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At least 793 records · Page 44

Stan : A Probabilistic Programming Language

Stan is a probabilistic programming language for specifying statistical models. A Stan program imperatively defines a log probability function over parameters conditioned on specified data and constants. As of version 2.14.0, Stan provides full Bayesian inference for continuous-variable models through Markov chain Monte Carlo methods such as the No-U-Turn sampler, an adaptive form of Hamiltonian Monte Carlo sampling. Penalized maximum likelihood estimates are calculated using optimization methods such as the limited memory Broyden-Fletcher-Goldfarb-Shanno algorithm. Stan is also a platform for computing log densities and their gradients and Hessians, which can be used in alternative algorithms such as variational Bayes, expectation propagation, and marginal inference using approximate integration. To this end, Stan is set up so that the densities, gradients, and Hessians, along with intermediate quantities of the algorithm such as acceptance probabilities, are easily accessible. Stan can also be called from the command line using the cmdstan package, through R using the rstan package, and through Python using the pystan package. All three interfaces support sampling and optimization-based inference with diagnostics and posterior analysis. rstan and pystan also provide access to log probabilities, gradients, Hessians, parameter transforms, and specialized plotting.

97 MATHEMATICS AND COMPUTING↗

Mitigation of spatial nonstationarity with vision transformers

Spatial nonstationarity, the location variance of features’ statistical distributions, is ubiquitous in many natural settings. For example, in geological reservoirs rock matrix porosity varies vertically due to geomechanical compaction trends, in mineral deposits grades vary due to sedimentation and concentration processes, in hydrology rainfall varies due to the atmosphere and topography interactions, and in metallurgy crystalline structures vary due to differential cooling. Conventional geostatistical modeling workflows rely on the assumption of stationarity to be able to model spatial features for geostatistical inference. Nevertheless, this is often not a realistic assumption when dealing with nonstationary spatial data and this has motivated a variety of nonstationary spatial modeling workflows such as trend and residual decomposition, cosimulation with secondary features, and spatial segmentation and independent modeling over stationary subdomains. The advent of deep learning technologies has enabled new workflows for modeling spatial relationships. However, there is a paucity of demonstrated best practice and general guidance on mitigation of spatial nonstationarity with deep learning in the geospatial context. We demonstrate the impact of two common types of geostatistical spatial nonstationarity on deep learning model prediction performance and propose the mitigation of such impacts using self-attention (vision transformer) models. We demonstrate the utility of vision transformers for the mitigation of nonstationarity with relative errors as low as 10%, exceeding the performance of alternative deep learning methods such as convolutional neural networks. We establish best practice by demonstrating the ability of self-attention networks for modeling large-scale spatial relationships in the presence of commonly observed geospatial nonstationarity.

58 GEOSCIENCES↗

Microstructural evolution of an aluminide coating on alloy 625 during wet air exposure at 900 °C and 1000 °C

The microstructural changes of the aluminized alloy 625 during cyclic oxidation in air + 6% H 2 O at 900 °C and 1000 °C were analyzed using optical metallography (OM), scanning electron microscopy (SEM) with energy and wave length dispersive X-ray analysis (EDX/WDX) as well as electron backscatter diffraction (EBSD). An in-house developed thermodynamic-kinetic procedure was employed to predict the microstructural evolution of aluminized alloy 625 during high temperature exposure by considering simultaneously occurring surface oxidation and interdiffusion processes. Because of the lack of mobility data for the relevant alloying elements in the σ-phase, assumptions for the mobilities were made based on the value of the mobilities in α-Cr. Despite these assumptions, the calculated results were found to be in good agreement with experimental observations. The complete depletion of β-NiAl in the coating observed during exposure at 1000 °C was correctly predicted by the model. The model was also able to infer dissolution of the precipitate phases α-Cr and σ in the interdiffusion zone during exposures at 900 °C and 1000 °C. The model was yet unable to predict the formation of the μ-phase in the alloy after 1000 h of exposure at 1000 °C. The developed modelling method offers the potential to predict microstructural changes of aluminized nickel base alloys thus reducing cost and time consuming experimental efforts.

36 MATERIALS SCIENCE↗

On the Stochastic Stability of Deep Markov Models

Deep Markov models (DMM) are generative models which are scalable and expressive generalization of Markov models for representation, learning, and inference problems. DMMs using deep neural networks to parametrize the transition of Markov probability distributions have recently been shown to provide more expressiveness in modeling sequential data and dynamical system responses. However, the fundamental stochastic stability guarantees of such models have not been thoroughly investigated. In this paper, we present a rigorous analytical method to prove the necessary and sufficient conditions of DMM's stochastic stability. This task is achieved by spectral analysis of the efficiently computed Jacobians of probabilistic maps modeled by deep neural networks. We make theoretical connections between the eigenvalues of neural network's weights and the different activation function types used on the stability and overall dynamic behavior of DMMs with Gaussian distributions. We empirically substantiate our theoretical results on stochastic stability and eigenvalue spectra via several numerical experiments. Formal stability guarantees of DMMs can substantially improve their robustness and trustworthiness, necessary for reliable use in safety-critical real-world applications.

Drgona, Jan↗

Approximate inference for constructing astronomical catalogs from images

Here, we present a new, fully generative model for constructing astronomical catalogs from optical telescope image sets. Each pixel intensity is treated as a random variable with parameters that depend on the latent properties of stars and galaxies. These latent properties are themselves modeled as random. We compare two procedures for posterior inference. One procedure is based on Markov chain Monte Carlo (MCMC) while the other is based on variational inference (VI). The MCMC procedure excels at quantifying uncertainty, while the VI procedure is 1000 times faster. On a supercomputer, the VI procedure efficiently uses 665,000 CPU cores to construct an astronomical catalog from 50 terabytes of images in 14.6 minutes, demonstrating the scaling characteristics necessary to construct catalogs for upcoming astronomical surveys.

59 BASIC BIOLOGICAL SCIENCES↗

Canonical and Noncanonical Hamiltonian Operator Inference

SAND2024-08577O Canonical and Noncanonical Hamiltonian Operator Inference is research code that applies old and new model reduction algorithms to well-known and publicly available "toy" problems. It applies operator inference (OpInf) methods for model reduction to several benchmark hyperbolic partial differential equations: linear wave, Korteweg-de Vries, Benjamin-Bona-Mahoney, and linear elasticity. Sandia National Laboratories is a multimission laboratory managed and operated by National Technology & Engineering Solutions of Sandia, LLC, a wholly owned subsidiary of Honeywell International Inc., for the U.S. Department of Energy’s National Nuclear Security Administration under contract DE-NA0003525.

SciDAC↗

Structurally flexible cloud microphysics, observationally constrained at all scales via ML-accelerated Bayesian inference

We discuss the challenge of developing observationally informed parameterizations of microphysics for use at a hierarchy of modeling scales. Our proposed approach is applicable to any domain that suffers from a two-fold parameterization problem, where physical processes are not resolved at the model scale (the first problem), and those processes are uncertain at any scale (the second problem). For such problems, a physical approach facilitates modeling across scales, as well as systematic observational inference accelerated by machine learning (ML) surrogate models, and quantification of physical uncertainties.

54 ENVIRONMENTAL SCIENCES↗

Theory and observations of upward field‐aligned currents at the magnetopause boundary layer

Abstract The dependence of the upward field‐aligned current density ( J || ) at the dayside magnetopause boundary layer is well described by a simple analytic model based on a velocity shear generator. A previous observational survey confirmed that the scaling properties predicted by the analytical model are applicable between 11 and 17 MLT. We utilize the analytic model to predict field‐aligned currents using solar wind and ionospheric parameters and compare with direct observations. The calculated and observed parallel currents are in excellent agreement, suggesting that the model may be useful to infer boundary layer structures. However, near noon, where velocity shear is small, the kinetic pressure gradients and thermal currents, which are not included in the model, could make a small but significant contribution to J || . Excluding data from noon, our least squares fit returns log( J ||,max_cal ) = (0.96 ± 0.04) log( J ||_obs ) + (0.03 ± 0.01) where J ||,max_cal = calculated J ||,max and J ||_obs = observed J || .

Wing, Simon↗

The Importance of Being Adaptable: An Exploration of the Power and Limitations of Domain Adaptation for Simulation-Based Inference with Galaxy Clusters

The application of deep machine learning methods in astronomy has exploded in the last decade, with new models showing remarkably improved performance on benchmark tasks. Not nearly enough attention is given to understanding the models' robustness, especially when the test data are systematically different from the training data, or "out of domain." Domain shift poses a significant challenge for simulation-based inference, where models are trained on simulated data but applied to real observational data. In this paper, we explore domain shift and test domain adaptation methods for a specific scientific case: simulation-based inference for estimating galaxy cluster masses from X-ray profiles. We build datasets to mimic simulation-based inference: a training set from the Magneticum simulation, a scatter-augmented training set to capture uncertainties in scaling relations, and a test set derived from the IllustrisTNG simulation. We demonstrate that the Test Set is out of domain in subtle ways that would be difficult to detect without careful analysis. We apply three deep learning methods: a standard neural network (NN), a neural network trained on the scatter-augmented input catalogs, and a Deep Reconstruction-Regression Network (DRRN), a semi-supervised deep model engineered to address domain shift. Although the NN improves results by 17% in the Training Data, it performs 40% worse on the out-of-domain Test Set. Surprisingly, the Scatter-Augmented Neural Network (SANN) performs similarly. While the DRRN is successful in mapping the training and Test Data onto the same latent space, it consistently underperforms compared to a straightforward Yx scaling relation. These results serve as a warning that simulation-based inference must be handled with extreme care, as subtle differences between training simulations and observational data can lead to unforeseen biases creeping into the results.

Ntampaka, Michelle [Baltimore, Space Telescope Sci↗

A Bayesian approach to modeling diffraction profiles and application to ferroelectric materials

A new statistical approach for modeling diffraction profiles is introduced, using Bayesian inference and a Markov chain Monte Carlo (MCMC) algorithm. This method is demonstrated by modeling the degenerate reflections during application of an electric field to two different ferroelectric materials: thin-film lead zirconate titanate (PZT) of composition PbZr 0.3 Ti 0.7 O 3 and a bulk commercial PZT polycrystalline ferroelectric. Here, the new method offers a unique uncertainty quantification of the model parameters that can be readily propagated into new calculated parameters.

36 MATERIALS SCIENCE↗

Measuring the Viewing Angle of GW170817 with Electromagnetic and Gravitational Waves

The joint detection of gravitational waves (GWs) and electromagnetic (EM) radiation from the binary neutron star merger GW170817 ushered in a new era of multi-messenger astronomy. Joint GW–EM observations can be used to measure the parameters of the binary with better precision than either observation alone. Here, we use joint GW–EM observations to measure the viewing angle of GW170817, the angle between the binary's angular momentum and the line of sight. We combine a direct measurement of the distance to the host galaxy of GW170817 (NGC 4993) of 40.7 ± 2.36 Mpc with the Laser Interferometer Gravitational-wave Observatory (LIGO)/Virgo GW data and find that the viewing angle is ${32}_{-13}^{+10}\,\pm 1.7$ degrees (90% confidence, statistical, and systematic errors). We place a conservative lower limit on the viewing angle of ≥13°, which is robust to the choice of prior. This measurement provides a constraint on models of the prompt γ-ray and radio/X-ray afterglow emission associated with the merger; for example, it is consistent with the off-axis viewing angle inferred for a structured jet model. Lastly, we provide for the first time the full posterior samples from Bayesian parameter estimation of LIGO/Virgo data to enable further analysis by the community.

79 ASTRONOMY AND ASTROPHYSICS↗

Estimating the Contribution of Dynamical Ejecta in the Kilonova Associated with GW170817

The source of the gravitational-wave (GW) signal GW170817, very likely a binary neutron star merger, was also observed electromagnetically, providing the first multi-messenger observations of this type. The two-week-long electromagnetic (EM) counterpart had a signature indicative of an r-process-induced optical transient known as a kilonova. This Letter examines how the mass of the dynamical ejecta can be estimated without a direct electromagnetic observation of the kilonova, using GW measurements and a phenomenological model calibrated to numerical simulations of mergers with dynamical ejecta. Specifically, we apply the model to the binary masses inferred from the GW measurements, and use the resulting mass of the dynamical ejecta to estimate its contribution (without the effects of wind ejecta) to the corresponding kilonova light curves from various models. The distributions of dynamical ejecta mass range between ${M}_{\mathrm{ej}}={10}^{-3}-{10}^{-2}\,{M}_{\odot }$ for various equations of state, assuming that the neutron stars are rotating slowly. In addition, we use our estimates of the dynamical ejecta mass and the neutron star merger rates inferred from GW170817 to constrain the contribution of events like this to the r-process element abundance in the Galaxy when ejecta mass from post-merger winds is neglected. We find that if ≳10% of the matter dynamically ejected from binary neutron star (BNS) mergers is converted to r-process elements, GW170817-like BNS mergers could fully account for the amount of r-process material observed in the Milky Way.

79 ASTRONOMY AND ASTROPHYSICS↗

Bayesian inference for the seismic moment tensor using regional waveforms and a data-derived distribution of velocity models

The largest source of uncertainty in any source inversion is the velocity model used to construct the transfer function employed in the forward model that relates observed ground motion to the seismic moment tensor. However, standard inverse procedures often does not quantify uncertainty in the seismic moment tensor due to error in the Green’s functions from uncertain event location and Earth structure. We attempt to incorporate this uncertainty into an estimation of the seismic moment tensor using a distribution of velocity models calculated in a prior effort based on different and complementary data sets. The posterior distribution of velocity models is then used to construct Green’s functions for use in Bayesian inference of an unknown seismic moment tensor using regional waveform data. The combined likelihood is estimated using data-specific error models and the posterior of the seismic moment tensor is estimated and can be interpreted in terms of most-probable source-type.

58 GEOSCIENCES↗

Solving high-dimensional inverse problems using amortized likelihood-free inference with noisy and incomplete data

Here, we present a likelihood-free probabilistic inversion method based on normalizing flows for high-dimensional inverse problems. The proposed method is composed of two complementary networks: a summary network for data compression and an inference network for parameter estimation. The summary network encodes raw observations into a fixed-size vector of summary features, while the inference network generates samples of the approximate posterior distribution of the model parameters based on these summary features. The posterior samples are produced in a deep generative fashion by sampling from a latent Gaussian distribution and passing these samples through an invertible transformation. We construct this invertible transformation by sequentially alternating conditional invertible neural network and conditional neural spline flow layers. The summary and inference networks are trained simultaneously. We apply the proposed method to an inversion problem in groundwater hydrology to estimate the posterior distribution of the log-conductivity field conditioned on spatially sparse time-series observations of the system’s hydraulic head responses. The conductivity field is represented with 706 degrees of freedom in the considered problem. Comparison with the likelihood-based iterative ensemble smoother PEST-IES method demonstrates that the proposed method accurately estimates the parameter posterior distribution and the observations’ predictive posterior distribution at a fraction of the inference time of PEST-IES.

conditional invertible neural network↗

Probabilistic Physics-Informed Graph Convolutional Network for Active Distribution System Voltage Prediction

Here this letter proposes a novel data-driven probabilistic physics-informed graph convolutional network (GCN) for active distribution system voltage prediction with PVs and EVs. It leverages both measurements and network topology to accurately and efficiently predict node voltages without the need for an accurate distribution system power flow model. The dropout-enabled Bayesian inference is developed to achieve uncertainty quantification of the voltage prediction. Thanks to the network model embedding, it also has robustness against topology changes, a key difference with existing machine learning-based approaches. Comparison results with other state-of-the-art machine learning methods on a realistic 759-node distribution system demonstrate that the proposed method can achieve better accuracy and robustness under different scenarios.

24 POWER TRANSMISSION AND DISTRIBUTION↗

Bayesian calibration of terrestrial ecosystem models: a study of advanced Markov chain Monte Carlo methods

Calibration of terrestrial ecosystem models is important but challenging. Bayesian inference implemented by Markov chain Monte Carlo (MCMC) sampling provides a comprehensive framework to estimate model parameters and associated uncertainties using their posterior distributions. The effectiveness and efficiency of the method strongly depend on the MCMC algorithm used. In this work, a differential evolution adaptive Metropolis (DREAM) algorithm is used to estimate posterior distributions of 21 parameters for the data assimilation linked ecosystem carbon (DALEC) model using 14 years of daily net ecosystem exchange data collected at the Harvard Forest Environmental Measurement Site eddy-flux tower. The calibration of DREAM results in a better model fit and predictive performance compared to the popular adaptive Metropolis (AM) scheme. Moreover, DREAM indicates that two parameters controlling autumn phenology have multiple modes in their posterior distributions while AM only identifies one mode. The application suggests that DREAM is very suitable to calibrate complex terrestrial ecosystem models, where the uncertain parameter size is usually large and existence of local optima is always a concern. In addition, this effort justifies the assumptions of the error model used in Bayesian calibration according to the residual analysis. Here, the result indicates that a heteroscedastic, correlated, Gaussian error model is appropriate for the problem, and the consequent constructed likelihood function can alleviate the underestimation of parameter uncertainty that is usually caused by using uncorrelated error models.

54 ENVIRONMENTAL SCIENCES↗

Bayesian calibration of terrestrial ecosystem models: A study of advanced Markov chain Monte Carlo methods

Calibration of terrestrial ecosystem models is important but challenging. Bayesian inference implemented by Markov chain Monte Carlo (MCMC) sampling provides a comprehensive framework to estimate model parameters and associated uncertainties using their posterior distributions. The effectiveness and efficiency of the method strongly depend on the MCMC algorithm used. In this study, a Differential Evolution Adaptive Metropolis (DREAM) algorithm was used to estimate posterior distributions of 21 parameters for the data assimilation linked ecosystem carbon (DALEC) model using 14 years of daily net ecosystem exchange data collected at the Harvard Forest Environmental Measurement Site eddy-flux tower. The DREAM is a multi-chain method and uses differential evolution technique for chain movement, allowing it to be efficiently applied to high-dimensional problems, and can reliably estimate heavy-tailed and multimodal distributions that are difficult for single-chain schemes using a Gaussian proposal distribution. The results were evaluated against the popular Adaptive Metropolis (AM) scheme. DREAM indicated that two parameters controlling autumn phenology have multiple modes in their posterior distributions while AM only identified one mode. The calibration of DREAM resulted in a better model fit and predictive performance compared to the AM. DREAM provides means for a good exploration of the posterior distributions of model parameters. Lastly, it reduces the risk of false convergence to a local optimum and potentially improves the predictive performance of the calibrated model.

54 ENVIRONMENTAL SCIENCES↗

Optimal Bayesian supervised domain adaptation for RNA sequencing data

Abstract Motivation When learning to subtype complex disease based on next-generation sequencing data, the amount of available data is often limited. Recent works have tried to leverage data from other domains to design better predictors in the target domain of interest with varying degrees of success. But they are either limited to the cases requiring the outcome label correspondence across domains or cannot leverage the label information at all. Moreover, the existing methods cannot usually benefit from other information available a priori such as gene interaction networks. Results In this article, we develop a generative optimal Bayesian supervised domain adaptation (OBSDA) model that can integrate RNA sequencing (RNA-Seq) data from different domains along with their labels for improving prediction accuracy in the target domain. Our model can be applied in cases where different domains share the same labels or have different ones. OBSDA is based on a hierarchical Bayesian negative binomial model with parameter factorization, for which the optimal predictor can be derived by marginalization of likelihood over the posterior of the parameters. We first provide an efficient Gibbs sampler for parameter inference in OBSDA. Then, we leverage the gene-gene network prior information and construct an informed and flexible variational family to infer the posterior distributions of model parameters. Comprehensive experiments on real-world RNA-Seq data demonstrate the superior performance of OBSDA, in terms of accuracy in identifying cancer subtypes by utilizing data from different domains. Moreover, we show that by taking advantage of the prior network information we can further improve the performance. Availability and implementation The source code for implementations of OBSDA and SI-OBSDA are available at the following link. https://github.com/SHBLK/BSDA. Supplementary information Supplementary data are available at Bioinformatics online.

Biochemistry & Molecular Biology↗