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At least 163 records · Page 9

Skewing the CMB×LSS: a fast method for bispectrum analysis

Upcoming cosmic microwave background (CMB) lensing measurements and tomographic galaxy surveys are expected to provide us with high-precision data sets in the coming years, thus paving the way for fruitful cross-correlation analyses. Here, in this paper we study the information content of the weighted skew-spectrum, a nearly-optimal estimator of the angular bispectrum amplitude, as a means to extract non-Gaussian information on both bias and cosmological parameters from the bispectra of galaxies cross-correlated with CMB lensing, while gaining significantly on speed. Our results show that for the combination of the Planck satellite and the Dark Energy Spectroscopic Instrument (DESI), the difference in the constraints on bias and cosmological parameters from the skew-spectrum and the bispectrum is at most 17%. We further compare and find agreement between our theoretical skew-spectra and those estimated from N-body simulations, for which it is important to include gravitational non-linearities beyond perturbation theory and the post-Born effect for CMB lensing. We define an algorithm to apply the skew-spectrum estimator to the data and, as a preliminary step, we use the skew-spectra to constrain bias parameters and the amplitude of shot noise from the simulations through a Markov chain Monte Carlo likelihood analysis, finding that it may be possible to reach percent-level estimates for the linear bias parameter b 1 .

79 ASTRONOMY AND ASTROPHYSICS↗

DIGS: deep inference of galaxy spectra with neural posterior estimation

Abstract With the advent of billion-galaxy surveys with complex data, the need of the hour is to efficiently model galaxy spectral energy distributions (SEDs) with robust uncertainty quantification. The combination of simulation-based inference (SBI) and amortized neural posterior estimation (NPE) has been successfully used to analyse simulated and real galaxy photometry both precisely and efficiently. In this work, we utilise this combination and build on existing literature to analyse simulated noisy galaxy spectra. Here, we demonstrate a proof-of-concept study of spectra that is (a) an efficient analysis of galaxy SEDs and inference of galaxy parameters with physically interpretable uncertainties; and (b) amortized calculations of posterior distributions of said galaxy parameters at the modest cost of a few galaxy fits with Markov chain Monte Carlo (MCMC) methods. We utilise the SED generator and inference framework Prospector to generate simulated spectra, and train a dataset of 2 × 10 6 spectra (corresponding to a five-parameter SED model) with NPE. We show that SBI—with its combination of fast and amortized posterior estimations—is capable of inferring accurate galaxy stellar masses and metallicities. Our uncertainty constraints are comparable to or moderately weaker than traditional inverse-modelling with Bayesian MCMC methods (e.g. 0.17 and 0.26 dex in stellar mass and metallicity for a given galaxy, respectively). We also find that our inference framework conducts rapid SED inference (0.9–1.2 × 10 5 galaxy spectra via SBI/NPE at the cost of 1 MCMC-based fit). With this work, we set the stage for further work that focuses of SED fitting of galaxy spectra with SBI, in the era of JWST galaxy survey programs and the wide-field Roman Space Telescope spectroscopic surveys.

spectroscopy↗

Plug & play directed evolution of proteins with gradient-based discrete MCMC

Abstract A long-standing goal of machine-learning-based protein engineering is to accelerate the discovery of novel mutations that improve the function of a known protein. We introduce a sampling framework for evolving proteins in silico that supports mixing and matching a variety of unsupervised models, such as protein language models, and supervised models that predict protein function from sequence. By composing these models, we aim to improve our ability to evaluate unseen mutations and constrain search to regions of sequence space likely to contain functional proteins. Our framework achieves this without any model fine-tuning or re-training by constructing a product of experts distribution directly in discrete protein space. Instead of resorting to brute force search or random sampling, which is typical of classic directed evolution, we introduce a fast Markov chain Monte Carlo sampler that uses gradients to propose promising mutations. We conduct in silico directed evolution experiments on wide fitness landscapes and across a range of different pre-trained unsupervised models, including a 650 M parameter protein language model. Our results demonstrate an ability to efficiently discover variants with high evolutionary likelihood as well as estimated activity multiple mutations away from a wild type protein, suggesting our sampler provides a practical and effective new paradigm for machine-learning-based protein engineering.

59 BASIC BIOLOGICAL SCIENCES↗

Finding diverse ways to improve algebraic connectivity through multi-start optimization

The algebraic connectivity, also known as the Fiedler value, is a spectral measure of network connectivity that can be increased through edge addition. We present an algorithm for producing many diverse ways to add a fixed number of edges to a network to achieve a near optimal Fiedler value. Previous Fielder value optimization algorithms (i.e. the greedy algorithm) output only one solution. Obtaining a single solution is rarely good enough for real-world network redesign problems, as practical constraints (political, physical or financial) may prevent implementation. Our algorithm takes a multi-start optimization approach, adding a random initial edge and then applies a greedy heuristic to improve the Fiedler value. The random choice moves us to a new region of the search space, enabling discovery of diverse solutions. Additionally, we present a Determinantal Point Process framework for quantifying diversity. We then apply a Markov chain Monte Carlo technique to sift through the large number of output solutions and locate a smaller, more manageable collection of highly diverse solutions that can be presented to network redesign engineers. We demonstrate the effectiveness of our algorithm on real-world graphs with varied structures.

97 MATHEMATICS AND COMPUTING↗

On decoupling the integrals of cosmological perturbation theory

ABSTRACT Perturbation theory (PT) is often used to model statistical observables capturing the translation and rotation-invariant information in cosmological density fields. PT produces higher order corrections by integration over linear statistics of the density fields weighted by kernels resulting from recursive solution of the fluid equations. These integrals quickly become high dimensional and naively require increasing computational resources the higher the order of the corrections. Here, we show how to decouple the integrands that often produce this issue, enabling PT corrections to be computed as a sum of products of independent 1D integrals. Our approach is related to a commonly used method for calculating multiloop Feynman integrals in quantum field theory, the Gegenbauer Polynomial x-Space Technique. We explicitly reduce the three terms entering the 2-loop power spectrum, formally requiring 9D integrations, to sums over successive 1D radial integrals. These 1D integrals can further be performed as convolutions, rendering the scaling of this method Nglog Ng with Ng the number of grid points used for each fast Fourier transform. This method should be highly enabling for upcoming large-scale structure redshift surveys where model predictions at an enormous number of cosmological parameter combinations will be required by Monte Carlo Markov Chain searches for the best-fitting values.

Slepian, Zachary↗

Hemispherical variance anomaly and reionization optical depth

ABSTRACT Cosmic microwave background (CMB) full-sky temperature data show a hemispherical asymmetry in power nearly aligned with the Ecliptic, with the Northern hemisphere displaying an anomalously low variance, while the Southern hemisphere appears consistent with expectations from the best-fitting theory, Lambda Cold Dark Matter (ΛCDM). The low signal-to-noise ratio in current polarization data prevents a similar comparison. Polarization realizations constrained by temperature data show that in ΛCDM the lack of variance is not expected to be present in polarization data. Therefore, a natural way of testing whether the temperature result is a fluke is to measure the variance of CMB polarization components. In anticipation of future CMB experiments that will allow for high-precision large-scale polarization measurements, we study how the variance of polarization depends on ΛCDM-parameter uncertainties by forecasting polarization maps with Planck’s Markov chain Monte Carlo chains. We show that polarization variance is sensitive to present uncertainties in cosmological parameters, mainly due to current poor constraints on the reionization optical depth τ, which drives variance at low multipoles. We demonstrate how the improvement in the τ measurement seen between Planck’s two latest data releases results in a tighter constraint on polarization variance expectations. Finally, we consider even smaller uncertainties on τ and how more precise measurements of τ can drive the expectation for polarization variance in a hemisphere close to that of the cosmic-variance-limited distribution.

79 ASTRONOMY AND ASTROPHYSICS↗

The clustering of DESI-like luminous red galaxies using photometric redshifts

ABSTRACT We present measurements of the redshift-dependent clustering of a DESI-like luminous red galaxy (LRG) sample selected from the Legacy Survey imaging data set, and use the halo occupation distribution (HOD) framework to fit the clustering signal. The photometric LRG sample in this study contains 2.7 million objects over the redshift range of 0.4 < z < 0.9 over 5655 deg2. We have developed new photometric redshift (photo-z) estimates using the Legacy Survey DECam and WISE photometry, with σNMAD = 0.02 precision for LRGs. We compute the projected correlation function using new methods that maximize signal-to-noise ratio while incorporating redshift uncertainties. We present a novel algorithm for dividing irregular survey geometries into equal-area patches for jackknife resampling. For a five-parameter HOD model fit using the MultiDark halo catalogue, we find that there is little evolution in HOD parameters except at the highest redshifts. The inferred large-scale structure bias is largely consistent with constant clustering amplitude over time. In an appendix, we explore limitations of Markov chain Monte Carlo fitting using stochastic likelihood estimates resulting from applying HOD methods to N-body catalogues, and present a new technique for finding best-fitting parameters in this situation. Accompanying this paper, we have released the Photometric Redshifts for the Legacy Surveys catalogue of photo-z’s obtained by applying the methods used in this work to the full Legacy Survey Data Release 8 data set. This catalogue provides accurate photometric redshifts for objects with z < 21 over more than 16 000 deg2 of sky.

79 ASTRONOMY AND ASTROPHYSICS↗

SDSS-IV MaStar: theoretical atmospheric parameters for the MaNGA stellar library

ABSTRACT We calculate the fundamental stellar parameters effective temperature, surface gravity, and iron abundance – Teff, log g, [Fe/H] – for the final release of the Mapping Nearby Galaxies at APO (MaNGA) Stellar Library (MaStar), containing 59 266 per-visit-spectra for 24 290 unique stars at intermediate resolution (R ∼ 1800) and high S/N (median = 96). We fit theoretical spectra from model atmospheres by both MARCS and BOSZ-ATLAS9 to the observed MaStar spectra, using the full spectral fitting code pPXF. We further employ a Bayesian approach, using a Markov Chain Monte Carlo (MCMC) technique to map the parameter space and obtain uncertainties. Originally in this paper, we cross match MaStar observations with Gaia photometry, which enable us to set reliable priors and identify outliers according to stellar evolution. In parallel to the parameter determination, we calculate corresponding stellar population models to test the reliability of the parameters for each stellar evolutionary phase. We further assess our procedure by determining parameters for standard stars such as the Sun and Vega and by comparing our parameters with those determined in the literature from high-resolution spectroscopy (APOGEE and SEGUE) and from lower resolution matching template (LAMOST). The comparisons, considering the different methodologies and S/N of the literature surveys, are favourable in all cases. Our final parameter catalogue for MaStar cover the following ranges: 2592 ≤ Teff ≤ 32 983 K; −0.7 ≤ log g ≤ 5.4 dex; −2.9 ≤ [Fe/H] ≤ 1.0 dex and will be available with the last SDSS-IV Data Release, in 2021 December.

79 ASTRONOMY AND ASTROPHYSICS↗

Parameter inference with non-linear galaxy clustering: accounting for theoretical uncertainties

ABSTRACT We implement euclidemulator (version 1), an emulator for the non-linear correction of the matter power spectrum, into the Markov chain Monte Carlo forecasting code montepython. We compare the performance of halofit, hmcode, and euclidemulator1, both at the level of power spectrum prediction and at the level of posterior probability distributions of the cosmological parameters, for different cosmological models and different galaxy power spectrum wavenumber cut-offs. We confirm that the choice of the power spectrum predictor has a non-negligible effect on the computed sensitivities when doing cosmological parameter forecasting, even for a conservative wavenumber cut-off of $0.2\, h\, {\rm Mpc}^{-1}$. We find that euclidemulator1 is on average up to 17 per cent more sensitive to the cosmological parameters than the other two codes, with the most significant improvements being for the Hubble parameter of up to 42 per cent and the equation of state of dark energy of up to 26 per cent, depending on the case. In addition, we point out that the choice of the power spectrum predictor contributes to the risk of computing a significantly biased mean cosmology when doing parameter estimations. For the four tested scenarios we find biases, averaged over the cosmological parameters, of between 0.5σ and 2σ (from below 1σ up to 6σ for individual parameters). This paper provides a proof of concept that this risk can be mitigated by taking a well-tailored theoretical uncertainty into account as this allows to reduce the bias by a factor of 2 to 5, depending on the case under consideration, while keeping posterior credibility contours small: the standard deviations are amplified by a factor of ≤1.4 in all cases.

Astronomy & Astrophysics↗

Abundance matching analysis of the emission-line galaxy sample in the extended Baryon Oscillation Spectroscopic Survey

We present the measurements of the small-scale clustering for the emission-line galaxy (ELG) sample from the extended Baryon Oscillation Spectroscopic Survey (eBOSS) in the Sloan Digital Sky Survey IV (SDSS-IV). We use conditional abundance matching method to interpret the clustering measurements from 0.34 to 70 h -1 Mpc. In order to account for the correlation between properties of ELGs and their environment, we add a secondary connection between star formation rate of ELGs and halo accretion rate. Three parameters are introduced to model the ELG [O II ] luminosity and to mimic the target selection of eBOSS ELGs. The parameters in our models are optimized using Markov Chain Monte Carlo (MCMC) method. We find that by conditionally matching star formation rate of galaxies and the halo accretion rate, we are able to reproduce the eBOSS ELG small-scale clustering within 1σ error level. Our best-fitting model shows that the eBOSS ELG sample only consists of ~ 12 per cent of all star-forming galaxies, and the satellite fraction of eBOSS ELG sample is 19.3 per cent. We show that the effect of assembly bias is ~ 20 per cent on the two-point correlation function and ~ 5 per cent on the void probability function at scale of r ~ 20 h -1 Mpc.

79 ASTRONOMY AND ASTROPHYSICS↗

SDSS-IV MaStar: [α/Fe] for the MaNGA Stellar Library from synthetic model spectra

ABSTRACT We calculate the α-enhancement ratio [α/Fe] for the Mapping Nearby Galaxies at APO (MaNGA) Stellar Library (MaStar) while also fitting for the fundamental atmospheric parameters effective temperature, surface gravity, and metallicity – Teff, log g, [Fe/H]. This approach builds upon a previous catalogue of stellar parameters, whereby only the fundamental atmospheric parameters are fit with solar-scaled models. Here, we use the same Markov Chain Monte Carlo method with the additional free parameter [α/Fe]. Using the full spectral fitting code pPXF, we are able to fit multiple lines sensitive to [α/Fe] for a more robust measurement. Quality flags based on the convergence of the sampler, errors in [α/Fe] and a cut in the χ2 of the model fit are used to clean the final catalogue, returning 17 214 spectra and values in the range of −0.25 < [α/Fe] < 0.48. Comparing our calculated [α/Fe] with literature values reveals a degeneracy in cool stars with log g ≥ ∼4; this comparison is then used to create an alternative and calibrated parameter set. We also plot the final catalogue in an [Fe/H] versus [α/Fe] diagram and recover the expected result of increasing [α/Fe] with decreasing [Fe/H] for Milky Way disc-halo stars. We apply our method to a subsample of spectra of uniform resolution and higher signal to noise that finds that our results are independent of this higher signal to noise. In the context of stellar population models, we are able to cover a parameter space for the creation of intermediate to old age models at solar-scaled [α/Fe], high [Fe/H] and enhanced [α/Fe], low [Fe/H].

79 ASTRONOMY AND ASTROPHYSICS↗

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

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

Zhang, Tianqing (ORCID:000000025596198X)↗

The GMRT archive atomic gas survey – II. Mass modelling and dark matter halo properties across late-type spirals

Studying the kinematics and mass modelling of galaxies from H i 21 cm data provides valuable insights into the properties of both the baryonic components and the dark matter halo in nearby galaxies. Despite many observational studies, mass modelling of galaxies remains challenging due to different limitations. For example, most of the previous studies involving mass modelling are based on rotation curves derived from 2D velocity fields from H i or H α spectroscopic observation which are often affected by beam smearing and projection effect. However, kinematic modelling done by fitting the ‘Tilted ring model’ to 3D data cube is not affected by these issues. In this study, we present and compare 3D kinematic modelling of a pilot sample of 11 galaxies from the GMRT archive atomic gas survey (GARCIA) using two different publicly available pipelines. We model the observed H i rotation curve using 3.6-μm infrared data and SDSS r-band data for stellar contribution, H i surface density profile for gas, and Navarro–Frenk–White profile for dark matter halo; and employ the Markov chain Monte Carlo optimization method for parameter estimation. Further, to validate our analysis, we revisit important scaling relations, e.g. the M gas –M star relation, M star –M halo relation, M gas –M halo relation and Baryonic Tully–Fisher relation. Here, the scaling relations from our analysis are broadly consistent with that reported in the literature. A larger sample of galaxies from GARCIA in the near future will allow studying these scaling relations in greater details.

79 ASTRONOMY AND ASTROPHYSICS↗

nautilus : boosting Bayesian importance nested sampling with deep learning

ABSTRACT We introduce a novel approach to boost the efficiency of the importance nested sampling (INS) technique for Bayesian posterior and evidence estimation using deep learning. Unlike rejection-based sampling methods such as vanilla nested sampling (NS) or Markov chain Monte Carlo (MCMC) algorithms, importance sampling techniques can use all likelihood evaluations for posterior and evidence estimation. However, for efficient importance sampling, one needs proposal distributions that closely mimic the posterior distributions. We show how to combine INS with deep learning via neural network regression to accomplish this task. We also introduce nautilus, a reference open-source python implementation of this technique for Bayesian posterior and evidence estimation. We compare nautilus against popular NS and MCMC packages, including emcee, dynesty, ultranest, and pocomc, on a variety of challenging synthetic problems and real-world applications in exoplanet detection, galaxy SED fitting and cosmology. In all applications, the sampling efficiency of nautilus is substantially higher than that of all other samplers, often by more than an order of magnitude. Simultaneously, nautilus delivers highly accurate results and needs fewer likelihood evaluations than all other samplers tested. We also show that nautilus has good scaling with the dimensionality of the likelihood and is easily parallelizable to many CPUs.

97 MATHEMATICS AND COMPUTING↗

pop-cosmos : redshifts and physical properties of KiDS-1000 galaxies

ABSTRACT Principled Bayesian inference of galaxy properties has not previously been performed for wide-area weak-lensing surveys with millions of sources. We address this gap by applying the pop-cosmos generative model to perform spectral energy distribution (SED) fitting for 4 million KiDS (Kilo-Degree Survey)-1000 galaxies. Calibrated on deep COSMOS2020 photometric data, pop-cosmos specifies a physically motivated prior over the galaxy population up to $z \simeq 6$ in stellar population synthesis (SPS) parameter space. Using the Speculator SPS emulator with GPU (graphics processing unit)-accelerated Markov Chain Monte Carlo sampling, we perform full posterior inference at 8.2 GPU seconds per galaxy, obtaining joint constraints on galaxy redshifts and physical properties. We validate photometric redshifts against $\sim \!185\,\!000$ KiDS galaxies cross-matched to Dark Energy Spectroscopic Instrument Data Release 1 spectroscopic samples, achieving low bias ($2\times 10^{-3}$), scatter ($\sigma _{\mathrm{MAD}}=0.03$), and outlier fraction (3.2 per cent) for the Bright Galaxy Survey, with comparable performance (bias $3\times 10^{-2}$, $\sigma _{\mathrm{MAD}}=0.05$, 1.0 per cent outliers) for luminous red galaxies (LRGs). Within the LRG sample, we identify massive, dusty, star-forming contaminants at $z \simeq 0.4$ satisfying standard colour selections for quenched populations. We infer trends in stellar mass, star formation, metallicity, and dust across five tomographic redshift bins consistent with established scaling relations. Using specific star formation rate constraints, we identify $\sim$7 per cent of KiDS-1000 galaxies as quenched, versus 37 per cent implied by conservative colour cuts. This enables the construction of weak-lensing samples defined by physical properties while mitigating intrinsic alignment systematics and preserving statistical power. Our analysis validates pop-cosmos out of sample, establishing it as a scalable approach for galaxy evolution and cosmological analyses with photometric surveys.

Halder, Anik [Institute of Astronomy and Kavli Ins↗

Variations of the physical parameters of the blazar Mrk 421 based on analysis of the spectral energy distributions

Abstract We report on the variations of the physical parameters of the jet observed in the blazar Mrk 421, and discuss the origin of X-ray flares in the jet, based on analysis of several spectral energy distributions (SEDs). The SEDs are modeled using the one-zone synchrotron self-Compton model, its parameters determined using a Markov chain Monte Carlo method. The lack of data at TeV energies means many of the parameters cannot be uniquely determined and are correlated. These are studied in detail. We find that the optimal solution can be uniquely determined only when we apply a constraint to one of four parameters: the magnetic field (B), the Doppler factor, the size of the emitting region, and the normalization factor of the electron energy distribution. We used 31 sets of SEDs from 2009 to 2014 with optical–UV data observed with UVOT/Swift and the Kanata telescope, X-ray data with XRT/Swift, and γ-ray data with the Fermi Large Area Telescope. The result of our SED analysis suggests that, in the X-ray faint state, the emission occurs in a relatively small area (∼1016 cm) with a relatively strong magnetic field (B ∼ 10−1 G). The X-ray bright state shows a tendency opposite to that of the faint state, that is, a large emitting area (∼1018 cm), probably downstream of the jet, and a weak magnetic field (B ∼ 10−3 G). The high X-ray flux was due to an increase in the maximum energy of electrons. On the other hand, the presence of two kinds of emitting areas implies that the one-zone model is unsuitable for reproducing at least part of the observed SEDs.

Yamada, Yurika↗

Modeling Plutonium Decorporation in a Female Nuclear Worker Treated with Ca-DTPA after Inhalation Intake

The present work models plutonium (Pu) biokinetics in a female former nuclear worker. Her bioassay measurements are available at the US Transuranium and Uranium Registries. The worker was internally exposed to a plutonium-americium mixture via acute inhalation at a nuclear weapons facility. She was medically treated with injections of 1 g Ca-DTPA on days 0, 5, and 14 after the intake. Between days 0 and 20, fecal and urine samples were collected and analyzed for 239 Pu and 241 Am. Subsequently, she was followed up for bioassay monitoring over 14 y, with additional post-treatment urine samples collected and analyzed for 239 Pu. The uniqueness of this dataset is due to the availability of: (1) both early and long-term bioassay data from a female with plutonium intake; (2) data on chelation therapy for a female; and (3) fecal measurement results. Chelation therapy with Ca- and/or Zn-salts of DTPA is known to aid in reducing the internal radiation dose by enhancing the excretion of plutonium and americium from the body. Such enhancement affects plutonium biokinetics in the human body, posing a challenge to the internal dose assessment. The current radiation dose assessment practice is to exclude the data affected by Ca-DTPA from the analysis. The present analysis is the first to explicitly model the chelation-affected bioassay data in a female by using a newly developed chelation model. Thus, the bioassay data collected during and after the Ca-DTPA administrations were used for biokinetic modeling and dose assessment. The Markov Chain Monte Carlo method was used to investigate model parameter uncertainty, based on the bioassay data and assumed prior probability distributions. A χ 2 /nData (number of data points) ≈ 1 was observed in this study, which indicates self-consistency of the data with the model. Results of this study show that the worker’s 239 Pu intake was 12 Bq, with a committed effective dose to the whole-body of 1.2 mSv and a committed equivalent dose to the bone surfaces, liver, and lungs of 37.8, 9.1, and 0.8 mSv, respectively. This study also discusses the worker’s dose reduction due to chelation treatment.

61 RADIATION PROTECTION AND DOSIMETRY↗

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↗