty quantification. This paper describes an adaptive method for non-intrusive pseudospectral approximation, based on Smolyaks algorithm with generalized sparse grids. We rigorously analyze and extend the non-adaptive method proposed in [6], and compare it to a common alternative approach for using sparse grids to construct polynomial approximations, direct quadrature. Analysis of direct quadrature shows that O(1) errors are an intrinsic property of some configurations of the method, as a consequence of internal aliasing. We provide precise conditions, based on the chosen polynomial basis and quadrature rules, under which this aliasing error occurs. We then establish theoretical results on the accuracy of Smolyak pseudospectral approximation, and show that the Smolyak approximation avoids internal aliasing and makes far more effective use of sparse function evaluations. These results are applicable to broad choices of quadrature rule and generalized sparse grids. Exploiting this flexibility, we introduce a greedy heuristic for adaptive refinement of the pseudospectral approximation. We numerically demonstrate convergence of the algorithm on the Genz test functions, and illustrate the accuracy and efficiency of the adaptive approach on a realistic chemical kinetics problem.

A priori testing of sparse adaptive polynomial chaos expansions using an ocean general circulation model database

This work explores the implementation of an adaptive strategy to design sparse ensembles of oceanic simulations suitable for constructing polynomial chaos surrogates. We use a recently developed pseudo-spectral algorithm that is based on a direct application of the Smolyak sparse grid formula and that allows the use of arbitrary admissible sparse grids. The adaptive algorithm is tested using an existing simulation database of the oceanic response to Hurricane Ivan in the Gulf of Mexico. The a priori tests demonstrate that sparse and adaptive pseudo-spectral constructions lead to substantial savings over isotropic sparse sampling in the present setting.

Accelerating Asymptotically Exact MCMC for Computationally Intensive Models via Local Approximations

ABSTRACT We construct a new framework for accelerating Markov chain Monte Carlo in posterior sampling problems where standard methods are limited by the computational cost of the likelihood, or of numerical models embedded therein. Our approach introduces local approximations of these models into the Metropolis–Hastings kernel, borrowing ideas from deterministic approximation theory, optimization, and experimental design. Previous efforts at integrating approximate models into inference typically sacrifice either the sampler’s exactness or efficiency; our work seeks to address these limitations by exploiting useful convergence characteristics of local approximations. We prove the ergodicity of our approximate Markov chain, showing that it samples asymptotically from the exact posterior distribution of interest. We describe variations of the algorithm that employ either local polynomial approximations or local Gaussian process regressors. Our theoretical results reinforce the key observation underlying this article: when the likelihood has some local regularity, the number of model evaluations per Markov chain Monte Carlo (MCMC) step can be greatly reduced without biasing the Monte Carlo average. Numerical experiments demonstrate multiple order-of-magnitude reductions in the number of forward model evaluations used in representative ordinary differential equation (ODE) and partial differential equation (PDE) inference problems, with both synthetic and real data. Supplementary materials for this article are available online.

Drake: an efficient executive for temporal plans with choice

This work presents Drake, a dynamic executive for temporal plans with choice. Dynamic plan execution strategies allow an autonomous agent to react quickly to unfolding events, improving the robustness of the agent. Prior work developed methods for dynamically dispatching Simple Temporal Networks, and further research enriched the expressiveness of the plans executives could handle, including discrete choices, which are the focus of this work. However, in some approaches to date, these additional choices induce significant storage or latency requirements to make flexible execution possible. Drake is designed to leverage the low latency made possible by a preprocessing step called compilation, while avoiding high memory costs through a compact representation. We leverage the concepts of labels and environments, taken from prior work in Assumption-based Truth Maintenance Systems (ATMS), to concisely record the implications of the discrete choices, exploiting the structure of the plan to avoid redundant reasoning or storage. Our labeling and maintenance scheme, called the Labeled Value Set Maintenance System, is distinguished by its focus on properties fundamental to temporal problems, and, more generally, weighted graph algorithms. In particular, the maintenance system focuses on maintaining a minimal representation of non-dominated constraints. We benchmark Drakes performance on random structured problems, and find that Drake reduces the size of the compiled representation by a factor of over 500 for large problems, while incurring only a modest increase in run-time latency, compared to prior work in compiled executives for temporal plans with discrete choices.

Compliant Task Execution and Learning for Safe Mixed-Initiative Human-Robot Operations

We introduce a novel task execution capability that enhances the ability of in-situ crew members to function independently from Earth by enabling safe and efficient interaction with automated systems. This task execution capability provides the ability to (1) map goal-directed commands from humans into safe, compliant, automated actions, (2) quickly and safely respond to human commands and actions during task execution, and (3) specify complex motions through teaching by demonstration. Our results are applicable to future surface robotic systems, and we have demonstrated these capabilities on JPLs All-Terrain Hex-Limbed Extra-Terrestrial Explorer (ATHLETE) robot.