An integrated uncertainty quantification and optimization for solving the 2025 NASA-DNV challenge

Roberto Rocchetta, Lorenzo Nespoli, Vasco Medici, Yu Chen, Marco de Angelis, Dawid Ochnio, Edoardo Patelli

Research output: Contribution to conferencePaperpeer-review

Abstract

This paper presents a methodological framework for tackling the NASA and DNV Challenge on Optimization Under Uncertainty. The challenge requires designing and calibrating an uncertainty model using limited empirical data and optimizing design variables under uncertainty. We propose an integrated approach based on Bayesian experimental design, emulators, efficient computational tools, and advanced calibration techniques. Parametric and non-parametric uncertainty models are compared, calibrated using strategies incorporating likelihood-free KNN and discrepancy-based filtering methods, imprecise probability and likelihood-based ABC inference using Transitional Markov chain Monte Carlo. Uncertainty-based optimization is also performed by different approaches, including grid search, genetic algorithms, and two-level stochastic optimization using Bayesian techniques supported by surrogate models. The framework refines the uncertainty model by systematically updating the distributions and selecting optimal experimental conditions to enhance learning efficiency. Our results highlight the efficacy of the approach in balancing performance, reliability, and risk-constrained objectives that are generally applicable in UQ-driven decision-making problems.
Original languageEnglish
Number of pages8
Publication statusAccepted/In press - 9 May 2025
EventESREL & SRA-E 2025: ESREL SRA-E 2025 - University of Stavanger, Stavanger, Norway
Duration: 15 Jun 202519 Jun 2025
https://esrel2025.com/

Conference

ConferenceESREL & SRA-E 2025
Abbreviated titleESREL SRA-E 2025
Country/TerritoryNorway
CityStavanger
Period15/06/2519/06/25
Internet address

Keywords

  • uncertainty quantification
  • Bayesian optimisation
  • approximate Bayesian computation
  • surrogate modelling
  • experimental design
  • variational autoencoders
  • robust risk constrained optimazation

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  • ESREL & SRA-E 2025

    Ochnio, D. (Speaker)

    16 Jun 202519 Jun 2025

    Activity: Participating in or Organising an EventParticipation in conference

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