Traditionally, screening refers to the problem of detecting influential (active) inputs in the computer model. We develop methodology that applies to screening, but the main focus is on detecting active inputs not in the computer model itself but rather on the discrepancy function that is introduced to account for model inadequacy when linking the computer model with field observations. We contend this is an important problem as it informs the modeler which are the inputs that are potentially being mishandled in the model, but also along which directions it may be less recommendable to use the model for prediction. The methodology is Bayesian and is inspired by the continuous spike-and-slab prior popularized by the literature on Bayesian variable selection. In our approach, and in contrast with previous proposals, a single MCMC sample from the full model allows us to compute the posterior probabilities of all the competing models, resulting in a methodology that is computationally very fast. The approach hinges on the ability to obtain posterior inclusion probabilities of the inputs, which are easy to interpret quantities, as the basis for selecting active inputs. For that reason, we name the methodology PIPS—posterior inclusion probability screening.

In this work, we propose a novel framework for large-scale Gaussian process (GP) modeling. Contrary to the global, and local approximations proposed in the literature to address the computational bottleneck with exact GP modeling, we employ a combined global-local approach in building the approximation. Our framework uses a subset-of-data approach where the subset is a union of a set of global points designed to capture the global trend in the data, and a set of local points specific to a given testing location to capture the local trend around the testing location. The correlation function is also modeled as a combination of a global, and a local kernel. The predictive performance of our framework, which we refer to as TwinGP, is comparable to the state-of-the-art GP modeling methods, but at a fraction of their computational cost.

In modern computer experiment applications, one often encounters the situation where various models of a physical system are considered, each implemented as a simulator on a computer. An important question in such a setting is determining the best simulator, or the best combination of simulators, to use for prediction and inference. Bayesian model averaging (BMA) and stacking are two statistical approaches used to account for model uncertainty by aggregating a set of predictions through a simple linear combination or weighted average. Bayesian model mixing (BMM) extends these ideas to capture the localized behavior of each simulator by defining input-dependent weights. One possibility is to define the relationship between inputs and the weight functions using a flexible nonparametric model that learns the local strengths and weaknesses of each simulator. This article proposes a BMM model based on Bayesian Additive Regression Trees (BART). The proposed methodology is applied to combine predictions from Effective Field Theories (EFTs) associated with a motivating nuclear physics application. Supplementary materials for this article are available online. Source code is available at https://github.com/jcyannotty/OpenBT.

In engineering practice, many products exhibit multiple and dependent degrading performance characteristics (PCs). It is common to observe that these PCs’ initial measurements are nonconstant and sometimes correlated with the subsequent degradation rate, which typically varies from one unit to another. To accommodate the unit-wise heterogeneity, PC-wise dependency, and “initiation-growth” correlation, this article proposes a broad class of multi-dimensional degradation models under a framework of hierarchical multivariate Wiener processes. These models incorporate dual multi-normally distributed random effects concerning the initial values and degradation rates. To infer model parameters, expectation-maximization (EM) algorithms and several tools for model validation and selection are developed. Various simulation studies are carried out to assess the performance of the inference method and to compare different models. Two case studies are conducted to demonstrate the applicability of the proposed methodology. The online supplementary materials of this article contain derivations of EM estimators, additional numerical results, and R codes.

The rapid advancement of models based on artificial intelligence demands innovative monitoring techniques which can operate in real time with low computational costs. In machine learning, especially if we consider artificial neural networks (ANNs), the models are often trained in a supervised manner. Consequently, the learned relationship between the input and the output must remain valid during the model’s deployment. If this stationarity assumption holds, we can conclude that the ANN provides accurate predictions. Otherwise, the retraining or rebuilding of the model is required. We propose considering the latent feature representation of the data (called “embedding”) generated by the ANN to determine the time when the data stream starts being nonstationary. In particular, we monitor embeddings by applying multivariate control charts based on the data depth calculation and normalized ranks. The performance of the introduced method is compared with benchmark approaches for various ANN architectures and different underlying data formats.

Distributional data analysis, concerned with the statistical analysis of data objects consisting of random probability distributions in the framework of functional data analysis (FDA), has received considerable interest in recent years and is increasingly applied in various fields including engineering. Outlier detection and robustness are of great practical interest; however, these aspects remain unexplored for distributional data. To this end, this study focuses on density-valued outlier detection and its application in robust distributional regression. Specifically, we propose a transformation-based approach for single-dataset outlying density detection with an emphasis on converting the less detectable shape outliers to easily detectable magnitude outliers. We also propose a distributional regression-based approach for detecting the abnormal associations of the density-valued two-tuples associated with two datasets. Then, the proposed outlier detection methods are applied to robustify a distribution-to-distribution regression method used in engineering, and we develop a robust estimator for the regression operator by downweighting the detected outliers. The proposed methods are validated and evaluated via extensive simulation studies. The relevant results reveal the superiority of our method over other competitors in distributional outlier detection. A case study in structural health monitoring demonstrates the great potential of our proposal in engineering applications. Supplementary materials for this article are available online.

Topological data analysis (TDA) provides a set of data analysis tools for extracting embedded topological structures from complex high-dimensional datasets. In recent years, TDA has been a rapidly growing field which has found success in a wide range of applications, including signal processing, neuroscience and network analysis. In these applications, the online detection of changes is of crucial importance, but this can be highly challenging since such changes often occur in low-dimensional embeddings within high-dimensional data streams. We thus propose a new method, called PERsistence diagram-based ChangE-PoinT detection (PERCEPT), which leverages the learned topological structure from TDA to sequentially detect changes. PERCEPT follows two key steps: it first learns the embedded topology as a point cloud via persistence diagrams, then applies a nonparametric monitoring approach for detecting changes in the resulting point cloud distributions. This yields a nonparametric, topology-aware framework which can efficiently detect online geometric changes. We investigate the effectiveness of PERCEPT over existing methods in a suite of numerical experiments where the data streams have an embedded topological structure. We then demonstrate the usefulness of PERCEPT in two applications on solar flare monitoring and human gesture detection.