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A special class of quantum recurrent nets simulating Markov chains with absorbing states is introduced. The absorbing states are exploited for pattern recognition: each class of patterns, each combination of patterns acquires its own meaning.
Here, we combine physics-based groundwater reactive transport modelling with machine-learning techniques to quantify hydrogeological model and solute transport predictive uncertainties. We train an artificial neural network (ANN) on a dataset of groundwater hydraulic heads and 3 H concentrations generated using a high-fidelity groundwater reactive transport model. Using the trained ANN as a surrogate model to reproduce the input–output response of the high-fidelity reactive transport model, we quantify the posterior distributions of hydrogeological parameters and hydraulic forcing conditions using Markov chain Monte Carlo calibration against field observations of groundwater hydraulic heads and 3 H concentrations. We demonstrate the methodology with a model application that predicts Chlorofluorocarbon-12 (CFC-12) solute transport at a contaminated field site in Wyoming, United States. Our results show that including 3 H observations in the calibration dataset reduced the uncertainty in the estimated permeability field and infiltration rates, compared to calibration against hydraulic heads alone. However, predictive uncertainty quantification shows that CFC-12 transport predictions conditioned to the parameter posterior distributions cannot reproduce the field measurements. We found that calibrating the model to hydraulic head and 3 H observations results in groundwater mean ages that are too large to explain the observed CFC-12 concentrations. The coupling of the physics-based reactive transport model with the machine-learning surrogate model allows us to efficiently quantify model parameter and predictive uncertainties, which is typically computationally intractable using reactive transport models alone.
In this project, we sought to develop new cloud and rain microphysics frameworks within the Energy Exascale Earth System Model (E3SM). This work encompassed two primary avenues of research: 1) Further development of a Bayesian-based scheme called BOSS (Bayesian Observationally-constrained Statistical-physical Scheme) to represent cloud and rain microphysics, testing it in realistic high-resolution cloud models, and implementing it in E3SM; 2) Development of a methodology utilizing machine learning to enable computationally tractable use of tractable use of Markov chain Monte Carlo sampling for Bayesian parameter estimation in Earth system and cloud models. In this project, we adapted the BOSS microphysics scheme, originally formulated for rain-only, to include all liquid-phase microphysical processes for cloud and rain, in particular the processes that mediate between these two categories, for example the conversion from cloud to rain through collision and coalescence of drops. We constrained the scheme via comparison and testing against a detailed model that explicitly represents the evolution of cloud and rain particles, called a bin microphysics scheme.
Using Hubble Space Telescope/ACS Hα images of SNR 0509–67.5 taken ~10 yr apart, we measure the forward shock (FS) proper motions (PMs) at 231 rim locations. The average shock radius and velocity are 3.66 ± 0.036 pc and 6315 ± 310 km s –1 . Hydrodynamic simulations, recast as similarity solutions, provide models for the supernova remnant’s expansion into a uniform ambient medium. These are coupled to a Markov chain Monte Carlo (MCMC) analysis to determine explosion parameters, constrained by the FS measurements. For our baseline model, the MCMC posteriors yield an age of 315.5 ± 1.8 yr, a dynamical explosion center at 5 h 09 m 31. s 16, $-67^\circ 31^{\prime} 17\buildrel{\prime\prime}\over{.} 1$ and ambient medium densities at each azimuth ranging over 3.7–8.0 × 10 –25 g cm –3 . The age uncertainty can be an order of magnitude larger when considering other models, or subsets of the data. We detect stellar PMs corresponding to speeds in the Large Magellanic Cloud ≥ 770 km s –1 . Five stars in the remnant show measurable PMs but none are moving radially from the dynamical center. There are four stars 1."4 from the center, including three faint, previously unidentified ones. Using coronal [Fe XIV ] λ5303 emission as a proxy for the reverse shock location, we constrain the explosion energy (for a compression factor of 4) to a value of E = (1.30 ± 0.41) × 10 51 erg for the first time from shock kinematics alone. Higher compression factors (7 or more) are strongly disfavored based on multiple criteria, arguing for inefficient particle acceleration in the Balmer shocks of SNR 0509–67.5.
As the earliest stage of planet formation, massive, optically thick, and gas-rich protoplanetary disks provide key insights into the physics of star and planet formation. When viewed edge-on, high-resolution images offer a unique opportunity to study both the radial and vertical structures of these disks and relate this to vertical settling, radial drift, grain growth, and changes in the midplane temperatures. In this work, we present multi-epoch Hubble Space Telescope and Keck scattered light images, and an Atacama Large Millimeter/submillimeter Array 1.3 mm continuum map for the remarkably flat edge-on protoplanetary disk SSTC2DJ163131.2–242627, a young solar-type star in ρ Ophiuchus. We model the 0.8 μm and 1.3 mm images in separate Markov Chain Monte Carlo (MCMC) runs to investigate the geometry and dust properties of the disk using the MCFOST radiative transfer code. In scattered light, we are sensitive to the smaller dust grains in the surface layers of the disk, while the submillimeter dust continuum observations probe larger grains closer to the disk midplane. An MCMC run combining both data sets using a covariance-based log-likelihood estimation was marginally successful, implying insufficient complexity in our disk model. The disk is well characterized by a flared disk model with an exponentially tapered outer edge viewed nearly edge-on, though some degree of dust settling is required to reproduce the vertically thin profile and lack of apparent flaring. A colder than expected disk midplane, evidence for dust settling, and residual radial substructures all point to a more complex radial density profile to be probed with future, higher-resolution observations.
The theory of Markov chains is used to formulate the radiative transport problem in a general way by modeling the successive interactions of a photon as a stochastic process. Under the minimal requirement that the stochastic process is a Markov chain, the determination of the diffuse reflection or transmission from a scattering atmosphere is equivalent to the solution of a system of linear equations. This treatment is mathematically equivalent to, and thus has many of the advantages of, Monte Carlo methods, but can be considerably more rapid than Monte Carlo algorithms for numerical calculations in particular applications. We have verified the speed and accuracy of this formalism for the standard problem of finding the intensity of scattered light from a homogeneous plane-parallel atmosphere with an arbitrary phase function for scattering. Accurate results over a wide range of parameters were obtained with computation times comparable to those of a standard 'doubling' routine. The generality of this formalism thus allows fast, direct solutions to problems that were previously soluble only by Monte Carlo methods. Some comparisons are made with respect to integral equation methods.
Abstract Research into network dynamics of spreading processes typically employs both discrete and continuous time methodologies. Although each approach offers distinct insights, integrating them can be challenging, particularly when maintaining coherence across different time scales. This review focuses on the Microscopic Markov Chain Approach (MMCA), a probabilistic f ramework originally designed for epidemic modeling. MMCA uses discrete dynamics to compute the probabilities of individuals transitioning between epidemiological states. By treating each time step—usually a day—as a discrete event, the approach captures multiple concurrent changes within this time frame. The approach allows to estimate the likelihood of individuals or populations being in specific states, which correspond to distinct epidemiological compartments. This review synthesizes key findings from the application of this approach, providing a comprehensive overview of its utility in understanding epidemic spread.
In this paper, we present a method for estimating the infection-rate of a disease as a spatial-temporal field. Our data comprises time-series case-counts of symptomatic patients in various areal units of a region. We extend an epidemiological model, originally designed for a single areal unit, to accommodate multiple units. The field estimation is framed within a Bayesian context, utilizing a parameterized Gaussian random field as a spatial prior. We apply an adaptive Markov chain Monte Carlo method to sample the posterior distribution of the model parameters condition on COVID-19 case-count data from three adjacent counties in New Mexico, USA. Our results suggest that the correlation between epidemiological dynamics in neighboring regions helps regularize estimations in areas with high variance (i.e., poor quality) data. Using the calibrated epidemic model, we forecast the infection-rate over each areal unit and develop a simple anomaly detector to signal new epidemic waves. Our findings show that anomaly detector based on estimated infection-rates outperforms a conventional algorithm that relies solely on case-counts.
Internet of Things (IoT) is becoming more pervasive in many installations, including homes, manufacturing plants, and industrial facilities of all kinds. The data that IoT produces is a reflection of usual behavior such as daily routines and scheduled tasks, but also from unexpected behavior due to unintentional or undesirable abnormalities. Here, we focus on achieving coordinated intelligence about normal and abnormal phenomena from multiple sensors that are geographically colocated in close proximity, monitoring and controlling a set of co-located devices. Given a set of co-located sensors, we seek an intelligent approach that would automatically determine the “normal” patterns of behaviors among the correlated sensors. After normal behavior is extracted, later monitoring should detect any deviant variations over time. An example application is an entry monitoring and alert system for facilities such as nuclear reactors, where badge readers, door locks, lights, weight trackers and other co-located sensors at the entry point are collectively tracked. To address this problem, we identify the possible solution approach that can be used to solve its different variants. The implemented model is developed as a combination of rules and Markov Chain methods.
In this paper, we apply the Non-Orthogonal Multiple Access (NOMA) technique to improve the massive channel access of a wireless IoT network where solar-powered Unmanned Aerial Vehicles (UAVs) relay data from IoT devices to remote servers. Specifically, IoT devices contend for accessing the shared wireless channel using an adaptive p-persistent slotted Aloha protocol; and the solar-powered UAVs adopt Successive Interference Cancellation (SIC) to decode multiple received data from IoT devices to improve access efficiency. To enable an energy-sustainable capacity-optimal network, we study the joint problem of dynamic multi-UAV altitude control and multi-cell wireless channel access management of IoT devices as a stochastic control problem with multiple energy constraints. We first formulate this problem as a Constrained Markov Decision Process (CMDP), and propose an online model-free Constrained Deep Reinforcement Learning (CDRL) algorithm based on Lagrangian primal-dual policy optimization to solve the CMDP. Extensive simulations demonstrate that our proposed algorithm learns a cooperative policy in which the altitude of UAVs and channel access probability of IoT devices are dynamically controlled to attain the maximal long-term network capacity while ensuring energy sustainability of UAVs, outperforming baseline schemes. The proposed CDRL agent can be trained on a small network, yet the learned policy can efficiently manage networks with a massive number of IoT devices and varying initial states, which can amortize the cost of training the CDRL agent.
A method of nonlinear stochastic control is applied to the problem of providing set-point control. The procedure is illustrated for a nonlinear second-order plant. The controller design uses a variation of the 'multiple-model adaptive control' approach. Specific problems related to the design are investigated, including learning time and set-point accuracy dependence on the number of approximating models, chord versus tangent approximations, and the a priori Markov switching parameter values. Simulations are provided for different situations under various levels of measurement noise.
The following paper is presented in viewgraph format and covers topics including: (1) linear state feedback control system; (2) Kalman filter state estimation; (3) relation between residual and stochastic part of output; (4) obtaining Kalman filter gain; (5) state estimation under unknown system model and unknown noises; and (6) relationship between filter Markov parameters and system Markov parameters.
The project is concerned with the development of decision-theoretic techniques to optimize the scientific return of planetary rovers. Planetary rovers are small unmanned vehicles equipped with cameras and a variety of sensors used for scientific experiments. They must operate under tight constraints over such resources as operation time, power, storage capacity, and communication bandwidth. Moreover, the limited computational resources of the rover limit the complexity of on-line planning and scheduling. We have developed a comprehensive solution to this problem that involves high-level tools to describe a mission; a compiler that maps a mission description and additional probabilistic models of the components of the rover into a Markov decision problem; and algorithms for solving the rover control problem that are sensitive to the limited computational resources and high-level of uncertainty in this domain.
One of the richest potential sources of insight into fundamental physics that LISA will be capable of observing is the inspiral of supermassive black hole binaries (BHBs). However, the data analysis challenge presented by the LISA data stream is quite unlike the situation for present day gravitational wave detectors. In order to make the precision measurements necessary to achieve LISA's science goals, the BHB signal must be distinguished from a data stream that not only contains instrumental noise, but potentially thousands of other signals as well, so that the "background" we wish to separate out to focus on the BHB signal is likely to be highly nonstationary and nongaussian, as well as being of scientific interest in its own right. In addition, whereas the theoretical templates that we calculate in order to ultimately estimate the parameters can afford to be somewhat inaccurate and still be effective for present day and near future detectors, this is not the case for LISA, and extremely high fidelity of the theoretical templates for high signal-to-noise signals will be required to prevent theoretical errors from dominating the parameter estimates. NVe, will describe efforts in the community of LISA data analysts to address the challenges regarding the specific issue of BHB signals. These efforts include using a Markov Chain Monte Carlo approach with the freedom to model the BHB and the other signals present in the data stream simultaneously, rather than trying to remove other signals and risk biasing the remaining data. The Mock LISA Data Challenge is a community of LISA scientists who generate rounds of simulated LISA noise with increasingly difficult signal content, and invite the LISA data analysis community to exercise their methods, or develop new methods, in an attempt to extract the parameters for the signals embedded in the mock data. In addition to practical approaches such ,is this to assess the level of parameter accuracy, one can apply the Fisher matrix formalism to assess both the statistical errors from noise and the theoretical errors
Adaptive psychoacoustic test methods, in which the next signal level depends on the response to the previous signal, are the most efficient for determining psychoacoustic thresholds of individual subjects. In many tests conducted in the NASA psychoacoustic labs, the goal is to determine thresholds representative of the general population. To do this economically, non-adaptive testing methods are used in which three or four subjects are tested at the same time with predetermined signal levels. This approach requires us to identify techniques for assessing the uncertainty in resulting group-average psychoacoustic thresholds. In this presentation we examine the Delta Method of frequentist statistics, the Generalized Linear Model (GLM), the Nonparametric Bootstrap, a frequentist method, and Markov Chain Monte Carlo Posterior Estimation and a Bayesian approach. Each technique is exercised on a manufactured, theoretical dataset and then on datasets from two psychoacoustics facilities at NASA. The Delta Method is the simplest to implement and accurate for the cases studied. The GLM is found to be the least robust, and the Bootstrap takes the longest to calculate. The Bayesian Posterior Estimate is the most versatile technique examined because it allows the inclusion of prior information.
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.
Pade approximations for linear and dynamic programming using Markov processes and new algorithms
This paper presents an algorithm to identify a state-space model of a linear system using a backward-time approach. The procedure consists of three basic steps. First, the Markov parameters of a backward-time observer are computed from experimental input-output data. Second, the backward-time observer Markov parameters are decomposed to obtain the backward-time system Markov parameters (backward-time pulse response samples) from which a backward-time state-space model is realized using the Eigensystem Realization Algorithm. Third, the obtained backward-time state space model is converted to the usual forward-time representation. Stochastic properties of this approach will be discussed. Experimental results are given to illustrate when and to what extent this concept works.