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At least 217 records · Page 12

Scalable Algorithms for Inverse Problems With High-Dimensional Parameter Spaces

Inverse problems, which involve inferring unknown parameters from observed data, present significant computational challenges, especially in large-scale settings with high-dimensional unknown parameters and nonlinear relationships between the unknowns and observations. Bayesian inference provides an approach for addressing these problems, often relying on sequential sampling methods like Markov chain Monte Carlo (MCMC) to approximate the posterior distribution of the parameters. However, MCMC methods become computationally demanding as the dimensionality of the problem increases, particularly in large-scale systems where likelihood evaluations rely on solving partial differential equations (PDEs) on large spatial domains with finely resolved meshes. To overcome these limitations, recent advancements have focused on designing scalable computa tional techniques – for both PDE simulations and sampling strategies – to make Bayesian methods feasible for high-dimensional problems.

97 MATHEMATICS AND COMPUTING↗

Evaluating the Benefits of Bayesian Hierarchical Methods for Analyzing Heterogeneous Environmental Datasets: A Case Study of Marine Organic Carbon Fluxes

Large compilations of heterogeneous environmental observations are increasingly available as public databases, allowing researchers to test hypotheses across datasets. Statistical complexities arise when analyzing compiled data due to unbalanced spatial sampling, variable environmental context, mixed measurement techniques, and other reasons. Hierarchical Bayesian modeling is increasingly used in environmental science to describe these complexities, however few studies explicitly compare the utility of hierarchical Bayesian models to simpler and more commonly applied methods. Here we demonstrate the utility of the hierarchical Bayesian approach with application to a large compiled environmental dataset consisting of 5,741 marine vertical organic carbon flux observations from 407 sampling locations spanning eight biomes across the global ocean. We fit a global scale Bayesian hierarchical model that describes the vertical profile of organic carbon flux with depth. Profile parameters within a particular biome are assumed to share a common deviation from the global mean profile. Individual station-level parameters are then modeled as deviations from the common biome-level profile. The hierarchical approach is shown to have several benefits over simpler and more common data aggregation methods. First, the hierarchical approach avoids statistical complexities introduced due to unbalanced sampling and allows for flexible incorporation of spatial heterogeneitites in model parameters. Second, the hierarchical approach uses the whole dataset simultaneously to fit the model parameters which shares information across datasets and reduces the uncertainty up to 95% in individual profiles. Third, the Bayesian approach incorporates prior scientific information about model parameters; for example, the non-negativity of chemical concentrations or mass-balance, which we apply here. We explicitly quantify each of these properties in turn. We emphasize the generality of the hierarchical Bayesian approach for diverse environmental applications and its increasing feasibility for large datasets due to recent developments in Markov Chain Monte Carlo algorithms and easy-to-use high-level software implementations.

54 ENVIRONMENTAL SCIENCES↗

Bayesian operator inference for data-driven reduced-order modeling

This work proposes a Bayesian inference method for the reduced-order modeling of time-dependent systems. Informed by the structure of the governing equations, the task of learning a reduced-order model from data is posed as a Bayesian inverse problem with Gaussian prior and likelihood. The resulting posterior distribution characterizes the operators defining the reduced-order model, hence the predictions subsequently issued by the reduced-order model are endowed with uncertainty. The statistical moments of these predictions are estimated via a Monte Carlo sampling of the posterior distribution. Since the reduced models are fast to solve, this sampling is computationally efficient. Furthermore, the proposed Bayesian framework provides a statistical interpretation of the regularization term that is present in the deterministic operator inference problem, and the empirical Bayes approach of maximum marginal likelihood suggests a selection algorithm for the regularization hyperparameters. The proposed method is demonstrated on two examples: the compressible Euler equations with noise-corrupted observations, and a single-injector combustion process.

97 MATHEMATICS AND COMPUTING↗

Machine-learning-based inversion of nuclear responses

A microscopic description of the interaction of atomic nuclei with external electroweak probes is required for elucidating aspects of short-range nuclear dynamics and for the correct interpretation of neutrino oscillation experiments. Nuclear quantum Monte Carlo methods infer the nuclear electroweak response functions from their Laplace transforms. Inverting the Laplace transform is a notoriously ill-posed problem; and Bayesian techniques, such as maximum entropy, are typically used to reconstruct the original response functions in the quasielastic region. In this work, we present a physics-informed artificial neural network architecture suitable for approximating the inverse of the Laplace transform. Utilizing simulated, albeit realistic, electromagnetic response functions, we show that this physics-informed artificial neural network outperforms maximum entropy in both the low-energy transfer and the quasielastic regions, thereby allowing for robust calculations of electron scattering and neutrino scattering on nuclei and inclusive muon capture rates.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗

Joint Bayesian Inference for Near-Surface Explosion Yield and Height-of-Burst

Forensic capabilities to understand chemical and nuclear explosions are greatly aided by an accurate estimate of explosive yield with uncertainty. The relationship between explosive size and geophysical observations of seismic, acoustic, and optical waves can be exploited to provide an estimate of yield. Any near-surface yield estimate is complicated by the surface interaction, so an estimate for the explosion height-of-burst is necessarily included in the relationship. Additionally, the relationship dictates a trade-off between estimates of yield and height-of-burst. Fortunately, the surface interaction for each type of observation is different, which breaks the trade-off, and the inclusion of height-of-burst with multiple data types improves yield estimation. We define simple parametric forward models to relate seismoäcoustoöptic observations from a data set of known explosive yields and height-of-bursts. The parameters of the models and a prediction for the yield and height-of-burst of a new event can then be estimated given new observations via Bayesian inference. We report posterior distribution estimates of the parametric models using a Markov chain Monte Carlo sampling technique. These models are then used to predict the yield and height-of-burst of SUGAR, a historical near-surface nuclear explosion, using its reported historical observations. The reported yield of 1.2 ktonne Trinitrotoluene (TNT)-equivalent (Department of Energy, 2015) is within the estimated posterior. Yield uncertainty can be estimated from the spread of the posterior, which is between 0.9 and 2.1 ktonne TNT-equivalent. The posterior for height-of-burst has a wider range between 10 m below and 8 m above ground that includes the true height-of-burst of 1 m.

58 GEOSCIENCES↗

Laplacian Smoothing Stochastic Gradient Markov Chain Monte Carlo

As an important Markov chain Monte Carlo (MCMC) method, the stochastic gradient Langevin dynamics (SGLD) algorithm has achieved great success in Bayesian learning and posterior sampling. Furthermore, SGLD typically suffers from a slow convergence rate due to its large variance caused by the stochastic gradient. In order to alleviate these drawbacks, we leverage the recently developed Laplacian smoothing technique and propose a Laplacian smoothing stochastic gradient Langevin dynamics (LS-SGLD) algorithm. We prove that for sampling from both log-concave and non-log-concave densities, LS-SGLD achieves strictly smaller discretization error in 2-Wasserstein distance, although its mixing rate can be slightly slower. Experiments on both synthetic and real datasets verify our theoretical results and demonstrate the superior performance of LS-SGLD on different machine learning tasks including posterior sampling, Bayesian logistic regression, and training Bayesian convolutional neural networks.

97 MATHEMATICS AND COMPUTING↗

Discrepancy quantification between experimental and simulated data of CO 2 adsorption isotherm using hierarchical Bayesian estimation

Here, to quantitatively analyze the inconsistencies commonly observed between experimental and simulated adsorption isotherms, parameter estimation of adsorption isotherm models was conducted by hierarchical Bayesian estimation with parameter uncertainties being quantified as probability distributions. The estimation method was implemented using Markov Chain Monte Carlo (MCMC) to analyze multiple data sets obtained from different sources, including a publicly available database. To describe the discrepancies of experimental and simulated adsorption data, the simulation data was set as the reference to which experimental measurements were compared. We applied the proposed approach to analyze CO 2 adsorption isotherms that are measured and simulated on zeolite 13X and MIL-101(Cr). In these case studies, the discrepancy of CO 2 adsorption isotherm was successfully quantified between experimental measurements and predictions given by molecular simulations using Grand Canonical Monte Carlo (GCMC), where uncertainties were quantified as probability distributions. Furthermore, experimental data sets that agree well with the GCMC simulation have been identified, providing insights into experimental and measurement methods as well as choosing the right assumptions in the molecular simulation.

42 ENGINEERING↗

How Bayesian methods can improve R -matrix analyses of data: The example of the d t reaction

The 3 H(d, n) 4 He reaction is of significant interest in nuclear astrophysics and nuclear applications. It is an important, early step in big-bang nucleosynthesis and a key process in nuclear fusion reactors. We use one- and two-level R-matrix approximations to analyze data on the cross section for this reaction at center-of-mass energies below 215 keV. We critically examine the data sets using a Bayesian statistical model that allows for both common-mode and additional point-to-point un- certainties. We use Markov Chain Monte Carlo sampling to evaluate this R-matrix-plus-statistical model and find two-level R-matrix results that are stable with respect to variations in the channel radii. The S factor at 40 keV evaluates to 25.36(19) MeV b (68% credibility interval). We discuss our Bayesian analysis in detail and provide guidance for future applications of Bayesian methods to R-matrix analyses. We also discuss possible paths to further reduction of the S-factor uncertainty.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗

SPARC: Structural properties associated with residue constraints

SPARC facilitates the generation of plausible hypotheses regarding underlying biochemical mechanisms by structurally characterizing protein sequence constraints. Such constraints appear as residues co-conserved in functionally related subgroups, as subtle pairwise correlations (i.e., direct couplings), and as correlations among these sequence features or with structural features. SPARC performs three types of analyses. First, based on pairwise sequence correlations, it estimates the biological relevance of alternative conformations and of homomeric contacts, as illustrated here for death domains. Second, it estimates the statistical significance of the correspondence between directly coupled residue pairs and interactions at heterodimeric interfaces. Third, given molecular dynamics simulated structures, it characterizes interactions among constrained residues or between such residues and ligands that: (a) are stably maintained during the simulation; (b) undergo correlated formation and/or disruption of interactions with other constrained residues; or (c) switch between alternative interactions. We illustrate this for two homohexameric complexes: the bacterial enhancer binding protein (bEBP) NtrC1, which activates transcription by remodeling RNA polymerase (RNAP) containing σ 54 , and for DnaB helicase, which opens DNA at the bacterial replication fork. Based on the NtrC1 analysis, we hypothesize possible mechanisms for inhibiting ATP hydrolysis until ADP is released from an adjacent subunit and for coupling ATP hydrolysis to restructuring of σ 54 binding loops. Based on the DnaB analysis, we hypothesize that DnaB ‘grabs’ ssDNA by flipping every fourth base and inserting it into cavities between subunits and that flipping of a DnaB-specific glutamine residue triggers ATP hydrolysis.

97 MATHEMATICS AND COMPUTING↗

Uncertainty quantification for high explosive reactant and product equations of state

Equations of state (EOSs) are typically represented as physics-informed models with tunable parameters that are adjusted to replicate calibration data as closely as possible. Uncertainty quantification (UQ) allows for the development of an ensemble of EOS parameters that are consistent with the calibration data instead of a single EOS. In this work, we perform UQ for the reactant and product EOSs for a variety of high explosives (HEs). In doing so, we demonstrate a strategy for dealing with heterogeneous (both experimental and calculated) data. We also use a statistical distance metric to quantify the differences between the various HEs using the UQ results.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Bayesian learning of orthogonal embeddings for multi-fidelity Gaussian Processes

Uncertainty propagation in complex engineering systems often poses significant computational challenges related to modeling and quantifying probability distributions of model outputs, as those emerge as the result of various sources of uncertainty that are inherent in the system under investigation. Gaussian Processes regression (GPs) is a robust meta-modeling technique that allows for fast model prediction and exploration of response surfaces. Multi-fidelity variations of GPs further leverage information from cheap and low fidelity model simulations in order to improve their predictive performance on the high fidelity model. In order to cope with the high volume of data required to train GPs in high dimensional design spaces, a common practice is to introduce latent design variables that are typically projections of the original input space to a lower dimensional subspace, and therefore substitute the problem of learning the initial high dimensional mapping, with that of training a GP on a low dimensional space. Here in this paper, we present a Bayesian approach to identify optimal transformations that map the input points to low dimensional latent variables. The \projection" mapping consists of an orthonormal matrix that is considered a priori unknown and needs to be inferred jointly with the GP parameters, conditioned on the available training data. The proposed Bayesian inference scheme relies on a two-step iterative algorithm that samples from the marginal posteriors of the GP parameters and the projection matrix respectively, both using Markov Chain Monte Carlo (MCMC) sampling. In order to take into account the orthogonality constraints imposed on the orthonormal projection matrix, a Geodesic Monte Carlo sampling algorithm is employed, that is suitable for exploiting probability measures on manifolds. We extend the proposed framework to multi-fidelity models using GPs including the scenarios of training multiple outputs together. We validate our framework on three synthetic problems with a known lower-dimensional subspace. The benefits of our proposed framework, are illustrated on the computationally challenging aerodynamic optimization of a last-stage blade for an industrial gas turbine, where we study the effect of an 85-dimensional shape parameterization of a three-dimensional airfoil on two output quantities of interest, specifically on the aerodynamic efficiency and the degree of reaction

42 ENGINEERING↗

nautilus : boosting Bayesian importance nested sampling with deep learning

ABSTRACT We introduce a novel approach to boost the efficiency of the importance nested sampling (INS) technique for Bayesian posterior and evidence estimation using deep learning. Unlike rejection-based sampling methods such as vanilla nested sampling (NS) or Markov chain Monte Carlo (MCMC) algorithms, importance sampling techniques can use all likelihood evaluations for posterior and evidence estimation. However, for efficient importance sampling, one needs proposal distributions that closely mimic the posterior distributions. We show how to combine INS with deep learning via neural network regression to accomplish this task. We also introduce nautilus, a reference open-source python implementation of this technique for Bayesian posterior and evidence estimation. We compare nautilus against popular NS and MCMC packages, including emcee, dynesty, ultranest, and pocomc, on a variety of challenging synthetic problems and real-world applications in exoplanet detection, galaxy SED fitting and cosmology. In all applications, the sampling efficiency of nautilus is substantially higher than that of all other samplers, often by more than an order of magnitude. Simultaneously, nautilus delivers highly accurate results and needs fewer likelihood evaluations than all other samplers tested. We also show that nautilus has good scaling with the dimensionality of the likelihood and is easily parallelizable to many CPUs.

97 MATHEMATICS AND COMPUTING↗

GIGA-Lens: Fast Bayesian Inference for Strong Gravitational Lens Modeling

We present GIGA-Lens: a gradient-informed, GPU-accelerated Bayesian framework for modeling strong gravitational lensing systems, implemented in TensorFlow and JAX. The three components, optimization using multistart gradient descent, posterior covariance estimation with variational inference, and sampling via Hamiltonian Monte Carlo, all take advantage of gradient information through automatic differentiation and massive parallelization on graphics processing units (GPUs). We test our pipeline on a large set of simulated systems and demonstrate in detail its high level of performance. The average time to model a single system on four Nvidia A100 GPUs is 105 s. The robustness, speed, and scalability offered by this framework make it possible to model the large number of strong lenses found in current surveys and present a very promising prospect for the modeling of ${ \mathcal O }({10}^{5})$ lensing systems expected to be discovered in the era of the Vera C. Rubin Observatory, Euclid, and the Nancy Grace Roman Space Telescope.

79 ASTRONOMY AND ASTROPHYSICS↗

Detecting outbreaks using a spatial latent field

In this paper, we present a method for estimating the infection-rate of a disease as a spatial-temporal field. Our data comprises time-series case-counts of symptomatic patients in various areal units of a region. We extend an epidemiological model, originally designed for a single areal unit, to accommodate multiple units. The field estimation is framed within a Bayesian context, utilizing a parameterized Gaussian random field as a spatial prior. We apply an adaptive Markov chain Monte Carlo method to sample the posterior distribution of the model parameters condition on COVID-19 case-count data from three adjacent counties in New Mexico, USA. Our results suggest that the correlation between epidemiological dynamics in neighboring regions helps regularize estimations in areas with high variance (i.e., poor quality) data. Using the calibrated epidemic model, we forecast the infection-rate over each areal unit and develop a simple anomaly detector to signal new epidemic waves. Our findings show that anomaly detector based on estimated infection-rates outperforms a conventional algorithm that relies solely on case-counts.

Safta, Cosmin [Sandia National Laboratories (SNL-C↗

An adaptive Hessian approximated stochastic gradient MCMC method

Bayesian approaches have been successfully integrated into training deep neural networks. One popular family is stochastic gradient Markov chain Monte Carlo methods (SG-MCMC), which have gained increasing interest due to their ability to handle large datasets and the potential to avoid overfitting. Although standard SG-MCMC methods have shown great performance in a variety of problems, they may be inefficient when the random variables in the target posterior densities have scale differences or are highly correlated. Here, we present an adaptive Hessian approximated stochastic gradient MCMC method to incorporate local geometric information while sampling from the posterior. The idea is to apply stochastic approximation (SA) to sequentially update a preconditioning matrix at each iteration. The preconditioner possesses second-order information and can guide the random walk of a sampler efficiently. Instead of computing and saving the full Hessian of the log posterior, we use limited memory of the samples and their stochastic gradients to approximate the inverse Hessian-vector multiplication in the updating formula. Moreover, by smoothly optimizing the preconditioning matrix via SA, our proposed algorithm can asymptotically converge to the target distribution with a controllable bias under mild conditions. To reduce the training and testing computational burden, we adopt a magnitude-based weight pruning method to enforce the sparsity of the network. Our method is user-friendly and demonstrates better learning results compared to standard SG-MCMC updating rules. The approximation of inverse Hessian alleviates storage and computational complexities for large dimensional models. Numerical experiments are performed on several problems, including sampling from 2D correlated distribution, synthetic regression problems, and learning the numerical solutions of heterogeneous elliptic PDE. The numerical results demonstrate great improvement in both the convergence rate and accuracy.

97 MATHEMATICS AND COMPUTING↗

Statistical data analysis of x-ray spectroscopy data enabled by neural network accelerated Bayesian inference

Bayesian inference applied to x-ray spectroscopy data analysis enables uncertainty quantification necessary to rigorously test theoretical models. However, when comparing to data, detailed atomic physics and radiation transfer calculations of x-ray emission from non-uniform plasma conditions are typically too slow to be performed in line with statistical sampling methods, such as Markov Chain Monte Carlo sampling. Furthermore, differences in transition energies and x-ray opacities often make direct comparisons between simulated and measured spectra unreliable. Here, we present a spectral decomposition method that allows for corrections to line positions and bound–bound opacities to best fit experimental data, with the goal of providing quantitative feedback to improve the underlying theoretical models and guide future experiments. In this work, we use a neural network (NN) surrogate model to replace spectral calculations of isobaric hot-spots created in Kr-doped implosions at the National Ignition Facility. The NN was trained on calculations of x-ray spectra using an isobaric hot-spot model post-processed with Cretin, a multi-species atomic kinetics and radiation code. The speedup provided by the NN model to generate x-ray emission spectra enables statistical analysis of parameterized models with sufficient detail to accurately represent the physical system and extract the plasma parameters of interest.

47 OTHER INSTRUMENTATION↗

Robust Importance Sampling for Bayesian Model Calibration with Spatio-Temporal Data

This paper addresses two challenges in Bayesian calibration: 1) computational speed of existing sampling algorithms, and 2) calibration with spatio-temporal responses. The commonly used Markov Chain Monte Carlo (MCMC) approaches require many sequential model evaluations making the computational expense prohibitive. This paper proposes an efficient sampling algorithm: iterative importance sampling with genetic algorithm (IISGA). While iterative importance sampling enables computational efficiency, the genetic algorithm enables robustness by preventing sample degeneration and avoids getting stuck in multimodal search spaces. An inflated likelihood further enables robustness in high-dimensional parameter spaces by enlarging the target distribution. Spatio-temporal data complicate both surrogate modeling, which is necessary for expensive computational models, and the likelihood estimation. In this work, singular value decomposition is investigated for reducing the high-dimensional field data to a lower-dimensional space prior to Bayesian calibration. Then the likelihood is formulated and Bayesian inference is performed in the lower-dimension, latent space. An illustrative example is provided to demonstrate IISGA relative to existing sampling methods, and then IISGA is employed to calibrate a thermal battery model with 26 uncertain calibration parameters and spatio-temporal response data.

97 MATHEMATICS AND COMPUTING↗

Stochastic modeling and statistical calibration with model error and scarce data

This paper introduces a procedure to assess the predictive accuracy of stochastic models subject to model error and sparse data. Model error is introduced as uncertainty on the coefficients of appropriate polynomial chaos expansions (PCE). The error associated with finite sample size allows us to conceive of these coefficients as statistics of the data that we describe as random variables whose influence on output quantities of interest is evaluated through the extended polynomial chaos expansion (EPCE). A Bayesian data assimilation scheme is introduced to update these expansions by considering the resulting nested chaos expansion as a hierarchical probabilistic model. Stochastic models of quantities of interest (QoI) are thus constructed and efficiently evaluated. Here, the Metropolis–Hastings Markov chain Monte Carlo procedure is used to sample the posterior. Two illustrative analytical and numerical problems are used to demonstrate the proposed approach.

Bayesian inference↗