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At least 307 records · Page 17

Official data release for Bayes 2022 paper, arXiv:2311.07835

Official data release to accompany the first NOvA Bayesian results paper, https://arxiv.org/abs/2311.07835. The included `README.md` below describes the contents more fully, but in short, included here are: * A `README.md` describing the files * Four `.root` files containing marginal posterior densities in neutrino oscillation parameters, and associated 1D and 2D credible regions derived from them * One `.root` file containing a `TTree` with Markov Chain Monte Carlo samples, which can be used to recreate the posteriors above. **Please use the URL below to download this large (2GB) file** https://mod.fnal.gov/cwsmod/n/nova_docdb_ext/arxiv-2311.07835.data-release.mcmcsamples.root * One Jupyter notebook giving extensive examples how the MCMC samples above can be used

Collaboration, NOvA↗

Scalable Bayesian Physics-Informed Kolmogorov-Arnold Networks

Uncertainty quantification (UQ) plays a pivotal role in scientific machine learning, especially when surrogate models are used to approximate complex systems. Although multilayer perceptions (MLPs) are commonly employed as surrogates, they often suffer from overfitting due to their large number of parameters. Kolmogorov-Arnold networks (KANs) offer an alternative solution with fewer parameters. However, gradient-based inference methods, such as Hamiltonian Monte Carlo (HMC), may result in computational inefficiency when applied to KANs, especially for large-scale datasets, due to the high cost of back-propagation. To address these challenges, we propose a novel approach, combining the dropout Tikhonov ensemble Kalman inversion (DTEKI) with Chebyshev KANs. This gradient-free method effectively mitigates overfitting and enhances numerical stability. In addition, we incorporate the active subspace method to reduce the parameter-space dimensionality, allowing us to improve the accuracy of predictions and obtain more reliable uncertainty estimates. Extensive experiments demonstrate the efficacy of our approach in various test cases, including scenarios with large datasets and high noise levels. Our results show that the new method achieves comparable or better accuracy, much higher efficiency as well as stability compared to HMC, in addition to scalability. Moreover, by leveraging the low-dimensional parameter subspace, our method preserves prediction accuracy while substantially reducing further the computational cost.

97 MATHEMATICS AND COMPUTING↗

Bayes_Opt-SWMM: A Gaussian process-based Bayesian optimization tool for real-time flood modeling with SWMM

Real-time flood model plays a pivotal role in averting urban flood damage, particularly when there is minimal lead time for preparatory measures. However, urban flood modeling in real-time often contends with inherent uncertainties arising from input data uncertainty and parameter ambiguities. Here this study introduces a real-time calibration (RTC) tool called Bayes_Opt-SWMM, specifically tailored for real-time urban flood modeling and uncertainty optimization. This tool leverages the Gaussian process-based Bayesian optimization algorithm and interfaces seamlessly with the Stormwater Management Model (SWMM). It integrates real-time model forcing data and flood monitoring collected through sensors and gauges which are strategically placed within critical locations of urban drainage systems. Our approach hinges on the Surrogate Model based Uncertainty Optimization (SMUO) concept, providing an avenue for enhancing real-time flood modeling. Bayes_Opt-SWMM runs the optimization process using a surrogate model called Gaussian Process emulator with two inference methods: (1) the Gaussian Process (GP) model and (2) Markov Chain Monte Carlo (MCMC) algorithm in GP model (GP_MCMC). Furthermore, three acquisition functions, namely Expected Improvement (EI), Maximum Probability of Improvement (MPI), and Lower Confidence Bound (LCB), facilitate optimal parameter fitting within the surrogate models. The efficiency of GP-based surrogate models in learning SWMM model parameters, leads to an improved uncertainty quantification and accelerated real-time flood modeling in urban areas. Overall, Bayes_Opt-SWMM emerges as a cost-effective and valuable tool for real-time flood modeling and monitoring, with significant potential for managing intelligent storm water systems in urban environments.

54 ENVIRONMENTAL SCIENCES↗

Uncertainty Quantification of GEOS-5 L-band Radiative Transfer Model Parameters Using Bayesian Inference and SMOS Observations

Uncertainties in L-band (1.4 GHz) radiative transfer modeling (RTM) affect the simulation of brightness temperatures (Tb) over land and the inversion of satellite-observed Tb into soil moisture retrievals. In particular, accurate estimates of the microwave soil roughness, vegetation opacity and scattering albedo for large-scale applications are difficult to obtain from field studies and often lack an uncertainty estimate. Here, a Markov Chain Monte Carlo (MCMC) simulation method is used to determine satellite-scale estimates of RTM parameters and their posterior uncertainty by minimizing the misfit between long-term averages and standard deviations of simulated and observed Tb at a range of incidence angles, at horizontal and vertical polarization, and for morning and evening overpasses. Tb simulations are generated with the Goddard Earth Observing System (GEOS-5) and confronted with Tb observations from the Soil Moisture Ocean Salinity (SMOS) mission. The MCMC algorithm suggests that the relative uncertainty of the RTM parameter estimates is typically less than 25 of the maximum a posteriori density (MAP) parameter value. Furthermore, the actual root-mean-square-differences in long-term Tb averages and standard deviations are found consistent with the respective estimated total simulation and observation error standard deviations of m3.1K and s2.4K. It is also shown that the MAP parameter values estimated through MCMC simulation are in close agreement with those obtained with Particle Swarm Optimization (PSO).

MCMC↗

Deducing subnanometer cluster size and shape distributions of heterogeneous supported catalysts

Abstract Infrared (IR) spectra of adsorbate vibrational modes are sensitive to adsorbate/metal interactions, accurate, and easily obtainable in-situ or operando. While they are the gold standards for characterizing single-crystals and large nanoparticles, analogous spectra for highly dispersed heterogeneous catalysts consisting of single-atoms and ultra-small clusters are lacking. Here, we combine data-based approaches with physics-driven surrogate models to generate synthetic IR spectra from first-principles. We bypass the vast combinatorial space of clusters by determining viable, low-energy structures using machine-learned Hamiltonians, genetic algorithm optimization, and grand canonical Monte Carlo calculations. We obtain first-principles vibrations on this tractable ensemble and generate single-cluster primary spectra analogous to pure component gas-phase IR spectra. With such spectra as standards, we predict cluster size distributions from computational and experimental data, demonstrated in the case of CO adsorption on Pd/CeO 2 (111) catalysts, and quantify uncertainty using Bayesian Inference. We discuss extensions for characterizing complex materials towards closing the materials gap.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗

Exploring the Connection Between Sampling Problems in Bayesian Inference and Statistical Mechanics

The Bayesian and statistical mechanical communities often share the same objective in their work - estimating and integrating probability distribution functions (pdfs) describing stochastic systems, models or processes. Frequently, these pdfs are complex functions of random variables exhibiting multiple, well separated local minima. Conventional strategies for sampling such pdfs are inefficient, sometimes leading to an apparent non-ergodic behavior. Several recently developed techniques for handling this problem have been successfully applied in statistical mechanics. In the multicanonical and Wang-Landau Monte Carlo (MC) methods, the correct pdfs are recovered from uniform sampling of the parameter space by iteratively establishing proper weighting factors connecting these distributions. Trivial generalizations allow for sampling from any chosen pdf. The closely related transition matrix method relies on estimating transition probabilities between different states. All these methods proved to generate estimates of pdfs with high statistical accuracy. In another MC technique, parallel tempering, several random walks, each corresponding to a different value of a parameter (e.g. "temperature"), are generated and occasionally exchanged using the Metropolis criterion. This method can be considered as a statistically correct version of simulated annealing. An alternative approach is to represent the set of independent variables as a Hamiltonian system. Considerab!e progress has been made in understanding how to ensure that the system obeys the equipartition theorem or, equivalently, that coupling between the variables is correctly described. Then a host of techniques developed for dynamical systems can be used. Among them, probably the most powerful is the Adaptive Biasing Force method, in which thermodynamic integration and biased sampling are combined to yield very efficient estimates of pdfs. The third class of methods deals with transitions between states described by rate constants. These problems are isomorphic with chemical kinetics problems. Recently, several efficient techniques for this purpose have been developed based on the approach originally proposed by Gillespie. Although the utility of the techniques mentioned above for Bayesian problems has not been determined, further research along these lines is warranted

Pohorille, Andrew↗

Emulator-Based Bayesian Calibration of the CISNET Colorectal Cancer Models

Purpose To calibrate Cancer Intervention and Surveillance Modeling Network (CISNET)'s SimCRC, MISCAN-Colon, and CRC-SPIN simulation models of the natural history colorectal cancer (CRC) with an emulator-based Bayesian algorithm and internally validate the model-predicted outcomes to calibration targets.Methods We used Latin hypercube sampling to sample up to 50,000 parameter sets for each CISNET-CRC model and generated the corresponding outputs. We trained multilayer perceptron artificial neural networks (ANNs) as emulators using the input and output samples for each CISNET-CRC model. We selected ANN structures with corresponding hyperparameters (i.e., number of hidden layers, nodes, activation functions, epochs, and optimizer) that minimize the predicted mean square error on the validation sample. We implemented the ANN emulators in a probabilistic programming language and calibrated the input parameters with Hamiltonian Monte Carlo-based algorithms to obtain the joint posterior distributions of the CISNET-CRC models' parameters. We internally validated each calibrated emulator by comparing the model-predicted posterior outputs against the calibration targets.Results The optimal ANN for SimCRC had 4 hidden layers and 360 hidden nodes, MISCAN-Colon had 4 hidden layers and 114 hidden nodes, and CRC-SPIN had 1 hidden layer and 140 hidden nodes. The total time for training and calibrating the emulators was 7.3, 4.0, and 0.66 h for SimCRC, MISCAN-Colon, and CRC-SPIN, respectively. The mean of the model-predicted outputs fell within the 95% confidence intervals of the calibration targets in 98 of 110 for SimCRC, 65 of 93 for MISCAN, and 31 of 41 targets for CRC-SPIN.Conclusions Using ANN emulators is a practical solution to reduce the computational burden and complexity for Bayesian calibration of individual-level simulation models used for policy analysis, such as the CISNET CRC models. In this work, we present a step-by-step guide to constructing emulators for calibrating 3 realistic CRC individual-level models using a Bayesian approach.

artificial neural networks↗

m-CUBES An efficient and portable implementation of multi-dimensional integration for gpus

The task of multi-dimensional numerical integration is frequently encountered in physics and other scientific fields, e.g., in modeling the effects of systematic uncertainties in physical systems and in Bayesian parameter estimation. Multi-dimensional integration is often time-prohibitive on CPUs. Efficient implementation on many-core architectures is challenging as the workload across the integration space cannot be predicted a priori. We propose m-Cubes, a novel implementation of the well-known Vegas algorithm for execution on GPUs. Vegas transforms integration variables followed by calculation of a Monte Carlo integral estimate using adaptive partitioning of the resulting space. m-Cubes improves performance on GPUs by maintaining relatively uniform workload across the processors. As a result, our optimized Cuda implementation for Nvidia GPUs outperforms parallelization approaches proposed in past literature. We further demonstrate the efficiency of m-Cubes by evaluating a six-dimensional integral from a cosmology application, achieving significant speedup and greater precision than the CUBA library's CPU implementation of VEGAS. We also evaluate m-Cubes on a standard integrand test suite. m-Cubes outperforms the serial implementations of the Cuba and GSL libraries by orders of magnitude speedup while maintaining comparable accuracy. Our approach yields a speedup of at least 10 when compared against publicly available Monte Carlo based GPU implementations. In summary, m-Cubes can solve integrals that are prohibitively expensive using standard libraries and custom implementations. A modern C++ interface header-only implementation makes m-Cubes portable, allowing its utilization in complicated pipelines with easy to define stateful integrals. Compatibility with non-Nvidia GPUs is achieved with our initial implementation of m-Cubes using the Kokkos framework.

Sakiotis, Ioannis↗

Unbinned extraction of $γ$ from $B\to DK$ with normalizing flows

We introduce an unbinned method for extracting the CKM angle $γ$ from the decay chain $B^\pm \to (D \to K_S π^+ π^-) K^\pm$ using normalizing flows (NFs). The NFs, trained on $D$ decay data, learn a faithful continuous representation of the amplitude and strong phase variation over the $D\to K_Sπ^+π^-$ Dalitz plot whose fidelity improves with increased data sample sizes. With this input, the $B$ decay data can be used to extract the parameters $r_B$, $δ_B$, and $γ$. We test the method on Monte Carlo generated data, where it successfully recovers the injected value of $γ$ within uncertainties. The present implementation propagates statistical uncertainties from finite training data via an ensemble of independently trained flows, and does not attempt to capture the effects of systematic experimental errors. We explore two versions of the method that differ in how the trigonometric constraint on phase variation is encoded, and comment on the possible extension to Bayesian NFs, which would provide direct uncertainty estimates on the learned densities without requiring ensemble training.

Grossman, Yuval [Cornell U., LEPP]↗

Decoding Golden Eagle Movement Behavior from High-Resolution, Variable-Rate Telemetry Data Through Bayesian Filtering

The recent advances in animal tracking technology have enabled the collection of a vast amount of in situ data regarding the movement of wildlife at high spatiotemporal resolution. These data are usually available at variable time resolutions and contains noise (error) originating from GPS fixes. Decoding movement characteristics, particularly of flying animals, from telemetry data while handling these factors is a challenging yet important task for conservation purposes. Typically, this task is broken into two subtasks: resampling, and model calibration. The resampling subtask converts the variable rate positional data into a constant time interval data, while the model calibration subtask uses the resampled data to tune time-invariant parameters of the proposed models. For telemetry data at high temporal resolutions (order of 1 second), it is very challenging to decouple noise from actual movements using interpolation-based resampling techniques. Any errors introduced during resampling can significantly alter the the calibration and prediction attributes of the movement model. We address this problem through a unified Bayesian state-space framework that can handle both the resampling and calibration tasks in a single step. In addition, we use the speed and heading of the bird from telemetry data to regularize the position information of the bird. We use a Kalman filtering approach to include these nonlinearly related motion parameters within the state space framework. We cross-validated to quantify how this inclusion affects the model performance in estimating true bird movements. The relationship between the true state of the bird and environmental and topographical covariates is then represented parametrically. These parameters are then tuned using stochastic sampling strategies like Markov Chain Monte Carlo (MCMC). We use the telemetry data collected from golden eagles in the western USA to demonstrate the applicability of this approach to build a predictive, probabilistic movement model. Our preliminary results show that this approach provides improved predictive performance in terms of capturing higher-order motion parameters such as angular and horizontal accelerations, which may have simpler and more direct relationships with environmental covariates than corresponding speeds. In this talk, we will demonstrate how this state-space approach benefits the prediction capabilities of a movement model in simulating golden eagle paths through a wind power plant in Wyoming given certain atmospheric conditions. The model outcomes are aimed at informing mitigation strategies that can minimize the potential for collisions of golden eagles with wind turbines.

Bayesian methods↗

Tool Support for Parametric Analysis of Large Software Simulation Systems

The analysis of large and complex parameterized software systems, e.g., systems simulation in aerospace, is very complicated and time-consuming due to the large parameter space, and the complex, highly coupled nonlinear nature of the different system components. Thus, such systems are generally validated only in regions local to anticipated operating points rather than through characterization of the entire feasible operational envelope of the system. We have addressed the factors deterring such an analysis with a tool to support envelope assessment: we utilize a combination of advanced Monte Carlo generation with n-factor combinatorial parameter variations to limit the number of cases, but still explore important interactions in the parameter space in a systematic fashion. Additional test-cases, automatically generated from models (e.g., UML, Simulink, Stateflow) improve the coverage. The distributed test runs of the software system produce vast amounts of data, making manual analysis impossible. Our tool automatically analyzes the generated data through a combination of unsupervised Bayesian clustering techniques (AutoBayes) and supervised learning of critical parameter ranges using the treatment learner TAR3. The tool has been developed around the Trick simulation environment, which is widely used within NASA. We will present this tool with a GN&C (Guidance, Navigation and Control) simulation of a small satellite system.

Schumann, Johann↗

DIGS: deep inference of galaxy spectra with neural posterior estimation

Abstract With the advent of billion-galaxy surveys with complex data, the need of the hour is to efficiently model galaxy spectral energy distributions (SEDs) with robust uncertainty quantification. The combination of simulation-based inference (SBI) and amortized neural posterior estimation (NPE) has been successfully used to analyse simulated and real galaxy photometry both precisely and efficiently. In this work, we utilise this combination and build on existing literature to analyse simulated noisy galaxy spectra. Here, we demonstrate a proof-of-concept study of spectra that is (a) an efficient analysis of galaxy SEDs and inference of galaxy parameters with physically interpretable uncertainties; and (b) amortized calculations of posterior distributions of said galaxy parameters at the modest cost of a few galaxy fits with Markov chain Monte Carlo (MCMC) methods. We utilise the SED generator and inference framework Prospector to generate simulated spectra, and train a dataset of 2 × 10 6 spectra (corresponding to a five-parameter SED model) with NPE. We show that SBI—with its combination of fast and amortized posterior estimations—is capable of inferring accurate galaxy stellar masses and metallicities. Our uncertainty constraints are comparable to or moderately weaker than traditional inverse-modelling with Bayesian MCMC methods (e.g. 0.17 and 0.26 dex in stellar mass and metallicity for a given galaxy, respectively). We also find that our inference framework conducts rapid SED inference (0.9–1.2 × 10 5 galaxy spectra via SBI/NPE at the cost of 1 MCMC-based fit). With this work, we set the stage for further work that focuses of SED fitting of galaxy spectra with SBI, in the era of JWST galaxy survey programs and the wide-field Roman Space Telescope spectroscopic surveys.

spectroscopy↗

Posterior Regularized Bayesian Neural Network

Traditional NNs often lack the ability for uncertainty quantification. Bayesian NNs(BNNs) could help measure the confidence level by using distributions in NNs modeling. Besides, knowledge is commonly available and could improve the performance of BNNs if it can be properly incorporated. In this work, we propose a novel Posterior-Regularized BNN(PR-BNN) model by incorporating soft and hard constraints as a posterior regularization term. We also propose an augmented Lagrangian method and stochastic optimization algorithm for efficient updating via Monte Carlo sampling. The simulations and case studies for solar PV plants have shown the performance improvement of the proposed model over traditional BNNs.

97 MATHEMATICS AND COMPUTING↗

Posterior Regularized Bayesian Neural Network

Traditional NNs often lack the ability for uncertainty quantification. Bayesian NNs(BNNs) could help measure the confidence level by using distributions in NNs modeling. Besides, knowledge is commonly available and could improve the performance of BNNs if it can be properly incorporated. In this work, we propose a novel Posterior-Regularized BNN(PR-BNN) model by incorporating soft and hard constraints as a posterior regularization term. We also propose an augmented Lagrangian method and stochastic optimization algorithm for efficient updating via Monte Carlo sampling. The simulations and case studies in solar energy prediction have shown the performance improvement of the proposed model over traditional BNNs.

14 SOLAR ENERGY↗

Filtering in Hybrid Dynamic Bayesian Networks

We implement a 2-time slice dynamic Bayesian network (2T-DBN) framework and make a 1-D state estimation simulation, an extension of the experiment in (v.d. Merwe et al., 2000) and compare different filtering techniques. Furthermore, we demonstrate experimentally that inference in a complex hybrid DBN is possible by simulating fault detection in a watertank system, an extension of the experiment in (Koller & Lerner, 2000) using a hybrid 2T-DBN. In both experiments, we perform approximate inference using standard filtering techniques, Monte Carlo methods and combinations of these. In the watertank simulation, we also demonstrate the use of 'non-strict' Rao-Blackwellisation. We show that the unscented Kalman filter (UKF) and UKF in a particle filtering framework outperform the generic particle filter, the extended Kalman filter (EKF) and EKF in a particle filtering framework with respect to accuracy in terms of estimation RMSE and sensitivity with respect to choice of network structure. Especially we demonstrate the superiority of UKF in a PF framework when our beliefs of how data was generated are wrong. Furthermore, we investigate the influence of data noise in the watertank simulation using UKF and PFUKD and show that the algorithms are more sensitive to changes in the measurement noise level that the process noise level. Theory and implementation is based on (v.d. Merwe et al., 2000).

Andersen, Morten Nonboe↗

Personalized and uncertainty-aware coronary hemodynamics simulations: From Bayesian estimation to improved multi-fidelity uncertainty quantification

Non-invasive simulations of coronary hemodynamics have improved clinical risk stratification and treatment outcomes for coronary artery disease, compared to relying on anatomical imaging alone. However, simulations typically use empirical approaches to distribute total coronary flow amongst the arteries in the coronary tree, which ignores patient variability, the presence of disease, and other clinical factors. Further, uncertainty in the clinical data often remains unaccounted for in the modeling pipeline. We present an end-to-end uncertainty-aware pipeline to (1) personalize coronary flow simulations by incorporating vessel-specific coronary flows as well as cardiac function; and (2) predict clinical and biomechanical quantities of interest with improved precision, while accounting for uncertainty in the clinical data. We assimilate patient-specific measurements of myocardial blood flow from clinical CT myocardial perfusion imaging to estimate branch-specific coronary artery flows. Simulated noise in the clinical data is used to estimate the joint posterior distributions of the model parameters using adaptive Markov Chain Monte Carlo sampling. Additionally, the posterior predictive distribution for the relevant quantities of interest is determined using a new approach combining multi-fidelity Monte Carlo estimation with non-linear, data-driven dimensionality reduction. This leads to improved correlations between high- and low-fidelity model outputs. Our framework accurately recapitulates clinically measured cardiac function as well as branch-specific coronary flows under measurement noise uncertainty. We observe substantial reductions in confidence intervals for estimated quantities of interest compared to single-fidelity Monte Carlo estimation and state-of-the-art multi-fidelity Monte Carlo methods. This holds especially true for quantities of interest that showed limited correlation between the low- and high-fidelity model predictions. In addition, the proposed multi-fidelity Monte Carlo estimators are significantly cheaper to compute than traditional estimators, under a specified confidence level or variance. The proposed pipeline for personalized and uncertainty-aware predictions of coronary hemodynamics is based on routine clinical measurements and recently developed techniques for CT myocardial perfusion imaging. The proposed pipeline offers significant improvements in precision and reduction in computational cost.

Bayesian parameter estimation↗

Multi-fidelity Bayesian neural networks: Algorithms and applications

Here we propose a new class of Bayesian neural networks (BNNs) that can be trained using noisy data of variable fidelity, and we apply them to learn function approximations as well as to solve inverse problems based on partial differential equations (PDEs). These multi-fidelity BNNs consist of three neural networks: The first is a fully connected neural network, which is trained following the maximum a posteriori probability (MAP) method to fit the low-fidelity data; the second is a Bayesian neural network employed to capture the cross-correlation with uncertainty quantification between the low- and high-fidelity data; and the last one is the physics-informed neural network, which encodes the physical laws described by PDEs. For the training of the last two neural networks, we first employ the mean-field variational inference (VI) to maximize the evidence lower bound (ELBO) to obtain informative prior distributions for the hyperparameters in the BNNs, and subsequently we use the Hamiltonian Monte Carlo (HMC) method to estimate accurately the posterior distributions for the corresponding hyperparameters. We demonstrate the accuracy of the present method using synthetic data as well as real measurements. Specifically, we first approximate a one- and four-dimensional function, and then infer the reaction rates in one- and two-dimensional diffusion-reaction systems. Moreover, we infer the sea surface temperature (SST) in the Massachusetts and Cape Cod Bays using satellite images and in-situ measurements. Taken together, our results demonstrate that the present method can capture both linear and nonlinear correlation between the low- and high-fidelity data adaptively, identify unknown parameters in PDEs, and quantify uncertainties in predictions, given a few scattered noisy high-fidelity data. Finally, we demonstrate that we can effectively and efficiently reduce the uncertainties and hence enhance the prediction accuracy with an active learning approach, using as examples a specific one-dimensional function approximation and an inverse PDE problem.

97 MATHEMATICS AND COMPUTING↗