Engineering Papers⌕ Search

SEARCH · Engineering Papers

Results for “MCMC”

Search indexed NASA NTRS and DOE OSTI research on propulsion, heat transfer, battery materials and energy systems. Follow report and document links to the original sources.

Quote a phrase for an exact phrase match. Source license links do not imply unrestricted reuse.

At least 37 records · Page 2

Parameter estimation for X-ray scattering analysis with Hamiltonian Markov Chain Monte Carlo

Bayesian-inference-based approaches, in particular the random-walk Markov Chain Monte Carlo (MCMC) method, have received much attention recently for X-ray scattering analysis. Hamiltonian MCMC, a state-of-the-art development in the field of MCMC, has become popular in recent years. It utilizes Hamiltonian dynamics for indirect but much more efficient drawings of the model parameters. We described the principle of the Hamiltonian MCMC for inversion problems in X-ray scattering analysis by estimating high-dimensional models for several motivating scenarios in small-angle X-ray scattering, reflectivity, and X-ray fluorescence holography. Hamiltonian MCMC with appropriate preconditioning can deliver superior performance over the random-walk MCMC, and thus can be used as an efficient tool for the statistical analysis of the parameter distributions, as well as model predictions and confidence analysis.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗

Posterior Covariance Matrix Approximations

Here, the Davis equation of state (EOS) is commonly used to model thermodynamic relationships for high explosive (HE) reactants. Typically, the parameters in the EOS are calibrated, with uncertainty, using a Bayesian framework and Markov Chain Monte Carlo (MCMC) methods. However, MCMC methods are computationally expensive, especially for complex models with many parameters. This paper provides a comparison between MCMC and less computationally expensive Variational methods (Variational Bayesian and Hessian Variational Bayesian) for computing the posterior distribution and approximating the posterior covariance matrix based on heterogeneous experimental data. All three methods recover similar posterior distributions and posterior covariance matrices. This study demonstrates that for this EOS parameter calibration application, the assumptions made in the two Variational methods significantly reduce the computational cost but do not substantially change the results compared to MCMC.

97 MATHEMATICS AND COMPUTING↗

Accelerating multilevel Markov Chain Monte Carlo using machine learning models

Here, this work presents an efficient approach for accelerating multilevel Markov Chain Monte Carlo (MCMC) sampling for large-scale problems using low-fidelity machine learning models. While conventional techniques for large-scale Bayesian inference often substitute computationally expensive high-fidelity models with machine learning models, thereby introducing approximation errors, our approach offers a computationally efficient alternative by augmenting high-fidelity models with low-fidelity ones within a hierarchical framework. The multilevel approach utilizes the low-fidelity machine learning model (MLM) for inexpensive evaluation of proposed samples thereby improving the acceptance of samples by the high-fidelity model. The hierarchy in our multilevel algorithm is derived from geometric multigrid hierarchy. We utilize an MLM to accelerate the coarse level sampling. Training machine learning model for the coarsest level significantly reduces the computational cost associated with generating training data and training the model. We present an MCMC algorithm to accelerate the coarsest level sampling using MLM and account for the approximation error introduced. We provide theoretical proofs of detailed balance and demonstrate that our multilevel approach constitutes a consistent MCMC algorithm. Additionally, we derive the expression for cost reduction due to machine learning model to facilitate cost analysis of the hierarchical sampling algorithm. Our technique is demonstrated on a standard benchmark inference problem in groundwater flow, where we estimate the probability density of a quantity of interest using a four-level MCMC algorithm. Our proposed algorithm accelerates multilevel sampling by a factor of two while achieving similar accuracy compared to sampling using the standard multilevel algorithm.

97 MATHEMATICS AND COMPUTING↗

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↗

EvoProtGrad (Directed Evolution for Proteins with Gradients) [SWR-23-48]

A Python package for directed evolution on a protein sequence with gradient-based discrete Markov chain monte carlo (MCMC). Users are able to compose custom models that map sequence to function with pretrained models, including protein language models (PLMs), to guide and constrain search. Our package natively integrates with the HuggingFace platform and supports PLMs from transformers. Our MCMC sampler identifies promising amino acids to mutate via model gradients taken with respect to the input (i.e., sensitivity analysis). We allow users to compose their own custom target function for MCMC by leveraging the Product of Experts MCMC paradigm. Each model is an "expert" that contributes its own knowledge about the protein's fitness landscape to the overall target function. The sampler is designed to be more efficient and effective than brute force and random search while maintaining most of the generality and flexibility. Additional information can be found in the related publication: https://iopscience.iop.org/article/10.1088/2632-2153/accacd

Emami, Patrick↗

Challenges in Markov Chain Monte Carlo for Bayesian Neural Networks

Markov chain Monte Carlo (MCMC) methods have not been broadly adopted in Bayesian neural networks (BNNs). This paper initially reviews the main challenges in sampling from the parameter posterior of a neural network via MCMC. Such challenges culminate to lack of convergence to the parameter posterior. Nevertheless, this paper shows that a nonconverged Markov chain, generated via MCMC sampling from the parameter space of a neural network, can yield via Bayesian marginalization a valuable posterior predictive distribution of the output of the neural network. Further, classification examples based on multilayer perceptrons showcase highly accurate posterior predictive distributions. The postulate of limited scope for MCMC developments in BNNs is partially valid; an asymptotically exact parameter posterior seems less plausible, yet an accurate posterior predictive distribution is a tenable research avenue.

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↗

Constraining Cosmology with Simulation-based inference and Optical Galaxy Cluster Abundance

We test the robustness of simulation-based inference (SBI) in the context of cosmological parameter estimation from galaxy cluster counts and masses in simulated optical datasets. We construct ``simulations'' using analytical models for the galaxy cluster halo mass function (HMF) and for the observed richness (number of observed member galaxies) to train and test the SBI method. We compare the SBI parameter posterior samples to those from an MCMC analysis that uses the same analytical models to construct predictions of the observed data vector. The two methods exhibit comparable performance, with reliable constraints derived for the primary cosmological parameters, ($\Omega_m$ and $\sigma_8$), and richness-mass relation parameters. We also perform out-of-domain tests with observables constructed from galaxy cluster-sized halos in the Quijote simulations. Again, the SBI and MCMC results have comparable posteriors, with similar uncertainties and biases. Unsurprisingly, upon evaluating the SBI method on thousands of simulated data vectors that span the parameter space, SBI exhibits worsened posterior calibration metrics in the out-of-domain application. We note that such calibration tests with MCMC is less computationally feasible and highlight the potential use of SBI to stress-test limitations of analytical models, such as in the use for constructing models for inference with MCMC.

79 ASTRONOMY AND ASTROPHYSICS↗

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↗

Accelerating Markov Chain Monte Carlo sampling with diffusion models

Global fits of physics models require efficient methods for exploring high-dimensional and/or multimodal posterior functions. We introduce a novel method for accelerating Markov Chain Monte Carlo (MCMC) sampling by pairing a Metropolis-Hastings algorithm with a diffusion model that can draw global samples with the aim of approximating the posterior. We briefly review diffusion models in the context of image synthesis before providing a streamlined diffusion model tailored towards low-dimensional data arrays. We then present our adapted Metropolis-Hastings algorithm which combines local proposals with global proposals taken from a diffusion model that is regularly trained on the samples produced during the MCMC run. Our approach leads to a significant reduction in the number of likelihood evaluations required to obtain an accurate representation of the Bayesian posterior across several analytic functions, as well as for a physical example based on a global fit of parton distribution functions. Our method is extensible to other MCMC techniques, and we briefly compare our method to similar approaches based on normalising flows. A code implementation can be found at https://github.com/NickHunt-Smith/MCMC-diffusion.

72 PHYSICS OF ELEMENTARY PARTICLES AND FIELDS↗

SDSS-IV MaStar: Stellar parameter determination with continuum-supplemented full-spectrum fitting

We present a stellar parameter catalog built to accompany the MaStar Stellar Library, which is a comprehensive collection of empirical, medium-resolution stellar spectra. We constructed this parameter catalog by using a multicomponent χ 2 fitting approach to match MaStar spectra to models generated by interpolating the ATLAS9-based BOSZ model spectra. The total χ 2 for a given model is defined as the sum of components constructed to characterize narrow-band features of observed spectra (e.g., absorption lines) and the broadband continuum shape separately. Extinction and systematics due to flux calibration were taken into account in the fitting. The χ 2 distribution for a given region of model space was sampled using a Markov chain Monte Carlo (MCMC) algorithm, the data from which were then used to extract atmospheric parameter estimates (T eff , log g, [Fe/H], and [α/Fe]), their corresponding uncertainties, and direct extinction measurements. Two methods were used to extract parameters and uncertainties: one that accepts the MCMC’s prescribed minimum-χ 2 result, and one that uses Bayesian inference to compute a likelihood-weighted mean from the χ 2 distribution sampled by the MCMC. Results were evaluated for internal consistency using repeat observations where available and by comparing them with external data sets (e.g., APOGEE-2 and Gaia DR2). Our spectral-fitting exercise reveals possible deficiencies in current theoretical model spectra, illustrating the potential power of MaStar spectra for helping to improve the models. This paper represents an update to the parameters that were originally presented with SDSS-IV DR17. The MaStar parameter catalog containing our BestFit results is available on the SDSS-IV DR17 website as part of version 2 of the MaStar stellar parameter value-added catalog.

79 ASTRONOMY AND ASTROPHYSICS↗

Star formation rate and stellar mass calibrations based on infrared photometry and their dependence on stellar population age and extinction

The stellar mass (M $\star$ ) and the star formation rate (SFR) are among the most important features that characterize galaxies. Measuring these fundamental properties accurately is critical for understanding the present state of galaxies, their history, and future evolution. Infrared (IR) photometry is widely used to measure the M $\star$ and SFR of galaxies because the near-IR traces the continuum emission of the majority of their stellar populations (SPs), and the mid/far-IR traces the dust emission powered by star-forming activity. This work explores the dependence of the IR emission of galaxies on their extinction, and the age of their SPs. It aims to provide accurate and precise IR-photometry SFR and M $\star$ calibrations that account for SP age and extinction while providing quantification of their scatter. We used the CIGALE spectral energy distribution (SED) fitting code to create model SEDs of galaxies with a wide range of star formation histories, dust content, and interstellar medium properties. We fit the relations between M $\star$ and SFR with IR and optical photometry of the model-galaxy SEDs with the Markov chain Monte Carlo (MCMC) method. As an independent confirmation of the MCMC fitting method, we performed a machine-learning random forest (RF) analysis on the same data set. The RF model yields similar results to the MCMC fits, thus validating the latter. This work provides calibrations for the SFR using a combination of the WISE bands 1 and 3, or the JWST NIR-F200W and MIRI-F2100W. It also provides mass-to-light ratio calibrations based on the WISE band-1, the JWST NIR-F200W, and the optical u - r or g - r colors. These calibrations account for the biases attributed to the SP age, while they are given in the form of extinction-dependent and extinction-independent relations. The proposed calibrations show robust estimations while minimizing the scatter and biases throughout a wide range of SFRs and stellar masses. The SFR calibration offers better results, especially in dust-free or passive galaxies where the contributions of old SPs or biases from the lack of dust are significant. Similarly, the M $\star$ calibration yields significantly better results for dusty and high-SFR galaxies where dust emission can otherwise bias the estimations.

79 ASTRONOMY AND ASTROPHYSICS↗

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↗

Photometric redshift uncertainties in weak gravitational lensing shear analysis: models and marginalization

ABSTRACT Recovering credible cosmological parameter constraints in a weak lensing shear analysis requires an accurate model that can be used to marginalize over nuisance parameters describing potential sources of systematic uncertainty, such as the uncertainties on the sample redshift distribution n(z). Due to the challenge of running Markov chain Monte Carlo (MCMC) in the high-dimensional parameter spaces in which the n(z) uncertainties may be parametrized, it is common practice to simplify the n(z) parametrization or combine MCMC chains that each have a fixed n(z) resampled from the n(z) uncertainties. In this work, we propose a statistically principled Bayesian resampling approach for marginalizing over the n(z) uncertainty using multiple MCMC chains. We self-consistently compare the new method to existing ones from the literature in the context of a forecasted cosmic shear analysis for the HSC three-year shape catalogue, and find that these methods recover statistically consistent error bars for the cosmological parameter constraints for predicted HSC three-year analysis, implying that using the most computationally efficient of the approaches is appropriate. However, we find that for data sets with the constraining power of the full HSC survey data set (and, by implication, those upcoming surveys with even tighter constraints), the choice of method for marginalizing over n(z) uncertainty among the several methods from the literature may modify the 1σ uncertainties on Ωm–S8 constraints by ∼4 per cent, and a careful model selection is needed to ensure credible parameter intervals.

Zhang, Tianqing (ORCID:000000025596198X)↗

Determination of proton PDF uncertainties with Markov chain Monte Carlo

We present an analysis of parton distribution functions (PDFs) of the proton using Markov chain Monte Carlo (MCMC) methods. The MCMC approach naturally implements Bayes’ theorem and, thus, provides a means to directly sample the underlying probability distribution—in this case, the probability distribution of the PDF parameters. This allows for a straightforward propagation of the resulting uncertainties into any PDF-dependent observable, preserving their simple probabilistic interpretation. In our analysis we include a broad set of deep inelastic scattering data from HERA, BCDMS and NMC experiments along with the Drell-Yan, 𝑊 and 𝑍 boson data from LHC and Tevatron experiments, which combined with theoretical calculations at next-to-next-to-leading order in QCD allow for realistic determination of PDFs. The main focus of this analysis is to explore alternative methods for PDF uncertainty estimation that are more firmly grounded in statistical principles. We show that the flexibility of the Bayes framework, allowing one, e.g., to account for non-Gaussianity or inconsistencies of datasets, is crucial to extract realistic uncertainties when such assumptions are not fulfilled. We also demonstrate that MCMC allows one to determine the Δ⁢𝜒 2 value corresponding to a given confidence level in the sample, which can, in turn, be used as a statistically well-founded tolerance criterion used in the Hessian method, thus addressing one of its main long-standing drawbacks.

Risse, Peter Clemens [Universität Münster (Germany↗

Determination of nuclear PDFs using Markov chain Monte Carlo methods

Global QCD analyses of nuclear parton distribution functions (nPDFs) have traditionally relied on the Hessian method for uncertainty estimation. However, the inherent Gaussian approximation and reliance on local curvature often prove insufficient for nPDF fits, which are frequently characterized by limited data constraints and non-Gaussian likelihoods. In this paper, we present the first nPDF determination based on Markov Chain Monte Carlo (MCMC) techniques, implemented within the nCTEQ framework using an adaptive Metropolis-Hastings algorithm. The MCMC approach enables a direct mapping of the posterior distribution and reveals a highly nontrivial parameter-space structure, including multiple modes and pronounced non-Gaussian behavior, particularly for the valence PDFs. We perform the first single-nucleus global analysis of lead PDFs using exclusively lead data and compare it to a multi-nuclei fit employing a standard analytic A dependence. The inclusion of lighter nuclei reduces quark uncertainties and modifies the shape of the lead PDFs, while leaving the gluon distribution largely unaffected. A complementary Hessian analysis exposes systematic limitations of the Gaussian approximation. Our results demonstrate that MCMC methods provide a more reliable framework for uncertainty quantification in nPDF determinations.

Derakhshanian, N. [Institute of Nuclear Physics Po↗

Bayesian Cloud Property Retrievals from ARM Active and Passive Measurements

The optimum use of the continuous measurements of thermodynamics, radiation, aerosols, clouds and precipitation from the DOE Atmospheric Radiation Measurement (ARM) program is key to achieve the DOE Atmospheric System Research (ASR)’s objectives. One of the key mission requirements is to retrieve cloud and precipitation properties, as well as vertical motion parameters, along the vertical cross- section defined by the profiling active sensors. Such retrievals are challenging to perform continuously in the entire spectrum of cloud and precipitation conditions due to the large natural microphysical and dynamical variability, the often-limited information content in the measurements, and the lack of proper characterization of measurement quality and uncertainty. Today, the acquisition of new remote and in-situ sensors by the ARM program creates opportunities to address the microphysical retrieval problem by exploiting new, more robust retrieval techniques and integrating various scattered advancements in both sensor techniques and retrieval algorithms. During this project, we constructed a robust Bayesian Markov chain Monte Carlo (MCMC) cloud property retrieval algorithm that includes a state of the art radar forward model. Our MCMC-based retrieval produces both the best estimate of height-resolved cloud and precipitation properties in the radar profile, as well as an estimate of the in-cloud vertical motion and turbulence. In addition, the MCMC algorithm automatically produces robust and flexible estimates of retrieval uncertainty. We tested the algorithm on several synthetic cloud profiles obtained from large eddy simulation (LES) models with bin-resolved microphysics.

54 ENVIRONMENTAL SCIENCES↗

Package for Interactive Analysis of Line Emission (Analysis of UV-X-Ray High-Resolution Emission Spectra)

PINTofALE is an IDL based package to analyze high-resolution grating spectra. The first version was made available to the public on 3 February 2001. Since then we have carried out numerous changes, and the current release is version 1.5, released on 9 October 2002. The changes include upgrades to handle higher versions of IDL, the new version of the CHIANTI database (v4), major enhancements in user-friendliness, improved handling of response matrices, the ability to handle 24-bit color, access to the Atomic Plasma Emission Database (APED), and beta releases of Markov Chain Monte Carlo (MCMC) based DEM fitting routines. Plans for the future include: inclusion of MCMC techniques in the fitting programs, enhanced graphics capabilities, an overhaul of the line and continuum database structure, and bug fixes. In September 2002, we hired a data analyst (LiWei Lin) to work on PINTofALE. Mr.Lin is concentrating on incorporating MCMC as well as simpler Monte-Carlo techniques, fast RMF convolution, etc., into the code base, as well as reviewing the existing documentation and searching for bugs. A detailed description of the package, together with fairly detailed documentation, example walks-throughs, and downloadable tar files, are available on-line from http://hea-www. harvard.edu/PINTofALE/

Kashyap, Vinay↗