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Results for “Inverse Problems, Markov Chain Monte Carlo Methods”

Search indexed NASA NTRS and DOE OSTI research on propulsion, heat transfer, battery materials and energy systems. Follow report and document links to the original sources.

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All sourcesNASA NTRSDOE OSTI
DOE OSTI2016

Point Spread Function Estimation and Uncertainty Quantification

An important component of analyzing images quantitatively is modeling image blur due to effects from the system for image capture. When the effect of image blur is assumed to be translation invariant and isotropic, it can be generally modeled as convolution with a radially symmetric kernel, called the point spread function (PSF). Standard techniques for estimating the PSF involve imaging a bright point source, but this is not always feasible (e.g. high energy radiography). This work provides a novel non-parametric approach to estimating the PSF from a calibration image of a vertical edge. Moreover, the approach is within a hierarchical Bayesian framework that in addition to providing a method for estimation, also gives a quantification of uncertainty in the estimate by Markov Chain Monte Carlo methods.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2019

Active Subspace Methods for Data-Intensive Inverse Problems (Final Report)

Fostered by advances in computing, simulation and data science have emerged as the third and fourth paradigms enabling scientific discovery. Many mathematical challenges arise when integrating these paradigms to produce new knowledge. One of the most important challenges is the inverse or calibration problem: find the inputs of a simulation such that its outputs agree with a given set of measurements. As both the cost of the complex simulations and the volume of measurement data sets increase, intuition-driven trial-and-error methods for calibration quickly become untenable; modern scientists need more computationally efficient and mathematically rigorous methods. When measurements and simulated predictions contain uncertainty, the Bayesian perspective on statistical inference provides a popular mathematical framework for developing computational methods to solve inverse problems. Markov chain Monte Carlo (MCMC) methods are a mainstay of this framework; they characterize a probability distribution on the space of model inputs that is conditioned on the given measurements. However, despite recent advances, MCMC methods remain impractical for expensive simulations with more than a handful of inputs. At its heart, MCMC searches the space of inputs for corresponding outputs that match measurements, and so it is afflicted with the curse of dimensionality. Additionally, MCMC methods become less efficient as the volume of the measurement data increases, particularly if the measurements are redundant. To make MCMC—and Bayesian methods, in general—amenable to today’s computer models with millions of inputs and terabytes of measurement data, one must devise methods to reduce the dimension of both the simulation inputs and the measurements. For many models used in practice, the outputs vary primarily on a low-dimensional manifold of the nominally high-dimensional input space. Recently developed active subspace methods discover this low-dimensional manifold and exploit it to enable analyses typically suited for low-dimensional settings (e.g., statistical inversion of complex systems). We hypothesize that active subspace methods can provide the necessary dimension reduction, enabling existing Bayesian methods to find solutions for a large class of otherwise intractable statistical inverse problems. We will test the hypothesis with a series of mathematical analyses and computational experiments that will proceed along three research veins: (i) integrating active subspace methods into methods for statistical inversion, (ii) addressing current challenges in active subspace methods, and (iii) incorporating methods for nonlinear dimensionality reduction into active subspace methods. We will apply the methods we develop to real inverse problems in chemical kinetics and turbulent flame modeling. Our team combines expertise in methods for inverse problems, dimension reduction, and reduced order modeling. With a history of active collaboration and thoughtful engagement, we bring enthusiasm and fresh perspectives to a well studied subject. We are excited by the potential opportunity to work together to extend and apply active subspace methods to data-intensive inverse problems.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2019

Active Subspace Methods for Data-Intensive Inverse Problems

Fostered by advances in computing, simulation and data science have emerged as the third and fourth paradigms enabling scientific discovery. Many mathematical challenges arise when integrating these paradigms to produce new knowledge. One of the most important challenges is the inverse or calibration problem: find the inputs of a simulation such that its outputs agree with a given set of measurements. As both the cost of the complex simulations and the volume of measurement data sets increase, intuition-driven trial-and-error methods for calibration quickly become untenable; modern scientists need more computationally efficient and mathematically rigorous methods. When measurements and simulated predictions contain uncertainty, the Bayesian perspective on statistical inference provides a popular mathematical framework for developing computational methods to solve inverse problems. Markov chain Monte Carlo (MCMC) methods are a mainstay of this framework; they characterize a probability distribution on the space of model inputs that is conditioned on the given measurements. However, despite recent advances, MCMC methods remain impractical for expensive simulations with more than a handful of inputs. At its heart, MCMC searches the space of inputs for corresponding outputs that match measurements, and so it is afflicted with the curse of dimensionality. Additionally, MCMC methods become less efficient as the volume of the measurement data increases, particularly if the measurements are redundant. To make MCMC—and Bayesian methods, in general—amenable to today’s computer models with millions of inputs and terabytes of measurement data, one must devise methods to reduce the dimension of both the simulation inputs and the measurements. For many models used in practice, the outputs vary primarily on a low-dimensional manifold of the nominally high-dimensional input space. Recently developed active subspace methods discover this low-dimensional manifold and exploit it to enable analyses typically suited for low-dimensional settings (e.g., statistical inversion of complex systems). We hypothesize that active subspace methods can provide the necessary dimension reduction, enabling existing Bayesian methods to find solutions for a large class of otherwise intractable statistical inverse problems. We will test the hypothesis with a series of mathematical analyses and computational experiments that will proceed along three research veins: (i) integrating active subspace methods into methods for statistical inversion, (ii) addressing current challenges in active subspace methods, and (iii) incorporating methods for nonlinear dimensionality reduction into active subspace methods. We will apply the methods we develop to real inverse problems in chemical kinetics and turbulent flame modeling. Our team combines expertise in methods for inverse problems, dimension reduction, and reduced order modeling. With a history of active collaboration and thoughtful engagement, we bring enthusiasm and fresh perspectives to a well studied subject. We are excited by the potential opportunity to work together to extend and apply active subspace methods to data-intensive inverse problems.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2021

Application of Markov Chain Monte Carlo Methods for Uncertainty Quantification in Inverse Transport Problems

Determination of the components of a radioactive source/shield system using the system’s radiation signature is of great importance in homeland security, material safeguards, and waste management. Although significant progress has been made toward solving this inverse transport problem in recent years, work remains to be done to quantify the uncertainty in reconstructed results. In this article we apply two Markov chain Monte Carlo (MCMC) approaches, the delayed rejection adaptive metropolis (DRAM) and differential evolution adaptive metropolis (DREAM) methods, to solve inverse problems and quantify uncertainty. The DRAM method uses delayed rejection combined with global adaptation of the proposal covariance matrix. Furthermore, the DREAM method hybridizes MCMC sampling with the differential evolution (DE) algorithm. In numerical test cases, the DRAM and DREAM methods are shown to be superior to a first-order inverse Hessian approach for problems with noisy data and multiple unknown quantities, with DREAM converging to the posterior distribution more quickly than DRAM. The DREAM and DRAM results indicate that a full posterior distribution is required to quantify uncertainty in many inverse transport problems.

98 NUCLEAR DISARMAMENT, SAFEGUARDS, AND PHYSICAL P↗
DOE OSTI2017

Determining Physical Parameters of Shielded Uranium using Gamma Spectroscopy and the Differential Evolution Adaptive Metropolis (DREAM) Method

Inverse radiation transport is a well-established method for determining unknown parameters within a system that exhibits particle leakage. Two significant challenges of solving inverse transport problems are (1) to determine multiple unknowns without false convergence on local minima and (2) to be able to quantify uncertainty. It was recently demonstrated that the Differential Evolution Adaptive Metropolis (DREAM) method effectively meets both of these challenges. In Bledsoe's 2014 article, the DREAM method was only applied to numerical test cases in which measured data were simulated using MCNP. This paper provides results of research conducted at Oak Ridge National Laboratory (ORNL) in which DREAM was applied to two-dimensional inverse transport problems using real-world measurements. The DREAM method uses a Markov chain Monte Carlo (MCMC) method to obtain a posterior distribution of unknown parameters. In this application, the posterior distribution is determined by using a uniform prior distribution and a likelihood function. The goal of the inverse problem is to find the regions in which the likelihood function is at or near its maximum. In the traditional MCMC approach, a single Markov chain is employed. In practice, MCMC approaches have a high acceptance rate to solutions that are near the current point of sampling, but they exhibit slow convergence to solutions far from the sampling point. The DREAM algorithm was designed to alleviate this issue by initiating multiple Markov chains and using the differential evolution algorithm to generate trial points for each chain. Solving for the mass of radioactive material within a voluminous source is a challenging problem for gamma-ray spectroscopy. Inverse gamma-ray transport can supply a range of possible material compositions, but reducing the differences between predicted and actual measurements can lead to false results. DREAM is a rapid technique for determining the most likely solution for several unknown parameters in an inverse transport problem. This work applies DREAM to a series of gamma spectroscopy experiments performed at ORNL.

46 INSTRUMENTATION RELATED TO NUCLEAR SCIENCE AND ↗
DOE OSTI2018

Parallel multiple-chain DRAM MCMC for large-scale geosteering inversion and uncertainty quantification

Geosteering is the proactive control of a wellbore placement based on the downhole measurements, aiming at maximizing economic production from the well. We report the recent development of azimuthal resistivity logging-whiledrilling (LWD) tools have a much larger depth of detection, thus sets higher demands for geosteering inversion as more unknown parameters need to be taken into account in the earth model to be inverted. For complicated nonlinear problems, traditional deterministic inversion methods are more likely to be trapped near local optima. In general, Markov chain Monte Carlo (MCMC) inversion methods are more capable of finding the global optimal solution and providing additional uncertainty analyses by sampling from the target distribution. However, MCMC methods usually have the problem of slow convergence. Even though optimization methods like delayed rejection (DR) and adaptive Metropolis (AM) were proposed to speed up the convergence, using MCMC methods to solve geosteering inversion problems may still incur unacceptable time cost. To reduce the sampling cost of MCMC methods, we use parallel multiple-chain DRAM MCMC methods to solve geosteering inverse problems and estimate the corresponding uncertainty. A clustering method, density-based spatial clustering of applications with noise (DBSCAN), is applied to select the best solution among many results. Lastly, the simulation results show that running many relatively short MCMC chains for one problem can obtain a similar result as running a long single chain. Besides, avoiding communications between multiple Markov chains during the sampling process yields almost linear scalability.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2017

Application of Polynomial Chaos Expansion in One-Dimensional Inverse Transport Problems

In the problem of inverse radiation transport, measurements of particle leakages from radioactive source/shield systems are used to infer unknown parameters within the systems. This reconstruction can be accomplished by finding the physical parameters of the unknown system that minimize the difference between calculated detector responses and measured detector responses. The inverse transport solver should also propagate uncertainties from the detector responses to the reconstructed parameter values. Recently, the Differential Evolution Adaptive Metropolis (DREAM) method was shown to be a robust method for uncertainty quantification in inverse problems. The DREAM method uses the differential evolution algorithm to choose efficient steps in a Markov chain Monte Carlo (MCMC) simulation. Although the DREAM method has been shown to be more efficient than traditional MCMC approaches, it still requires thousands of transport computations to accurately quantify uncertainty. For the simple ray-tracing model, it was possible to perform these calculations in a reasonable amount of time (under an hour). However, inverse transport problems that require computationally-intensive transport solvers will need prohibitively long run times when using the DREAM method. A way to overcome the computational burden of the DREAM method is to perform surrogate modeling using the polynomial chaos expansion (PCE) approach. It was recently shown that the PCE method provides both accurate and computationally inexpensive uncertainty quantification in forward radiation source/shield problems. PCE was also recently applied to an inverse problem in nonlinear point reactor kinetics within a standard MCMC approach. PCE was first used with the DREAM method where it was applied to inverse problems in groundwater modeling.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗
DOE OSTI2023

hIPPYlib-MUQ: A Bayesian Inference Software Framework for Integration of Data with Complex Predictive Models under Uncertainty

Bayesian inference provides a systematic framework for integration of data with mathematical models to quantify the uncertainty in the solution of the inverse problem. However, the solution of Bayesian inverse problems governed by complex forward models described by partial differential equations (PDEs) remains prohibitive with black-box Markov chain Monte Carlo (MCMC) methods. We present hIPPYlib-MUQ, an extensible and scalable software framework that contains implementations of state-of-the art algorithms aimed to overcome the challenges of high-dimensional, PDE-constrained Bayesian inverse problems. These algorithms accelerate MCMC sampling by exploiting the geometry and intrinsic low-dimensionality of parameter space via derivative information and low rank approximation. The software integrates two complementary open-source software packages, hIPPYlib and MUQ. hIPPYlib solves PDE-constrained inverse problems using automatically-generated adjoint-based derivatives, but it lacks full Bayesian capabilities. MUQ provides a spectrum of powerful Bayesian inversion models and algorithms, but expects forward models to come equipped with gradients and Hessians to permit large-scale solution. By combining these two complementary libraries, we created a robust, scalable, and efficient software framework that realizes the benefits of each and allows us to tackle complex large-scale Bayesian inverse problems across a broad spectrum of scientific and engineering disciplines. To illustrate the capabilities of hIPPYlib-MUQ, we present a comparison of a number of MCMC methods available in the integrated software on several high-dimensional Bayesian inverse problems. These include problems characterized by both linear and nonlinear PDEs, various noise models, and different parameter dimensions. The results demonstrate that large (~ 50×) speedups over conventional black box and gradient-based MCMC algorithms can be obtained by exploiting Hessian information (from the log-posterior), underscoring the power of the integrated hIPPYlib-MUQ framework.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2021

Bayesian Poroelastic Aquifer Characterization From InSAR Surface Deformation Data. 2. Quantifying the Uncertainty

Uncertainty quantification of groundwater (GW) aquifer parameters is critical for efficient management and sustainable extraction of GW resources. These uncertainties are introduced by the data, model, and prior information on the parameters. We develop a Bayesian inversion framework that uses Interferometric Synthetic Aperture Radar (InSAR) surface deformation data to infer the laterally heterogeneous permeability of a transient linear poroelastic model of a confined GW aquifer. The Bayesian solution of this inverse problem takes the form of a posterior probability density of the permeability. Exploring this posterior using classical Markov chain Monte Carlo (MCMC) methods is computationally prohibitive due to the large dimension of the discretized permeability field and the expense of solving the poroelastic forward problem. However, in many partial differential equation (PDE)-based Bayesian inversion problems, the data are only informative in a few directions in parameter space. For the poroelasticity problem, we prove this property theoretically for a one-dimensional problem and demonstrate it numerically for a three-dimensional aquifer model. Here we design a generalized preconditioned Crank-Nicolson (gpCN) MCMC method that exploits this intrinsic low dimensionality by using a low-rank-based Laplace approximation of the posterior as a proposal, which we build scalably. The feasibility of our approach is demonstrated through a real GW aquifer test in Nevada. The inherently two-dimensional nature of InSAR surface deformation data informs a sufficient number of modes of the permeability field to allow detection of major structures within the aquifer, significantly reducing the uncertainty in the pressure and the displacement quantities of interest.

54 ENVIRONMENTAL SCIENCES↗
DOE OSTI2022

Multimodal parameter spaces of a complex multi-channel neuron model

One of the most common types of models that helps us to understand neuron behavior is based on the Hodgkin–Huxley ion channel formulation (HH model). A major challenge with inferring parameters in HH models is non-uniqueness: many different sets of ion channel parameter values produce similar outputs for the same input stimulus. Such phenomena result in an objective function that exhibits multiple modes (i.e., multiple local minima). This non-uniqueness of local optimality poses challenges for parameter estimation with many algorithmic optimization techniques. HH models additionally have severe non-linearities resulting in further challenges for inferring parameters in an algorithmic fashion. To address these challenges with a tractable method in high-dimensional parameter spaces, we propose using a particular Markov chain Monte Carlo (MCMC) algorithm, which has the advantage of inferring parameters in a Bayesian framework. The Bayesian approach is designed to be suitable for multimodal solutions to inverse problems. We introduce and demonstrate the method using a three-channel HH model. We then focus on the inference of nine parameters in an eight-channel HH model, which we analyze in detail. We explore how the MCMC algorithm can uncover complex relationships between inferred parameters using five injected current levels. The MCMC method provides as a result a nine-dimensional posterior distribution, which we analyze visually with solution maps or landscapes of the possible parameter sets. The visualized solution maps show new complex structures of the multimodal posteriors, and they allow for selection of locally and globally optimal value sets, and they visually expose parameter sensitivities and regions of higher model robustness. We envision these solution maps as enabling experimentalists to improve the design of future experiments, increase scientific productivity and improve on model structure and ideation when the MCMC algorithm is applied to experimental data.

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 OSTI2016

An adaptive Gaussian process-based method for efficient Bayesian experimental design in groundwater contaminant source identification problems: ADAPTIVE GAUSSIAN PROCESS-BASED INVERSION

Surrogate models are commonly used in Bayesian approaches such as Markov Chain Monte Carlo (MCMC) to avoid repetitive CPU-demanding model evaluations. However, the approximation error of a surrogate may lead to biased estimations of the posterior distribution. This bias can be corrected by constructing a very accurate surrogate or implementing MCMC in a two-stage manner. Since the two-stage MCMC requires extra original model evaluations, the computational cost is still high. If the information of measurement is incorporated, a locally accurate approximation of the original model can be adaptively constructed with low computational cost. Based on this idea, we propose a Gaussian process (GP) surrogate-based Bayesian experimental design and parameter estimation approach for groundwater contaminant source identification problems. A major advantage of the GP surrogate is that it provides a convenient estimation of the approximation error, which can be incorporated in the Bayesian formula to avoid over-confident estimation of the posterior distribution. The proposed approach is tested with a numerical case study. Without sacrificing the estimation accuracy, the new approach achieves about 200 times of speed-up compared to our previous work using two-stage MCMC.

Zhang, Jiangjiang↗
DOE OSTI2018

Soil moisture estimation using tomographic ground penetrating radar in a MCMC–Bayesian framework

In this paper, we focus on a hydrogeological inverse problem specifically targeting monitoring soil moisture variations using tomographic ground penetrating radar (GPR) travel time data. Technical challenges exist in the inversion of GPR tomographic data for handling non-uniqueness, nonlinearity and high-dimensionality of unknowns. We have developed a new method for estimating soil moisture fields from crosshole GPR data. It uses a pilot-point method to provide a low-dimensional representation of the relative dielectric permittivity field of the soil, which is the primary object of inference: the field can be converted to soil moisture using a petrophysical model. We integrate a multi-chain Markov chain Monte Carlo (MCMC)–Bayesian inversion framework with the pilot point concept, a curved-ray GPR travel time model, and a sequential Gaussian simulation algorithm, for estimating the dielectric permittivity at pilot point locations distributed within the tomogram, as well as the corresponding geostatistical parameters (i.e., spatial correlation range). We infer the dielectric permittivity as a probability density function, thus capturing the uncertainty in the inference. The multi-chain MCMC enables addressing high-dimensional inverse problems as required in the inversion setup. The method is scalable in terms of number of chains and processors, and is useful for computationally demanding Bayesian model calibration in scientific and engineering problems. The proposed inversion approach can successfully approximate the posterior density distributions of the pilot points, and capture the true values. The computational efficiency, accuracy, and convergence behaviors of the inversion approach were also systematically evaluated, by comparing the inversion results obtained with different levels of noises in the observations, increased observational data, as well as increased number of pilot points.

54 ENVIRONMENTAL SCIENCES↗
DOE OSTI2022

Probabilistic constrained Bayesian inversion for transpiration cooling

Abstract To enable safe operations in applications such as rocket combustion chambers, the materials require cooling to avoid material damage. Here, transpiration cooling is a promising cooling technique. Numerous studies investigate possibilities to simulate and evaluate the complex cooling mechanism. One naturally arising question is the amount of coolant required to ensure a safe operation. To study this, we introduce an approach that determines the posterior probability distribution of the Reynolds number using an inverse problem and constraining the maximum temperature of the system under parameter uncertainties. Mathematically, this chance inequality constraint is dealt with by a generalized polynomial chaos expansion of the system. The posterior distribution will be evaluated by different Markov chain Monte Carlo based methods. A novel method for the constrained case is proposed and tested among others on two‐dimensional transpiration cooling models.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2022

Parameter estimation for X-ray scattering analysis with Hamiltonian Markov Chain Monte Carlo

Bayesian-inference-based approaches, in particular the random-walk Markov Chain Monte Carlo (MCMC) method, have received much attention recently for X-ray scattering analysis. Hamiltonian MCMC, a state-of-the-art development in the field of MCMC, has become popular in recent years. It utilizes Hamiltonian dynamics for indirect but much more efficient drawings of the model parameters. We described the principle of the Hamiltonian MCMC for inversion problems in X-ray scattering analysis by estimating high-dimensional models for several motivating scenarios in small-angle X-ray scattering, reflectivity, and X-ray fluorescence holography. Hamiltonian MCMC with appropriate preconditioning can deliver superior performance over the random-walk MCMC, and thus can be used as an efficient tool for the statistical analysis of the parameter distributions, as well as model predictions and confidence analysis.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗
DOE OSTI2025

Scalable Algorithms for Inverse Problems With High-Dimensional Parameter Spaces

Inverse problems, which involve inferring unknown parameters from observed data, present significant computational challenges, especially in large-scale settings with high-dimensional unknown parameters and nonlinear relationships between the unknowns and observations. Bayesian inference provides an approach for addressing these problems, often relying on sequential sampling methods like Markov chain Monte Carlo (MCMC) to approximate the posterior distribution of the parameters. However, MCMC methods become computationally demanding as the dimensionality of the problem increases, particularly in large-scale systems where likelihood evaluations rely on solving partial differential equations (PDEs) on large spatial domains with finely resolved meshes. To overcome these limitations, recent advancements have focused on designing scalable computa tional techniques – for both PDE simulations and sampling strategies – to make Bayesian methods feasible for high-dimensional problems.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2021

Solving inverse problems in stochastic models using deep neural networks and adversarial training

Inverse problems associated with stochastic models constitute a significant portion of scientific and engineering applications. In such cases the unknown quantities are distributions. The applicability of traditional methods is limited because of their demanding assumptions or prohibitive computational consumption; for example, maximum likelihood methods require closed-form density functions, and Markov Chain Monte Carlo needs a large number of simulations. We propose a new method that estimates the unknown distribution by matching the statistical properties between observed and simulated random processes. We leverage the expressive power of neural networks to approximate the unknown distribution and use a discriminative neural network for computing the statistical discrepancies between the observed and simulated random processes. Here we demonstrated numerically that the proposed methods can estimate both the model parameters and learn complicated unknown distributions.

42 ENGINEERING↗
DOE OSTI2025

High-dimensional maximum-entropy phase space tomography

Reconstructing 4D or 6D phase space distributions from 1D or 2D measurements is a challenging inverse problem encountered in particle accelerators. Entropy maximization is an established method to incorporate prior information in the reconstruction, but it is typically infeasible in high-dimensional spaces. In this paper, I review two recent approaches to high-dimensional entropy maximization. The first approach utilizes differentiable simulations and a class of generative models known as normalizing flows, whereas the second approach employs the method of Lagrange multipliers and Markov Chain Monte Carlo (MCMC) sampling. My aim is to provide a short explanation of each method using a common notation. I conclude by mentioning several unsolved problems in phase space tomography.

Hoover, Austin [ORNL] (ORCID:0000000153136962)↗