Fast Bayesian equipment condition monitoring via simulation based inference: applications to heat exchanger health

Accurate condition monitoring of industrial equipment requires inferring latent degradation parameters from indirect sensor measurements under uncertainty. While traditional Bayesian methods like Markov Chain Monte Carlo (MCMC) provide rigorous uncertainty quantification, their heavy computational bottlenecks render them impractical for real-time process control. To overcome this limitation, we propose an AI-driven framework utilizing Simulation-Based Inference (SBI) powered by amortized neural posterior estimation to diagnose complex failure modes in heat exchangers. By training neural density estimators on a simulated dataset, our approach learns a direct, likelihood-free mapping from thermal-fluid observations to the full posterior distribution of degradation parameters. We benchmark this framework against an MCMC baseline across various synthetic fouling and leakage scenarios, including challenging low-probability, sparse-event failures. The results show that SBI achieves comparable diagnostic accuracy and reliable uncertainty quantification, while accelerating inference time by a factor of82$\times$ compared to traditional sampling. The amortized nature of the neural network enables near-instantaneous inference, establishing SBI as a highly scalable, real-time alternative for probabilistic fault diagnosis and digital twin realization in complex engineering systems.

Unreliable Uncertainty Estimates with Monte Carlo Dropout

Reliable uncertainty estimation is crucial for machine learning models, especially in safety-critical domains. While exact Bayesian inference offers a principled approach, it is often computationally infeasible for deep neural networks. Monte Carlo dropout (MCD) was proposed as an efficient approximation to Bayesian inference in deep learning by applying neuron dropout at inference time \citep{gal2016dropout}. Hence, the method generates multiple sub-models yielding a distribution of predictions to estimate uncertainty. We empirically investigate its ability to capture true uncertainty and compare to Gaussian Processes (GP) and Bayesian Neural Networks (BNN). We find that MCD struggles to accurately reflect the underlying true uncertainty, particularly failing to capture increased uncertainty in extrapolation and interpolation regions as observed in Bayesian models. The findings suggest that uncertainty estimates from MCD, as implemented and evaluated in these experiments, is not as reliable as those from traditional Bayesian approaches for capturing epistemic and aleatoric uncertainty.