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Theoretical and methodological challenges in hierarchical Bayesian inference for model-form uncertainty

This report describes challenges associated with the hierarchical Bayesian approach to inform model-form uncertainty (MFU) representations, which are parameterized modifications to a mathematical models’ governing equations to express uncertainty in form of the equations. To inform model-form uncertainties, hierarchical Bayesian inference is often employed. Here, the MFU parameters are distributed parametrically, and the hyperparameters of the parametric distribution are informed through Bayesian inference, with the aim of determining the MFU parameter distribution that best agrees with calibration data. In practice, however, we have found the hierarchical Bayesian approach falls short of this aim. We discuss theoretical and methodological challenges of the approach, and we present several numerical demonstrations of these challenges. To conclude, we suggest promising alternative approaches for future investigation.

97 MATHEMATICS AND COMPUTING↗

Hierarchical Bayesian Inverse Problems: A High-Dimensional Statistics Viewpoint

This paper analyzes hierarchical Bayesian inverse problems using techniques from highdimensional statistics. Furthermore, our analysis leverages a property of hierarchical Bayesian regularizers that we call approximate decomposability to obtain non-asymptotic bounds on the reconstruction error attained by maximum a posteriori estimators. The new theory explains how hierarchical Bayesian models that exploit sparsity, group sparsity, and sparse representations of the unknown parameter can achieve accurate reconstructions in high-dimensional settings.

MAP estimation↗

Ecological connectivity and habitat loss shape patterns of genetic diversity in a threatened salamander

Context The maintenance of genetic diversity is essential for preserving adaptive potential in populations, yet it is increasingly threatened by landscape alteration. The field of landscape genetics offers a framework for assessing how patch-level landscape conditions, modeled at multiple scales, influence genetic diversity. Objectives We sought to assess how local environmental features and connectivity influence genetic diversity across 74 four-toed salamander (Hemidactylium scutatum) breeding wetlands in the southeastern United States. Methods Using next-generation sequencing data and hierarchical Bayesian models, we examined genome-wide heterozygosity in relation to local landscape features and ecological connectivity. We also assessed the scale of effect of landscape features and tested for temporal lag effects. Results Genetic diversity was lower in wetlands with higher levels of historic deforestation and lower connectivity. An interaction between deforestation and connectivity indicated that deforestation had stronger negative effects in isolated wetlands but weaker effects in well-connected wetlands. Accounting for scale of effect and temporal lags was critical for detecting these relationships. Conclusions Our analyses highlight the importance of assessing the spatial scale (scale of effect) and temporal lag of landscape features to detect key drivers of genetic diversity. In line with population genetic theory, our results indicate that the genetic consequences of habitat loss do not affect populations uniformly and are most severe in isolated populations where gene flow cannot buffer against loss of diversity. Altogether, we highlight the importance of considering the interaction of habitat loss and connectivity in conservation genetic management.

Hemidactylium scutatum↗

A Statistician’s Overview of Physics-Informed Neural Networks for Spatio-Temporal Data

The recent success of deep neural network models with physical constraints (so-called, Physics-Informed Neural Networks, PINNs) has led to renewed interest in the incorporation of mechanistic information in predictive models. Statisticians and others have long been interested in this problem, which has led to several practical and innovative solutions dating back decades. In this overview, we focus on the problem of data-driven prediction and inference of dynamic spatio-temporal processes that include mechanistic information, such as would be available from partial differential equations, with a strong focus on the quantification of uncertainty associated with data, process, and parameters. Here, we give a brief review of several paradigms and focus our attention on Bayesian implementations given they naturally accommodate uncertainty quantification. We then show that it is straight-forward to include the Bayesian PINN (B-PINN) within the Bayesian hierarchical model (BHM) framework that has long been considered for modeling dynamic spatio-temporal processes. Such a BHM-PINN is illustrated via a simulation study in which a latent nonlinear Burgers’ equation PDE governs the dynamics of Poisson distributed spatio-temporal data. Supplementary materials for this article are available online, including a standardized description of the materials available for reproducing the work.

Bayesian↗

Summary and Annotated Bibliography of Measurement Error Corrections with Potential Application in Future Quesst Mission Community Noise Studies

This document is motivated by likely needs of the Quesst mission community response tests, which will culminate in data collection and estimation of dose-response regression relationships for consideration by domestic and international aviation regulators. Furthermore, basic research questions evaluating interactions between rates of community annoyance, dose levels, and indicators of the presence of rattle, vibration, and startle hinge on hypothesis testing in the context of regression models. For a variety of reasons, noise doses may be known only imprecisely and may not reflect the actual level experienced by responding subjects. These differences between true dose and estimated dose, be they systematic or random, constitute covariate measurement error. Available statistics literature speaks to the impacts of measurement error on regression models, both in terms of bias in estimated coefficients and predicted values, and in terms of the loss of statistical power for hypothesis testing. Given the particulars of a categorical annoyance response variable and a continuous noise dose predictor variable subject to measurement error during testing, the emphasis of this report is on findings and methods pertinent to generalized linear (and mixed) models likely to be employed during the Quesst mission community tests. We reach the following conclusions: 1. Of four reviewed methods, structural Bayesian measurement error models and simulation extrapolation (SIMEX) may be the most readily applicable to Quesst mission community noise study objectives. 2. If warranted, a linear measurement model can help model systematic sources of measurement error that the classical measurement error does not. 3. For its ready implementation and small additional input requirements, simulation extrapolation may be ideally suited for addressing secondary research questions involving interactions between annoyance, noise dose, and other factors through hypothesis testing. 4. For their flexibility and ability to propagate uncertainty, structural Bayesian hierarchical models have great appeal for mission purposes; some care may be needed in developing appropriate probability models describing actual noise exposure during testing. An annotated bibliography logs additional papers and resources that may be of value to analysts in other projects and disciplines.

Dose-Response Model↗

The evolution of the Milky Way’s thin disc radial metallicity gradient with K2 asteroseismic ages

ABSTRACT The radial metallicity distribution of the Milky Way’s disc is an important observational constraint for models of the formation and evolution of our Galaxy. It informs our understanding of the chemical enrichment of the Galactic disc and the dynamical processes therein, particularly radial migration. We investigate how the metallicity changes with guiding radius in the thin disc using a sample of red giant stars with robust astrometric, spectroscopic, and asteroseismic parameters. Our sample contains 668 stars with guiding radii 4 < Rg < 11 kpc and asteroseismic ages covering the whole history of the thin disc with precision ${\approx} 25 {{\, \rm per\ cent}}$. We use MCMC analysis to measure the gradient and its intrinsic spread in bins of age and construct a hierarchical Bayesian model to investigate the evolution of these parameters independently of the bins. We find a smooth evolution of the gradient from ≈−0.07 dex kpc−1 in the youngest stars to ≈−0.04 dex kpc−1 in stars older than 10 Gyr, with no break at intermediate ages. Our results are consistent with those based on asteroseismic ages from CoRoT, with that found in Cepheid variables for stars younger than 1 Gyr, and with open clusters for stars younger than 6 Gyr. For older stars we find a significantly lower metallicity in our sample than in the clusters, suggesting a survival bias favouring more metal-rich clusters. We also find that the chemical evolution model of Chiappini '09 is too metal poor in the early stages of disc formation. Our results provide strong new constraints for the growth and enrichment of the thin disc and radial migration, which will facilitate new tests of model conditions and physics.

79 ASTRONOMY AND ASTROPHYSICS↗

Hierarchical ensemble Kalman methods with sparsity-promoting generalized gamma hyperpriors

This paper introduces a computational framework to incorporate flexible regularization techniques in ensemble Kalman methods, generalizing the iterative alternating scheme to nonlinear inverse problems. The proposed methodology approximates the maximum a posteriori (MAP) estimate of a hierarchical Bayesian model characterized by a conditionally Gaussian prior and generalized gamma hyperpriors. Suitable choices of hyperparameters yield sparsity-promoting regularization. We propose an iterative algorithm for MAP estimation, which alternates between updating the unknown with an ensemble Kalman method and updating the hyperparameters in the regularization to promote sparsity. Here, the effectiveness of our methodology is demonstrated in several computed examples, including compressed sensing and subsurface flow inverse problems.

Ensemble Kalman methods↗

Dark Matter halo parameters from overheated exoplanets via Bayesian hierarchical inference

Dark Matter (DM) can become captured, deposit annihilation energy, and hence increase the heat flow in exoplanets and brown dwarfs. Detecting such a DM-induced heating in a population of exoplanets in the inner kpc of the Milky Way thus provides potential sensitivity to the galactic DM halo parameters. We develop a Bayesian Hierarchical Model to investigate the feasibility of DM discovery with exoplanets and examine future prospects to recover the spatial distribution of DM in the Milky Way. We reconstruct from mock exoplanet datasets observable parameters such as exoplanet age, temperature, mass, and location, together with DM halo parameters, for representative choices of measurement uncertainty and the number of exoplanets detected. We find that detection of O(100) exoplanets in the inner Galaxy can yield quantitative information on the galactic DM density profile, under the assumption of 10% measurement uncertainty. Even as few as O(10) exoplanets can deliver meaningful sensitivities if the DM density and inner slope are sufficiently large.

79 ASTRONOMY AND ASTROPHYSICS↗

Bayesian learning for rapid prediction of lithium-ion battery-cycling protocols

Advancing lithium-ion battery technology requires the optimization of cycling protocols. A new data-driven methodology is demonstrated for rapid, accurate prediction of the cycle life obtained by new cycling protocols using a single test lasting only 3 cycles, enabling rapid exploration of cycling protocol design spaces with orders of magnitude reduction in testing time. We achieve this by combining lifetime early prediction with a hierarchical Bayesian model (HBM) to rapidly predict performance distributions without the need for extensive repetitive testing. The methodology is applied to a comprehensive dataset of lithium-iron-phosphate/graphite comprising 29 different fast-charging protocols. HBM alone provides high protocol-lifetime prediction performance, with 6.5% of overall test average percent error, after cycling only one battery to failure. Here, by combining HBM with a battery lifetime prediction model, we achieve a test error of 8.8% using a single 3-cycle test. In addition, the generalizability of the HBM approach is demonstrated for lithium-manganese-cobalt-oxide/graphite cells.

25 ENERGY STORAGE↗

Spatially resolved microlensing time-scale distributions across the Galactic bulge with the VVV survey

ABSTRACT We analyse 1602 microlensing events found in the VISTA Variables in the Via Lactea (VVV) near-infrared (NIR) survey data. We obtain spatially resolved, efficiency-corrected time-scale distributions across the Galactic bulge (|ℓ| < 10°, |b| < 5°), using a Bayesian hierarchical model. Spatially resolved peaks and means of the time-scale distributions, along with their marginal distributions in strips of longitude and latitude, are in agreement at a 1σ level with predictions based on the Besançon model of the Galaxy. We find that the event time-scales in the central bulge fields (|ℓ| < 5°) are on average shorter than the non-central (|ℓ| > 5°) fields, with the average peak of the lognormal time-scale distribution at 23.6 ± 1.9 d for the central fields and 29.0 ± 3.0 d for the non-central fields. Our ability to probe the structure of the bulge with this sample of NIR microlensing events is limited by the VVV survey’s sparse cadence and relatively small number of detected microlensing events compared to dedicated optical surveys. Looking forward to future surveys, we investigate the capability of the Roman telescope to detect spatially resolved asymmetries in the time-scale distributions. We propose two pairs of Roman fields, centred on (ℓ = ±9, 5°, b = −0.125°) and (ℓ = −5°, b = ±1.375°) as good targets to measure the asymmetry in longitude and latitude, respectively.

79 ASTRONOMY AND ASTROPHYSICS↗

Uniform Recalibration of Common Spectrophotometry Standard Stars onto the CALSPEC System Using the SuperNova Integral Field Spectrograph

Abstract We calibrate spectrophotometric optical spectra of 32 stars commonly used as standard stars, referenced to 14 stars already on the Hubble Space Telescope–based CALSPEC flux system. Observations of CALSPEC and non-CALSPEC stars were obtained with the SuperNova Integral Field Spectrograph over the wavelength range 3300–9400 Å as calibration for the Nearby Supernova Factory cosmology experiment. In total, this analysis used 4289 standard-star spectra taken on photometric nights. As a modern cosmology analysis, all presubmission methodological decisions were made with the flux scale and external comparison results blinded. The large number of spectra per star allows us to treat the wavelength-by-wavelength calibration for all nights simultaneously with a Bayesian hierarchical model, thereby enabling a consistent treatment of the Type Ia supernova cosmology analysis and the calibration on which it critically relies. We determine the typical per-observation repeatability (median 14 mmag for exposures ≳5 s), the Maunakea atmospheric transmission distribution (median dispersion of 7 mmag with uncertainty 1 mmag), and the scatter internal to our CALSPEC reference stars (median of 8 mmag). We also check our standards against literature filter photometry, finding generally good agreement over the full 12 mag range. Overall, the mean of our system is calibrated to the mean of CALSPEC at the level of ∼3 mmag. With our large number of observations, careful cross-checks, and 14 reference stars, our results are the best calibration yet achieved with an integral-field spectrograph, and among the best calibrated surveys.

79 ASTRONOMY AND ASTROPHYSICS↗

Effects of Topography on Tropical Forest Structure Depend on Climate Context

Topography affects abiotic conditions which can influence the structure, function, and dynamics of ecological communities. An increasing number of studies have demonstrated biological consequences of fine-scale topographic heterogeneity but we have a limited understanding of how We merged high-resolution (1 sq. meter) data on topography and canopy height derived from airborne lidar with ground-based data from 15 forest plots in Puerto Rico distributed along a precipitation gradient spanning ca. 800 to 3,500 mm yr(exp -1). Ground-based data included species composition, estimated above-ground biomass (AGB), and two key functional traits (wood density and leaf mass per area, LMA) that reflect resource-use strategies and a trade-off between hydraulic safety and hydraulic efficiency. We used hierarchical Bayesian models to evaluate how the interaction between topography climate is related to metrics of forest structure (i.e., canopy height and AGB), as well as taxonomic and functional alpha- and beta-diversity. Fine-scale topography (characterized with the topographic wetness index, TWI) significantly affected forest structure and the strength (and in some cases direction) of these effects varied across the precipitation gradient. In all plots, canopy height increased with topographic wetness but the effect was much stronger in dry compared to wet forest plots. In dry forest plots, topographically wetter microsites also had higher levels of AGB but in wet forest plots, topographically drier microsites had higher AGB. Fine-scale topography influenced functional composition but had only weak or non-significant effects on taxonomic and functional alpha- and beta-diversity. For instance, community-weighted wood density followed a similar pattern to AGB across plots. We also found a marginally significant association between variation of wood density and topographic heterogeneity that depended on climate context. Synthesis: The effects of fine-scale topographic heterogeneity on tropical forest structure and composition depend on the climate context. Our study demonstrates how a stronger integration of topographic heterogeneity across precipitation gradients could improve estimates of forest structure and biomass, and may provide insight to the ways that topography might mediate species responses to drought and climate change.

Tropical dry forest↗

Atacama Cosmology Telescope measurements of a large sample of candidates from the Massive and Distant Clusters of WISE Survey: Sunyaev-Zeldovich effect confirmation of MaDCoWS candidates using ACT

Context. Galaxy clusters are an important tool for cosmology, and their detection and characterization are key goals for current and future surveys. Using data from the Wide-field Infrared Survey Explorer (WISE), the Massive and Distant Clusters of WISE Survey (MaDCoWS) located 2839 significant galaxy overdensities at redshifts 0.7 . z . 1.5, which included extensive follow-up imaging from the Spitzer Space Telescope to determine cluster richnesses. Concurrently, the Atacama Cosmology Telescope (ACT) has produced large area millimeter-wave maps in three frequency bands along with a large catalog of Sunyaev-Zeldovich (SZ)-selected clusters as part of its Data Release 5 (DR5). Aims. We aim to verify and characterize MaDCoWS clusters using measurements of, or limits on, their thermal SZ effect signatures. We also use these detections to establish the scaling relation between SZ mass and the MaDCoWS-defined richness. Methods. Using the maps and cluster catalog from DR5, we explore the scaling between SZ mass and cluster richness. We do this by comparing cataloged detections and extracting individual and stacked SZ signals from the MaDCoWS cluster locations. We use complementary radio survey data from the Very Large Array, submillimeter data from Herschel, and ACT 224 GHz data to assess the impact of contaminating sources on the SZ signals from both ACT and MaDCoWS clusters. We use a hierarchical Bayesian model to fit the mass-richness scaling relation, allowing for clusters to be drawn from two populations: one, a Gaussian centered on the mass-richness relation, and the other, a Gaussian centered on zero SZ signal. Results. We find that MaDCoWS clusters have submillimeter contamination that is consistent with a gray-body spectrum, while the ACT clusters are consistent with no submillimeter emission on average. Additionally, the intrinsic radio intensities of ACT clusters are lower than those of MaDCoWS clusters, even when the ACT clusters are restricted to the same redshift range as the MaDCoWS clusters. We find the best-fit ACT SZ mass versus MaDCoWS richness scaling relation has a slope of p1 = 1.84+0.15 −0.14, where the slope is defined as M ∝ λ p1 15 and λ15 is the richness. We also find that the ACT SZ signals for a significant fraction (∼57%) of the MaDCoWS sample can statistically be described as being drawn from a noise-like distribution, indicating that the candidates are possibly dominated by low-mass and unvirialized systems that are below the mass limit of the ACT sample. Further, we note that a large portion of the optically confirmed ACT clusters located in the same volume of the sky as MaDCoWS are not selected by MaDCoWS, indicating that the MaDCoWS sample is not complete with respect to SZ selection. Finally, we find that the radio loud fraction of MaDCoWS clusters increases with richness, while we find no evidence that the submillimeter emission of the MaDCoWS clusters evolves with richness. Conclusions. We conclude that the original MaDCoWS selection function is not well defined and, as such, reiterate the MaDCoWS collaboration’s recommendation that the sample is suited for probing cluster and galaxy evolution, but not cosmological analyses. We find a best-fit mass-richness relation slope that agrees with the published MaDCoWS preliminary results. Additionally, we find that while the approximate level of infill of the ACT and MaDCoWS cluster SZ signals (1–2%) is subdominant to other sources of uncertainty for current generation experiments, characterizing and removing this bias will be critical for next-generation experiments hoping to constrain cluster masses at the sub-percent level.

large↗

Defining Change Thresholds: What Change Is Outside Typical Sources of Variation?

Researchers often have a difficult time defining meaningful thresholds for change. We sometimes identify subtle changes but what amount of change is beyond typical sources of variation? This is especially complicated when trying to understand new disease pathogenesis like the constellation of eye changes leading to Spaceflight-associated Neuro-ocular Syndrome (SANS). To support decision makers in defining minimal meaningful change, we used a Bayesian hierarchical model to estimate innate sources of variability such as natural day to day variation. Healthy subjects were recruited and imaged with MRI, OCT, and US on separate days and measured by several technicians. Models were developed specifying random effects for the sources of variation – between left and right eyes, within-individuals over time, between raters, and finally between individuals. This allowed us to find the posterior distribution for the total typical variation, within an eye, which we use to define a threshold where change beyond typical sources of variation is likely. This threshold is now used as our earliest indicator of systematic increase in Total Retinal Thickness (a precursor to optic disc edema).

Millennia Young↗

Traffic safety analysis and model updating for freeways using Bayesian method

Freeway crash prediction models are the basic of traffic safety research, yet crash occurrence and the influencing factors change over time. In order to make sure the implemented safety models fit the current traffic environment, this study conducts a comparative analysis of 2017 and 2020 datasets collected from freeways in Suzhou, China. Herein, considering the spatial correlation among analysis units and the hierarchical data structure, a Bayesian conditional autoregressive negative binomial (CAR-NB) model and a Bayesian hierarchical CAR-NB (HCAR-NB) model were used to explore the safety influencing factors, and a traditional NB model was developed for further comparison. To update the HCAR-NB model from 2017 to 2020, Bayesian inference with informative priors was used to improve its goodness of fit and efficiency. Preliminary results showed that 1) the HCAR-NB model outperformed the NB model and CAR-NB model in prediction accuracy, and 2) the number of crashes was significantly correlated with average speed, speed variance, road segment length, number of lanes, and presence of ramps. The potential for safety improvement (PSI) method was applied to the modeling results to identify hotspots for the two years. The results confirmed that the hotspots spatiotemporally shifted among the freeways. The proposed crash prediction model and updating method are expected to assist implementation of informed countermeasures for freeway safety improvement.

97 MATHEMATICS AND COMPUTING↗

Semi-Analytical Hierarchical Bayesian Inference of Nonlinear Model Structure in Stochastic Dynamics: Applied to Compartmental Models of Infectious Diseases

A Bayesian computational framework for parsimonious inference in stochastic nonlinear dynamical systems is presented. This framework enables the concurrent estimation of system states, time-varying parameters, time-invariant parameters, and the optimal sparsity structure of the model parameters. Because differential equation-based models are often simplified mechanistic or phenomenological representations, robust inference from noisy measurement data requires explicit treatment of model error and uncertainty. Model error and time-varying parameters can be represented as random processes, enabling inference while making minimal assumptions about the underlying sources of discrepancy and variability. Adopting stochastic differential equation representations affords the model significant flexibility, but can also render it susceptible to overfitting during statistical inversion, where the inferred model may track noise rather than the underlying signal. To alleviate the effects of overfitting and to enable the discovery of the optimal sparse representation of the time-invariant parameters, a Bayesian sparse learning algorithm is embedded within the framework. This sparse learning framework adopts an approximate hierarchical Bayesian setting defined by a series of semi-analytical expressions. The model structure inference framework is validated using a stochastic compartmental model for tracking and forecasting active cases of an infectious disease. Compartmental models describe population-level infectious disease dynamics through interactions among population fractions grouped by disease state. Mathematically, such models consist of a system of coupled ordinary differential equations. This example adopts an expressive compartmental model that includes multiple possible interactions between disease states, motivated by early uncertainty surrounding COVID-19 reinfection dynamics and their implications for long-term epidemic forecasting. The sparse learning exercise permits the inference of a priori unknown epidemiological dynamics from simulated public health data, discovering the nested compartmental model that optimizes the trade-off between average data-fit and model complexity. It is shown that inducing sparsity among the model parameters eliminates redundant interactions between compartments, equivalently revealing the optimal coupling structure between differential equations.

97 MATHEMATICS AND COMPUTING↗

Online Dectection and Modeling of Safety Boundaries for Aerospace Application Using Bayesian Statistics

The behavior of complex aerospace systems is governed by numerous parameters. For safety analysis it is important to understand how the system behaves with respect to these parameter values. In particular, understanding the boundaries between safe and unsafe regions is of major importance. In this paper, we describe a hierarchical Bayesian statistical modeling approach for the online detection and characterization of such boundaries. Our method for classification with active learning uses a particle filter-based model and a boundary-aware metric for best performance. From a library of candidate shapes incorporated with domain expert knowledge, the location and parameters of the boundaries are estimated using advanced Bayesian modeling techniques. The results of our boundary analysis are then provided in a form understandable by the domain expert. We illustrate our approach using a simulation model of a NASA neuro-adaptive flight control system, as well as a system for the detection of separation violations in the terminal airspace.

Statistics↗