arXiv subjects

Simon Mak

Publications and source records attributed to Simon Mak.

59 records · Page 4Linked to original sources

arXiv2017

cmenet: a new method for bi-level variable selection of conditional main effects

This paper introduces a novel method for selecting main effects and a set of reparametrized effects called conditional main effects (CMEs), which capture the conditional effect of a factor at a fixed level of another factor. CMEs represent interpretable, domain-specific phenomena for a wide range of applications in engineering, social sciences and genomics. The key challenge is in incorporating the implicit grouped structure of CMEs within the variable selection procedure itself. We propose a new method, cmenet, which employs two principles called CME coupling and CME reduction to effectively navigate the selection algorithm. Simulation studies demonstrate the improved CME selection performance of cmenet over more generic selection methods. Applied to a gene association study on fly wing shape, cmenet not only yields more parsimonious models and improved predictive performance over standard two-factor interaction analysis methods, but also reveals important insights on gene activation behavior, which can be used to guide further experiments. Efficient implementations of our algorithms are available in the R package cmenet in CRAN.

stat.ME↗

arXiv2017

Data-Driven Analysis and Common Proper Orthogonal Decomposition (CPOD)-Based Spatio-Temporal Emulator for Design Exploration

The present study proposes a data-driven framework trained with high-fidelity simulation results to facilitate decision making for combustor designs. At its core is a surrogate model employing a machine-learning technique called kriging, which is combined with data-driven basis functions to extract and model the underlying coherent structures. This emulation framework encompasses key design parameter sensitivity analysis, physics-guided classification of design parameter sets, and flow evolution modeling for efficient design survey. To better inform the model of quantifiable physical knowledge, a sensitivity analysis using Sobol' indices and a decision tree are incorporated into the framework. This information improves the surrogate model training process, which employs basis functions as regression functions over the design space for the kriging model. The novelty of the proposed approach is the construction of the model through Common Proper Orthogonal Decomposition, which allows for data-reduction and extraction of common coherent structures. The accuracy of prediction of mean flow features for new swirl injector designs is assessed and the dynamic flowfield is captured in the form of power spectrum densities. This data-driven framework also demonstrates the uncertainty quantification of predictions, providing a metric for model fit. The significantly reduced computation time required for evaluating new design points enables efficient survey of the design space.

cs.CE↗

arXiv2017

An efficient surrogate model for emulation and physics extraction of large eddy simulations

In the quest for advanced propulsion and power-generation systems, high-fidelity simulations are too computationally expensive to survey the desired design space, and a new design methodology is needed that combines engineering physics, computer simulations and statistical modeling. In this paper, we propose a new surrogate model that provides efficient prediction and uncertainty quantification of turbulent flows in swirl injectors with varying geometries, devices commonly used in many engineering applications. The novelty of the proposed method lies in the incorporation of known physical properties of the fluid flow as {simplifying assumptions} for the statistical model. In view of the massive simulation data at hand, which is on the order of hundreds of gigabytes, these assumptions allow for accurate flow predictions in around an hour of computation time. To contrast, existing flow emulators which forgo such simplications may require more computation time for training and prediction than is needed for conducting the simulation itself. Moreover, by accounting for coupling mechanisms between flow variables, the proposed model can jointly reduce prediction uncertainty and extract useful flow physics, which can then be used to guide further investigations.

stat.AP↗

arXiv2016

Minimax and minimax projection designs using clustering

Minimax designs provide a uniform coverage of a design space $\mathcal{X} \subseteq \mathbb{R}^p$ by minimizing the maximum distance from any point in this space to its nearest design point. Although minimax designs have many useful applications, e.g., for optimal sensor allocation or as space-filling designs for computer experiments, there has been little work in developing algorithms for generating these designs, due to its computational complexity. In this paper, a new hybrid algorithm combining particle swarm optimization and clustering is proposed for generating minimax designs on any convex and bounded design space. The computation time of this algorithm scales linearly in dimension $p$, meaning our method can generate minimax designs efficiently for high-dimensional regions. Simulation studies and a real-world example show that the proposed algorithm provides improved minimax performance over existing methods on a variety of design spaces. Finally, we introduce a new type of experimental design called a minimax projection design, and show that this proposed design provides better minimax performance on projected subspaces of $\mathcal{X}$ compared to existing designs. An efficient implementation of these algorithms can be found in the R package minimaxdesign.

stat.CO↗

arXiv2016

A regional compound Poisson process for hurricane and tropical storm damage

In light of intense hurricane activity along the U.S. Atlantic coast, attention has turned to understanding both the economic impact and behaviour of these storms. The compound Poisson-lognormal process has been proposed as a model for aggregate storm damage, but does not shed light on regional analysis since storm path data are not used. In this paper, we propose a fully Bayesian regional prediction model which uses conditional autoregressive (CAR) models to account for both storm paths and spatial patterns for storm damage. When fitted to historical data, the analysis from our model both confirms previous findings and reveals new insights on regional storm tendencies. Posterior predictive samples can also be used for pricing regional insurance premiums, which we illustrate using three different risk measures.

stat.AP↗