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At least 217 records · Page 12

Multiclass Classification Using Bayesian Multivariate Adaptive Regression Splines

We present a new Bayesian model for the problem of multiclass classification. In this model, the probabilities of class membership of a given observation are determined by the mean of a latent Gaussian distribution. The mean functions of this latent distribution consist of combinations of highly flexible basis functions of the inputs: multivariate adaptive regression splines (MARS), first developed for multiple regression. We use reversible jump Markov chain Monte Carlo to make inference on the classification model, including the number of basis functions. We compare the probabilistic classification performance of our proposed approach to existing methods on simulated and benchmark data, and compare uncertainty estimates on simulated data. Our proposed method compares favorably with existing Bayesian and frequentist multiclass classification methods in out-of-sample probabilistic classification, and uncertainty estimation of these probabilistic classifications. We examine the fit of the proposed method to a data set of hurricane storm surge levels near Delaware Bay, US, and conclude that sea level rise is a key contributor to damage delivered by storm surge.

97 MATHEMATICS AND COMPUTING↗

Characterization of Partially Observed Epidemics - Application to COVID-19

This report documents a statistical method for the "real-time" characterization of partially observed epidemics. Observations consist of daily counts of symptomatic patients, diagnosed with the disease. Characterization, in this context, refers to estimation of epidemiological parameters that can be used to provide short-term forecasts of the ongoing epidemic, as well as to provide gross information for the time-dependent infection rate. The characterization problem is formulated as a Bayesian inverse problem, and is predicated on a model for the distribution of the incubation period. The model parameters are estimated as distributions using a Markov Chain Monte Carlo (MCMC) method, thus quantifying the uncertainty in the estimates. The method is applied to the COVID-19 pandemic of 2020, using data at the country, provincial (e.g., states) and regional (e.g. county) levels. The epidemiological model includes a stochastic component due to uncertainties in the incubation period. This model-form uncertainty is accommodated by a pseudo-marginal Metropolis-Hastings MCMC sampler, which produces posterior distributions that reflect this uncertainty. We approximate the discrepancy between the data and the epidemiological model using Gaussian and negative binomial error models; the latter was motivated by the over-dispersed count data. For small daily counts we find the performance of the calibrated models to be similar for the two error models. For large daily counts the negative-binomial approximation is numerically unstable unlike the Gaussian error model. Application of the model at the country level (for the United States, Germany, Italy, etc.) generally provided accurate forecasts, as the data consisted of large counts which suppressed the day-to-day variations in the observations. Further, the bulk of the data is sourced over the duration before the relaxation of the curbs on population mixing, and is not confounded by any discernible country-wide second wave of infections. At the state-level, where reporting was poor or which evinced few infections (e.g., New Mexico), the variance in the data posed some, though not insurmountable, difficulties, and forecasts were able to capture the data with large uncertainty bounds. The method was found to be sufficiently sensitive to discern the flattening of the infection and epidemic curve due to shelter-in-place orders after around 90% quantile for the incubation distribution (about 10 days for COVID-19). The proposed model was also used at a regional level to compare the forecasts for the central and north-west regions of New Mexico. Modeling the data for these regions illustrated different disease spread dynamics captured by the model. While in the central region the daily counts peaked in the late April, in the north-west region the ramp-up continued for approximately three more weeks.

59 BASIC BIOLOGICAL SCIENCES↗

A Bayesian Calibration Framework with Embedded Model Error for Model Diagnostics

We study the utility and performance of a Bayesian model error embedding construction in the context of molecular dynamics modeling of metallic alloys, where we embed model error terms in existing interatomic potential model parameters. To alleviate the computational burden of this approach, we propose a framework combining likelihood approximation and Gaussian process surrogates. Here we leverage sparse Gaussian process techniques to construct a hierarchy of increasingly accurate but more expensive surrogate models. This hierarchy is then exploited by multilevel Markov chain Monte Carlo methods to efficiently sample from the target posterior distribution. We illustrate the utility of this approach by calibrating an interatomic potential model for a family of gold-copper alloys. In particular, this case study highlights effective means for dealing with computational challenges with Bayesian model error embedding in large-scale physical models, and the utility of embedded model error for model diagnostics.

Bayesian inference↗

Shaping the terahertz sound propagation in water under highly directional confinement

Here, we consider the possibility of shaping the high-frequency acoustic propagation in a liquid upon directional confinement. This hypothesis is investigated by inelastic x-ray scattering measurements on water confined in aligned multiwalled carbon nanotubes, in which the momentum transfer was either parallel or orthogonal to the confinement axis. The comparison between the spectra measured in these two scattering geometries highlights the anisotropic nature of the dynamic response of directionally confined water, thus potentially inspiring pathways to shape high-frequency sound propagation in isotropic systems. Finally, a Bayesian analysis of measured spectra unravels close similarities in the phonon dispersions of multiwalled nanotubes and graphite.

75 CONDENSED MATTER PHYSICS, SUPERCONDUCTIVITY AND↗

Improvement of two-phase closure models in CTF using Bayesian inference

Under the Consortium for Advanced Simulation of Light Water Reactors (CASL) program, extensive capabilities have been developed in CTF to analyze light-water reactors (LWRs) for normal operating conditions, departure from nucleate boiling (DNB), and system transients. However, further improvements are required in the modeling and simulation of boiling water reactors (BWRs), which is a focus of the Nuclear Energy Advanced Modeling and Simulation (NEAMS) program. In this work, CTF validation results were used to optimize selected modeling coefficients by calibrating to experimental data using a Bayesian inference approach. Here, calibration studies were conducted to improve (vapor) void fraction prediction without worsening the two-phase pressure drop prediction, as well as to improve the two-phase pressure drop prediction. Calibration was performed for interfacial drag and wall shear models. Surrogates were developed to alleviate the computational expense required for sampling the parameter space using Markov chain Monte Carlo (MCMC). An assessment performed with calibrated models demonstrated an improvement of CTF in its prediction of key parameters such as void fraction and two-phase pressure drop.

22 GENERAL STUDIES OF NUCLEAR REACTORS↗

Analyzing rotational bands in odd-mass nuclei using effective field theory and Bayesian methods

We recently developed an Effective Field Theory (EFT) for rotational bands in odd-mass nuclei. Here we use EFT expressions to perform a Bayesian analysis of data on the rotational energy levels of 99 Tc, 155,157 Gd, 159 Dy, 167,169 Er, 167,169 Tm, 183 W, 235 U and 239 Pu. The error model in our Bayesian analysis includes both experimental and EFT truncation uncertainties. It also accounts for the fact that low-energy constants (LECs) at even and odd orders are expected to have different sizes. We use Markov Chain Monte Carlo (MCMC) sampling to explore the joint posterior of the EFT and error-model parameters and show both the LECs and the breakdown scale can be reliably determined. We extract the LECs up to fourth order in the EFT and find that, provided we correctly account for EFT truncation errors in our likelihood, results for lower-order LECs are stable as we go to higher orders. LEC results are also stable with respect to the addition of higher-energy data. We extract the expansion parameter for all the nuclei listed above and find a clear correlation between the extracted and the expected value of the inverse breakdown scale, W, based on the single-particle and vibrational energy scales. However, the W that actually determines the convergence of the EFT expansion is markedly smaller than would be naively expected based on those scales.

EFT↗

General-Purpose Bayesian Tensor Learning With Automatic Rank Determination and Uncertainty Quantification

A major challenge in many machine learning tasks is that the model expressive power depends on model size. Low-rank tensor methods are an efficient tool for handling the curse of dimensionality in many large-scale machine learning models. The major challenges in training a tensor learning model include how to process the high-volume data, how to determine the tensor rank automatically, and how to estimate the uncertainty of the results. While existing tensor learning focuses on a specific task, this paper proposes a generic Bayesian framework that can be employed to solve a broad class of tensor learning problems such as tensor completion, tensor regression, and tensorized neural networks. We develop a low-rank tensor prior for automatic rank determination in nonlinear problems. Our method is implemented with both stochastic gradient Hamiltonian Monte Carlo (SGHMC) and Stein Variational Gradient Descent (SVGD). We compare the automatic rank determination and uncertainty quantification of these two solvers. We demonstrate that our proposed method can determine the tensor rank automatically and can quantify the uncertainty of the obtained results. We validate our framework on tensor completion tasks and tensorized neural network training tasks.

Bayesian inference↗

A Bayesian model for multivariate discrete data using spatial and expert information with application to inferring building attributes

When modeling sparsely observed multivariate data, strong prior information elicited from experts can be used to bolster predictive accuracy and counteract sampling bias. Similarly, modeling autocorrelation in space can help make use of co-occurrence patterns present in many types of spatial data. To make use of both expert prior information and spatial structure, we propose a novel graphical model for a spatial Bayesian network developed specifically to address challenges in inferring the attributes of buildings from geographically sparse observational data. This model is implemented as the sum of a spatial multivariate Gaussian random field and a tabular conditional probability function in real-valued space prior to projection onto the probability simplex. This modeling form is especially suitable for the usage of prior information in the form of sets of atomic rules obtained from experts. To perform inference with missing data, we implement a Markov chain Monte Carlo scheme composed of alternating steps of Gibbs sampling of missing entries and Hamiltonian Monte Carlo for model parameters. A case study in building attribution is presented to highlight the advantages and limitations of this approach.

97 MATHEMATICS AND COMPUTING↗

Role of the likelihood for elastic scattering uncertainty quantification

In the last decade, uncertainty quantification (UQ) for optical model potentials (OMPs) has become a focal point for nuclear reaction theory, and several competing approaches for OMP UQ have recently been developed. Here, we clarify recent efforts to compare frequentist and Bayesian approaches in the context of OMP UQ [G. B. King et al., Phys. Rev. Lett. 122, 232502 (2019)]. We replicate a portion of that OMP UQ study but use independent statistical tools. Specifically, we compare two methods for OMP parameter inference from elastic scattering data: the Levenberg-Marquardt algorithm for χ 2 minimization on one hand and Markov chain Monte Carlo (MCMC) sampling on the other. Separately, we assess the common practice of using a renormalized likelihood (χ 2 /N), N being the number of data points, instead of the canonical weighted-least-squares likelihood (χ 2 ), as a way of accounting for unknown data correlations. Here, we show that for a generic linear model and for a five-parameter OMP analysis, frequentist and uniform-prior Bayesian approaches recover the same optimum and uncertainty estimates—not systematically larger uncertainties for the Bayesian approach, as was concluded in G. B. King et al., Phys. Rev. Lett. 122, 232502 (2019). Further, we show that if an additional, near-degenerate parameter is introduced into the same OMP analysis such that the parameter posterior becomes non-Gaussian, then covariance-based estimates of uncertainty become unreliable. Finally, we show that regardless of optimization approach, if χ 2 /N is used for the likelihood, the resulting parametric uncertainties increase by $\sqrt{N}$, and that this is responsible for the conclusions drawn in the revisited study. Based on our replication results, we find that a fortuitous cancellation of unreported errors and the renormalization factor can lead to improvement in empirical coverages, as was the case in the original comparative study. We emphasize that developing and applying a realistic likelihood function is an essential task in a UQ analysis, and that several recent UQ studies that employed a renormalized likelihood (i.e., including a 1/N factor) may have yielded unrealistically large uncertainties for elastic-scattering observables. If the parameter posterior deviates from multivariate-normal, a sampling-based approach like MCMC has a clear advantage over methods that assume the Laplace approximation holds. We note that empirical coverage can serve as an important internal check for the analyst whose model or data may have additional, unaccounted-for uncertainties.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗

PyAlbany: A Python interface to the C++ multiphysics solver Albany

Albany is a parallel C++ finite element library for solving forward and inverse problems involving partial differential equations (PDEs). In this paper we introduce PyAlbany, a newly developed Python interface to the Albany library. PyAlbany can be used to effectively drive Albany enabling fast and easy analysis and post-processing of applications based on PDEs that are pre-implemented in Albany. PyAlbany relies on the library PyBind11 to bind Python with C++ Albany code. Here we detail the implementation of PyAlbany and showcase its capabilities through a number of examples targeting a heat-diffusion problem. In particular we consider the following: (1) the generation of samples for a Monte Carlo application, (2) a scalability study, (3) a study of parameters on the performance of a linear solver, and finally (4) a tool for performing eigenvalue decompositions of matrix-free operators for a Bayesian inference application.

97 MATHEMATICS AND COMPUTING↗

BIhNNs

The code enables to perform Bayesian inference in an efficient manner through the use of Hamiltonian Neural Networks (HNNs), Deep Neural Networks (DNNs), Neural ODEs, and Symplectic Neural Networks (SympNets) used with state-of-the-art sampling schemes like Hamiltonian Monte Carlo (HMC) and the No-U-Turn-Sampler (NUTS).

Dhulipala, Som↗

Bayesian mixture model approach to quantifying the empirical nuclear saturation point

The equation of state (EOS) in the limit of infinite symmetric nuclear matter exhibits an equilibrium density, $n_0 \approx 0.16 \, \mathrm{fm}^{-3}$, at which the pressure vanishes and the energy per particle attains its minimum, $E_0 \approx -16 \, \mathrm{MeV}$. Although not directly measurable, the nuclear saturation point $(n_0,E_0)$ can be extrapolated by density functional theory (DFT), providing tight constraints for microscopic interactions derived from chiral effective field theory (EFT). However, when considering several DFT predictions for $(n_0,E_0)$ from Skyrme and Relativistic Mean Field (RMF) models together, a discrepancy between these model classes emerges at high confidence levels that each model prediction's uncertainty cannot explain. How can we leverage these DFT constraints to rigorously benchmark nuclear saturation properties of chiral interactions? To address this question, we present a Bayesian mixture model that combines multiple DFT predictions for $(n_0,E_0)$ using an efficient conjugate prior approach. The inferred posterior distribution for the saturation point's mean and covariance matrix follows a Normal-inverse-Wishart class, resulting in posterior predictives in the form of correlated, bivariate $t$-distributions. The DFT uncertainty reports are then used to mix these posteriors using an ordinary Monte Carlo approach. At the 95\% credibility level, we estimate $n_0 \approx 0.157 \pm 0.010 \, \mathrm{fm}^{-3}$ and $E_0 \approx -15.97 \pm 0.40 \, \mathrm{MeV}$ for the marginal (univariate) $t$-distributions. Combined with chiral EFT calculations of the pure neutron matter EOS, we obtain bivariate normal distributions for the nuclear symmetry energy and its slope parameter evaluated at $n_0$: $S_v \approx 32.0 \pm 1.1 \, \mathrm{MeV}$ and $L\approx 52.6\pm 8.1 \, \mathrm{MeV}$ (95\%), respectively. Furthermore, our Bayesian framework is publicly available, so practitioners can readily use and extend our results.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗

Constraining physical models at gigabar pressures

High-energy-density (HED) experiments in convergent geometry are able to test physical models at pressures beyond hundreds of millions of atmospheres. The measurements from these experiments are generally highly integrated and require unique analysis techniques to procure quantitative infor mation. This work describes a methodology to constrain the physics in convergent HED experiments by adapting the methods common to many other fields of physics. As an example, a mechanical model of an imploding shell is constrained by data from a thin-shelled direct-drive exploding-pusher experiment on the OMEGA Laser System using Bayesian inference, resulting in the reconstruction of the shell dynamics and energy transfer during the implosion. The model is tested by analyzing synthetic data from a 1-D hydrodynamics code and is sampled using a Markov chain Monte Carlo to generate the posterior distributions of the model parameters. As a result, the goal of this work is to demonstrate a general methodology that can be used to draw conclusions from a wide variety of HED experiments.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗

A Data-Driven Nonparametric Approach for Probabilistic Load-Margin Assessment Considering Wind Power Penetration

A modern power system is characterized by an increasing penetration of wind power, which results in large uncertainties in its states. These uncertainties must be quantified properly; otherwise, the system security may be threatened. Facing this challenge, here we propose a cost-effective, data-driven approach to assessing a power system's load margin probabilistically. Using actual wind data, a kernel density estimator is applied to infer the nonparametric wind speed distributions, which are further merged into the framework of a vine copula. The latter enables us to simulate complex multivariate and highly dependent model inputs with a variety of bivariate copulae that precisely represent the tail dependence in the correlated samples. Furthermore, to reduce the prohibitive computational time of traditional Monte-Carlo simulations that process a large amount of samples, we propose to use a nonparametric, Gaussian-process-emulator-based reduced-order model to replace the original complicated continuation power-flow model through a Bayesian-learning framework. To accelerate the convergence rate of this Bayesian algorithm, a truncated polynomial chaos surrogate, which serves as a highly efficient, parametric Bayesian prior, is developed. This emulator allows us to execute the time-consuming continuation power-flow solver at the sampled values with a negligible computational cost. Results of simulations that are performed on several test systems reveal the impressive performance of the proposed method in the probabilistic load-margin assessment.

17 WIND ENERGY↗

Constraining Physical Models at Gigabar Pressures

High-energy-density (HED) experiments in convergent geometry are able to test physical models at pressures beyond hundreds of millions of atmospheres. The measurements from these experiments are generally highly integrated and require unique analysis techniques to procure quantitative information. This work describes a methodology to constrain the physics in convergent HED experiments by adapting the methods common to many other fields of physics. As an example, a mechanical model of an imploding shell is constrained by data from a thin-shelled direct-drive exploding-pusher experiment on the OMEGA Laser System using Bayesian inference, resulting in the reconstruction of the shell dynamics and energy transfer during the implosion. The model is tested by analyzing synthetic data from a 1-D hydrodynamics code and is sampled using a Markov chain Monte Carlo to generate the posterior distributions of the model parameters. The goal of this work is to demonstrate a general methodology that can be used to draw conclusions from a wide variety of HED experiments.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗

Bayesian Calibration of Stochastic Agent Based Model via Random Forest

Agent-based models (ABM) provide an excellent framework for modeling outbreaks and interventions in epidemiology by explicitly accounting for diverse individual interactions and environments. However, these models are usually stochastic and highly parametrized, requiring precise calibration for predictive performance. When considering realistic numbers of agents and properly accounting for stochasticity, this high-dimensional calibration can be computationally prohibitive. This paper presents a random forest-based surrogate modeling technique to accelerate the evaluation of ABMs and demonstrates its use to calibrate an epidemiological ABM named CityCOVID via Markov chain Monte Carlo (MCMC). The technique is first outlined in the context of CityCOVID's quantities of interest, namely hospitalizations and deaths, by exploring dimensionality reduction via temporal decomposition with principal component analysis (PCA) and via sensitivity analysis. The calibration problem is then presented, and samples are generated to best match COVID-19 hospitalization and death numbers in Chicago from March to June in 2020. Further, these results are compared with previous approximate Bayesian calibration (IMABC) results, and their predictive performance is analyzed, showing improved performance with a reduction in computation.

60 APPLIED LIFE SCIENCES↗

Bayesian Learning of Adatom Interactions from Atomically Resolved Imaging Data

Atomic structures and adatom geometries of surfaces encode information about the thermodynamics and kinetics of the processes that lead to their formation, and which can be captured by a generative physical model. In this work, we develop a workflow based on a machine-learning-based analysis of scanning tunneling microscopy images to reconstruct the atomic and adatom positions, and a Bayesian optimization procedure to minimize statistical distance between the chosen physical models and experimental observations. We optimize the parameters of a 2- and 3-parameter Ising model describing surface ordering and use the derived generative model to make predictions across the parameter space. For concentration dependence, we compare the predicted morphologies at different adatom concentrations with the dissimilar regions on the sample surfaces that serendipitously had different adatom concentrations. The proposed workflow can be used to reconstruct the thermodynamic models and associated uncertainties from the experimental observations of materials microstructures. The code used in the manuscript is available at https://github.com/saimani5/Adatom_interactions.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗

Mapping Stochastic Devices to Probabilistic Algorithms

Probabilistic and Bayesian neural networks have long been proposed as a method to incorporate uncertainty about the world (both in training data and operation) into artificial intelligence applications. One approach to making a neural network probabilistic is to leverage a Monte Carlo sampling approach that samples a trained network while incorporating noise. Such sampling approaches for neural networks have not been extensively studied due to the prohibitive requirement of many computationally expensive samples. While the development of future microelectronics platforms that make this sampling more efficient is an attractive option, it has not been immediately clear how to sample a neural network and what the quality of random number generation should be. This research aimed to start addressing these two fundamental questions by examining basic “off the shelf” neural networks can be sampled through a few different mechanisms (including synapse “dropout” and neuron “dropout”) and examine how these sampling approaches can be evaluated both in terms of evaluating algorithm effectiveness and the required quality of random numbers.

97 MATHEMATICS AND COMPUTING↗