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DOE OSTI2024

Ensemble variational Fokker-Planck methods for data assimilation

Particle flow filters solve Bayesian inference problems by smoothly transforming a set of particles into samples from the posterior distribution. Particles move in state space under the flow of an McKean-Vlasov-Itˆo process. This work introduces the Variational Fokker-Planck (VFP) framework for data assimilation, a general approach that includes previously known particle flow filters as special cases. The McKean-Vlasov-Itˆo process that transforms particles is defined via an optimal drift that depends on the selected diffusion term. It is established that the underlying probability density - sampled by the ensemble of particles - converges to the Bayesian posterior probability density. For a finite number of particles the optimal drift contains a regularization term that nudges particles toward becoming independent random variables. Based on this analysis, we derive computationally-feasible approximate regularization approaches that penalize the mutual information between pairs of particles, and avoid particle collapse. Moreover, the diffusion plays a role akin to a particle rejuvenation approach that aims to alleviate particle collapse. The VFP framework is very flexible. Different assumptions on prior and intermediate probability distributions can be used to implement the optimal drift, and localization and covariance shrinkage can be applied to alleviate the curse of dimensionality. A robust implicit-explicit method is discussed for the efficient integration of stiff McKean- Vlasov-Itˆo processes. Here, the effectiveness of the VFP framework is demonstrated on three progressively more challenging test problems, namely the Lorenz ’63, Lorenz ’96 and the quasi-geostrophic equations.

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2021

Multimodal Bayesian registration of noisy functions using Hamiltonian Monte Carlo

Functional data registration is a necessary processing step for many applications. The observed data can be inherently noisy, often due to measurement error or natural process uncertainty; which most functional alignment methods cannot handle. A pair of functions can also have multiple optimal alignment solutions, which is not addressed in current literature. In this paper, a flexible Bayesian approach to functional alignment is presented, which appropriately accounts for noise in the data without any pre-smoothing required. Additionally, by running parallel MCMC chains, the method can account for multiple optimal alignments via the multi-modal posterior distribution of the warping functions. To most efficiently sample the warping functions, the approach relies on a modification of the standard Hamiltonian Monte Carlo to be well-defined on the infinite-dimensional Hilbert space. In this work, this flexible Bayesian alignment method is applied to both simulated data and real data sets to show its efficiency in handling noisy functions and successfully accounting for multiple optimal alignments in the posterior; characterizing the uncertainty surrounding the warping functions.

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2020

Characterization of Partially Observed Epidemics - Application to COVID-19

This report documents a statistical method for the "real-time" characterization of partially observed epidemics. Observations consist of daily counts of symptomatic patients, diagnosed with the disease. Characterization, in this context, refers to estimation of epidemiological parameters that can be used to provide short-term forecasts of the ongoing epidemic, as well as to provide gross information for the time-dependent infection rate. The characterization problem is formulated as a Bayesian inverse problem, and is predicated on a model for the distribution of the incubation period. The model parameters are estimated as distributions using a Markov Chain Monte Carlo (MCMC) method, thus quantifying the uncertainty in the estimates. The method is applied to the COVID-19 pandemic of 2020, using data at the country, provincial (e.g., states) and regional (e.g. county) levels. The epidemiological model includes a stochastic component due to uncertainties in the incubation period. This model-form uncertainty is accommodated by a pseudo-marginal Metropolis-Hastings MCMC sampler, which produces posterior distributions that reflect this uncertainty. We approximate the discrepancy between the data and the epidemiological model using Gaussian and negative binomial error models; the latter was motivated by the over-dispersed count data. For small daily counts we find the performance of the calibrated models to be similar for the two error models. For large daily counts the negative-binomial approximation is numerically unstable unlike the Gaussian error model. Application of the model at the country level (for the United States, Germany, Italy, etc.) generally provided accurate forecasts, as the data consisted of large counts which suppressed the day-to-day variations in the observations. Further, the bulk of the data is sourced over the duration before the relaxation of the curbs on population mixing, and is not confounded by any discernible country-wide second wave of infections. At the state-level, where reporting was poor or which evinced few infections (e.g., New Mexico), the variance in the data posed some, though not insurmountable, difficulties, and forecasts were able to capture the data with large uncertainty bounds. The method was found to be sufficiently sensitive to discern the flattening of the infection and epidemic curve due to shelter-in-place orders after around 90% quantile for the incubation distribution (about 10 days for COVID-19). The proposed model was also used at a regional level to compare the forecasts for the central and north-west regions of New Mexico. Modeling the data for these regions illustrated different disease spread dynamics captured by the model. While in the central region the daily counts peaked in the late April, in the north-west region the ramp-up continued for approximately three more weeks.

59 BASIC BIOLOGICAL SCIENCES↗

DOE OSTI2022

Measuring the thermal and ionization state of the low- z IGM using likelihood free inference

ABSTRACT We present a new approach to measure the power-law temperature density relationship $T=T_0 (\rho/ \bar{\rho })^{\gamma -1}$ and the UV background photoionization rate $\Gamma _{{{{\rm H\, {\small I}}}}{}}$ of the intergalactic medium (IGM) based on the Voigt profile decomposition of the Ly α forest into a set of discrete absorption lines with Doppler parameter b and the neutral hydrogen column density $N_{\rm H\, {\small I}}$. Previous work demonstrated that the shape of the $b-N_{{{{\rm H\, {\small I}}}}{}}$ distribution is sensitive to the IGM thermal parameters T0 and γ, whereas our new inference algorithm also takes into account the normalization of the distribution, i.e. the line-density dN/dz, and we demonstrate that precise constraints can also be obtained on $\Gamma _{{{{\rm H\, {\small I}}}}{}}$. We use density-estimation likelihood-free inference (DELFI) to emulate the dependence of the $b-N_{{{{\rm H\, {\small I}}}}{}}$ distribution on IGM parameters trained on an ensemble of 624 nyx hydrodynamical simulations at z = 0.1, which we combine with a Gaussian process emulator of the normalization. To demonstrate the efficacy of this approach, we generate hundreds of realizations of realistic mock HST/COS data sets, each comprising 34 quasar sightlines, and forward model the noise and resolution to match the real data. We use this large ensemble of mocks to extensively test our inference and empirically demonstrate that our posterior distributions are robust. Our analysis shows that by applying our new approach to existing Ly α forest spectra at z ≃ 0.1, one can measure the thermal and ionization state of the IGM with very high precision ($\sigma _{\log T_0} \sim 0.08$ dex, σγ ∼ 0.06, and $\sigma _{\log \Gamma _{{{{\rm H\, {\small I}}}}{}}} \sim 0.07$ dex).

79 ASTRONOMY AND ASTROPHYSICS↗

DOE OSTI2024

Debiasing with Diffusion: Probabilistic Reconstruction of Dark Matter Fields from Galaxies with CAMELS

Abstract Galaxies are biased tracers of the underlying cosmic web, which is dominated by dark matter (DM) components that cannot be directly observed. Galaxy formation simulations can be used to study the relationship between DM density fields and galaxy distributions. However, this relationship can be sensitive to assumptions in cosmology and astrophysical processes embedded in galaxy formation models, which remain uncertain in many aspects. In this work, we develop a diffusion generative model to reconstruct DM fields from galaxies. The diffusion model is trained on the CAMELS simulation suite that contains thousands of state-of-the-art galaxy formation simulations with varying cosmological parameters and subgrid astrophysics. We demonstrate that the diffusion model can predict the unbiased posterior distribution of the underlying DM fields from the given stellar density fields while being able to marginalize over uncertainties in cosmological and astrophysical models. Interestingly, the model generalizes to simulation volumes ≈500 times larger than those it was trained on and across different galaxy formation models. The code for reproducing these results can be found athttps://github.com/victoriaono/variational-diffusion-cdm✎.

Astronomy & Astrophysics↗

DOE OSTI2026

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↗

DOE OSTI2023

The DESI PRObabilistic Value-added Bright Galaxy Survey (PROVABGS) Mock Challenge

The PRObabilistic Value-added Bright Galaxy Survey (PROVABGS) catalog will provide measurements of galaxy properties, such as stellar mass ($M*$), star formation rate (SFR), stellar metallicity (Z), and stellar age ($t_{age}$), for >10 million galaxies of the Dark Energy Spectroscopic Instrument (DESI) Bright Galaxy Survey. Full posterior distributions of the galaxy properties will be inferred using state-of-the-art Bayesian spectral energy distribution (SED) modeling of DESI spectroscopy and Legacy Surveys photometry. In this work, we present the SED model, the neural emulator for the model, and the Bayesian inference framework of PROVABGS. Furthermore, we apply the PROVABGS SED modeling on realistic synthetic DESI spectra and photometry, constructed using the L-Galaxies semi-analytic model. We compare the inferred galaxy properties to the true values of the simulation using a hierarchical Bayesian framework to quantify accuracy and precision. Overall, we accurately infer the true $M*$, SFR, Z, and $t_{age}$ of the simulated galaxies. However, the priors on galaxy properties induced by the SED model have a significant impact on the posteriors, which we characterize in detail. This work also demonstrates that a joint analysis of spectra and photometry significantly improves the constraints on galaxy properties over photometry alone and is necessary to mitigate the impact of the priors. With the methodology presented and validated in this work, PROVABGS will maximize information extracted from DESI observations and extend current galaxy studies to new regimes and unlock cutting-edge probabilistic analyses. https://github.com/changhoonhahn/provabgs/

79 ASTRONOMY AND ASTROPHYSICS↗

DOE OSTI2025

Karhunen–Loève deep learning method for surrogate modeling and approximate Bayesian parameter estimation

We evaluate the performance of the Karhunen-Loève Deep Neural Network (KL-DNN) framework for surrogate modeling and approximate Bayesian parameter estimation in partial differential equation models. In the surrogate model, the Karhunen-Loève (KL) expansions are used for the dimensionality reduction of the number of unknown parameters and variables, and a deep neural network is employed to relate the reduced space of parameters to that of the state variables. The KL-DNN surrogate model is used to formulate a maximum-a-posteriori-like least-squares problem, which is randomized to draw samples of the posterior distribution of the parameters. We test the proposed framework for a hypothetical unconfined aquifer via comparison with the forward MODFLOW and inverse PEST++ iterative ensemble smoother (IES) solutions as well as the state-of-the-art Fourier neural operator (FNO) and deep operator networks (DeepONets) operator learning surrogate models. Our results show that the KL-DNN surrogate model outperforms FNO and DeepONet for forward predictions. For solving inverse problems, the randomized algorithm provides the same or more accurate Bayesian predictions of the parameters than IES as evidenced by the higher log-predictive probability of both the estimated parameter field and the forecast hydraulic head. The posterior mean obtained from the randomized algorithm is closer to the reference parameter field than that obtained with FNO as the maximum a posteriori estimate.

Approximate Bayesian inference↗

DOE OSTI2022

Goal-oriented a-posteriori estimation of model error as an aid to parameter estimation

In this work, a Bayesian model calibration framework is presented that utilizes goal-oriented a-posterior error estimates in quantities of interest (QoIs) for classes of high-fidelity models characterized by PDEs. It is shown that for a large class of computational models, it is possible to develop a computationally inexpensive procedure for calibrating parameters of high-fidelity models of physical events when the parameters of low-fidelity (surrogate) models are known with acceptable accuracy. The main ingredients in the proposed model calibration scheme are goal-oriented a-posteriori estimates of error in QoIs computed using a so-called lower fidelity model compared to those of an uncalibrated higher fidelity model. The estimates of error in QoIs are used to define likelihood functions in Bayesian inversion analysis. A standard Bayesian approach is employed to compute the posterior distribution of model parameters of high-fidelity models. As applications, parameters in a quasi-linear second-order elliptic boundary-value problem (BVP) are calibrated using a second-order linear elliptic BVP. In a second application, parameters of a tumor growth model involving nonlinear time-dependent PDEs are calibrated using a lower fidelity linear tumor growth model with known parameter values.

A-posterior estimates↗

DOE OSTI2023

BEYONDPLANCK X. Planck Low Frequency Instrument frequency maps with sample-based error propagation

We present Planck Low Frequency Instrument (LFI) frequency sky maps derived within the BEYONDPLANCK framework. This framework draws samples from a global posterior distribution that includes instrumental, astrophysical, and cosmological parameters, and the main product is an entire ensemble of frequency sky map samples, each of which corresponds to one possible realization of the various modeled instrumental systematic corrections, including correlated noise, time-variable gain, as well as far sidelobe and bandpass corrections. This ensemble allows for computationally convenient end-to-end propagation of low-level instrumental uncertainties into higher-level science products, including astrophysical component maps, angular power spectra, and cosmological parameters. We show that the two dominant sources of LFI instrumental systematic uncertainties are correlated noise and gain fluctuations, and the products presented here support – for the first time – full Bayesian error propagation for these effects at full angular resolution. We compared our posterior mean maps with traditional frequency maps delivered by the Planck Collaboration, and find generally good agreement. The most important quality improvement is due to significantly lower calibration uncertainties in the new processing, as we find a fractional absolute calibration uncertainty at 70 GHz of Δg 0 /g 0 = 5 x 10 -5 , which is nominally 40 times smaller than that reported by Planck 2018. However, we also note that the original Planck 2018 estimate has a nontrivial statistical interpretation, and this further illustrates the advantage of the new framework in terms of producing self-consistent and well-defined error estimates of all involved quantities without the need of ad hoc uncertainty contributions. We describe how low-resolution data products, including dense pixel-pixel covariance matrices, may be produced from the posterior samples directly, without the need for computationally expensive analytic calculations or simulations. We conclude that posterior-based frequency map sampling provides unique capabilities in terms of low-level systematics modeling and error propagation, and may play an important role for future Cosmic Microwave Background (CMB) B-mode experiments aiming at nanokelvin precision.

79 ASTRONOMY AND ASTROPHYSICS↗

DOE OSTI2023

Robust sampling for weak lensing and clustering analyses with the Dark Energy Survey

Recent cosmological analyses rely on the ability to accurately sample from high-dimensional posterior distributions. A variety of algorithms have been applied in the field, but justification of the particular sampler choice and settings is often lacking. Here, we investigate three such samplers to motivate and validate the algorithm and settings used for the Dark Energy Survey (DES) analyses of the first 3 yr (Y3) of data from combined measurements of weak lensing and galaxy clustering. We employ the full DES Year 1 likelihood alongside a much faster approximate likelihood, which enables us to assess the outcomes from each sampler choice and demonstrate the robustness of our full results. We find that the ellipsoidal nested sampling algorithm multinest reports inconsistent estimates of the Bayesian evidence and somewhat narrower parameter credible intervals than the sliced nested sampling implemented in polychord. We compare the findings from multinest and polychord with parameter inference from the Metropolis–Hastings algorithm, finding good agreement. We determine that polychord provides a good balance of speed and robustness for posterior and evidence estimation, and recommend different settings for testing purposes and final chains for analyses with DES Y3 data. Our methodology can readily be reproduced to obtain suitable sampler settings for future surveys.

46 INSTRUMENTATION RELATED TO NUCLEAR SCIENCE AND ↗

DOE OSTI2022

Counting generations in birth and death processes with competing Erlang and exponential waiting times

Lymphocyte populations, stimulated in vitro or in vivo, grow as cells divide. Stochastic models are appropriate because some cells undergo multiple rounds of division, some die, and others of the same type in the same conditions do not divide at all. If individual cells behave independently, then each cell can be imagined as sampling from a probability density of times to division and death. The exponential density is the most mathematically and computationally convenient choice. It has the advantage of satisfying the memoryless property, consistent with a Markov process, but it overestimates the probability of short division times. With the aim of preserving the advantages of a Markovian framework while improving the representation of experimentally-observed division times, we consider a multi-stage model of cellular division and death. We use Erlang-distributed (or, more generally, phase-type distributed) times to division, and exponentially distributed times to death. We classify cells into generations, using the rule that the daughters of cells in generation n are in generation n + 1. In some circumstances, our representation is equivalent to established models of lymphocyte dynamics. We find the growth rate of the cell population by calculating the proportions of cells by stage and generation. The exponent describing the late-time cell population growth, and the criterion for extinction of the population, differs from what would be expected if N steps with rate λ were equivalent to a single step of rate λ/N. We link with a published experimental dataset, where cell counts were reported after T cells were transferred to lymphopenic mice, using Approximate Bayesian Computation. In the comparison, the death rate is assumed to be proportional to the generation and the Erlang time to division for generation 0 is allowed to differ from that of subsequent generations. The multi-stage representation is preferred to a simple exponential in posterior distributions, and the mean time to first division is estimated to be longer than the mean time to subsequent divisions.

59 BASIC BIOLOGICAL SCIENCES↗

DOE OSTI2024

Calibration and uncertainty quantification for Davis Equation of State models for the High Explosive PBX 9501 products

Abstract This paper investigates the uncertainty in the parameters used in the calibration of an Davis Equation Of State (EOS) for the detonation products of the High Explosive PBX 9501. The procedure sought to make use of all available information about this HE to inform the best set of calibration parameters as well as the uncertainty in these parameters. The procedure made use of historical experimental data, the results from thermo‐chemical modeling as well as data on the best isentrope function fit to cylinder test experimental data. Combining all these heterogeneous data sources together in a Bayesian calibration, yielded a posterior mean and covariance. Sampling from the posterior distribution and evaluating an important Quantity Of Interest (QOI) in the EOS model, the detonation speed of a one‐inch rate stick, produced a distribution which showed variations which were in agreement with experiments. The uncertainty in the EOS was reported as eleven sets of model calibrations which spanned the range of this QOI.

45 MILITARY TECHNOLOGY, WEAPONRY, AND NATIONAL DEF↗

DOE OSTI2020

Anelasticity and Phase Transition During Ramp-Release in Tin

This study examines the qualitative features of an anelasticity model associated with the bowing of dislocations in the presence of phase transition. A simple physically plausible mechanism is introduced to describe the interaction of anelasticity and the transformation. Varying the anelastic parameters results in strong differences in the deviatoric stress response. The model is applied to study the behavior of tin (Sn) and compared to data from ramp driven compression-release experiments. Tin exhibits a complex phase diagram within a relatively accessible range of temperature and pressures and the characterization of its phases is considered an open problem with significant scientific merit. The coupling between anelasticity, plasticity, and phase transformation contributes to release wave features traditionally associated with the phase transition effect alone suggesting the importance of accounting for the effects jointly. Posterior distributions of the plastic and anelastic parameters are computed using Bayesian-inference-based methods, further highlighting the importance of anelasticity in this regime.

36 MATERIALS SCIENCE↗

DOE OSTI2022

Atikokan Digital Twin: Machine learning in a biomass energy system

The Atikokan Generating Station, operated by Ontario Power Generation, has a 200 MW, biomass-fired tower boiler that operates on a dispatch schedule with a five-minute cycle. The boiler is generally operated in the range of 40–100 MW using two of five burner levels. In order to optimize boiler performance, we propose the implementation of a unique digital twin. Our digital twin abstraction couples Bayesian inference from science-based models and from observations (machine learning) with decision theory to predict operating-variable set points that optimize the physical asset (the boiler) in the presence of uncertainty (artificial intelligence). We focus this paper on the continuous Bayesian machine learning part of the Atikokan Digital Twin; we discuss decision theory in a companion paper. We identify and learn about 12 operational, model, and measured-output parameters and their uncertainties from high-fidelity, science-based simulations of the Atikokan boiler and from the observed measurements at the power plant. Since the goal of the Atikokan Digital Twin is to implement it online in real time, we require fast function evaluations for the quantities of interest extracted from the simulations in the Bayesian analysis. We use Gaussian process regression/interpolation to create accurate, robust surrogate models. We define the Bayesian priors and likelihood function and solve for the posterior distributions of the 12 parameters. Here we then propagate these distributions (i.e., parameters with uncertainty) into the predicted distributions of 790 quantities of interest to learn about the relative importance of various sources of error including experimental, model, and operating-parameter errors.

09 BIOMASS FUELS↗

DOE OSTI2022

Kinetic model development and Bayesian uncertainty quantification for the complete reduction of Fe-based oxygen carriers with CH 4 , CO, and H 2 for chemical looping combustion

In this work, three kinetic models are developed and calibrated for the complete multi-step reduction of an Fe-based oxygen carrier (OC) particle with CH 4 , CO, and H 2 , using data from thermogravimetric analysis. The complete reduction rate profiles exhibit complex dynamics whose trajectory is significantly different depending on the reducing gas. A Bayesian model building and parameter estimation framework is applied for simultaneous parameter and model structure uncertainty quantification. The final models show excellent agreement between model predictions and calibration data, as well as new data not used for calibration (for the reduction of the OC with CH 4 ). Parameter uncertainty is quantified by determining joint posterior distribution, and model structure uncertainty is addressed by incorporating Gaussian process stochastic functions (represented by Bayesian smoothing splines) into the kinetic models. The final kinetic models with discrepancy functions are readily employable in equation-oriented simulation and optimization platforms.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗

DOE OSTI2024

Hierarchical Bayesian modeling for Inverse Uncertainty Quantification of system thermal-hydraulics code using critical flow experimental data

The best estimate plus uncertainty methodology in nuclear system thermal-hydraulic studies necessitates a comprehensive understanding of uncertainties in system code predictions. The forward uncertainty quantification (UQ) process involves the propagation of input uncertainties through the computational models to obtain uncertainties in the outputs. To this end, achieving an accurate estimation of input uncertainties is important, which is the focus of inverse UQ (IUQ). Traditionally, research in Bayesian IUQ within the nuclear engineering domain has largely relied on single-level Bayesian inference. While being effective for relatively small datasets, this approach encounters limitations for cases with large datasets. The use of a single-level model may prove inefficient, as the resultant posterior distributions can significantly differ when distinct subsets of data are employed. To address this issue, we employ an hierarchical Bayesian model for IUQ. Furthermore, this approach involves organizing observations into different groups based on the test conditions, thereby accommodating varying calibration parameters across these distinct groups. In this study, we developed and implemented a hierarchical Bayesian IUQ method to consider the grouping effect of critical flow measurement data from various geometries. Comparing the outcomes of IUQ under different selections of test data using hierarchical Bayesian IUQ against those obtained from single-level Bayesian IUQ, the forward propagation of hierarchical Bayesian IUQ results demonstrates a notably improved agreement with the experimental data.

42 ENGINEERING↗

DOE OSTI2022

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↗