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At least 217 records · Page 12

hIPPYlib-MUQ: A Bayesian Inference Software Framework for Integration of Data with Complex Predictive Models under Uncertainty

Bayesian inference provides a systematic framework for integration of data with mathematical models to quantify the uncertainty in the solution of the inverse problem. However, the solution of Bayesian inverse problems governed by complex forward models described by partial differential equations (PDEs) remains prohibitive with black-box Markov chain Monte Carlo (MCMC) methods. We present hIPPYlib-MUQ, an extensible and scalable software framework that contains implementations of state-of-the art algorithms aimed to overcome the challenges of high-dimensional, PDE-constrained Bayesian inverse problems. These algorithms accelerate MCMC sampling by exploiting the geometry and intrinsic low-dimensionality of parameter space via derivative information and low rank approximation. The software integrates two complementary open-source software packages, hIPPYlib and MUQ. hIPPYlib solves PDE-constrained inverse problems using automatically-generated adjoint-based derivatives, but it lacks full Bayesian capabilities. MUQ provides a spectrum of powerful Bayesian inversion models and algorithms, but expects forward models to come equipped with gradients and Hessians to permit large-scale solution. By combining these two complementary libraries, we created a robust, scalable, and efficient software framework that realizes the benefits of each and allows us to tackle complex large-scale Bayesian inverse problems across a broad spectrum of scientific and engineering disciplines. To illustrate the capabilities of hIPPYlib-MUQ, we present a comparison of a number of MCMC methods available in the integrated software on several high-dimensional Bayesian inverse problems. These include problems characterized by both linear and nonlinear PDEs, various noise models, and different parameter dimensions. The results demonstrate that large (~ 50×) speedups over conventional black box and gradient-based MCMC algorithms can be obtained by exploiting Hessian information (from the log-posterior), underscoring the power of the integrated hIPPYlib-MUQ framework.

97 MATHEMATICS AND COMPUTING↗

Commuter preferences for a first-mile/last-mile microtransit service in the United States

Transportation system models rely heavily upon value of time (VOT) estimates to predict customer behavior. Accurate VOT estimates are particularly vital for planning new services such as on-demand ride hailing or microtransit because customers’ sensitivity to wait time, walk time, and route detour time affects their likelihood of selecting these modes. If an incorrect VOT is assumed during service planning, then ridership will be depressed because of a mismatch between their preferences and how the system is designed. In this paper, we report on the measurement of VOT for microtransit, a shared first-mile/last-mile mobility service, obtained using stated preference microdata from four U.S. cities. Here, we found a median in-vehicle VOT for microtransit of $\$$18.63 (95% CI: $\$$13.39–$\$$24.46) and an access VOT of $\$$75.38 (95% CI: $\$$59.22–$\$$94.96). The former is practically equal to the VOT we found for respondents’ current modes ($\$$20.24, 95% CI: $\$$13.71–$\$$26.94). We also found that men, younger riders, the highly educated, and transit riders are more likely to be interested in microtransit. Since the disutility of time spent on microtransit is not higher than that of other modes, we believe this new service has the potential to attract riders, and particularly if the system is designed with low waiting and walking times.

32 ENERGY CONSERVATION, CONSUMPTION, AND UTILIZATI↗

A Differentiable Hydrology Approach for Modeling With Time-Varying Parameters

In the analysis of observational data with mathematical models, it is often desirable to let one or more model parameters vary with time to account for changing environmental conditions or to offer more flexibility. A standard approach for dynamic models is to allow for the number of parameters to grow as a function of time, leading to a high-dimensional inference problem for long data records. We propose using Hamiltonian Monte Carlo, a gradient-based Markov chain Monte Carlo (MCMC) method, to perform Bayesian inference for time-varying parameters (TVP) in hydrology models. As derivatives of model error functions with regard to parameters are not available in closed form, we implemented the GR4J rainfall-runoff models in Theano/PyMC3, and Jax/NumPyro, allowing for the application of automatic differentiation techniques. A simulation experiment assessing the viability of these methods for recovering underlying temporal variation in parameters indicates that a discrete Gaussian random walk-based prior appears to be best suited across a range of scenarios while the continuous-time Gaussian process compares relatively poorly. In an analysis of 20 years of daily real-world streamflow records from the Model Parameter Estimation Experiment (MOPEX) hydrology data set with increasing data sparsity and at multiple temporal resolutions, we find that TVP inference with gradient-based MCMC is a flexible and reliable approach for analyzing hydrology models with dynamic parameter sets.

54 ENVIRONMENTAL SCIENCES↗

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↗

Sparsifying priors for Bayesian uncertainty quantification in model discovery

We propose a probabilistic model discovery method for identifying ordinary differential equations governing the dynamics of observed multivariate data. Our method is based on the sparse identification of nonlinear dynamics (SINDy) framework, where models are expressed as sparse linear combinations of pre-specified candidate functions. Promoting parsimony through sparsity leads to interpretable models that generalize to unknown data. Instead of targeting point estimates of the SINDy coefficients, we estimate these coefficients via sparse Bayesian inference. The resulting method, uncertainty quantification SINDy (UQ-SINDy), quantifies not only the uncertainty in the values of the SINDy coefficients due to observation errors and limited data, but also the probability of inclusion of each candidate function in the linear combination. UQ-SINDy promotes robustness against observation noise and limited data, interpretability (in terms of model selection and inclusion probabilities) and generalization capacity for out-of-sample forecast. Sparse inference for UQ-SINDy employs Markov chain Monte Carlo, and we explore two sparsifying priors: the spike and slab prior, and the regularized horseshoe prior. UQ-SINDy is shown to discover accurate models in the presence of noise and with orders-of-magnitude less data than current model discovery methods, thus providing a transformative method for real-world applications which have limited data.

97 MATHEMATICS AND COMPUTING↗

Multimodal parameter spaces of a complex multi-channel neuron model

One of the most common types of models that helps us to understand neuron behavior is based on the Hodgkin–Huxley ion channel formulation (HH model). A major challenge with inferring parameters in HH models is non-uniqueness: many different sets of ion channel parameter values produce similar outputs for the same input stimulus. Such phenomena result in an objective function that exhibits multiple modes (i.e., multiple local minima). This non-uniqueness of local optimality poses challenges for parameter estimation with many algorithmic optimization techniques. HH models additionally have severe non-linearities resulting in further challenges for inferring parameters in an algorithmic fashion. To address these challenges with a tractable method in high-dimensional parameter spaces, we propose using a particular Markov chain Monte Carlo (MCMC) algorithm, which has the advantage of inferring parameters in a Bayesian framework. The Bayesian approach is designed to be suitable for multimodal solutions to inverse problems. We introduce and demonstrate the method using a three-channel HH model. We then focus on the inference of nine parameters in an eight-channel HH model, which we analyze in detail. We explore how the MCMC algorithm can uncover complex relationships between inferred parameters using five injected current levels. The MCMC method provides as a result a nine-dimensional posterior distribution, which we analyze visually with solution maps or landscapes of the possible parameter sets. The visualized solution maps show new complex structures of the multimodal posteriors, and they allow for selection of locally and globally optimal value sets, and they visually expose parameter sensitivities and regions of higher model robustness. We envision these solution maps as enabling experimentalists to improve the design of future experiments, increase scientific productivity and improve on model structure and ideation when the MCMC algorithm is applied to experimental 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↗

A Note on the Effects of Linear Topology Preservation in Monte Carlo Simulations of Knotted Proteins

Monte Carlo simulations are a powerful technique and are widely used in different fields. When applied to complex molecular systems with long chains, such as those in synthetic polymers and proteins, they have the advantage of providing a fast and computationally efficient way to sample equilibrium ensembles and calculate thermodynamic and structural properties under desired conditions. Conformational Monte Carlo techniques employ a move set to perform the transitions in the simulation Markov chain. While accepted conformations must preserve the sequential bonding of the protein chain model and excluded volume among its units, the moves themselves may take the chain across itself. We call this a break in linear topology preservation. In this manuscript, we show, using simple protein models, that there is no difference in equilibrium properties calculated with a move set that preserves linear topology and one that does not. However, for complex structures, such as those of deeply knotted proteins, the preservation of linear topology provides correct equilibrium results but only after long relaxation. In any case, to analyze folding pathways, knotting mechanisms and folding kinetics, the preservation of linear topology may be an unavoidable requirement.

Especial, João N. C. (ORCID:0000000254765370)↗

Atmospheric Correction of Satellite Ocean-Color Imagery During the PACE Era

The Plankton, Aerosol, Cloud, ocean Ecosystem (PACE) mission will carry into space the Ocean Color Instrument (OCI), a spectrometer measuring at 5 nm spectral resolution in the ultraviolet (UV) to near infrared (NIR) with additional spectral bands in the shortwave infrared (SWIR), and two multi-angle polarimeters that will overlap the OCI spectral range and spatial coverage, i. e., the Spectrometer for Planetary Exploration (SPEXone) and the Hyper-Angular Rainbow Polarimeter (HARP2). These instruments, especially when used in synergy, have great potential for improving estimates of water reflectance in the post Earth Observing System (EOS) era. Extending the top-of-atmosphere (TOA) observations to the UV, where aerosol absorption is effective, adding spectral bands in the SWIR, where even the most turbid waters are black and sensitivity to the aerosol coarse mode is higher than at shorter wavelengths, and measuring in the oxygen A-band to estimate aerosol altitude will enable greater accuracy in atmospheric correction for ocean color science. The multi-angular and polarized measurements, sensitive to aerosol properties (e.g., size distribution, index of refraction), can further help to identify or constrain the aerosol model, or to retrieve directly water reflectance. Algorithms that exploit the new capabilities are presented, and their ability to improve accuracy is discussed. They embrace a modern, adapted heritage two-step algorithm and alternative schemes (deterministic, statistical) that aim at inverting the TOA signal in a single step. These schemes, by the nature of their construction, their robustness, their generalization properties, and their ability to associate uncertainties, are expected to become the new standard in the future. A strategy for atmospheric correction is presented that ensures continuity and consistency with past and present ocean-color missions while enabling full exploitation of the new dimensions and possibilities. Despite the major improvements anticipated with the PACE instruments, gaps/issues remain to be filled/tackled. They include dealing properly with whitecaps, taking into account Earth-curvature effects, correcting for adjacency effects, accounting for the coupling between scattering and absorption, modeling accurately water reflectance, and acquiring a sufficiently representative dataset of water reflectance in the UV to SWIR. Dedicated efforts, experimental and theoretical, are in order to gather the necessary information and rectify inadequacies. Ideas and solutions are put forward to address the unresolved issues. Thanks to its design and characteristics, the PACE mission will mark the beginning of a new era of unprecedented accuracy in ocean-color radiometry from space.

ocean color↗

Search for low mass dark matter in DarkSide-50: the bayesian network approach

Abstract We present a novel approach for the search of dark matter in the DarkSide-50 experiment, relying on Bayesian Networks. This method incorporates the detector response model into the likelihood function, explicitly maintaining the connection with the quantity of interest. No assumptions about the linearity of the problem or the shape of the probability distribution functions are required, and there is no need to morph signal and background spectra as a function of nuisance parameters. By expressing the problem in terms of Bayesian Networks, we have developed an inference algorithm based on a Markov Chain Monte Carlo to calculate the posterior probability. A clever description of the detector response model in terms of parametric matrices allows us to study the impact of systematic variations of any parameter on the final results. Our approach not only provides the desired information on the parameter of interest, but also potential constraints on the response model. Our results are consistent with recent published analyses and further refine the parameters of the detector response model.

72 PHYSICS OF ELEMENTARY PARTICLES AND FIELDS↗

Unsupervised Detection of Planetary Craters by a Marked Point Process

With the launch of several planetary missions in the last decade, a large amount of planetary images is being acquired. Preferably, automatic and robust processing techniques need to be used for data analysis because of the huge amount of the acquired data. Here, the aim is to achieve a robust and general methodology for crater detection. A novel technique based on a marked point process is proposed. First, the contours in the image are extracted. The object boundaries are modeled as a configuration of an unknown number of random ellipses, i.e., the contour image is considered as a realization of a marked point process. Then, an energy function is defined, containing both an a priori energy and a likelihood term. The global minimum of this function is estimated by using reversible jump Monte-Carlo Markov chain dynamics and a simulated annealing scheme. The main idea behind marked point processes is to model objects within a stochastic framework: Marked point processes represent a very promising current approach in the stochastic image modeling and provide a powerful and methodologically rigorous framework to efficiently map and detect objects and structures in an image with an excellent robustness to noise. The proposed method for crater detection has several feasible applications. One such application area is image registration by matching the extracted features.

Troglio, G.↗

Stochastic simulation of occupant-driven energy use in a bottom-up residential building stock model

The residential buildings sector is one of the largest electricity consumers worldwide and contributes disproportionally to peak electricity demand in many regions. Strongly driven by occupant activities, household energy consumption is stochastic and heterogeneous in nature. However, most residential energy models applied by industry use homogeneous, deterministic activity schedules, which work well for predictions of annual energy consumption, but can result in unrealistic hourly or sub-hourly electric load profiles, with exaggerated or muted peaks. The increasing proportion of variable renewable energy generators means that representing the heterogeneity and stochasticity of occupant behavior is now crucial for reliable planning at both bulk-power and distribution-system scales. This work presents a novel and open-source occupancy simulation approach that can simulate a diverse set of individual occupant and household event schedules for all major electricity, fuel, and hot water end uses. To accomplish this, we evaluated three alternative occupant activity simulation approaches before selecting a hybrid combining time-inhomogeneous Markov chains and probability-sampling of event durations and magnitudes. Further, we integrated the stochastic occupancy simulation with an open-source bottom-up physics-simulation building stock model and published a set of 550,000 diverse household end-use activity schedules representing a national housing stock. The simulator was verified against time-use survey data, and simulation results were validated against measured end-use electricity data for accuracy and reliability. While we use data for the United States, our application demonstrates how similar approaches could be applied using the time-use survey data collected in many countries around the world.

32 ENERGY CONSERVATION, CONSUMPTION, AND UTILIZATI↗

Kepler Uniform Modeling of KOIs: MCMC Notes for Data Release 25

This document describes data products related to the reported planetary parameters and uncertainties for the Kepler Objects of Interest (KOIs) based on a Markov-Chain-Monte-Carlo (MCMC) analysis. Reported parameters, uncertainties and data products can be found at the NASA Exoplanet Archive . The codes used for this data analysis are available on the Github website (Rowe 2016). The relevant paper for details of the calculations is Rowe et al. (2015). The main differences between the model fits discussed here and those in the DR24 catalogue are that the DR25 light curves were used in the analysis, our processing of the MAST light curves took into account different data flags, the number of chains calculated was doubled to 200 000, and the parameters which are reported are based on a damped least-squares fit, instead of the median value from the Markov chain or the chain with the lowest 2 as reported in the past.

DR25↗

Dark matter clumps as sources of gravitational-wave glitches in LIGO-Virgo-KAGRA data

We consider the hypothetical possibility that nonstationary glitch features in the noise of ground-based gravitational-wave detectors could be produced by small dark matter clumps that pass through the earth in the vicinity of gravitational-wave detectors. Here, we first derive the gravitational-wave strain that would be generated by the passage of such a dark matter clump. We find that the strain is primarily sourced by the Newtonian gravitational acceleration of the mirrors toward the clump and by the Shapiro time delay of the photons in the laser beams as they pass through the gravitational potential created by the dark matter clump. We also find that the Newtonian acceleration effect dominates the gravitational-wave strain for both ground and space-based interferometers. We then compare our dark matter clump, gravitational-wave strain model to 84 Koi-Fish glitches detected during the second observing run of the LIGO/Virgo/KAGRA Collaboration through a Markov chain Monte Carlo Bayesian analysis. We find that all glitches but nine can be confidently rejected as having originated from dark matter clumps. For the remaining glitches, the dark matter hypothesis cannot be excluded, and the maximum a posteriori parameters yield minimum densities of about 10 −7 g⁡/cm 3 , within the model. These results allow us to place the first direct upper limits with gravitational-wave detectors on the local over-density of dark matter in the form of clumps in the local neighborhood of Earth, namely 𝜌 DM ⁢clumps ≲ 10 −15 g⁡/cm −3 .

Astronomy and AstroPhysics↗

Fracton Hydrodynamics without Time-Reversal Symmetry

Here, we present an effective field theory for the nonlinear fluctuating hydrodynamics of a single conserved charge with or without time-reversal symmetry, based on the Martin-Siggia-Rose formalism. Applying this formalism to fluids with only charge and multipole conservation, and with broken time-reversal symmetry, we predict infinitely many new dynamical universality classes, including some with arbitrarily large upper critical dimensions. Using large scale simulations of classical Markov chains, we find numerical evidence for a breakdown of hydrodynamics in quadrupole-conserving models with broken time-reversal symmetry in one spatial dimension. Our framework can be applied to the hydrodynamics around stationary states of open systems, broadening the applicability of previously developed ideas and methods to a wide range of systems in driven and active matter.

75 CONDENSED MATTER PHYSICS, SUPERCONDUCTIVITY AND↗

Photometric Objects around Cosmic Webs (PAC) Delineated in a Spectroscopic Survey. I. Methods

We provide a method for estimating the projected density distribution ${\bar{n}}_{2}{w}_{p}({r}_{p})$ of photometric objects around spectroscopic objects in a spectroscopic survey. This quantity describes the distribution of photometric sources with certain physical properties (e.g., luminosity, mass, and color) around cosmic webs (PAC) traced by the spectroscopic objects. The method can make full use of current and future deep and wide photometric surveys to explore the formation of galaxies up to medium redshift (z s < 2) 3 with the aid of cosmological spectroscopic surveys that sample only a fairly limited species of objects (e.g., emission line galaxies). As an example, we apply the PAC method to the CMASS spectroscopic and HSC-SSP PDR2 photometric samples to explore the distribution of galaxies for a wide range of stellar masses from 10 9.0 to 10 12.0 M ⊙ around massive galaxies at z s ≈ 0.6. Using the abundance-matching method, we model ${\bar{n}}_{2}{w}_{p}({r}_{p})$ in N-body simulation using Markov chain Monte Carlo sampling, and we accurately measure the stellar–halo mass relation and stellar mass function for the whole mass range. We can also measure the conditional stellar mass function of satellites for central galaxies of different mass. The PAC method has many potential applications for studying the evolution of galaxies.

79 ASTRONOMY AND ASTROPHYSICS↗

Bayesian inference of structured latent spaces from neural population activity with the orthogonal stochastic linear mixing model

The brain produces diverse functions, from perceiving sounds to producing arm reaches, through the collective activity of populations of many neurons. Determining if and how the features of these exogenous variables (e.g., sound frequency, reach angle) are reflected in population neural activity is important for understanding how the brain operates. Often, high-dimensional neural population activity is confined to low-dimensional latent spaces. However, many current methods fail to extract latent spaces that are clearly structured by exogenous variables. This has contributed to a debate about whether or not brains should be thought of as dynamical systems or representational systems. Here, we developed a new latent process Bayesian regression framework, the orthogonal stochastic linear mixing model (OSLMM) which introduces an orthogonality constraint amongst time-varying mixture coefficients, and provide Markov chain Monte Carlo inference procedures. We demonstrate superior performance of OSLMM on latent trajectory recovery in synthetic experiments and show superior computational efficiency and prediction performance on several real-world benchmark data sets. We primarily focus on demonstrating the utility of OSLMM in two neural data sets: μ ECoG recordings from rat auditory cortex during presentation of pure tones and multi-single unit recordings form monkey motor cortex during complex arm reaching. We show that OSLMM achieves superior or comparable predictive accuracy of neural data and decoding of external variables (e.g., reach velocity). Most importantly, in both experimental contexts, we demonstrate that OSLMM latent trajectories directly reflect features of the sounds and reaches, demonstrating that neural dynamics are structured by neural representations. Together, these results demonstrate that OSLMM will be useful for the analysis of diverse, large-scale biological time-series datasets.

59 BASIC BIOLOGICAL SCIENCES↗