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At least 19 records

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↗

Adaptive computational methods for SSME internal flow analysis

Adaptive finite element methods for the analysis of classes of problems in compressible and incompressible flow of interest in SSME (space shuttle main engine) analysis and design are described. The general objective of the adaptive methods is to improve and to quantify the quality of numerical solutions to the governing partial differential equations of fluid dynamics in two-dimensional cases. There are several different families of adaptive schemes that can be used to improve the quality of solutions in complex flow simulations. Among these are: (1) r-methods (node-redistribution or moving mesh methods) in which a fixed number of nodal points is allowed to migrate to points in the mesh where high error is detected; (2) h-methods, in which the mesh size h is automatically refined to reduce local error; and (3) p-methods, in which the local degree p of the finite element approximation is increased to reduce local error. Two of the three basic techniques have been studied in this project: an r-method for steady Euler equations in two dimensions and a p-method for transient, laminar, viscous incompressible flow. Numerical results are presented. A brief introduction to residual methods of a-posterior error estimation is also given and some pertinent conclusions of the study are listed.

Oden, J. T.↗

Prior biosphere model impact on global terrestrial CO2 fluxes estimated from OCO-2 retrievals

This study assesses the impact of different state of the art global biospheric CO2 flux models, when applied as prior information, on inverse model “top-down” estimates of terrestrial CO2 fluxes obtained when assimilating Orbiting Carbon Observatory 2 (OCO-2) observations. This is done with a series of observing system simulation experiments (OSSEs) using synthetic CO2 column-average dry air mole fraction (XCO2) retrievals sampled at the OCO-2 satellite spatiotemporal frequency. The OSSEs utilized a 4-D variational (4D-Var) assimilation system with the GEOS-Chem global chemical transport model (CTM) to estimate CO2 net ecosystem exchange (NEE) fluxes using synthetic OCO-2 observations. The impact of biosphere models in inverse model estimates of NEE is quantified by conducting OSSEs using the NASA-CASA, CASA-GFED, SiB-4, and LPJ models as prior estimates and using NEE from the multi-model ensemble mean of the Multiscale Synthesis and Terrestrial Model Intercomparison Project as the “truth”. Results show that the assimilation of simulated XCO2 retrievals at OCO-2 observing modes over land results in posterior NEE estimates which generally reproduce “true” NEE globally and over terrestrial TransCom-3 regions that are well-sampled. However, we find larger spread among posterior NEE estimates, when using different prior NEE fluxes, in regions and seasons that have limited OCO-2 observational coverage and a large range in “bottom-up” NEE fluxes. Seasonally averaged posterior NEE estimates had standard deviations (SD) of ∼10 % to ∼50 % of the multi-model-mean NEE for different TransCom-3 land regions with significant NEE fluxes (regions/seasons with a NEE flux ≥0.5 PgC/yr). On a global average, the seasonally averaged residual impact of the prior model NEE assumption on the posterior NEE spread is ∼10 %–20 % of the posterior NEE mean. Additional OCO-2 OSSE simulations demonstrate that posterior NEE estimates are also sensitive to the assumed prior NEE flux uncertainty statistics, with spread in posterior NEE estimates similar to those when using variable prior model NEE fluxes. In fact, the sensitivity of posterior NEE estimates to prior error statistics was larger than prior flux values in some regions/times in the tropics and Southern Hemisphere where sufficient OCO-2 data were available and large differences between the prior and truth were evident. Overall, even with the availability of spatiotemporally dense OCO-2 data, noticeable residual differences (up to ∼20 %–30 % globally and 50 % regionally) in posterior NEE flux estimates remain that were caused by the choice of prior model flux values and the specification of prior flux uncertainties.

Sajeev Philip↗

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↗

Reanalysis Surface Mass Balance of the Greenland Ice Sheet along K-transect (2000-2014)

Accurate estimates of surface mass balance over the Greenland ice sheet (GrIS) would contribute to understanding the cause of recent changes and would help to better estimate the future contribution of the GrIS to sea-level rise. Given the limitations of in-situ measurement, modeling, and remote sensing, it is critical to explore the opportunity to merge the available data to better characterize the spatial and temporal variation of the GrIS surface mass balance (SMB). This work utilizes a particle batch smoother data assimilation technique that yields SMB estimates that benefit from the snow model Crocus and a 16-day albedo product derived from satellite remote sensing data. Comparison of the results against in-situ SMB measurements shows that the assimilation of the albedo product reduces the root mean square error (RMSE) of the posterior estimates of SMB by 51% and reduces bias by 95%.

Greenland Ice Sheet↗

Persistent Sampling: Enhancing the Efficiency of Sequential Monte Carlo

Sequential Monte Carlo (SMC) samplers are powerful tools for Bayesian inference but suffer from high computational costs due to their reliance on large particle ensembles for accurate estimates. We introduce persistent sampling (PS), an extension of SMC that systematically retains and reuses particles from all prior iterations to construct a growing, weighted ensemble. By leveraging multiple importance sampling and resampling from a mixture of historical distributions, PS mitigates the need for excessively large particle counts, directly addressing key limitations of SMC such as particle impoverishment and mode collapse. Crucially, PS achieves this without additional likelihood evaluations-weights for persistent particles are computed using cached likelihood values. This framework not only yields more accurate posterior approximations but also produces marginal likelihood estimates with significantly lower variance, enhancing reliability in model comparison. Furthermore, the persistent ensemble enables efficient adaptation of transition kernels by leveraging a larger, decorrelated particle pool. Experiments on high-dimensional Gaussian mixtures, hierarchical models, and non-convex targets demonstrate that PS consistently outperforms standard SMC and related variants, including recycled and waste-free SMC, achieving substantial reductions in mean squared error for posterior expectations and evidence estimates, all at reduced computational cost. PS thus establishes itself as a robust, scalable, and efficient alternative for complex Bayesian inference tasks.

Karamanis, Minas↗

Bayesian Inference for the Seismic Moment Tensor Using Regional Waveforms and Teleseismic- P Polarities with a Data-Derived Distribution of Velocity Models and Source Locations

The largest source of uncertainty in any source inversion is the velocity model used in the transfer function that relates observed ground motion to the seismic moment tensor. However, standard inverse procedure 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. Here, we incorporate this uncertainty into an estimation of the seismic moment tensor using a data-derived distribution of velocity models based on complementary geophysical data sets, including thickness constraints, velocity profiles, gravity data, surface-wave group velocities, and regional body-wave travel times. The data-derived distribution of velocity models is then used as a prior distribution of Green’s functions for use in Bayesian inference of an unknown seismic moment tensor using regional and teleseismic-P waveforms. The use of multiple data sets is important for gaining resolution to different components of the moment tensor. The combined likelihood is estimated using data-specific error models and the posterior of the seismic moment tensor is estimated and interpreted in terms of the most probable source type.

58 GEOSCIENCES↗

Probabilistic estimation of depth-resolved profiles of soil thermal diffusivity from temperature time series

Abstract. Improving the quantification of soil thermal and physical properties is key to achieving a better understanding and prediction of soil hydro-biogeochemical processes and their responses to changes in atmospheric forcing. Obtaining such information at numerous locations and/or over time with conventional soil sampling is challenging. The increasing availability of low-cost, vertically resolved temperature sensor arrays offers promise for improving the estimation of soil thermal properties from temperature time series, and the possible indirect estimation of physical properties. Still, the reliability and limitations of such an approach need to be assessed. In the present study, we develop a parameter estimation approach based on a combination of thermal modeling, sliding time windows, Bayesian inference, and Markov chain Monte Carlo simulation to estimate thermal diffusivity and its uncertainty over time, at numerous locations and at an unprecedented vertical spatial resolution (i.e., down to 5 to 10 cm vertical resolution) from soil temperature time series. We provide the necessary framework to assess under which environmental conditions (soil temperature gradient, fluctuations, and trend), temperature sensor characteristics (bias and level of noise), and deployment geometries (sensor number and position) soil thermal diffusivity can be reliably inferred. We validate the method with synthetic experiments and field studies. The synthetic experiments show that in the presence of median diurnal fluctuations ≥ 1.5 ∘C at 5 cm below the ground surface, temperature gradients > 2 ∘C m−1, and a sliding time window of at least 4 d the proposed method provides reliable depth-resolved thermal diffusivity estimates with percentage errors ≤ 10 % and posterior relative standard deviations ≤ 5 % up to 1 m depth. Reliable thermal diffusivity under such environmental conditions also requires temperature sensors to be spaced precisely (with accuracy to a few millimeters), with a level of noise ≤ 0.02 ∘C, and with a bias defined by a standard deviation ≤ 0.01 ∘C. Finally, the application of the developed approach to field data indicates significant repeatability in results and similarity with independent measurements, as well as promise in using a sliding time window to estimate temporal changes in soil thermal diffusivity, as needed to potentially capture changes in bulk density or water content.

54 ENVIRONMENTAL SCIENCES↗

Quantification of regional net CO 2 flux errors in the Orbiting Carbon Observatory-2 (OCO-2) v10 model intercomparison project (MIP) ensemble using airborne measurements

Inverse model intercomparison projects (MIPs) provide a chance to assess the uncertainties in inversion estimates arising from various sources. However, accurately quantifying ensemble CO 2 flux errors remains challenging and often relies on the ensemble spread. This study proposes a method for quantifying the errors in regional net surface–atmosphere CO 2 flux estimates from models taken from the Orbiting Carbon Observatory-2 (OCO-2) v10 MIP by using independent airborne CO 2 measurements for the period 2015–2017. We first calculate the root mean square error (RMSE) between the ensemble mean of posterior CO 2 concentrations and airborne observations and then isolate the CO 2 concentration errors caused solely by the ensemble mean of posterior net fluxes by subtracting the observation, representation, and transport errors from seven regions. Our analysis reveals that the flux errors projected onto CO 2 space account for 55 %–85 % of the regional average RMSE over the 3 years, ranging from 0.88 to 1.91 ppm. In five regions, the error estimates based on observations exceed those computed from the ensemble spread of posterior fluxes by a factor of 1.33–1.93, implying an underestimation of the actual flux errors, while their magnitudes are comparable in two regions. The adjoint sensitivity analysis identifies that the underestimation of flux errors is prominent where the magnitudes of fossil fuel emissions exceed those of terrestrial-biosphere fluxes by a factor of 3–31 over the 3 years. This suggests the presence of systematic biases in the inversion estimates associated with errors in the prescribed fossil fuel emissions common to all models. Our study emphasizes the value of airborne measurements for quantifying regional errors in ensemble net CO 2 flux estimates.

54 ENVIRONMENTAL SCIENCES↗

Estimability and Regulability of Linear Systems

A linear state-space system will be said to be estimable if in estimating its state from its output the posterior error covariance matrix is strictly smaller than the prior covariance matrix. It will be said to be regulable if the quadratic cost of state feedback control is strictly smaller than the cost when no feedback is used. Estimability and regulability are shown to be dual properties, equivalent to the nonreducibility of the Kalman filter and of the optimal linear quadratic regulator, respectively.

Baram, Yoram↗

Estimability and regulability of linear systems

A linear state-space system will be said to be estimable if in estimating its state from its output the posterior error covariance matrix is strictly smaller than the prior covariance matrix. It will be said to be regulable if the quadratic cost of state feedback control is strictly smaller than the cost when no feedback is used. These properties, which are shown to be dual, are different from the well known observability and controllability properties of linear systems. Necessary and sufficient conditions for estimability and regulability are derived for time variant and time invariant systems, in discrete and continuous time.

Baram, Yoram↗

Estimability and regulability of linear systems

A linear state-space system will be said to be estimable if in estimating its state from its output the posterior error covariance matrix is strictly smaller than the prior covariance matrix. It will be said to be regulable if the quadratic cost of state feedback control is strictly smaller than the cost when no feedback is used. These properties, which are are shown to be dual, are different from the well known observability and controllability properties of linear systems. Necessary and sufficient conditions for estimability and regulability are derived for time variant and time invariant systems, in discrete and continuous time.

Baram, Yoram↗

Satellite Constraints on the Latitudinal Distribution and Temperature Sensitivity of Wetland Methane Emissions

Wetland methane (CH4) emissions comprise about one-third of the global CH4 source. The latitudinal distribution and climate sensitivity of wetland CH4 fluxes are the key determinants of the global CH4-climate feedback. However, large differences exist between bottom-up estimates, informed by ground-based flux measurements, and top-down estimates derived from spaceborne total column CH4. Despite the extensive coverage of satellite CH4 concentration observations, challenges remain with using top-down estimates to test bottom-up models, mainly because of the uncertainties in the satellite retrievals, the model representation errors, the variable prior emissions, and the confounding role of the posterior error covariance structures. Here, we use satellite-based top-down CH4 flux estimates (2010–2012) to test and refine 42 bottom-up estimates of wetland emissions that use a range of hypothesized wetland extents and process controls. Our comparison between bottom-up models and satellite-based fluxes innovatively accounts for cross-correlations and spatial uncertainties typically found in top-down inverse estimates, such that only the information from satellite observations and the atmospheric transport model is kept as a constraint. We present a satellite-constrained wetland CH4 ensemble product derived from assembling the highest-performance bottom-up models, which estimates global wetland CH4 emissions of 148 (117–189, 5th–95th percentile) Tg CH4 yr−1. We find that tropical wetland emissions contribute 72% (63%–85%) to the global wetland total. We also find that a lower-than-expected temperature sensitivity agrees better with atmospheric CH4 measurements. Overall, our approach demonstrates the potential for using satellites to quantitatively refine bottom-up wetland CH4 emission estimates, their latitudinal distributions, and their sensitivity to climate.

wetland ch4↗

National population mapping from sparse survey data: A hierarchical Bayesian modeling framework to account for uncertainty

Population estimates are critical for government services, development projects, and public health campaigns. Such data are typically obtained through a national population and housing census. However, population estimates can quickly become inaccurate in localized areas, particularly where migration or displacement has occurred. Some conflict-affected and resource-poor countries have not conducted a census in over 10 y. We developed a hierarchical Bayesian model to estimate population numbers in small areas based on enumeration data from sample areas and nationwide information about administrative boundaries, building locations, settlement types, and other factors related to population density. We demonstrated this model by estimating population sizes in every 10- m grid cell in Nigeria with national coverage. These gridded population estimates and areal population totals derived from them are accompanied by estimates of uncertainty based on Bayesian posterior probabilities. The model had an overall error rate of 67 people per hectare (mean of absolute residuals) or 43% (using scaled residuals) for predictions in out-of-sample survey areas (approximately 3 ha each), with increased precision expected for aggregated population totals in larger areas. This statistical approach represents a significant step toward estimating populations at high resolution with national coverage in the absence of a complete and recent census, while also providing reliable estimates of uncertainty to support informed decision making.

99 GENERAL AND MISCELLANEOUS↗

An Adaptive Bayesian Parameter Estimation of a Synchronous Generator Under Gross Errors

Polynomial-chaos-expansion-based surrogate models have recently been advocated in the literature for power system dynamic parameter estimation. Regarding the estimation of the uncertain generator parameters, a Bayesian inference framework has been proposed based on a polynomial-based reduced-order representation of the synchronous machines using assumed parameter values. Then, the non-Gaussian posterior probability distribution functions (pdfs) of these parameters are recovered through the stochastic sampling approach efficiently. However, facing very large parameter errors, the reliability of the surrogate model decreases, yielding biased estimation results. To overcome this problem, here we develop hierarchical Bayesian inference framework that processes the measurements provided by phasor measurement units, while making use of multifidelity surrogates together with the importance sampling method. The latter allows us to estimate in an efficient manner the posterior pdfs of the uncertain parameters through the normalized weights of the prior samples. To improve the accuracy of the posterior pdfs, an adaptive procedure is further adopted in the importance sampling for the gradual evolution of its proposal functions. The new proposals assist in fine-tuning the sample space and thereby help to construct surrogates with higher fidelity. Through an iterative process, this approach is able to estimate accurately and efficiently non-Gaussian posterior pdfs of the uncertain generator parameters subject to gross errors.

42 ENGINEERING↗

Analysis of a Computational Framework for Bayesian Inverse Problems: Ensemble Kalman Updates and MAP Estimators under Mesh Refinement

This paper analyzes a popular computational framework to solve infinite-dimensional Bayesian inverse problems, discretizing the prior and the forward model in a finite-dimensional weighted inner product space. We demonstrate the benefit of working on a weighted space by establishing operator-norm bounds for finite element and graph-based discretizations of Matérn-type priors and deconvolution forward models. For linear-Gaussian inverse problems, we develop a general theory to characterize the error in the approximation to the posterior. We also embed the computational framework into ensemble Kalman methods and MAP estimators for nonlinear inverse problems. Furthermore, our operator-norm bounds for prior discretizations guarantee the scalability and accuracy of these algorithms under mesh refinement.

Bayesian inverse problem↗