SearcharxivSearch

arXiv subjects

Edgar Jaber

Publications and source records attributed to Edgar Jaber.

6 recordsLinked to original sources

Conformal risk control for model-form uncertainty in parametric non-intrusive reduced-order models

Non-intrusive reduced-order models (NIROMs) have become a standard tool for approximating parametric partial differential equations from computer design of experiments while significantly reducing computational costs. However, assessing the reliability of their predictions remains a major challenge, particularly in extrapolation regimes or under limited training data. In this work, we introduce a framework for quantifying model-form uncertainty in NIROMs by combining a perturbative stochastic representation of reduced bases with distribution-free conformal-type methods. Starting from a deterministic reduced basis constructed from snapshot matrices, we model uncertainty through random perturbations defined on the Stiefel manifold, directed along the discarded modes, yielding stochastic reduced-order approximations whose induced variance reflects the basis-truncation error. A transport approximation gives a closed-form posterior variance that sepa- rates basis-induced from regression-induced uncertainty, without re-training the underlying Gaussian processes. We include this posterior variance within a conformal risk control calibration framework, that provides prediction sets with coordinate miscoverage guarantees. The calibration factor produced by this framework is itself an interpretable, scalar diagnostic of the quality of the uncertainty estimate. The methodology is evaluated on parametric PDE benchmarks and an industrial tire-manufacturing calendering process. Numerical experiments demonstrate reliable, locally informative uncertainty quantification that goes beyond the Gaussian predictive variance.

stat.ML

AK-MCS-C2 : Active Kriging Monte Carlo Simulation method with conformal certification for failure probability estimation

We introduce a novel active-learning framework for failure probability estimation in structural reliability analysis that integrates Active Kriging Monte Carlo simulation with conformal prediction. The proposed approach employs an adaptive cross-conformal strategy specifically designed for small-sample settings and kriging surrogate models using the J+GP conformal estimator. Unlike standard AK-MCS methods, the proposed framework provides distribution-free guarantees on prediction errors, leading to more reliable classification of samples near the limit-state surface. This improved uncertainty quantification enhances both the accuracy and robustness of failure probability estimates, especially for rare-event regimes where such efficiency is crucial. Reproducible numerical results illustrate the effectiveness of the method and also compare it to classical approaches on well-established benchmarks.

stat.ML

Digital twin-based hybrid framework for steam generator clogging prognostics

We present a hybrid framework to support prognostics of the clogging degradation phenomenon in tube support plates for digital twins of steam generators in pressurized water reactors. The proposed approach combines a physics-based simulation code, heterogeneous and sparse observational data, and several uncertainty quantification techniques to obtain a robust estimate of the steam generator remaining useful life associated with the clogging rate. The proposed framework is compatible with a digital twin platform to assist maintenance planning of EDF steam generators.

stat.CO

Fusion of heterogeneous data for robust degradation prognostics

Assessing the degradation state of an industrial asset first requires evaluating its current condition and then to project the forecast model trajectory to a predefined prognostic threshold, thereby estimating its remaining useful life (RUL). Depending on the available information, two primary categories of forecasting models may be used: physics-based simulation codes and datadriven (machine learning) approaches. Combining both modelling approaches may enhance prediction robustness, especially with respect to their individual uncertainties. This paper introduces a methodology for fusion of heterogeneous data in degradation prognostics. The proposed approach acts iteratively on a computer model's uncertain input variables by combining kernel-based sensitivity analysis for variable ranking with a Bayesian framework to inform the priors with the heterogeneous data. Additionally, we propose an integration of an aggregate surrogate modeling strategy for computationally expensive degradation simulation codes. The methodology updates the knowledge of the computer code input probabilistic model and reduces the output uncertainty. As an application, we illustrate this methodology on a toy model from crack propagation based on Paris law as well as a complex industrial clogging simulation model for nuclear power plant steam generators, where data is intermittently available over time.

stat.ME

Conformal Approach To Gaussian Process Surrogate Evaluation With Coverage Guarantees

Gaussian processes (GPs) are a Bayesian machine learning approach widely used to construct surrogate models for the uncertainty quantification of computer simulation codes in industrial applications. It provides both a mean predictor and an estimate of the posterior prediction variance, the latter being used to produce Bayesian credibility intervals. Interpreting these intervals relies on the Gaussianity of the simulation model as well as the well-specification of the priors which are not always appropriate. We propose to address this issue with the help of conformal prediction. In the present work, a method for building adaptive cross-conformal prediction intervals is proposed by weighting the non-conformity score with the posterior standard deviation of the GP. The resulting conformal prediction intervals exhibit a level of adaptivity akin to Bayesian credibility sets and display a significant correlation with the surrogate model local approximation error, while being free from the underlying model assumptions and having frequentist coverage guarantees. These estimators can thus be used for evaluating the quality of a GP surrogate model and can assist a decision-maker in the choice of the best prior for the specific application of the GP. The performance of the method is illustrated through a panel of numerical examples based on various reference databases. Moreover, the potential applicability of the method is demonstrated in the context of surrogate modeling of an expensive-to-evaluate simulator of the clogging phenomenon in steam generators of nuclear reactors.

stat.ML

Sensitivity Analyses of a Multi-Physics Long-Term Clogging Model For Steam Generators

Long-term operation of nuclear steam generators can result in the occurrence of clogging, a deposition phenomenon that may increase the risk of mechanical and vibration loadings on tube bundles and internal structures as well as potentially affecting their response to hypothetical accidental transients. To manage and prevent this issue, a robust maintenance program that requires a fine understanding of the underlying physics is essential. This study focuses on the utilization of a clogging simulation code developed by EDF R\&D. This numerical tool employs specific physical models to simulate the kinetics of clogging and generates time dependent clogging rate profiles for particular steam generators. However, certain parameters in this code are subject to uncertainties. To address these uncertainties, Monte Carlo simulations are conducted to assess the distribution of the clogging rate. Subsequently, polynomial chaos expansions are used in order to build a metamodel while time-dependent Sobol' indices are computed to understand the impact of the random input parameters throughout the whole operating time. Comparisons are made with a previous published study and additional Hilbert-Schmidt independence criterion sensitivity indices are computed. Key input-output dependencies are exhibited in the different chemical conditionings and new behavior patterns in high-pH regimes are uncovered by the sensitivity analysis. These findings contribute to a better understanding of the clogging phenomenon while opening future lines of modeling research and helping in robustifying maintenance planning.

stat.CO