Subsystem Structure as an Inferential Resource for Coupled Engineered Systems
For engineers and researchers dealing with large-scale, heterogeneous infrastructure systems, this method provides a scalable, uncertainty-aware inference approach that avoids assembling a global state, addressing a key bottleneck in inverse problems for coupled systems.
This work introduces a probabilistic compositional inference framework for coupled engineered systems that exploits subsystem structure to perform inverse inference with calibrated uncertainty, achieving linear computational scaling compared to cubic scaling of centralized methods while matching accuracy in power network state-and-parameter inference.
Engineered infrastructure systems pose inverse problems in which hidden states, unknown parameters, and subsystem couplings must be inferred from sparse and noisy measurements. These problems are difficult because physical subsystems are heterogeneous, sensing is partial, uncertainty is distributed across subsystem interfaces, and computational cost grows rapidly with system size. We address this challenge with probabilistic compositional inference, a graph-based architecture that represents a coupled system as interacting subsystems, each retaining its own local model, estimator, and uncertainty representation, while coupling is handled through physically meaningful stochastic messages exchanged across subsystem interfaces. This formulation allows mechanistic, learned, and deterministic components to coexist within a single inference framework and propagates calibrated uncertainty without assembling a global augmented state or covariance. We validate the framework in three increasingly demanding settings: a sparse-sensing canonical inverse problem, where interface couplings can also be learned from data; infrastructure-scale power networks, where the method matches centralized joint state-and-parameter inference while reducing computational scaling from approximately cubic to approximately linear; and a multi-physics turbine embedded in a power-grid network, where heterogeneous subsystems compose hierarchically without degrading local inference or collapsing local posteriors into a global estimate. Together, these results show that subsystem structure can be exploited as the organizing principle for uncertainty-aware inverse inference in coupled engineered systems.