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At least 55 records · Page 3

Multi-variance replica exchange SGMCMC for inverse and forward problems via Bayesian PINN

Physics-informed neural network (PINN) has been successfully applied in solving a variety of nonlinear non-convex forward and inverse problems. However, the training is challenging because of the non-convex loss functions and the multiple optima in the Bayesian inverse problem. In this work, we propose a multi-variance replica exchange stochastic gradient Langevin dynamics method to tackle the challenge of the multiple local optima in the optimization and the challenge of the multiple modal posterior distribution in the inverse problem. Replica exchange methods are capable of escaping from the local traps and accelerating the convergence; two chains with different temperatures are designed where the low temperature chain aims for the local convergence, and the target of the high temperature chain is to travel globally and explore the whole loss function entropy landscape. However, it may not be efficient to solve mathematical inversion problems by using the vanilla replica method directly since the method doubles the computational cost in evaluating the forward solvers (likelihood functions) in the two chains. To address this issue, we propose to make different assumptions on the energy function estimation and this facilities one to use solvers of different fidelities in the likelihood function evaluation. More precisely, one can use a solver with low fidelity in the high temperature chain while using a solver with high fidelity in the low temperature chain. Our proposed method significantly lowers the computational cost in the high temperature chain, meanwhile preserving the accuracy and converging very fast. Here we give an unbiased estimate of the swapping rate and give an estimation of the discretization error of the scheme. To verify our idea, we design and solve four inverse problems which have multiple modes. The proposed method is also employed to train the Bayesian PINN to solve the forward and inverse problems; faster and more accurate convergence has been observed when compared to the stochastic gradient Langevin dynamics (SGLD) method and vanilla replica exchange methods.

97 MATHEMATICS AND COMPUTING↗

Performance Evaluation of an Offshore Wave Measurement Buoy in Monochromatic Waves

The accurate measurement of waves underpins marine energy resource characterization, device design, and project development. Datawell wave buoys are widely deployed and have long served as a trusted standard for wave measurements. We quantify the measurement performance, including wave elevation and energy flux estimation, of a Datawell DWR-MkIII buoy using prescribed monochromatic heave motions on a large-amplitude six-degree-of-freedom motion platform at the National Laboratory of the Rockies, assuming the buoy behaves as an ideal wave follower. Commanded motions were validated with an optical motion tracking system while buoy elevation and raw acceleration were recorded. Wave elevations were propagated to wave energy flux estimation using four methods, including one frequency-domain method and three time-domain methods. The Bayesian optimization was applied for design of experiments, and records from three test sites were also applied and evaluated in the present study. Results show two error regions within the nominal period range of 1.6 s to 30 s. For wave periods between 5 s and 25 s, the buoy provides accurate wave height measurements. For short periods less than 5 s, the 1.28 Hz sampling frequency induces sub-Nyquist artifacts that bias elevation and can drive maximum energy flux estimation errors above 100%. For long periods exceeding 25 s, the buoy reported elevation is underpredicted with error depending on period but relatively independent of wave height, with maximum wave height and wave energy flux errors reaching 64% and 87%, respectively. Furthermore, analysis of three field-derived cases shows that frequency-domain estimates at 1.28 Hz agree within 2% of the corresponding 100 Hz estimates, while larger method-dependent differences are observed for the Hilbert method.

16 TIDAL AND WAVE POWER↗

Quantifying uncertainty in Pareto estimates of global lake area

This software contains the code for Bayesian uncertainty analysis of global lake area. Computed uncertainties are compared against more conventional estimation using lake size-abundance distributions. Routines are included to explore sensitivity to observational errors and ad-hoc "censoring" strategies.

Stachelek, Jemma↗

Sparsifying priors for Bayesian uncertainty quantification in model discovery

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

97 MATHEMATICS AND COMPUTING↗

MultiPEM Toolbox: User Manual [Rev. 2]

This document explains use of the Multi-Phenomenology Explosion Monitoring (Multi PEM) Toolbox, a collection of R scripts for estimating the unknown device parameters of a new event with uncertainty quantification. The methodology and application used for illustration in this user manual are fully documented in a Los Alamos National Laboratory technical report hereafter designated “WPA” for reference. Additional details on the application are found in a recent journal article. Two assessment types are available: rapid and complete. Rapid assessments are conducted in two stages, as described in Section 2. In the first stage, calibration data are used to estimate forward and error model parameters (WPA, §5.1) and (if relevant) errors-in-variables yield values for calibration sources (WPA, §3, Equation (3)). In the second stage, new event data are used to estimate the unknown new event device parameters (WPA, §5.2) with uncertainty quantification. Two options for treating the inferred first stage parameters in second stage Bayesian analysis are available: fixing them at their maximum likelihood estimate (default), or multiple imputation. Multiple imputation involves utilizing several posterior samples (imputations) of the first stage parameters as fixed values in the second stage posterior sampling of the new event device parameters. Second stage sampling is conducted across imputations in parallel to improve computational efficiency. This method produces improved uncertainty quantification of the new event device parameters compared with the default treatment of the first stage parameters, at the expense of additional computation. Complete assessments are conducted in a single stage, as described in Section 3. Calibration and (if relevant) new event data are used simultaneously to estimate all forward model, error model, and (if relevant) new event device parameters with uncertainty quantification on the latter. As the name suggests, rapid assessments generally run substantially faster than complete assessments (even with multiple imputation), because the results of first stage analysis can be stored and incorporated into estimating a relatively low-dimensional space of new event device parameters whenever relevant new event data becomes available. On the other hand, complete assessments must be run on the full set of model and device parameters with calibration and new event data every time the latter becomes available.

97 MATHEMATICS AND COMPUTING↗

Optimal Estimation Retrievals and Their Uncertainties: What Every Atmospheric Scientist Should Know

Remote sensing instruments are heavily used to provide observations for both the operational and research communities. These sensors do not provide direct observations of the desired atmospheric variables, but instead, retrieval algorithms are necessary to convert the indirect observations into the variable of interest. It is critical to be aware of the underlying assumptions made by many retrieval algorithms, including that the retrieval problem is often ill posed and that there are various sources of uncertainty that need to be treated properly. In short, the retrieval challenge is to invert a set of noisy observations to obtain estimates of atmospheric quantities. The problem is often complicated by imperfect forward models, by imperfect prior knowledge, and by the existence of nonunique solutions. Optimal estimation (OE) is a widely used physical retrieval method that combines measurements, prior information, and the corresponding uncertainties based on Bayes’s theorem to find an optimal solution for the atmospheric state. Furthermore, OE also allows the relative contributions of the different sources of error to the uncertainty in the final retrieved atmospheric state to be understood. Here, we provide a novel Python library to illustrate the use of OE for inverse problems in the atmospheric sciences. We introduce two example problems: how to retrieve drop size distribution parameters from radar observations and how to retrieve the temperature profile from ground-based microwave sensors. Using these examples, we discuss common pitfalls, how the various error sources impact the retrieval, and how the quality of the retrieval results can be quantified.

54 ENVIRONMENTAL SCIENCES↗

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]↗

Constraining the Milky Way Mass Profile with Phase-space Distribution of Satellite Galaxies

We estimate the Milky Way (MW) halo properties using satellite kinematic data including the latest measurements from Gaia DR2. With a simulation-based 6D phase-space distribution function (DF) of satellite kinematics, we can infer halo properties efficiently and without bias, and handle the selection function and measurement errors rigorously in the Bayesian framework. Applying our DF from the EAGLE simulation to 28 satellites, we obtain an MW halo mass of $M={1.23}_{-0.18}^{+0.21}\times {10}^{12}{M}_{\odot }$ and a concentration of $c={9.4}_{-2.1}^{+2.8}$ with the prior based on the M–c relation. The inferred mass profile is consistent with previous measurements but with better precision and reliability due to the improved methodology and data. Potential improvement is illustrated by combining satellite data and stellar rotation curves. Using our EAGLE DF and best-fit MW potential, we provide much more precise estimates of the kinematics for those satellites with uncertain measurements. Compared to the EAGLE DF, which matches the observed satellite kinematics very well, the DF from the semi-analytical model based on the dark-matter-only simulation Millennium II (SAM-MII) over-represents satellites with small radii and velocities. We attribute this difference to less disruption of satellites with small pericenter distances in the SAM-MII simulation. Finally, by varying the disruption rate of such satellites in this simulation, we estimate a ~5% scatter in the inferred MW halo mass among hydrodynamics-based simulations.

79 ASTRONOMY AND ASTROPHYSICS↗

Data from: Comparing traditional and Bayesian approaches to ecological meta-analysis

Despite the wide application of meta-analysis in ecology, some of the traditional methods used for meta-analysis may not perform well given the type of data characteristic of ecological meta-analyses. We reviewed published meta-analyses on the ecological impacts of global climate change, evaluating the number of replicates used in the primary studies (ni) and the number of studies or records (k) that were aggregated to calculate a mean effect size. We used the results of the review in a simulation experiment to assess the performance of conventional frequentist and Bayesian meta-analysis methods for estimating a mean effect size and its uncertainty interval. Our literature review showed that ni and k were highly variable, distributions were right-skewed, and were generally small (median ni =5, median k=44). Our simulations show that the choice of method for calculating uncertainty intervals was critical for obtaining appropriate coverage (close to the nominal value of 0.95). When k was low (<40), 95% coverage was achieved by a confidence interval based on the t-distribution that uses an adjusted standard error (the Hartung-Knapp-Sidik-Jonkman, HKSJ), or by a Bayesian credible interval, whereas bootstrap or z-distribution confidence intervals had lower coverage. Despite the importance of the method to calculate the uncertainty interval, 39% of the meta-analyses reviewed did not report the method used, and of the 61% that did, 94% used a potentially problematic method, which may be a consequence of software defaults. In general, for a simple random-effects meta-analysis, the performance of the best frequentist and Bayesian methods were similar for the same combinations of factors (k and mean replication), though the Bayesian approaches had higher than nominal (>95%) coverage for the mean effect when k was very low (k<15). Our literature review suggests that many meta-analyses that used z-distribution or bootstrapping confidence intervals may have over-estimated the statistical significance of their results when the number of studies was low; more appropriate methods need to be adopted in ecological meta-analyses.

54 ENVIRONMENTAL SCIENCES↗

Probabilistic inversion of circular phase spectra: application to two-station phase-velocity dispersion estimation in western Canada

SUMMARY Periodic directional and temporal measurements are common in seismology, and necessitate specific statistical analyses that are appropriate for circular quantities. In this work, we explore the use of a von Mises distribution as a representation of errors on circular seismological observations. Specifically, we automate the estimation of surface-wave phase-velocity dispersion for the teleseismic two-station method, which generally suffers from a 2π phase ambiguity. The use of Bayesian inverse techniques, which aim to rigorously quantify model parameter uncertainty, have become widespread throughout seismology over the last decade. Here, we apply Bayesian inversion to measurements of surface-wave phase spectra in order to estimate 1-D, path-averaged Earth structure between station pairs. The dispersion curve and associated uncertainties are additional results of the inversion, which can then be used as input for subsequent analyses (e.g. tomography). We demonstrate this technique through application to surface-wave recordings from long-running seismic stations throughout western Canada. Our results for over 10 000 station pairs reveal first-order tectonic features consistent with previous studies, which provides confidence in our approach as well as an initial step towards resolving a full 3-D seismic velocity model for the region. This work also presents a foundation for the inversion of surface-wave phase spectra to estimate 3-D Earth structure directly. Finally, the ideas presented in this work are not limited to the inversion of surface-wave phase spectra, but can also be considered for Bayesian geophysical inversion of any circular quantities.

Gosselin, Jeremy M. (ORCID:0000000203754102)↗

Dynamic Bayesian Networks for Fault Prognosis

A dynamic Bayesian Network (DBN)-based fault prognosis framework is proposed in this study to predict the future fault probabilities of gradual faults. The proposed framework utilizes the trend in prediction error generated from data driven forecasting models to estimate the future fault beliefs. The accuracy and scalability of the proposed method is evaluated using the data from a Modelica-based virtual testbed. Overall, the developed framework demonstrates good potential in estimating future fault probabilities of gradual faults.

Pradhan, Ojas↗

Bayesian merging of numerical modeling and remote sensing for saltwater intrusion quantification in the Vietnamese Mekong Delta

Saltwater intrusion has become one of the most concerning issues in the Vietnamese Mekong Delta (VMD) due to its increasing impacts on agriculture and food security of Vietnam. Reliable estimation of salinity plays a crucial role to mitigate the impacts of saltwater intrusion. Here, this study developed a hybrid technique that merges satellite imagery with numerical simulations to improve the estimation of salinity in the VMD. The salinity derived from Landsat images and by numerical simulations was fused using the Bayesian inference technique. The results indicate that our technique significantly reduces the uncertainties and improves the accuracy of salinity estimates. The Nash–Sutcliffe coefficient is 0.74, which is much higher than that of numerical simulation (0.63) and Landsat estimation (0.6). The correlation coefficient between the ensemble and measured salinity is relatively high (0.88). The variance of the ensemble salinity errors (5.0 ppt 2 ) is lower than that of Landsat estimation (10.4 ppt 2 ) and numerical simulations (9.6 ppt 2 ). The proposed approach shows a great potential to combine multiple data sources of a variable of interest to improve its accuracy and reliability wherever these data are available.

54 ENVIRONMENTAL SCIENCES↗

A Machine Learning based Approach of Estimating Equivalent Circuit Model Parameters at Different SoCs of Li-ion Batteries from Voltage Relaxation

Abstract: In this study, an approach of estimating the equivalent circuit model (ECM) parameters for Li-ion batteries (LIBs) is proposed based on the voltage value at different intervals while relaxing the LIB after discharge. The typical approach for estimating ECM parameters of a LIB is to conduct electrochemical impedance spectroscopy (EIS) measurements at different frequencies and fit them to a predefined circuit model, which requires additional measuring arrangements and specialized devices. The proposed methodology utilizes four different voltages at 0s, 60s, 360s, and 1800s alongside the specific state of charge (SoC) value for a specific constant discharge current value of ~1C until the relaxation stage to train and evaluate three regression-based machine learning models— Support Vector Regression (SVR), Extreme Gradient Boosting (XGBoost), and Gaussian Process Regression (GPR)—for estimating the ECM parameters of the selected model. Bayesian optimization is employed for hyperparameter tuning to achieve optimal performance for all the regressor models, among which, the GPR provided the best performance with the root-mean-squared error (RMSE) of less than 4x10-4 on average for the resistive components and less than 0.27 for capacitive components with excellent R2 scores. The simplicity of the approach enables it to eliminate the need for sophisticated measuring equipment and computation power.

Sagar, Md. Samiul [The University of Alabama (UA)]↗

Uncertainty quantification for deep learning in particle accelerator applications

With the advent of increased computational resources and improved algorithms, machine learning-based models are being increasingly applied to complex problems in particle accelerators. However, such data-driven models may provide overly confident predictions with unknown errors and uncertainties. For reliable deployment of machine learning models in high-regret and safety-critical systems such as particle accelerators, estimates of prediction uncertainty are needed along with accurate point predictions. In this investigation, we evaluate Bayesian neural networks (BNN) as an approach that can provide accurate predictions along with reliably quantified uncertainties for particle accelerator problems, and compare their performance with bootstrapped ensembles of neural networks. We select three accelerator setups for this evaluation: a storage ring, a photoinjector, and a linac. The problems span different data volumes and dimensionalities (e.g., scalar predictions as well as image outputs). It is found that BNN provide accurate predictions of the mean along with reliable estimates of predictive uncertainty across the test cases. In this vein, BNN may offer an attractive alternative to deterministic deep learning tools to generate accurate predictions with quantified uncertainties in particle accelerator applications.

43 PARTICLE ACCELERATORS↗

CheKiPEUQ

Parameter estimation for complex physical problems often suffers from finding 'solutions' that are not physically realistic. The CheKiPEUQ software provides tools for finding physically realistic parameter estimates.and CheKiPEUQ provide tools for making graphs of the parameter positions within parameter space as well as plots of the final simulation results. The primary purpose of the CheKiPEUQ software is to enable more physically realistic parameter estimation from comparing simulations to experiments. Specifically, when prior knowledge is available about the region of parameter space which is physically realistic and when the level of uncertainty from experiment can be estimated. The software is intentionally general and can be used for almost any type of simulation. The software is made in a user friendly manner so that users can simply enter the required data and then run the program, following guidelines provided by the authors along with some trial and error. Examples are provided. Users do not need to understand the methodology that will be namedi in the following sentences. While CheKiPEUQ can be used for conventional parameter estimation and other uses, the primary uses for CheKiPEUQ are: 1) Bayesian Parameter Estimation, 2) Bayesian Model Discrimination, 3) Bayesian Design of Experiments. For more information see the project website, documentation, examples, and related publications.

Savara, Aditya [Oak Ridge National Lab. (ORNL), Oa↗

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↗

Bayesian analysis of nucleon-nucleon scattering data in pionless effective field theory

We perform Bayesian model calibration of two-nucleon (NN) low-energy constants (LECs) appearing in an NN interaction based on pionless effective field theory (πEFT). The calibration is carried out for potentials constructed using naive dimensional analysis in NN relative momenta (p) up to next-to-leading order [NLO, O(p 2 )] and next-to-next-to-next-to-leading order [N3LO, O(p 4 )]. We consider two classes of pionless πEFT potential: one that acts in all partial waves and another that is dominated by s-wave physics. The two classes produce broadly similar results for calibrations to NN data up to E lab = 5 MeV. Our analysis accounts for the correlated uncertainties that arise from the truncation of the pionless πEFT. We simultaneously estimate both the πEFT LECs and the parameters that quantify the truncation error. This permits the first quantitative estimates of the pionless πEFT breakdown scale, Λ b : the 95% intervals are Λ b ∈[50.11,63.03] MeV at NLO and Λ b ∈[72.27,88.54] MeV at N3LO. Furthermore, invoking naive dimensional analysis for the NN potential, therefore, does not lead to consistent results across orders in pionless πEFT. This exemplifies the possible use of Bayesian tools to identify inconsistencies in a proposed EFT power counting.

Bayesian methods↗