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At least 325 records · Page 18

Exact and efficient hybrid Monte Carlo algorithm for accelerated Bayesian inference of gene expression models from snapshots of single-cell transcripts

Single cells exhibit a significant amount of variability in transcript levels, which arises from slow, stochastic transitions between gene expression states. Elucidating the nature of these states and understanding how transition rates are affected by different regulatory mechanisms require state-of-the-art methods to infer underlying models of gene expression from single cell data. A Bayesian approach to statistical inference is the most suitable method for model selection and uncertainty quantification of kinetic parameters using small data sets. However, this approach is impractical because current algorithms are too slow to handle typical models of gene expression. To solve this problem, we first show that time-dependent mRNA distributions of discrete-state models of gene expression are dynamic Poisson mixtures, whose mixing kernels are characterized by a piecewise deterministic Markov process. Here, we combined this analytical result with a kinetic Monte Carlo algorithm to create a hybrid numerical method that accelerates the calculation of time-dependent mRNA distributions by 1000-fold compared to current methods. We then integrated the hybrid algorithm into an existing Monte Carlo sampler to estimate the Bayesian posterior distribution of many different, competing models in a reasonable amount of time. We demonstrate that kinetic parameters can be reasonably constrained for modestly sampled data sets if the model is known a priori. If there are many competing models, Bayesian evidence can rigorously quantify the likelihood of a model relative to other models from the data. We demonstrate that Bayesian evidence selects the true model and outperforms approximate metrics typically used for model selection.

59 BASIC BIOLOGICAL SCIENCES↗

Parameter Estimation for Compact Binaries with Ground-Based Gravitational-Wave Observations Using the LALInference

The Advanced LIGO and Advanced Virgo gravitational wave (GW) detectors will begin operation in the coming years, with compact binary coalescence events a likely source for the first detections. The gravitational waveforms emitted directly encode information about the sources, including the masses and spins of the compact objects. Recovering the physical parameters of the sources from the GW observations is a key analysis task. This work describes the LALInference software library for Bayesian parameter estimation of compact binary signals, which builds on several previous methods to provide a well-tested toolkit which has already been used for several studies. We show that our implementation is able to correctly recover the parameters of compact binary signals from simulated data from the advanced GW detectors. We demonstrate this with a detailed comparison on three compact binary systems: a binary neutron star (BNS), a neutron star - black hole binary (NSBH) and a binary black hole (BBH), where we show a cross-comparison of results obtained using three independent sampling algorithms. These systems were analysed with non-spinning, aligned spin and generic spin configurations respectively, showing that consistent results can be obtained even with the full 15-dimensional parameter space of the generic spin configurations. We also demonstrate statistically that the Bayesian credible intervals we recover correspond to frequentist confidence intervals under correct prior assumptions by analysing a set of 100 signals drawn from the prior. We discuss the computational cost of these algorithms, and describe the general and problem-specific sampling techniques we have used to improve the efficiency of sampling the compact binary coalescence (CBC) parameter space.

gravitational wave↗

Bayesian Analysis of Step-Stress Accelerated Life Test with Exponential Distribution

In this article, we propose a general Bayesian inference approach to the step-stress accelerated life test with type II censoring. We assume that the failure times at each stress level are exponentially distributed and the test units are tested in an increasing order of stress levels. We formulate the prior distribution of the parameters of life-stress function and integrate the engineering knowledge of product failure rate and acceleration factor into the prior. The posterior distribution and the point estimates for the parameters of interest are provided. Through the Markov chain Monte Carlo technique, we demonstrate a nonconjugate prior case using an industrial example. It is shown that with the Bayesian approach, the statistical precision of parameter estimation is improved and, consequently, the required number of failures could be reduced.

14 SOLAR ENERGY↗

Random field optimization

Herein we present a new modeling paradigm for optimization that we call random field optimization. Random fields are a powerful modeling abstraction that aims to capture the behavior of random variables that live on infinite-dimensional spaces (e.g., space and time) such as stochastic processes (e.g., time series, Gaussian processes, and Markov processes), random matrices, and random spatial fields. This paradigm involves sophisticated mathematical objects (e.g., stochastic differential equations and space-time kernel functions) and has been widely used in neuroscience, geoscience, physics, civil engineering, and computer graphics. Despite of this, however, random fields have seen limited use in optimization; specifically, existing optimization paradigms that involve uncertainty (e.g., stochastic programming and robust optimization) mostly focus on the use of finite random variables. This trend is rapidly changing with the advent of statistical optimization (e.g., Bayesian optimization) and multi-scale optimization (e.g., integration of molecular sciences and process engineering). Our work extends a recently-proposed abstraction for infinite-dimensional optimization problems by capturing more general uncertainty representations. Moreover, we discuss solution paradigms for this new class of problems based on finite transformations and sampling, and identify open questions and challenges.

97 MATHEMATICS AND COMPUTING↗

Field testing and validation of a low-cost MPC for demand flexibility for grid-interactive K-12 schools

K-12 school buildings account for the highest energy consumption within the public sector. Implementing advanced HVAC controls in grid-interactive K-12 schools could bring substantial economic advantages and grid flexibility. Our previous study demonstrated that a low-cost model predictive control (MPC) solution, which coordinates multiple packaged units, can enable demand flexibility without major hardware upgrades. However, a significant gap remains between academic pilots and market-ready scalable solutions. This paper extends the previous single-site pilot to a multi-site demonstration involving three school campuses (95 total units) through a commercial technology transfer process. Addressing the challenge of verifying performance with sparse field data, we present a new statistical approach using Bayesian methods to estimate the MPC’s effect on peak demand. Unlike traditional methods, this approach robustly quantifies uncertainty in non-normal, limited datasets. The results confirm the solution’s replicability, achieving a 21.6–38.9% reduction in HVAC peak demand (10.8–22.1% at the site-level) with > 98% probability across diverse locations. Finally, we document critical barriers to scaling software-as-a-service (SaaS) solutions–such as API instability and diverse legacy systems–and offer practical strategies to accelerate the commercial adoption of grid-interactive efficient buildings.

Ham, Sang Woo↗

Lensing substructure quantification in RXJ1131-1231: a 2 keV lower bound on dark matter thermal relic mass

We study the substructure content of the strong gravitational lens RXJ1131-1231 through a forward modelling approach that relies on generating an extensive suite of realistic simulations. We use a semi-analytic merger tree prescription that allows us to stochastically generate substructure populations whose properties depend on the dark matter particle mass. These synthetic halos are then used as lenses to produce realistic mock images that have the same features, e.g. luminous arcs, quasar positions, instrumental noise and PSF, as the data. We then analyse the data and the simulations in the same way with summary statistics that are sensitive to the signal being targeted and are able to constrain models of dark matter statistically using Approximate Bayesian Computing (ABC) techniques. (In this work, we focus on the thermal relic mass estimate and fix the semi-analytic descriptions of the substructure evolution based on recent literature.) We are able, based on the HST data for RXJ1131-1231, to rule out a warm dark matter thermal relic mass below 2 keV at the 2σ confidence level.

79 ASTRONOMY AND ASTROPHYSICS↗

Risk-informed Predictive Analytics To Achieve Cost-effective Condition-based Monitoring And Maintenance Strategy

The research involves developing risk-informed predictive analytic capabilities to achieve condition-based monitoring and maintenance strategies to reduce overall maintenance costs. The research utilizes data (real-time data, periodic data, and institutional knowledge) related to a particular plant asset from a specific nuclear plant site to develop risk-informed predictive analytic algorithms. The developed algorithms and codes are used to optimize the maintenance strategy and estimate/forecast generation costs based on the state of health of the plant asset. Developed codes specifically include 1. Parameter estimation code based on Bayesian inference 2. Statistical data analysis code 3. Feature engineering code 4. Health classifier code 5. Diagnosis code 6. Prognosis code 7. Hazard code 8. Generation risk code 9. Economic code

Agarwal, Vivek↗

Validation and Calibration of Nuclear Thermal Hydraulics Multiscale Multiphysics Models - Subcooled Flow Boiling Study

In addition to validation data plan, development of advanced techniques for calibration and validation of complex multiscale, multiphysics nuclear reactor simulation codes are a main objective of the CASL VUQ plan. Advanced modeling of LWR systems normally involves a range of physico-chemical models describing multiple interacting phenomena, such as thermal hydraulics, reactor physics, coolant chemistry, etc., which occur over a wide range of spatial and temporal scales. To a large extent, the accuracy of (and uncertainty in) overall model predictions is determined by the correctness of various sub-models, which are not conservation-laws based, but empirically derived from measurement data. Such sub-models normally require extensive calibration before the models can be applied to analysis of real reactor problems. This work demonstrates a case study of calibration of a common model of subcooled flow boiling, which is an important multiscale, multiphysics phenomenon in LWR thermal hydraulics. The calibration process is based on a new strategy of model-data integration, in which, all sub-models are simultaneously analyzed and calibrated using multiple sets of data of different types. Specifically, both data on large-scale distributions of void fraction and fluid temperature and data on small-scale physics of wall evaporation were simultaneously used in this work’s calibration. In a departure from traditional (or common-sense) practice of tuning/calibrating complex models, a modern calibration technique based on statistical modeling and Bayesian inference was employed, which allowed simultaneous calibration of multiple sub-models (and related parameters) using different datasets. Quality of data (relevancy, scalability, and uncertainty) could be taken into consideration in the calibration process. This work presents a step forward in the development and realization of the “CIPS Validation Data Plan” at the Consortium for Advanced Simulation of LWRs to enable quantitative assessment of the CASL modeling of Crud-Induced Power Shift (CIPS) phenomenon, in particular, and the CASL advanced predictive capabilities, in general. This report is prepared for the Department of Energy’s Consortium for Advanced Simulation of LWRs program’s VUQ Focus Area.

97 MATHEMATICS AND COMPUTING↗

Adaptive statistical pattern classifiers for remotely sensed data

A technique for the adaptive estimation of nonstationary statistics necessary for Bayesian classification is developed. The basic approach to the adaptive estimation procedure consists of two steps: (1) an optimal stochastic approximation of the parameters of interest and (2) a projection of the parameters in time or position. A divergence criterion is developed to monitor algorithm performance. Comparative results of adaptive and nonadaptive classifier tests are presented for simulated four dimensional spectral scan data.

Gonzalez, R. C.↗

OTD Observations of Continental US Ground and Cloud Flashes

Lightning optical flash parameters (e.g., radiance, area, duration, number of optical groups, and number of optical events) derived from almost five years of Optical Transient Detector (OTD) data are analyzed. Hundreds of thousands of OTD flashes occurring over the continental US are categorized according to flash type (ground or cloud flash) using US National Lightning Detection Network TM (NLDN) data. The statistics of the optical characteristics of the ground and cloud flashes are inter-compared on an overall basis, and as a function of ground flash polarity. A standard two-distribution hypothesis test is used to inter-compare the population means of a given lightning parameter for the two flash types. Given the differences in the statistics of the optical characteristics, it is suggested that statistical analyses (e.g., Bayesian Inference) of the space-based optical measurements might make it possible to successfully discriminate ground and cloud flashes a reasonable percentage of the time.

Koshak, William↗

Statistical modeling support for calibration of a multiphysics model of subcooled boiling flows

Nuclear reactor system analyses rely on multiple complex models which describe the physics of reactor neutronics, thermal hydraulics, structural mechanics, coolant physico-chemistry, etc. Such coupled multiphysics models require extensive calibration and validation before they can be used in practical system safety study and/or design/technology optimization. This paper presents an application of statistical modeling and Bayesian inference in calibrating an example multiphysics model of subcooled boiling flows which is widely used in reactor thermal hydraulic analysis. The presence of complex coupling of physics in such a model together with the large number of model inputs, parameters and multidimensional outputs poses significant challenge to the model calibration method. However, the method proposed in this work is shown to be able to overcome these difficulties while allowing data (observation) uncertainty and model inadequacy to be taken into consideration. (authors)

22 GENERAL STUDIES OF NUCLEAR REACTORS↗

Robust Statistical Approach for Determination of Graphite Nitridation Using Bayesian Model Comparison

A better estimation of surface reaction efficiency of semiconductor-grade graphite with atomic nitrogen, as well as the calibration error are calculated using Bayesian updating based on experimental data. Compared with a conventional deterministic model, the stochastic model approach is a powerful tool in the sense that the model is capable of taking into account underlying error correlations among the data quantities. In this paper, we investigate four different stochastic models (called “stochastic system model classes” herein) corresponding to different descriptions of modeling and measurement error structures, given one deterministic physical model. These stochastic system model classes differ in the covariance matrix structure that is used in the uncertainty model to represent uncertainties associated with the physical model and experimental measurements. For each model class, Bayesian inference is used to estimate the posterior probabilities of the physical model parameters as well as of the stochastic model parameters. Model comparison and selection are then applied based on two measures including Bayesian evidence and Bayesian information criterion, as well as the deviance information criterion. Both measures suggest the stochastic model class, which considers that a correlation between errors in two data quantities among different data points is the most plausible. With the stochastic model class, the range of uncertainty in surface reaction efficiency is estimated to be about two orders of magnitude at [Formula: see text].

Engineering↗

Advanced Statistical Methods in Spacecraft Flight Software Cost Estimation: Bayesian Regression and Nonlinear Principal Components Analysis to Support System Engineering in the Early Project Lifecycle

This paper provides an overview of the new features and model updates in the upcoming release of the NASA Analogy Software Cost Tool (ASCoT). ASCoT, hosted within the Online NASA Space Estimation Tools (ONSET) on the One NASA Cost Engineering (ONCE) Database, is a web-based tool that provides a suite of estimation tools to support early lifecycle NASA flight software cost analysis. In addition to the traditional parametric flight software costing method COCOMO II, ASCoT contains a Bayesian linear regression to predict total flight software development cost as a function of total spacecraft cost, as well as four analogic methods: k-Nearest Neighbors (kNN) and Clustering models to predict Effort (in work-months) and total source lines of code (SLOC). These methods are designed to work primarily with system-level inputs such as mission type (orbiter, lander, etc.), mission destination (Earth, Inner Planetary, etc.), and the number of instruments and deployables. Nonlinear principal components analysis (NLPCA) is performed to find the principal features of the data composed of both categorical and numerical variables and is necessary prior to defining our analogic methods. Sensitivity analyses and in- and out-of-sample model performance results are presented for the Bayesian CER and the analogic models.

Johnson, James K.↗

Updated global fits of the cMSSM including the latest LHC SUSY and Higgs searches and XENON100 data

We present new global fits of the constrained Minimal Supersymmetric Standard Model (cMSSM), including LHC 1/fb integrated luminosity SUSY exclusion limits, recent LHC 5/fb constraints on the mass of the Higgs boson and XENON100 direct detection data. Our analysis fully takes into account astrophysical and hadronic uncertainties that enter the analysis when translating direct detection limits into constraints on the cMSSM parameter space. We provide results for both a Bayesian and a Frequentist statistical analysis. We find that LHC 2011 constraints in combination with XENON100 data can rule out a significant portion of the cMSSM parameter space. Our results further emphasise the complementarity of collider experiments and direct detection searches in constraining extensions of Standard Model physics. The LHC 2011 exclusion limit strongly impacts on low-mass regions of cMSSM parameter space, such as the stau co-annihilation region, while direct detection data can rule out regions of high SUSY masses, such as the Focus-Point region, which is unreachable for the LHC in the near future. We show that, in addition to XENON100 data, the experimental constraint on the anomalous magnetic moment of the muon plays a dominant role in disfavouring large scalar and gaugino masses. We find that, should the LHC 2011 excess hinting towards a Higgs boson at 126 GeV be confirmed, currently favoured regions of the cMSSM parameter space will be robustly ruled out from both a Bayesian and a profile likelihood statistical perspective.

72 PHYSICS OF ELEMENTARY PARTICLES AND FIELDS↗

A Bayesian Method for Identifying Contaminated Detectors in Low-Level Alpha Spectrometers

Analyses used for radiobioassay and other radiochemical tests are normally designed to meet specified quality objectives, such relative bias, precision, and minimum detectable activity (MDA). In the case of radiobioassay analyses for alpha emitting radionuclides, a major determiner of the process MDA is the instrument background. Alpha spectrometry detectors are often restricted to only a few counts over multi-day periods in order to meet required MDAs for nuclides such as plutonium-239 and americium-241. A detector background criterion is often set empirically based on experience, or frequentist or classical statistics are applied to the calculated background count necessary to meet a required MDA. An acceptance criterion for the detector background is set at the multiple of the estimated background standard deviation above the assumed mean that provides an acceptably small probability of observation if the mean and standard deviation estimate are correct. The major problem with this method is that the observed background counts used to estimate the mean, and thereby the standard deviation when a Poisson distribution is assumed, are often in the range of zero to three counts. At those expected count levels it is impossible to obtain a good estimate of the true mean from a single measurement. As an alternative, Bayesian statistical methods allow calculation of the expected detector background count distribution based on historical counts from new, uncontaminated detectors. This distribution can then be used to identify detectors showing an increased probability of contamination. The effect of varying the assumed range of background counts (i.e., the prior probability distribution) from new, uncontaminated detectors will be is discussed.

alpha↗

Nature Versus Nurture: A Bayesian Framework for Assessing Apparent Correlations between Planetary Orbital Properties and Stellar Ages

Many exoplanets have orbital characteristics quite different from those seen in our own solar system, including planets locked in orbital resonances and planets on orbits that are elliptical or highly inclined from their host star’s spin axis. It is debated whether the wide variety in system architecture is primarily due to differences in formation conditions (nature) or due to evolution over time (nurture). Identifying trends between planetary and stellar properties, including stellar age, can help distinguish between these competing theories and offer insights as to how planets form and evolve. However, it can be challenging to determine whether observed trends between planetary properties and stellar age are driven by the age of the system—pointing to evolution over time being an important factor—or other parameters to which the age may be related, such as stellar mass or stellar temperature. The situation is complicated further by the possibilities of selection biases, small number statistics, uncertainties in stellar age, and orbital evolution timescales that are typically much shorter than the range of observed ages. Here, we develop a Bayesian statistical framework to assess the robustness of such observed correlations and to determine whether they are indeed due to evolutionary processes, are more likely to reflect different formation scenarios, or are merely coincidental. We apply this framework to reported trends between stellar age and 2:1 orbital resonances, spin–orbit misalignments, and hot Jupiters’ orbital eccentricities. We find strong support for the nurture hypothesis only in the final case.

79 ASTRONOMY AND ASTROPHYSICS↗

BAYESIAN CONFIDENCE LIMITS OF ELECTRON SPECTRA OBTAINED THROUGH REGULARIZED INVERSION OF SOLAR HARD X-RAY SPECTRA

Many astrophysical observations are characterized by a single, non-repeatable measurement of a source brightness or intensity, from which we are to construct estimates for the true intensity and its uncertainty. For example, the hard X-ray count spectrum from transient events such as solar flares can be observed only once, and from this single spectrum one must determine the best estimate of the underlying source spectrum I({epsilon}), and hence the form of the responsible electron spectrum F(E). Including statistical uncertainties on the measured count spectrum yields a 'confidence strip' that delineates the boundaries of electron spectra that are consistent with the observed photon spectrum. In this short article, we point out that the expectation values of the source brightness and its variance in a given photon energy bin are in general not (as has been assumed in prior works) equal to n, the number of counts observed in that energy bin. Rather, they depend both on n and on prior knowledge of the overall photon spectrum. Using Bayesian statistics, we provide an explicit procedure and formulas for determining the 'confidence strip' (Bayesian credible region) for F(E), thus providing rigorous bounds on the intensity and shape of the accelerated electron spectrum.

79 ASTRONOMY AND ASTROPHYSICS↗

Bayesian Adaptive Polynomial Chaos Expansions

Polynomial chaos expansions (PCEs) are widely used for uncertainty quantification (UQ) tasks, particularly in the applied mathematics community. However, PCE has received comparatively less attention in the statistics literature, and fully Bayesian formulations remain rare—especially with implementations in R. Motivated by the success of adaptive Bayesian machine learning models such as BART, BASS and BPPR, we develop a new fully Bayesian adaptive PCE method with an efficient and accessible R implementation: khaos. Our approach includes a novel proposal distribution that enables data-driven interaction selection and supports a modified g-prior tailored to PCE structure. Through simulation studies and real-world UQ applications, we demonstrate that the Bayesian adaptive PCE provides competitive performance for surrogate modeling, global sensitivity analysis and ordinal regression tasks.

97 MATHEMATICS AND COMPUTING↗