No description available.

京都大学 / 新制・課程博士 / 博士(工学) / 甲第23888号 / 工博第4975号 / 新制||工||1777(附属図書館) / 京都大学大学院工学研究科航空宇宙工学専攻 / (主査)教授 藤本 健治, 教授 加納 学, 准教授 丸田 一郎, 教授 松野 文俊 / 学位規則第4条第1項該当 / Doctor of Philosophy (Engineering) / Kyoto University / DGAM

The focus of this work is the development of testing procedures for the existence of change-points in parametric hazard models of various types. Hazard functions and the related survival functions are common units of analysis for survival and reliability modeling. We develop a methodology to test for the alternative of a two-piece hazard against a simpler one-piece hazard. The location of the change is unknown and the tests are irregular due to the presence of the change-point only under the alternative hypothesis. Our approach is to consider the profile log-likelihood ratio test statistic as a process with respect to the unknown change-point. We then derive its limiting process and find the supremum distribution of the limiting process to obtain critical values for the test statistic. We first reexamine existing work based on Taylor Series expansions for abrupt changes in exponential data. We generalize these results to include Weibull data with known shape parameter. We then develop new tests for two-piece continuous hazard functions using local asymptotic normality (LAN). Finally we generalize our earlier results for abrupt changes to include covariate information using the LAN techniques. While we focus on the cases of no censoring, simple right censoring, and censoring generated by staggered-entry; our derivations reveal that our framework should apply to much broader censoring scenarios. / Ph. D.

Large scale Gaussian process (GP) regression is infeasible for larger data sets due to cubic scaling of flops and quadratic storage involved in working with covariance matrices. Remedies in recent literature focus on divide-and-conquer, e.g., partitioning into sub-problems and inducing functional (and thus computational) independence. Such approximations can speedy, accurate, and sometimes even more flexible than an ordinary GPs. However, a big downside is loss of continuity at partition boundaries. Modern methods like local approximate GPs (LAGPs) imply effectively infinite partitioning and are thus pathologically good and bad in this regard. Model averaging, an alternative to divide-and-conquer, can maintain absolute continuity but often over-smooth, diminishing accuracy. Here I propose putting LAGP-like methods into a local experts-like framework, blending partition-based speed with model-averaging continuity, as a flagship example of what I call precision aggregated local models (PALM). Using N_C LAGPs, each selecting n from N data pairs, I illustrate a scheme that is at most cubic in n, quadratic in N_C, and linear in N, drastically reducing computational and storage demands. Extensive empirical illustration shows how PALM is at least as accurate as LAGP, can be much faster in terms of speed, and furnishes continuous predictive surfaces. Finally, I propose sequential updating scheme which greedily refines a PALM predictor up to a computational budget, and several variations on the basic PALM that may provide predictive improvements. / Doctor of Philosophy / Occasionally, when describing the relationship between two variables, it may be helpful to use a so-called ``non-parametric" regression that is agnostic to the function that connects them. Gaussian Processes (GPs) are a popular method of non-parametric regression used for their relative flexibility and interpretability, but they have the unfortunate drawback of being computationally infeasible for large data sets. Past work into solving the scaling issues for GPs has focused on ``divide and conquer" style schemes that spread the data out across multiple smaller GP models. While these model make GP methods much more accessible to large data sets they do so either at the expense of local predictive accuracy of global surface continuity. Precision Aggregated Local Models (PALM) is a novel divide and conquer method for GP models that is scalable for large data while maintaining local accuracy and a smooth global model. I demonstrate that PALM can be built quickly, and performs well predictively compared to other state of the art methods. This document also provides a sequential algorithm for selecting the location of each local model, and variations on the basic PALM methodology.

High-performance computing (HPC) variability management is an important topic in computer science. Research topics include experimental designs for efficient data collection, surrogate models for predicting the performance variability, and system configuration optimization. Due to the complex architecture of HPC systems, a comprehensive study of HPC variability needs large-scale datasets, and experimental design techniques are useful for improved data collection. Surrogate models are essential to understand the variability as a function of system parameters, which can be obtained by mathematical and statistical models. After predicting the variability, optimization tools are needed for future system designs. This dissertation focuses on HPC input/output (I/O) variability through three main chapters. After the general introduction in Chapter 1, Chapter 2 focuses on the prediction models for the scalar description of I/O variability. A comprehensive comparison study is conducted, and major surrogate models for computer experiments are investigated. In addition, a tool is developed for system configuration optimization based on the chosen surrogate model. Chapter 3 conducts a detailed study for the multimodal phenomena in I/O throughput distribution and proposes an uncertainty estimation method for the optimal number of runs for future experiments. Mixture models are used to identify the number of modes for throughput distributions at different configurations. This chapter also addresses the uncertainty in parameter estimation and derives a formula for sample size calculation. The developed method is then applied to HPC variability data. Chapter 4 focuses on the prediction of functional outcomes with both qualitative and quantitative factors. Instead of a scalar description of I/O variability, the distribution of I/O throughput provides a comprehensive description of I/O variability. We develop a modified Gaussian process for functional prediction and apply the developed method to the large-scale HPC I/O variability data. Chapter 5 contains some general conclusions and areas for future work. / Doctor of Philosophy / This dissertation focuses on three projects that are all related to statistical methods in performance variability management in high-performance computing (HPC). HPC systems are computer systems that create high performance by aggregating a large number of computing units. The performance of HPC is measured by the throughput of a benchmark called the IOZone Filesystem Benchmark. The performance variability is the variation among throughputs when the system configuration is fixed. Variability management involves studying the relationship between performance variability and the system configuration. In Chapter 2, we use several existing prediction models to predict the standard deviation of throughputs given different system configurations and compare the accuracy of predictions. We also conduct HPC system optimization using the chosen prediction model as the objective function. In Chapter 3, we use the mixture model to determine the number of modes in the distribution of throughput under different system configurations. In addition, we develop a model to determine the number of additional runs for future benchmark experiments. In Chapter 4, we develop a statistical model that can predict the throughout distributions given the system configurations. We also compare the prediction of summary statistics of the throughput distributions with existing prediction models.

The global supply chain has been built on the material handling capabilities provided by the use of pallets and corrugated boxes. Current pallet design methodologies frequently underestimate the load carrying capacity of pallets by assuming they will only carry uniformly distributed, flexible payloads. But, by considering the effect of various payload characteristics and their interactions during the pallet design process, the structure of pallets can be optimized. This, in turn, will reduce the material consumption required to support the pallet industry. In order to understand the mechanical interactions between stacked boxes and pallet decks, and how these interactions affect the bending moment of pallets, a finite element model was developed and validated. The model developed was two-dimensional, nonlinear and implicitly dynamic. It allowed for evaluations of the effects of different payload configurations on the pallet bending response. The model accurately predicted the deflection of the pallet segment and the movement of the packages for each scenario simulated. The second phase of the study characterized the effects, significant factors, and interactions influencing load bridging on unit loads. It provided a clear understanding of the load bridging effect and how it can be successfully included during the unit load design process. It was concluded that pallet yield strength could be increased by over 60% when accounting for the load bridging effect. To provide a more efficient and cost-effective solution, a surrogate model was developed using a Gaussian Process regression. A detailed analysis of the payloads' effects on pallet deflection was conducted. Four factors were identified as generating significant influence: the number of columns in the unit load, the height of the payload, the friction coefficient of the payload's contact with the pallet deck, and the contact friction between the packages. Additionally, it was identified that complex interactions exist between these significant factors, so they must always be considered. / Doctor of Philosophy / Pallets are a key element of an efficient global supply chain. Most products that are transported are commonly packaged in corrugated boxes and handled by stacking these boxes on pallets. Currently, pallet design methods do not take into consideration the product that is being carried, instead using generic flexible loads for the determination of the pallet's load carrying capacity. In practice, most pallets carry discrete loads, such as corrugated boxes. It has been proven that a pallet, when carrying certain types of packages, can have increased performance compared to the design's estimated load carrying capacity. This is caused by the load redistribution across the pallet deck through an effect known as load bridging. Being able to incorporate the load bridging effect on pallet performance during the design process can allow for the optimization of pallets for specific uses and the reduction in costs and in material consumption. Historically, this effect has been evaluated through physical testing, but that is a slow and cumbersome process that does not allow control of all of the variables for the development of a general model. This research study developed a computer simulation model of a simplified unit load to demonstrate and replicate the load bridging effect. Additionally, a surrogate model was developed in order to conduct a detailed analysis of the main factors and their interactions. These models provide pallet designers an efficient method to use to identify opportunities to modify the unit load's characteristics and improve pallet performance for specific conditions of use.

Fueled by a growing number of applications in science and engineering, the development of stochastic simulation metamodeling methodologies has gained momentum in recent years. A majority of the existing methods, such as stochastic kriging (SK), only focus on efficiently metamodeling the mean response surface implied by a stochastic simulation experiment. As the simulation outputs are stochastic with the simulation variance varying significantly across the design space, suitable methods for variance modeling are required. This thesis takes a dual metamodeling perspective and aims at exploiting the benefits of fitting the mean and variance functions simultaneously for achieving an improved predictive performance. We first explore the effects of replacing the sample variances with various smoothed variance estimates on the performance of SK and propose a dual metamodeling approach to obtain an efficient simulation budget allocation rule. Second, we articulate the links between SK and least-square support vector regression and propose to use a ``dense and shallow'' initial design to facilitate selection of important design points and efficient allocation of the computational budget. Third, we propose a variational Bayesian inference-based Gaussian process (VBGP) metamodeling approach to accommodate the situation where either one or multiple simulation replications are available at every design point. VBGP can fit the mean and variance response surfaces simultaneously, while taking into full account the uncertainty in the heteroscedastic variance. Lastly, we generalize VBGP for handling large-scale heteroscedastic datasets based on the idea of ``transductive combination of GP experts.'' / Doctor of Philosophy / In solving real-world complex engineering problems, it is often helpful to learn the relationship between the decision variables and the response variables to better understand the real system of interest. Directly conducting experiments on the real system can be impossible or impractical, due to the high cost or time involved. Instead, simulation models are often used as a surrogate to model the complex stochastic systems for conducting simulation-based design and analysis. However, even simulation models can be very expensive to run. To alleviate the computational burden, a metamodel is often built based on the outputs of the simulation runs at some selected design points to map the performance response surface as a function of the controllable decision variables, or uncontrollable environmental variables, to approximate the behavior of the original simulation model. There has been a plethora of work in the simulation research community dedicated to studying stochastic simulation metamodeling methodologies suitable for analyzing stochastic simulation experiments in science and engineering. A majority of the existing methods, such as stochastic kriging (SK), have been known as effective metamodeling tool for approximating a mean response surface implied by a stochastic simulation. Despite that SK has been extensively used as an effective metamodeling methodology for stochastic simulations, SK and metamodeling techniques alike still face four methodological barriers: 1) Lack of the study in variance estimates methods; 2) Absence of an efficient experimental design for simultaneous mean and variance metamodeling; 3) Lack of flexibility to accommodate situations where simulation replications are not available; and 4) Lack of scalability. To overcome the aforementioned barriers, this thesis takes a dual metamodeling perspective and aims at exploiting the benefits of fitting the mean and variance functions simultaneously for achieving an improved predictive performance. We first explore the effects of replacing the sample variances with various smoothed variance estimates on the performance of SK and propose a dual metamodeling approach to obtain an efficient simulation budget allocation rule. Second, we articulate the links between SK and least-square support vector regression and propose to use a “dense and shallow” initial design to facilitate selection of important design points and efficient allocation of the computational budget. Third, we propose a variational Bayesian inference-based Gaussian process (VBGP) metamodeling approach to accommodate the situation where either one or multiple simulation replications are available at every design point. VBGP can fit the mean and variance response surfaces simultaneously, while taking into full account the uncertainty in the heteroscedastic variance. Lastly, we generalize VBGP for handling large-scale heteroscedastic datasets based on the idea of “transductive combination of GP experts.”

We introduce a framework that would enable using autonomous aerial vehicles in search and rescue scenarios associated with missing person incidents to assist human searchers. We formulate a lost person behavior model and a human searcher model informed by data collected from past search missions. These models are used to generate a probabilistic heatmap of the lost person's position and anticipated searcher trajectories. We use Gaussian processes with a Gibbs' kernel for data fusion to accurately model a limited field-of-view sensor. Our algorithm thereby computes a set of trajectories for a team of aerial vehicles to autonomously navigate, so as to assist and complement human searchers' efforts. / Master of Science / Our goal is to assist human searchers using autonomous aerial vehicles in search and rescue scenarios associated with missing person incidents. We formulate a lost person behavior model and a human searcher model informed by data collected from past search missions. These models are used to generate a probabilistic heatmap of the lost person’s position and anticipated searcher trajectories. We use Gaussian processes for data fusion with Gibbs’ kernel to accurately model a limited field-of-view sensor. Our algorithm thereby computes a set of trajectories for a team of aerial vehicles to autonomously navigate, so as to assist and complement human searchers’ efforts.

Metal additive manufacturing (AM) is an emerging technology for producing parts with virtually no constraint on the geometry. AM builds a part by depositing materials in a layer-by-layer fashion. Despite the benefits in several critical applications, quality issues are one of the primary concerns for the widespread adoption of metal AM. Addressing these issues starts with a better understanding of the underlying physics and includes monitoring and controlling the process in a real-world manufacturing environment. Digital Twins (DTs) are virtual representations of physical systems that enable fast and accurate decision-making. DTs rely on Artificial Intelligence (AI) to process complex information from multiple sources in a manufacturing system at multiple levels. This information typically comes from partially known process physics, in-situ sensor data, and ex-situ quality measurements for a metal AM process. Most current AI models cannot handle ill-structured information from metal AM. Thus, this work proposes three novel machine-learning methods for improving the quality of metal AM processes. These methods enable DTs to control quality in several processes, including laser powder bed fusion (LPBF) and additive friction stir deposition (AFSD). The proposed three methods are as follows 1. Process improvement requires mapping the process parameters with ex-situ quality measurements. These mappings often tend to be non-stationary, with limited experimental data. This work utilizes a novel Deep Gaussian Process-based Bayesian optimization (DGP-SI-BO) method for sequential process design. DGP can model non-stationarity better than a traditional Gaussian Process (GP), but it is challenging for BO. The proposed DGP-SI-BO provides a bagging procedure for acquisition function with a DGP surrogate model inferred via Stochastic Imputation (SI). For a fixed time budget, the proposed method gives 10% better quality for the LPBF process than the widely used BO method while being three times faster than the state-of-the-art method. 2. For metal AM, the process physics information is usually in the form of Partial Differential Equations (PDEs). Though the PDEs, along with in-situ data, can be handled through Physics-informed Neural Networks (PINNs), the activation function in NNs is traditionally not designed to handle multi-scale PDEs. This work proposes a novel activation function Self-scalable tanh (Stan) function for PINNs. The proposed activation function modifies the traditional tanh function. Stan function is smooth, non-saturating, and has a trainable parameter. It can allow an easy flow of gradients and enable systematic scaling of the input-output mapping during training. Apart from solving the heat transfer equations for LPBF and AFSD, this work provides applications in areas including quantum physics and solid and fluid mechanics. Stan function also accelerates notoriously hard and ill-posed inverse discovery of process physics. 3. PDE-based simulations typically need to be much faster for in-situ process control. This work proposes to use a Fourier Neural Operator (FNO) for instantaneous predictions (1000 times speed up) of quality in metal AM. FNO is a data-driven method that maps the process parameters with a high dimensional quality tensor (like thermal distribution in LPBF). Training the FNO with simulated data from PINN ensures a quick response to alter the course of the manufacturing process. Once trained, a DT can readily deploy the model for real-time process monitoring. The proposed methods combine complex information to provide reliable machine-learning models and improve understanding of metal AM processes. Though these models can be independent, they complement each other to build DTs and achieve quality assurance in metal AM. / Doctor of Philosophy / Metal 3D printing, technically known as metal additive manufacturing (AM), is an emerging technology for making virtually any physical part with a click of a button. For instance, one of the most common AM processes, Laser Powder Bed Fusion (L-PBF), melts metal powder using a laser to build into any desired shape. Despite the attractiveness, the quality of the built part is often not satisfactory for its intended usage. For example, a metal plate built for a fractured bone may not adhere to the required dimensions. Improving the quality of metal AM parts starts with a better understanding the underlying mechanisms at a fine length scale (size of the powder or even smaller). Collecting data during the process and leveraging the known physics can help adjust the AM process to improve quality. Digital Twins (DTs) are exactly suited for the task, as they combine the process physics and the data obtained from sensors on metal AM machines to inform an AM machine on process settings and adjustments. This work develops three specific methods to utilize the known information from metal AM to improve the quality of the parts built from metal AM machines. These methods combine different types of known information to alter the process setting for metal AM machines that produce high-quality parts.

We have seen an increased interest and extensive research in the monitoring of a process over time whose characteristics are represented mathematically in functional forms such as profiles. Most of the current techniques require all of the data for each profile to determine the state of the process. Thus, quality engineers from industrial processes such as agricultural, aquacultural, and chemical cannot make process corrections to the current profile that are essential for correcting their processes at an early stage. In addition, the focus of most of the current techniques is on the statistical significance of the parameters or features of the model instead of the practical significance, which often relates to the actual quality characteristic. The goal of this research is to provide alternatives to address these two main concerns. First, we study the use of a Shewhart type control chart to monitor within profiles, where the central line is the predictive mean profile and the control limits are formed based on the prediction band. Second, we study a statistic based on a non-linear mixed model recognizing that the model leads to correlations among the estimated parameters. / Doctor of Philosophy / Checking the stability over time of the quality of a process which is best expressed by a relationship between a quality characteristic and other variables involved in the process has received increasing attention. The goal of this research is to provide alternative methods to determine the state of such a process. Both methods presented here are compared to the current methodologies. The first method will allow us to monitor a process while the data is still being collected. The second one is based on the quality characteristic of the process and takes full advantage of the model structure. Both methods seem to be more robust than the current most well-known method.