Prediction and assimilation of surf-zone processes using a Bayesian network: Part II: Inverse models

USGS Publications Warehouse

Plant, Nathaniel G.; Holland, K. Todd

2011-01-01

A Bayesian network model has been developed to simulate a relatively simple problem of wave propagation in the surf zone (detailed in Part I). Here, we demonstrate that this Bayesian model can provide both inverse modeling and data-assimilation solutions for predicting offshore wave heights and depth estimates given limited wave-height and depth information from an onshore location. The inverse method is extended to allow data assimilation using observational inputs that are not compatible with deterministic solutions of the problem. These inputs include sand bar positions (instead of bathymetry) and estimates of the intensity of wave breaking (instead of wave-height observations). Our results indicate that wave breaking information is essential to reduce prediction errors. In many practical situations, this information could be provided from a shore-based observer or from remote-sensing systems. We show that various combinations of the assimilated inputs significantly reduce the uncertainty in the estimates of water depths and wave heights in the model domain. Application of the Bayesian network model to new field data demonstrated significant predictive skill (R2 = 0.7) for the inverse estimate of a month-long time series of offshore wave heights. The Bayesian inverse results include uncertainty estimates that were shown to be most accurate when given uncertainty in the inputs (e.g., depth and tuning parameters). Furthermore, the inverse modeling was extended to directly estimate tuning parameters associated with the underlying wave-process model. The inverse estimates of the model parameters not only showed an offshore wave height dependence consistent with results of previous studies but the uncertainty estimates of the tuning parameters also explain previously reported variations in the model parameters.

Applications of Bayesian spectrum representation in acoustics

NASA Astrophysics Data System (ADS)

Botts, Jonathan M.

This dissertation utilizes a Bayesian inference framework to enhance the solution of inverse problems where the forward model maps to acoustic spectra. A Bayesian solution to filter design inverts a acoustic spectra to pole-zero locations of a discrete-time filter model. Spatial sound field analysis with a spherical microphone array is a data analysis problem that requires inversion of spatio-temporal spectra to directions of arrival. As with many inverse problems, a probabilistic analysis results in richer solutions than can be achieved with ad-hoc methods. In the filter design problem, the Bayesian inversion results in globally optimal coefficient estimates as well as an estimate the most concise filter capable of representing the given spectrum, within a single framework. This approach is demonstrated on synthetic spectra, head-related transfer function spectra, and measured acoustic reflection spectra. The Bayesian model-based analysis of spatial room impulse responses is presented as an analogous problem with equally rich solution. The model selection mechanism provides an estimate of the number of arrivals, which is necessary to properly infer the directions of simultaneous arrivals. Although, spectrum inversion problems are fairly ubiquitous, the scope of this dissertation has been limited to these two and derivative problems. The Bayesian approach to filter design is demonstrated on an artificial spectrum to illustrate the model comparison mechanism and then on measured head-related transfer functions to show the potential range of application. Coupled with sampling methods, the Bayesian approach is shown to outperform least-squares filter design methods commonly used in commercial software, confirming the need for a global search of the parameter space. The resulting designs are shown to be comparable to those that result from global optimization methods, but the Bayesian approach has the added advantage of a filter length estimate within the same unified framework. The application to reflection data is useful for representing frequency-dependent impedance boundaries in finite difference acoustic simulations. Furthermore, since the filter transfer function is a parametric model, it can be modified to incorporate arbitrary frequency weighting and account for the band-limited nature of measured reflection spectra. Finally, the model is modified to compensate for dispersive error in the finite difference simulation, from the filter design process. Stemming from the filter boundary problem, the implementation of pressure sources in finite difference simulation is addressed in order to assure that schemes properly converge. A class of parameterized source functions is proposed and shown to offer straightforward control of residual error in the simulation. Guided by the notion that the solution to be approximated affects the approximation error, sources are designed which reduce residual dispersive error to the size of round-off errors. The early part of a room impulse response can be characterized by a series of isolated plane waves. Measured with an array of microphones, plane waves map to a directional response of the array or spatial intensity map. Probabilistic inversion of this response results in estimates of the number and directions of image source arrivals. The model-based inversion is shown to avoid ambiguities associated with peak-finding or inspection of the spatial intensity map. For this problem, determining the number of arrivals in a given frame is critical for properly inferring the state of the sound field. This analysis is effectively compression of the spatial room response, which is useful for analysis or encoding of the spatial sound field. Parametric, model-based formulations of these problems enhance the solution in all cases, and a Bayesian interpretation provides a principled approach to model comparison and parameter estimation. v

Objectified quantification of uncertainties in Bayesian atmospheric inversions

NASA Astrophysics Data System (ADS)

Berchet, A.; Pison, I.; Chevallier, F.; Bousquet, P.; Bonne, J.-L.; Paris, J.-D.

2015-05-01

Classical Bayesian atmospheric inversions process atmospheric observations and prior emissions, the two being connected by an observation operator picturing mainly the atmospheric transport. These inversions rely on prescribed errors in the observations, the prior emissions and the observation operator. When data pieces are sparse, inversion results are very sensitive to the prescribed error distributions, which are not accurately known. The classical Bayesian framework experiences difficulties in quantifying the impact of mis-specified error distributions on the optimized fluxes. In order to cope with this issue, we rely on recent research results to enhance the classical Bayesian inversion framework through a marginalization on a large set of plausible errors that can be prescribed in the system. The marginalization consists in computing inversions for all possible error distributions weighted by the probability of occurrence of the error distributions. The posterior distribution of the fluxes calculated by the marginalization is not explicitly describable. As a consequence, we carry out a Monte Carlo sampling based on an approximation of the probability of occurrence of the error distributions. This approximation is deduced from the well-tested method of the maximum likelihood estimation. Thus, the marginalized inversion relies on an automatic objectified diagnosis of the error statistics, without any prior knowledge about the matrices. It robustly accounts for the uncertainties on the error distributions, contrary to what is classically done with frozen expert-knowledge error statistics. Some expert knowledge is still used in the method for the choice of an emission aggregation pattern and of a sampling protocol in order to reduce the computation cost. The relevance and the robustness of the method is tested on a case study: the inversion of methane surface fluxes at the mesoscale with virtual observations on a realistic network in Eurasia. Observing system simulation experiments are carried out with different transport patterns, flux distributions and total prior amounts of emitted methane. The method proves to consistently reproduce the known "truth" in most cases, with satisfactory tolerance intervals. Additionally, the method explicitly provides influence scores and posterior correlation matrices. An in-depth interpretation of the inversion results is then possible. The more objective quantification of the influence of the observations on the fluxes proposed here allows us to evaluate the impact of the observation network on the characterization of the surface fluxes. The explicit correlations between emission aggregates reveal the mis-separated regions, hence the typical temporal and spatial scales the inversion can analyse. These scales are consistent with the chosen aggregation patterns.

Bayesian Approach to the Joint Inversion of Gravity and Magnetic Data, with Application to the Ismenius Area of Mars

NASA Technical Reports Server (NTRS)

Jewell, Jeffrey B.; Raymond, C.; Smrekar, S.; Millbury, C.

2004-01-01

This viewgraph presentation reviews a Bayesian approach to the inversion of gravity and magnetic data with specific application to the Ismenius Area of Mars. Many inverse problems encountered in geophysics and planetary science are well known to be non-unique (i.e. inversion of gravity the density structure of a body). In hopes of reducing the non-uniqueness of solutions, there has been interest in the joint analysis of data. An example is the joint inversion of gravity and magnetic data, with the assumption that the same physical anomalies generate both the observed magnetic and gravitational anomalies. In this talk, we formulate the joint analysis of different types of data in a Bayesian framework and apply the formalism to the inference of the density and remanent magnetization structure for a local region in the Ismenius area of Mars. The Bayesian approach allows prior information or constraints in the solutions to be incorporated in the inversion, with the "best" solutions those whose forward predictions most closely match the data while remaining consistent with assumed constraints. The application of this framework to the inversion of gravity and magnetic data on Mars reveals two typical challenges - the forward predictions of the data have a linear dependence on some of the quantities of interest, and non-linear dependence on others (termed the "linear" and "non-linear" variables, respectively). For observations with Gaussian noise, a Bayesian approach to inversion for "linear" variables reduces to a linear filtering problem, with an explicitly computable "error" matrix. However, for models whose forward predictions have non-linear dependencies, inference is no longer given by such a simple linear problem, and moreover, the uncertainty in the solution is no longer completely specified by a computable "error matrix". It is therefore important to develop methods for sampling from the full Bayesian posterior to provide a complete and statistically consistent picture of model uncertainty, and what has been learned from observations. We will discuss advanced numerical techniques, including Monte Carlo Markov

Superresolution radar imaging based on fast inverse-free sparse Bayesian learning for multiple measurement vectors

NASA Astrophysics Data System (ADS)

He, Xingyu; Tong, Ningning; Hu, Xiaowei

2018-01-01

Compressive sensing has been successfully applied to inverse synthetic aperture radar (ISAR) imaging of moving targets. By exploiting the block sparse structure of the target image, sparse solution for multiple measurement vectors (MMV) can be applied in ISAR imaging and a substantial performance improvement can be achieved. As an effective sparse recovery method, sparse Bayesian learning (SBL) for MMV involves a matrix inverse at each iteration. Its associated computational complexity grows significantly with the problem size. To address this problem, we develop a fast inverse-free (IF) SBL method for MMV. A relaxed evidence lower bound (ELBO), which is computationally more amiable than the traditional ELBO used by SBL, is obtained by invoking fundamental property for smooth functions. A variational expectation-maximization scheme is then employed to maximize the relaxed ELBO, and a computationally efficient IF-MSBL algorithm is proposed. Numerical results based on simulated and real data show that the proposed method can reconstruct row sparse signal accurately and obtain clear superresolution ISAR images. Moreover, the running time and computational complexity are reduced to a great extent compared with traditional SBL methods.

A Bayesian inversion for slip distribution of 1 Apr 2007 Mw8.1 Solomon Islands Earthquake

NASA Astrophysics Data System (ADS)

Chen, T.; Luo, H.

2013-12-01

On 1 Apr 2007 the megathrust Mw8.1 Solomon Islands earthquake occurred in the southeast pacific along the New Britain subduction zone. 102 vertical displacement measurements over the southeastern end of the rupture zone from two field surveys after this event provide a unique constraint for slip distribution inversion. In conventional inversion method (such as bounded variable least squares) the smoothing parameter that determines the relative weight placed on fitting the data versus smoothing the slip distribution is often subjectively selected at the bend of the trade-off curve. Here a fully probabilistic inversion method[Fukuda,2008] is applied to estimate distributed slip and smoothing parameter objectively. The joint posterior probability density function of distributed slip and the smoothing parameter is formulated under a Bayesian framework and sampled with Markov chain Monte Carlo method. We estimate the spatial distribution of dip slip associated with the 1 Apr 2007 Solomon Islands earthquake with this method. Early results show a shallower dip angle than previous study and highly variable dip slip both along-strike and down-dip.

Convergence analysis of surrogate-based methods for Bayesian inverse problems

NASA Astrophysics Data System (ADS)

Yan, Liang; Zhang, Yuan-Xiang

2017-12-01

The major challenges in the Bayesian inverse problems arise from the need for repeated evaluations of the forward model, as required by Markov chain Monte Carlo (MCMC) methods for posterior sampling. Many attempts at accelerating Bayesian inference have relied on surrogates for the forward model, typically constructed through repeated forward simulations that are performed in an offline phase. Although such approaches can be quite effective at reducing computation cost, there has been little analysis of the approximation on posterior inference. In this work, we prove error bounds on the Kullback-Leibler (KL) distance between the true posterior distribution and the approximation based on surrogate models. Our rigorous error analysis show that if the forward model approximation converges at certain rate in the prior-weighted L 2 norm, then the posterior distribution generated by the approximation converges to the true posterior at least two times faster in the KL sense. The error bound on the Hellinger distance is also provided. To provide concrete examples focusing on the use of the surrogate model based methods, we present an efficient technique for constructing stochastic surrogate models to accelerate the Bayesian inference approach. The Christoffel least squares algorithms, based on generalized polynomial chaos, are used to construct a polynomial approximation of the forward solution over the support of the prior distribution. The numerical strategy and the predicted convergence rates are then demonstrated on the nonlinear inverse problems, involving the inference of parameters appearing in partial differential equations.

Joint three-dimensional inversion of coupled groundwater flow and heat transfer based on automatic differentiation: sensitivity calculation, verification, and synthetic examples

NASA Astrophysics Data System (ADS)

Rath, V.; Wolf, A.; Bücker, H. M.

2006-10-01

Inverse methods are useful tools not only for deriving estimates of unknown parameters of the subsurface, but also for appraisal of the thus obtained models. While not being neither the most general nor the most efficient methods, Bayesian inversion based on the calculation of the Jacobian of a given forward model can be used to evaluate many quantities useful in this process. The calculation of the Jacobian, however, is computationally expensive and, if done by divided differences, prone to truncation error. Here, automatic differentiation can be used to produce derivative code by source transformation of an existing forward model. We describe this process for a coupled fluid flow and heat transport finite difference code, which is used in a Bayesian inverse scheme to estimate thermal and hydraulic properties and boundary conditions form measured hydraulic potentials and temperatures. The resulting derivative code was validated by comparison to simple analytical solutions and divided differences. Synthetic examples from different flow regimes demonstrate the use of the inverse scheme, and its behaviour in different configurations.

Variational Bayesian Inversion of Quasi-Localized Seismic Attributes for the Spatial Distribution of Geological Facies

NASA Astrophysics Data System (ADS)

Nawaz, Muhammad Atif; Curtis, Andrew

2018-04-01

We introduce a new Bayesian inversion method that estimates the spatial distribution of geological facies from attributes of seismic data, by showing how the usual probabilistic inverse problem can be solved using an optimization framework still providing full probabilistic results. Our mathematical model consists of seismic attributes as observed data, which are assumed to have been generated by the geological facies. The method infers the post-inversion (posterior) probability density of the facies plus some other unknown model parameters, from the seismic attributes and geological prior information. Most previous research in this domain is based on the localized likelihoods assumption, whereby the seismic attributes at a location are assumed to depend on the facies only at that location. Such an assumption is unrealistic because of imperfect seismic data acquisition and processing, and fundamental limitations of seismic imaging methods. In this paper, we relax this assumption: we allow probabilistic dependence between seismic attributes at a location and the facies in any neighbourhood of that location through a spatial filter. We term such likelihoods quasi-localized.

Waveform-based Bayesian full moment tensor inversion and uncertainty determination for the induced seismicity in an oil/gas field

NASA Astrophysics Data System (ADS)

Gu, Chen; Marzouk, Youssef M.; Toksöz, M. Nafi

2018-03-01

Small earthquakes occur due to natural tectonic motions and are induced by oil and gas production processes. In many oil/gas fields and hydrofracking processes, induced earthquakes result from fluid extraction or injection. The locations and source mechanisms of these earthquakes provide valuable information about the reservoirs. Analysis of induced seismic events has mostly assumed a double-couple source mechanism. However, recent studies have shown a non-negligible percentage of non-double-couple components of source moment tensors in hydraulic fracturing events, assuming a full moment tensor source mechanism. Without uncertainty quantification of the moment tensor solution, it is difficult to determine the reliability of these source models. This study develops a Bayesian method to perform waveform-based full moment tensor inversion and uncertainty quantification for induced seismic events, accounting for both location and velocity model uncertainties. We conduct tests with synthetic events to validate the method, and then apply our newly developed Bayesian inversion approach to real induced seismicity in an oil/gas field in the sultanate of Oman—determining the uncertainties in the source mechanism and in the location of that event.

A surrogate-based sensitivity quantification and Bayesian inversion of a regional groundwater flow model

NASA Astrophysics Data System (ADS)

Chen, Mingjie; Izady, Azizallah; Abdalla, Osman A.; Amerjeed, Mansoor

2018-02-01

Bayesian inference using Markov Chain Monte Carlo (MCMC) provides an explicit framework for stochastic calibration of hydrogeologic models accounting for uncertainties; however, the MCMC sampling entails a large number of model calls, and could easily become computationally unwieldy if the high-fidelity hydrogeologic model simulation is time consuming. This study proposes a surrogate-based Bayesian framework to address this notorious issue, and illustrates the methodology by inverse modeling a regional MODFLOW model. The high-fidelity groundwater model is approximated by a fast statistical model using Bagging Multivariate Adaptive Regression Spline (BMARS) algorithm, and hence the MCMC sampling can be efficiently performed. In this study, the MODFLOW model is developed to simulate the groundwater flow in an arid region of Oman consisting of mountain-coast aquifers, and used to run representative simulations to generate training dataset for BMARS model construction. A BMARS-based Sobol' method is also employed to efficiently calculate input parameter sensitivities, which are used to evaluate and rank their importance for the groundwater flow model system. According to sensitivity analysis, insensitive parameters are screened out of Bayesian inversion of the MODFLOW model, further saving computing efforts. The posterior probability distribution of input parameters is efficiently inferred from the prescribed prior distribution using observed head data, demonstrating that the presented BMARS-based Bayesian framework is an efficient tool to reduce parameter uncertainties of a groundwater system.

Technical Note: Approximate Bayesian parameterization of a process-based tropical forest model

NASA Astrophysics Data System (ADS)

Hartig, F.; Dislich, C.; Wiegand, T.; Huth, A.

2014-02-01

Inverse parameter estimation of process-based models is a long-standing problem in many scientific disciplines. A key question for inverse parameter estimation is how to define the metric that quantifies how well model predictions fit to the data. This metric can be expressed by general cost or objective functions, but statistical inversion methods require a particular metric, the probability of observing the data given the model parameters, known as the likelihood. For technical and computational reasons, likelihoods for process-based stochastic models are usually based on general assumptions about variability in the observed data, and not on the stochasticity generated by the model. Only in recent years have new methods become available that allow the generation of likelihoods directly from stochastic simulations. Previous applications of these approximate Bayesian methods have concentrated on relatively simple models. Here, we report on the application of a simulation-based likelihood approximation for FORMIND, a parameter-rich individual-based model of tropical forest dynamics. We show that approximate Bayesian inference, based on a parametric likelihood approximation placed in a conventional Markov chain Monte Carlo (MCMC) sampler, performs well in retrieving known parameter values from virtual inventory data generated by the forest model. We analyze the results of the parameter estimation, examine its sensitivity to the choice and aggregation of model outputs and observed data (summary statistics), and demonstrate the application of this method by fitting the FORMIND model to field data from an Ecuadorian tropical forest. Finally, we discuss how this approach differs from approximate Bayesian computation (ABC), another method commonly used to generate simulation-based likelihood approximations. Our results demonstrate that simulation-based inference, which offers considerable conceptual advantages over more traditional methods for inverse parameter estimation, can be successfully applied to process-based models of high complexity. The methodology is particularly suitable for heterogeneous and complex data structures and can easily be adjusted to other model types, including most stochastic population and individual-based models. Our study therefore provides a blueprint for a fairly general approach to parameter estimation of stochastic process-based models.

Resolution enhancement of robust Bayesian pre-stack inversion in the frequency domain

NASA Astrophysics Data System (ADS)

Yin, Xingyao; Li, Kun; Zong, Zhaoyun

2016-10-01

AVO/AVA (amplitude variation with an offset or angle) inversion is one of the most practical and useful approaches to estimating model parameters. So far, publications on AVO inversion in the Fourier domain have been quite limited in view of its poor stability and sensitivity to noise compared with time-domain inversion. For the resolution and stability of AVO inversion in the Fourier domain, a novel robust Bayesian pre-stack AVO inversion based on the mixed domain formulation of stationary convolution is proposed which could solve the instability and achieve superior resolution. The Fourier operator will be integrated into the objective equation and it avoids the Fourier inverse transform in our inversion process. Furthermore, the background constraints of model parameters are taken into consideration to improve the stability and reliability of inversion which could compensate for the low-frequency components of seismic signals. Besides, the different frequency components of seismic signals can realize decoupling automatically. This will help us to solve the inverse problem by means of multi-component successive iterations and the convergence precision of the inverse problem could be improved. So, superior resolution compared with the conventional time-domain pre-stack inversion could be achieved easily. Synthetic tests illustrate that the proposed method could achieve high-resolution results with a high degree of agreement with the theoretical model and verify the quality of anti-noise. Finally, applications on a field data case demonstrate that the proposed method could obtain stable inversion results of elastic parameters from pre-stack seismic data in conformity with the real logging data.

Sharp Boundary Inversion of 2D Magnetotelluric Data using Bayesian Method.

NASA Astrophysics Data System (ADS)

Zhou, S.; Huang, Q.

2017-12-01

Normally magnetotelluric(MT) inversion method cannot show the distribution of underground resistivity with clear boundary, even if there are obviously different blocks. Aiming to solve this problem, we develop a Bayesian structure to inverse 2D MT sharp boundary data, using boundary location and inside resistivity as the random variables. Firstly, we use other MT inversion results, like ModEM, to analyze the resistivity distribution roughly. Then, we select the suitable random variables and change its data format to traditional staggered grid parameters, which can be used to do finite difference forward part. Finally, we can shape the posterior probability density(PPD), which contains all the prior information and model-data correlation, by Markov Chain Monte Carlo(MCMC) sampling from prior distribution. The depth, resistivity and their uncertainty can be valued. It also works for sensibility estimation. We applied the method to a synthetic case, which composes two large abnormal blocks in a trivial background. We consider the boundary smooth and the near true model weight constrains that mimic joint inversion or constrained inversion, then we find that the model results a more precise and focused depth distribution. And we also test the inversion without constrains and find that the boundary could also be figured, though not as well. Both inversions have a good valuation of resistivity. The constrained result has a lower root mean square than ModEM inversion result. The data sensibility obtained via PPD shows that the resistivity is the most sensible, center depth comes second and both sides are the worst.

A three-step maximum a posteriori probability method for InSAR data inversion of coseismic rupture with application to the 14 April 2010 Mw 6.9 Yushu, China, earthquake

NASA Astrophysics Data System (ADS)

Sun, Jianbao; Shen, Zheng-Kang; Bürgmann, Roland; Wang, Min; Chen, Lichun; Xu, Xiwei

2013-08-01

develop a three-step maximum a posteriori probability method for coseismic rupture inversion, which aims at maximizing the a posterior probability density function (PDF) of elastic deformation solutions of earthquake rupture. The method originates from the fully Bayesian inversion and mixed linear-nonlinear Bayesian inversion methods and shares the same posterior PDF with them, while overcoming difficulties with convergence when large numbers of low-quality data are used and greatly improving the convergence rate using optimization procedures. A highly efficient global optimization algorithm, adaptive simulated annealing, is used to search for the maximum of a posterior PDF ("mode" in statistics) in the first step. The second step inversion approaches the "true" solution further using the Monte Carlo inversion technique with positivity constraints, with all parameters obtained from the first step as the initial solution. Then slip artifacts are eliminated from slip models in the third step using the same procedure of the second step, with fixed fault geometry parameters. We first design a fault model with 45° dip angle and oblique slip, and produce corresponding synthetic interferometric synthetic aperture radar (InSAR) data sets to validate the reliability and efficiency of the new method. We then apply this method to InSAR data inversion for the coseismic slip distribution of the 14 April 2010 Mw 6.9 Yushu, China earthquake. Our preferred slip model is composed of three segments with most of the slip occurring within 15 km depth and the maximum slip reaches 1.38 m at the surface. The seismic moment released is estimated to be 2.32e+19 Nm, consistent with the seismic estimate of 2.50e+19 Nm.

Emulation: A fast stochastic Bayesian method to eliminate model space

NASA Astrophysics Data System (ADS)

Roberts, Alan; Hobbs, Richard; Goldstein, Michael

2010-05-01

Joint inversion of large 3D datasets has been the goal of geophysicists ever since the datasets first started to be produced. There are two broad approaches to this kind of problem, traditional deterministic inversion schemes and more recently developed Bayesian search methods, such as MCMC (Markov Chain Monte Carlo). However, using both these kinds of schemes has proved prohibitively expensive, both in computing power and time cost, due to the normally very large model space which needs to be searched using forward model simulators which take considerable time to run. At the heart of strategies aimed at accomplishing this kind of inversion is the question of how to reliably and practicably reduce the size of the model space in which the inversion is to be carried out. Here we present a practical Bayesian method, known as emulation, which can address this issue. Emulation is a Bayesian technique used with considerable success in a number of technical fields, such as in astronomy, where the evolution of the universe has been modelled using this technique, and in the petroleum industry where history matching is carried out of hydrocarbon reservoirs. The method of emulation involves building a fast-to-compute uncertainty-calibrated approximation to a forward model simulator. We do this by modelling the output data from a number of forward simulator runs by a computationally cheap function, and then fitting the coefficients defining this function to the model parameters. By calibrating the error of the emulator output with respect to the full simulator output, we can use this to screen out large areas of model space which contain only implausible models. For example, starting with what may be considered a geologically reasonable prior model space of 10000 models, using the emulator we can quickly show that only models which lie within 10% of that model space actually produce output data which is plausibly similar in character to an observed dataset. We can thus much more tightly constrain the input model space for a deterministic inversion or MCMC method. By using this technique jointly on several datasets (specifically seismic, gravity, and magnetotelluric (MT) describing the same region), we can include in our modelling uncertainties in the data measurements, the relationships between the various physical parameters involved, as well as the model representation uncertainty, and at the same time further reduce the range of plausible models to several percent of the original model space. Being stochastic in nature, the output posterior parameter distributions also allow our understanding of/beliefs about a geological region can be objectively updated, with full assessment of uncertainties, and so the emulator is also an inversion-type tool in it's own right, with the advantage (as with any Bayesian method) that our uncertainties from all sources (both data and model) can be fully evaluated.

Bayesian ISOLA: new tool for automated centroid moment tensor inversion

NASA Astrophysics Data System (ADS)

Vackář, Jiří; Burjánek, Jan; Gallovič, František; Zahradník, Jiří; Clinton, John

2017-04-01

Focal mechanisms are important for understanding seismotectonics of a region, and they serve as a basic input for seismic hazard assessment. Usually, the point source approximation and the moment tensor (MT) are used. We have developed a new, fully automated tool for the centroid moment tensor (CMT) inversion in a Bayesian framework. It includes automated data retrieval, data selection where station components with various instrumental disturbances and high signal-to-noise are rejected, and full-waveform inversion in a space-time grid around a provided hypocenter. The method is innovative in the following aspects: (i) The CMT inversion is fully automated, no user interaction is required, although the details of the process can be visually inspected latter on many figures which are automatically plotted.(ii) The automated process includes detection of disturbances based on MouseTrap code, so disturbed recordings do not affect inversion.(iii) A data covariance matrix calculated from pre-event noise yields an automated weighting of the station recordings according to their noise levels and also serves as an automated frequency filter suppressing noisy frequencies.(iv) Bayesian approach is used, so not only the best solution is obtained, but also the posterior probability density function.(v) A space-time grid search effectively combined with the least-squares inversion of moment tensor components speeds up the inversion and allows to obtain more accurate results compared to stochastic methods. The method has been tested on synthetic and observed data. It has been tested by comparison with manually processed moment tensors of all events greater than M≥3 in the Swiss catalogue over 16 years using data available at the Swiss data center (http://arclink.ethz.ch). The quality of the results of the presented automated process is comparable with careful manual processing of data. The software package programmed in Python has been designed to be as versatile as possible in order to be applicable in various networks ranging from local to regional. The method can be applied either to the everyday network data flow, or to process large previously existing earthquake catalogues and data sets.

Technical Note: Approximate Bayesian parameterization of a complex tropical forest model

NASA Astrophysics Data System (ADS)

Hartig, F.; Dislich, C.; Wiegand, T.; Huth, A.

2013-08-01

Inverse parameter estimation of process-based models is a long-standing problem in ecology and evolution. A key problem of inverse parameter estimation is to define a metric that quantifies how well model predictions fit to the data. Such a metric can be expressed by general cost or objective functions, but statistical inversion approaches are based on a particular metric, the probability of observing the data given the model, known as the likelihood. Deriving likelihoods for dynamic models requires making assumptions about the probability for observations to deviate from mean model predictions. For technical reasons, these assumptions are usually derived without explicit consideration of the processes in the simulation. Only in recent years have new methods become available that allow generating likelihoods directly from stochastic simulations. Previous applications of these approximate Bayesian methods have concentrated on relatively simple models. Here, we report on the application of a simulation-based likelihood approximation for FORMIND, a parameter-rich individual-based model of tropical forest dynamics. We show that approximate Bayesian inference, based on a parametric likelihood approximation placed in a conventional MCMC, performs well in retrieving known parameter values from virtual field data generated by the forest model. We analyze the results of the parameter estimation, examine the sensitivity towards the choice and aggregation of model outputs and observed data (summary statistics), and show results from using this method to fit the FORMIND model to field data from an Ecuadorian tropical forest. Finally, we discuss differences of this approach to Approximate Bayesian Computing (ABC), another commonly used method to generate simulation-based likelihood approximations. Our results demonstrate that simulation-based inference, which offers considerable conceptual advantages over more traditional methods for inverse parameter estimation, can successfully be applied to process-based models of high complexity. The methodology is particularly suited to heterogeneous and complex data structures and can easily be adjusted to other model types, including most stochastic population and individual-based models. Our study therefore provides a blueprint for a fairly general approach to parameter estimation of stochastic process-based models in ecology and evolution.

Almost but not quite 2D, Non-linear Bayesian Inversion of CSEM Data

NASA Astrophysics Data System (ADS)

Ray, A.; Key, K.; Bodin, T.

2013-12-01

The geophysical inverse problem can be elegantly stated in a Bayesian framework where a probability distribution can be viewed as a statement of information regarding a random variable. After all, the goal of geophysical inversion is to provide information on the random variables of interest - physical properties of the earth's subsurface. However, though it may be simple to postulate, a practical difficulty of fully non-linear Bayesian inversion is the computer time required to adequately sample the model space and extract the information we seek. As a consequence, in geophysical problems where evaluation of a full 2D/3D forward model is computationally expensive, such as marine controlled source electromagnetic (CSEM) mapping of the resistivity of seafloor oil and gas reservoirs, Bayesian studies have largely been conducted with 1D forward models. While the 1D approximation is indeed appropriate for exploration targets with planar geometry and geological stratification, it only provides a limited, site-specific idea of uncertainty in resistivity with depth. In this work, we extend our fully non-linear 1D Bayesian inversion to a 2D model framework, without requiring the usual regularization of model resistivities in the horizontal or vertical directions used to stabilize quasi-2D inversions. In our approach, we use the reversible jump Markov-chain Monte-Carlo (RJ-MCMC) or trans-dimensional method and parameterize the subsurface in a 2D plane with Voronoi cells. The method is trans-dimensional in that the number of cells required to parameterize the subsurface is variable, and the cells dynamically move around and multiply or combine as demanded by the data being inverted. This approach allows us to expand our uncertainty analysis of resistivity at depth to more than a single site location, allowing for interactions between model resistivities at different horizontal locations along a traverse over an exploration target. While the model is parameterized in 2D, we efficiently evaluate the forward response using 1D profiles extracted from the model at the common-midpoints of the EM source-receiver pairs. Since the 1D approximation is locally valid at different midpoint locations, the computation time is far lower than is required by a full 2D or 3D simulation. We have applied this method to both synthetic and real CSEM survey data from the Scarborough gas field on the Northwest shelf of Australia, resulting in a spatially variable quantification of resistivity and its uncertainty in 2D. This Bayesian approach results in a large database of 2D models that comprise a posterior probability distribution, which we can subset to test various hypotheses about the range of model structures compatible with the data. For example, we can subset the model distributions to examine the hypothesis that a resistive reservoir extends overs a certain spatial extent. Depending on how this conditions other parts of the model space, light can be shed on the geological viability of the hypothesis. Since tackling spatially variable uncertainty and trade-offs in 2D and 3D is a challenging research problem, the insights gained from this work may prove valuable for subsequent full 2D and 3D Bayesian inversions.

Finite‐fault Bayesian inversion of teleseismic body waves

USGS Publications Warehouse

Clayton, Brandon; Hartzell, Stephen; Moschetti, Morgan P.; Minson, Sarah E.

2017-01-01

Inverting geophysical data has provided fundamental information about the behavior of earthquake rupture. However, inferring kinematic source model parameters for finite‐fault ruptures is an intrinsically underdetermined problem (the problem of nonuniqueness), because we are restricted to finite noisy observations. Although many studies use least‐squares techniques to make the finite‐fault problem tractable, these methods generally lack the ability to apply non‐Gaussian error analysis and the imposition of nonlinear constraints. However, the Bayesian approach can be employed to find a Gaussian or non‐Gaussian distribution of all probable model parameters, while utilizing nonlinear constraints. We present case studies to quantify the resolving power and associated uncertainties using only teleseismic body waves in a Bayesian framework to infer the slip history for a synthetic case and two earthquakes: the 2011 Mw 7.1 Van, east Turkey, earthquake and the 2010 Mw 7.2 El Mayor–Cucapah, Baja California, earthquake. In implementing the Bayesian method, we further present two distinct solutions to investigate the uncertainties by performing the inversion with and without velocity structure perturbations. We find that the posterior ensemble becomes broader when including velocity structure variability and introduces a spatial smearing of slip. Using the Bayesian framework solely on teleseismic body waves, we find rake is poorly constrained by the observations and rise time is poorly resolved when slip amplitude is low.

Bayesian ISOLA: new tool for automated centroid moment tensor inversion

NASA Astrophysics Data System (ADS)

Vackář, Jiří; Burjánek, Jan; Gallovič, František; Zahradník, Jiří; Clinton, John

2017-08-01

We have developed a new, fully automated tool for the centroid moment tensor (CMT) inversion in a Bayesian framework. It includes automated data retrieval, data selection where station components with various instrumental disturbances are rejected and full-waveform inversion in a space-time grid around a provided hypocentre. A data covariance matrix calculated from pre-event noise yields an automated weighting of the station recordings according to their noise levels and also serves as an automated frequency filter suppressing noisy frequency ranges. The method is tested on synthetic and observed data. It is applied on a data set from the Swiss seismic network and the results are compared with the existing high-quality MT catalogue. The software package programmed in Python is designed to be as versatile as possible in order to be applicable in various networks ranging from local to regional. The method can be applied either to the everyday network data flow, or to process large pre-existing earthquake catalogues and data sets.

Adaptive framework to better characterize errors of apriori fluxes and observational residuals in a Bayesian setup for the urban flux inversions.

NASA Astrophysics Data System (ADS)

Ghosh, S.; Lopez-Coto, I.; Prasad, K.; Karion, A.; Mueller, K.; Gourdji, S.; Martin, C.; Whetstone, J. R.

2017-12-01

The National Institute of Standards and Technology (NIST) supports the North-East Corridor Baltimore Washington (NEC-B/W) project and Indianapolis Flux Experiment (INFLUX) aiming to quantify sources of Greenhouse Gas (GHG) emissions as well as their uncertainties. These projects employ different flux estimation methods including top-down inversion approaches. The traditional Bayesian inversion method estimates emission distributions by updating prior information using atmospheric observations of Green House Gases (GHG) coupled to an atmospheric and dispersion model. The magnitude of the update is dependent upon the observed enhancement along with the assumed errors such as those associated with prior information and the atmospheric transport and dispersion model. These errors are specified within the inversion covariance matrices. The assumed structure and magnitude of the specified errors can have large impact on the emission estimates from the inversion. The main objective of this work is to build a data-adaptive model for these covariances matrices. We construct a synthetic data experiment using a Kalman Filter inversion framework (Lopez et al., 2017) employing different configurations of transport and dispersion model and an assumed prior. Unlike previous traditional Bayesian approaches, we estimate posterior emissions using regularized sample covariance matrices associated with prior errors to investigate whether the structure of the matrices help to better recover our hypothetical true emissions. To incorporate transport model error, we use ensemble of transport models combined with space-time analytical covariance to construct a covariance that accounts for errors in space and time. A Kalman Filter is then run using these covariances along with Maximum Likelihood Estimates (MLE) of the involved parameters. Preliminary results indicate that specifying sptio-temporally varying errors in the error covariances can improve the flux estimates and uncertainties. We also demonstrate that differences between the modeled and observed meteorology can be used to predict uncertainties associated with atmospheric transport and dispersion modeling which can help improve the skill of an inversion at urban scales.

A three-step Maximum-A-Posterior probability method for InSAR data inversion of coseismic rupture with application to four recent large earthquakes in Asia

NASA Astrophysics Data System (ADS)

Sun, J.; Shen, Z.; Burgmann, R.; Liang, F.

2012-12-01

We develop a three-step Maximum-A-Posterior probability (MAP) method for coseismic rupture inversion, which aims at maximizing the a posterior probability density function (PDF) of elastic solutions of earthquake rupture. The method originates from the Fully Bayesian Inversion (FBI) and the Mixed linear-nonlinear Bayesian inversion (MBI) methods , shares the same a posterior PDF with them and keeps most of their merits, while overcoming its convergence difficulty when large numbers of low quality data are used and improving the convergence rate greatly using optimization procedures. A highly efficient global optimization algorithm, Adaptive Simulated Annealing (ASA), is used to search for the maximum posterior probability in the first step. The non-slip parameters are determined by the global optimization method, and the slip parameters are inverted for using the least squares method without positivity constraint initially, and then damped to physically reasonable range. This step MAP inversion brings the inversion close to 'true' solution quickly and jumps over local maximum regions in high-dimensional parameter space. The second step inversion approaches the 'true' solution further with positivity constraints subsequently applied on slip parameters using the Monte Carlo Inversion (MCI) technique, with all parameters obtained from step one as the initial solution. Then the slip artifacts are eliminated from slip models in the third step MAP inversion with fault geometry parameters fixed. We first used a designed model with 45 degree dipping angle and oblique slip, and corresponding synthetic InSAR data sets to validate the efficiency and accuracy of method. We then applied the method on four recent large earthquakes in Asia, namely the 2010 Yushu, China earthquake, the 2011 Burma earthquake, the 2011 New Zealand earthquake and the 2008 Qinghai, China earthquake, and compared our results with those results from other groups. Our results show the effectiveness of the method in earthquake studies and a number of advantages of it over other methods. The details will be reported on the meeting.

Accounting for model error in Bayesian solutions to hydrogeophysical inverse problems using a local basis approach

NASA Astrophysics Data System (ADS)

Köpke, Corinna; Irving, James; Elsheikh, Ahmed H.

2018-06-01

Bayesian solutions to geophysical and hydrological inverse problems are dependent upon a forward model linking subsurface physical properties to measured data, which is typically assumed to be perfectly known in the inversion procedure. However, to make the stochastic solution of the inverse problem computationally tractable using methods such as Markov-chain-Monte-Carlo (MCMC), fast approximations of the forward model are commonly employed. This gives rise to model error, which has the potential to significantly bias posterior statistics if not properly accounted for. Here, we present a new methodology for dealing with the model error arising from the use of approximate forward solvers in Bayesian solutions to hydrogeophysical inverse problems. Our approach is geared towards the common case where this error cannot be (i) effectively characterized through some parametric statistical distribution; or (ii) estimated by interpolating between a small number of computed model-error realizations. To this end, we focus on identification and removal of the model-error component of the residual during MCMC using a projection-based approach, whereby the orthogonal basis employed for the projection is derived in each iteration from the K-nearest-neighboring entries in a model-error dictionary. The latter is constructed during the inversion and grows at a specified rate as the iterations proceed. We demonstrate the performance of our technique on the inversion of synthetic crosshole ground-penetrating radar travel-time data considering three different subsurface parameterizations of varying complexity. Synthetic data are generated using the eikonal equation, whereas a straight-ray forward model is assumed for their inversion. In each case, our developed approach enables us to remove posterior bias and obtain a more realistic characterization of uncertainty.

Bayesian inference in geomagnetism

NASA Technical Reports Server (NTRS)

Backus, George E.

1988-01-01

The inverse problem in empirical geomagnetic modeling is investigated, with critical examination of recently published studies. Particular attention is given to the use of Bayesian inference (BI) to select the damping parameter lambda in the uniqueness portion of the inverse problem. The mathematical bases of BI and stochastic inversion are explored, with consideration of bound-softening problems and resolution in linear Gaussian BI. The problem of estimating the radial magnetic field B(r) at the earth core-mantle boundary from surface and satellite measurements is then analyzed in detail, with specific attention to the selection of lambda in the studies of Gubbins (1983) and Gubbins and Bloxham (1985). It is argued that the selection method is inappropriate and leads to lambda values much larger than those that would result if a reasonable bound on the heat flow at the CMB were assumed.

Bayesian-based estimation of acoustic surface impedance: Finite difference frequency domain approach.

PubMed

Bockman, Alexander; Fackler, Cameron; Xiang, Ning

2015-04-01

Acoustic performance for an interior requires an accurate description of the boundary materials' surface acoustic impedance. Analytical methods may be applied to a small class of test geometries, but inverse numerical methods provide greater flexibility. The parameter estimation problem requires minimizing prediction vice observed acoustic field pressure. The Bayesian-network sampling approach presented here mitigates other methods' susceptibility to noise inherent to the experiment, model, and numerics. A geometry agnostic method is developed here and its parameter estimation performance is demonstrated for an air-backed micro-perforated panel in an impedance tube. Good agreement is found with predictions from the ISO standard two-microphone, impedance-tube method, and a theoretical model for the material. Data by-products exclusive to a Bayesian approach are analyzed to assess sensitivity of the method to nuisance parameters.

3-D linear inversion of gravity data: method and application to Basse-Terre volcanic island, Guadeloupe, Lesser Antilles

NASA Astrophysics Data System (ADS)

Barnoud, Anne; Coutant, Olivier; Bouligand, Claire; Gunawan, Hendra; Deroussi, Sébastien

2016-04-01

We use a Bayesian formalism combined with a grid node discretization for the linear inversion of gravimetric data in terms of 3-D density distribution. The forward modelling and the inversion method are derived from seismological inversion techniques in order to facilitate joint inversion or interpretation of density and seismic velocity models. The Bayesian formulation introduces covariance matrices on model parameters to regularize the ill-posed problem and reduce the non-uniqueness of the solution. This formalism favours smooth solutions and allows us to specify a spatial correlation length and to perform inversions at multiple scales. We also extract resolution parameters from the resolution matrix to discuss how well our density models are resolved. This method is applied to the inversion of data from the volcanic island of Basse-Terre in Guadeloupe, Lesser Antilles. A series of synthetic tests are performed to investigate advantages and limitations of the methodology in this context. This study results in the first 3-D density models of the island of Basse-Terre for which we identify: (i) a southward decrease of densities parallel to the migration of volcanic activity within the island, (ii) three dense anomalies beneath Petite Plaine Valley, Beaugendre Valley and the Grande-Découverte-Carmichaël-Soufrière Complex that may reflect the trace of former major volcanic feeding systems, (iii) shallow low-density anomalies in the southern part of Basse-Terre, especially around La Soufrière active volcano, Piton de Bouillante edifice and along the western coast, reflecting the presence of hydrothermal systems and fractured and altered rocks.

Comparison of adjoint and analytical Bayesian inversion methods for constraining Asian sources of carbon monoxide using satellite (MOPITT) measurements of CO columns

NASA Astrophysics Data System (ADS)

Kopacz, Monika; Jacob, Daniel J.; Henze, Daven K.; Heald, Colette L.; Streets, David G.; Zhang, Qiang

2009-02-01

We apply the adjoint of an atmospheric chemical transport model (GEOS-Chem CTM) to constrain Asian sources of carbon monoxide (CO) with 2° × 2.5° spatial resolution using Measurement of Pollution in the Troposphere (MOPITT) satellite observations of CO columns in February-April 2001. Results are compared to the more common analytical method for solving the same Bayesian inverse problem and applied to the same data set. The analytical method is more exact but because of computational limitations it can only constrain emissions over coarse regions. We find that the correction factors to the a priori CO emission inventory from the adjoint inversion are generally consistent with those of the analytical inversion when averaged over the large regions of the latter. The adjoint solution reveals fine-scale variability (cities, political boundaries) that the analytical inversion cannot resolve, for example, in the Indian subcontinent or between Korea and Japan, and some of that variability is of opposite sign which points to large aggregation errors in the analytical solution. Upward correction factors to Chinese emissions from the prior inventory are largest in central and eastern China, consistent with a recent bottom-up revision of that inventory, although the revised inventory also sees the need for upward corrections in southern China where the adjoint and analytical inversions call for downward correction. Correction factors for biomass burning emissions derived from the adjoint and analytical inversions are consistent with a recent bottom-up inventory on the basis of MODIS satellite fire data.

Low frequency full waveform seismic inversion within a tree based Bayesian framework

NASA Astrophysics Data System (ADS)

Ray, Anandaroop; Kaplan, Sam; Washbourne, John; Albertin, Uwe

2018-01-01

Limited illumination, insufficient offset, noisy data and poor starting models can pose challenges for seismic full waveform inversion. We present an application of a tree based Bayesian inversion scheme which attempts to mitigate these problems by accounting for data uncertainty while using a mildly informative prior about subsurface structure. We sample the resulting posterior model distribution of compressional velocity using a trans-dimensional (trans-D) or Reversible Jump Markov chain Monte Carlo method in the wavelet transform domain of velocity. This allows us to attain rapid convergence to a stationary distribution of posterior models while requiring a limited number of wavelet coefficients to define a sampled model. Two synthetic, low frequency, noisy data examples are provided. The first example is a simple reflection + transmission inverse problem, and the second uses a scaled version of the Marmousi velocity model, dominated by reflections. Both examples are initially started from a semi-infinite half-space with incorrect background velocity. We find that the trans-D tree based approach together with parallel tempering for navigating rugged likelihood (i.e. misfit) topography provides a promising, easily generalized method for solving large-scale geophysical inverse problems which are difficult to optimize, but where the true model contains a hierarchy of features at multiple scales.

Bayesian soft X-ray tomography using non-stationary Gaussian Processes

NASA Astrophysics Data System (ADS)

Li, Dong; Svensson, J.; Thomsen, H.; Medina, F.; Werner, A.; Wolf, R.

2013-08-01

In this study, a Bayesian based non-stationary Gaussian Process (GP) method for the inference of soft X-ray emissivity distribution along with its associated uncertainties has been developed. For the investigation of equilibrium condition and fast magnetohydrodynamic behaviors in nuclear fusion plasmas, it is of importance to infer, especially in the plasma center, spatially resolved soft X-ray profiles from a limited number of noisy line integral measurements. For this ill-posed inversion problem, Bayesian probability theory can provide a posterior probability distribution over all possible solutions under given model assumptions. Specifically, the use of a non-stationary GP to model the emission allows the model to adapt to the varying length scales of the underlying diffusion process. In contrast to other conventional methods, the prior regularization is realized in a probability form which enhances the capability of uncertainty analysis, in consequence, scientists who concern the reliability of their results will benefit from it. Under the assumption of normally distributed noise, the posterior distribution evaluated at a discrete number of points becomes a multivariate normal distribution whose mean and covariance are analytically available, making inversions and calculation of uncertainty fast. Additionally, the hyper-parameters embedded in the model assumption can be optimized through a Bayesian Occam's Razor formalism and thereby automatically adjust the model complexity. This method is shown to produce convincing reconstructions and good agreements with independently calculated results from the Maximum Entropy and Equilibrium-Based Iterative Tomography Algorithm methods.

Bayesian soft X-ray tomography using non-stationary Gaussian Processes.

PubMed

Li, Dong; Svensson, J; Thomsen, H; Medina, F; Werner, A; Wolf, R

2013-08-01

In this study, a Bayesian based non-stationary Gaussian Process (GP) method for the inference of soft X-ray emissivity distribution along with its associated uncertainties has been developed. For the investigation of equilibrium condition and fast magnetohydrodynamic behaviors in nuclear fusion plasmas, it is of importance to infer, especially in the plasma center, spatially resolved soft X-ray profiles from a limited number of noisy line integral measurements. For this ill-posed inversion problem, Bayesian probability theory can provide a posterior probability distribution over all possible solutions under given model assumptions. Specifically, the use of a non-stationary GP to model the emission allows the model to adapt to the varying length scales of the underlying diffusion process. In contrast to other conventional methods, the prior regularization is realized in a probability form which enhances the capability of uncertainty analysis, in consequence, scientists who concern the reliability of their results will benefit from it. Under the assumption of normally distributed noise, the posterior distribution evaluated at a discrete number of points becomes a multivariate normal distribution whose mean and covariance are analytically available, making inversions and calculation of uncertainty fast. Additionally, the hyper-parameters embedded in the model assumption can be optimized through a Bayesian Occam's Razor formalism and thereby automatically adjust the model complexity. This method is shown to produce convincing reconstructions and good agreements with independently calculated results from the Maximum Entropy and Equilibrium-Based Iterative Tomography Algorithm methods.

Dependence of paracentric inversion rate on tract length.

PubMed

York, Thomas L; Durrett, Rick; Nielsen, Rasmus

2007-04-03

We develop a Bayesian method based on MCMC for estimating the relative rates of pericentric and paracentric inversions from marker data from two species. The method also allows estimation of the distribution of inversion tract lengths. We apply the method to data from Drosophila melanogaster and D. yakuba. We find that pericentric inversions occur at a much lower rate compared to paracentric inversions. The average paracentric inversion tract length is approx. 4.8 Mb with small inversions being more frequent than large inversions. If the two breakpoints defining a paracentric inversion tract are uniformly and independently distributed over chromosome arms there will be more short tract-length inversions than long; we find an even greater preponderance of short tract lengths than this would predict. Thus there appears to be a correlation between the positions of breakpoints which favors shorter tract lengths. The method developed in this paper provides the first statistical estimator for estimating the distribution of inversion tract lengths from marker data. Application of this method for a number of data sets may help elucidate the relationship between the length of an inversion and the chance that it will get accepted.

Dependence of paracentric inversion rate on tract length

PubMed Central

York, Thomas L; Durrett, Rick; Nielsen, Rasmus

2007-01-01

Background We develop a Bayesian method based on MCMC for estimating the relative rates of pericentric and paracentric inversions from marker data from two species. The method also allows estimation of the distribution of inversion tract lengths. Results We apply the method to data from Drosophila melanogaster and D. yakuba. We find that pericentric inversions occur at a much lower rate compared to paracentric inversions. The average paracentric inversion tract length is approx. 4.8 Mb with small inversions being more frequent than large inversions. If the two breakpoints defining a paracentric inversion tract are uniformly and independently distributed over chromosome arms there will be more short tract-length inversions than long; we find an even greater preponderance of short tract lengths than this would predict. Thus there appears to be a correlation between the positions of breakpoints which favors shorter tract lengths. Conclusion The method developed in this paper provides the first statistical estimator for estimating the distribution of inversion tract lengths from marker data. Application of this method for a number of data sets may help elucidate the relationship between the length of an inversion and the chance that it will get accepted. PMID:17407601

Bayesian inversion of a CRN depth profile to infer Quaternary erosion of the northwestern Campine Plateau (NE Belgium)

NASA Astrophysics Data System (ADS)

Laloy, Eric; Beerten, Koen; Vanacker, Veerle; Christl, Marcus; Rogiers, Bart; Wouters, Laurent

2017-07-01

The rate at which low-lying sandy areas in temperate regions, such as the Campine Plateau (NE Belgium), have been eroding during the Quaternary is a matter of debate. Current knowledge on the average pace of landscape evolution in the Campine area is largely based on geological inferences and modern analogies. We performed a Bayesian inversion of an in situ-produced 10Be concentration depth profile to infer the average long-term erosion rate together with two other parameters: the surface exposure age and the inherited 10Be concentration. Compared to the latest advances in probabilistic inversion of cosmogenic radionuclide (CRN) data, our approach has the following two innovative components: it (1) uses Markov chain Monte Carlo (MCMC) sampling and (2) accounts (under certain assumptions) for the contribution of model errors to posterior uncertainty. To investigate to what extent our approach differs from the state of the art in practice, a comparison against the Bayesian inversion method implemented in the CRONUScalc program is made. Both approaches identify similar maximum a posteriori (MAP) parameter values, but posterior parameter and predictive uncertainty derived using the method taken in CRONUScalc is moderately underestimated. A simple way for producing more consistent uncertainty estimates with the CRONUScalc-like method in the presence of model errors is therefore suggested. Our inferred erosion rate of 39 ± 8. 9 mm kyr-1 (1σ) is relatively large in comparison with landforms that erode under comparable (paleo-)climates elsewhere in the world. We evaluate this value in the light of the erodibility of the substrate and sudden base level lowering during the Middle Pleistocene. A denser sampling scheme of a two-nuclide concentration depth profile would allow for better inferred erosion rate resolution, and including more uncertain parameters in the MCMC inversion.

Sequential Bayesian Geostatistical Inversion and Evaluation of Combined Data Worth for Aquifer Characterization at the Hanford 300 Area

NASA Astrophysics Data System (ADS)

Murakami, H.; Chen, X.; Hahn, M. S.; Over, M. W.; Rockhold, M. L.; Vermeul, V.; Hammond, G. E.; Zachara, J. M.; Rubin, Y.

2010-12-01

Subsurface characterization for predicting groundwater flow and contaminant transport requires us to integrate large and diverse datasets in a consistent manner, and quantify the associated uncertainty. In this study, we sequentially assimilated multiple types of datasets for characterizing a three-dimensional heterogeneous hydraulic conductivity field at the Hanford 300 Area. The datasets included constant-rate injection tests, electromagnetic borehole flowmeter tests, lithology profile and tracer tests. We used the method of anchored distributions (MAD), which is a modular-structured Bayesian geostatistical inversion method. MAD has two major advantages over the other inversion methods. First, it can directly infer a joint distribution of parameters, which can be used as an input in stochastic simulations for prediction. In MAD, in addition to typical geostatistical structural parameters, the parameter vector includes multiple point values of the heterogeneous field, called anchors, which capture local trends and reduce uncertainty in the prediction. Second, MAD allows us to integrate the datasets sequentially in a Bayesian framework such that it updates the posterior distribution, as a new dataset is included. The sequential assimilation can decrease computational burden significantly. We applied MAD to assimilate different combinations of the datasets, and then compared the inversion results. For the injection and tracer test assimilation, we calculated temporal moments of pressure build-up and breakthrough curves, respectively, to reduce the data dimension. A massive parallel flow and transport code PFLOTRAN is used for simulating the tracer test. For comparison, we used different metrics based on the breakthrough curves not used in the inversion, such as mean arrival time, peak concentration and early arrival time. This comparison intends to yield the combined data worth, i.e. which combination of the datasets is the most effective for a certain metric, which will be useful for guiding the further characterization effort at the site and also the future characterization projects at the other sites.

Bayesian coronal seismology

NASA Astrophysics Data System (ADS)

Arregui, Iñigo

2018-01-01

In contrast to the situation in a laboratory, the study of the solar atmosphere has to be pursued without direct access to the physical conditions of interest. Information is therefore incomplete and uncertain and inference methods need to be employed to diagnose the physical conditions and processes. One of such methods, solar atmospheric seismology, makes use of observed and theoretically predicted properties of waves to infer plasma and magnetic field properties. A recent development in solar atmospheric seismology consists in the use of inversion and model comparison methods based on Bayesian analysis. In this paper, the philosophy and methodology of Bayesian analysis are first explained. Then, we provide an account of what has been achieved so far from the application of these techniques to solar atmospheric seismology and a prospect of possible future extensions.

Trans-Dimensional Bayesian Imaging of 3-D Crustal and Upper Mantle Structure in Northeast Asia

NASA Astrophysics Data System (ADS)

Kim, S.; Tkalcic, H.; Rhie, J.; Chen, Y.

2016-12-01

Imaging 3-D structures using stepwise inversions of ambient noise and receiver function data is now a routine work. Here, we carry out the inversion in the trans-dimensional and hierarchical extension of the Bayesian framework to obtain rigorous estimates of uncertainty and high-resolution images of crustal and upper mantle structures beneath Northeast (NE) Asia. The methods inherently account for data sensitivities by means of using adaptive parameterizations and treating data noise as free parameters. Therefore, parsimonious results from the methods are balanced out between model complexity and data fitting. This allows fully exploiting data information, preventing from over- or under-estimation of the data fit, and increases model resolution. In addition, the reliability of results is more rigorously checked through the use of Bayesian uncertainties. It is shown by various synthetic recovery tests that complex and spatially variable features are well resolved in our resulting images of NE Asia. Rayleigh wave phase and group velocity tomograms (8-70 s), a 3-D shear-wave velocity model from depth inversions of the estimated dispersion maps, and regional 3-D models (NE China, the Korean Peninsula, and the Japanese islands) from joint inversions with receiver function data of dense networks are presented. High-resolution models are characterized by a number of tectonically meaningful features. We focus our interpretation on complex patterns of sub-lithospheric low velocity structures that extend from back-arc regions to continental margins. We interpret the anomalies in conjunction with distal and distributed intraplate volcanoes in NE Asia. Further discussion on other imaged features will be presented.

Sensitivity of Global Methane Bayesian Inversion to Surface Observation Data Sets and Chemical-Transport Model Resolution

NASA Astrophysics Data System (ADS)

Lew, E. J.; Butenhoff, C. L.; Karmakar, S.; Rice, A. L.; Khalil, A. K.

2017-12-01

Methane is the second most important greenhouse gas after carbon dioxide. In efforts to control emissions, a careful examination of the methane budget and source strengths is required. To determine methane surface fluxes, Bayesian methods are often used to provide top-down constraints. Inverse modeling derives unknown fluxes using observed methane concentrations, a chemical transport model (CTM) and prior information. The Bayesian inversion reduces prior flux uncertainties by exploiting information content in the data. While the Bayesian formalism produces internal error estimates of source fluxes, systematic or external errors that arise from user choices in the inversion scheme are often much larger. Here we examine model sensitivity and uncertainty of our inversion under different observation data sets and CTM grid resolution. We compare posterior surface fluxes using the data product GLOBALVIEW-CH4 against the event-level molar mixing ratio data available from NOAA. GLOBALVIEW-CH4 is a collection of CH4 concentration estimates from 221 sites, collected by 12 laboratories, that have been interpolated and extracted to provide weekly records from 1984-2008. Differently, the event-level NOAA data records methane mixing ratios field measurements from 102 sites, containing sampling frequency irregularities and gaps in time. Furthermore, the sampling platform types used by the data sets may influence the posterior flux estimates, namely fixed surface, tower, ship and aircraft sites. To explore the sensitivity of the posterior surface fluxes to the observation network geometry, inversions composed of all sites, only aircraft, only ship, only tower and only fixed surface sites, are performed and compared. Also, we investigate the sensitivity of the error reduction associated with the resolution of the GEOS-Chem simulation (4°×5° vs 2°×2.5°) used to calculate the response matrix. Using a higher resolution grid decreased the model-data error at most sites, thereby increasing the information at that site. These different inversions—event-level and interpolated data, higher and lower resolutions—are compared using an ensemble of descriptive and comparative statistics. Analyzing the sensitivity of the inverse model leads to more accurate estimates of the methane source category uncertainty.

Constraining mass anomalies in the interior of spherical bodies using Trans-dimensional Bayesian Hierarchical inference.

NASA Astrophysics Data System (ADS)

Izquierdo, K.; Lekic, V.; Montesi, L.

2017-12-01

Gravity inversions are especially important for planetary applications since measurements of the variations in gravitational acceleration are often the only constraint available to map out lateral density variations in the interiors of planets and other Solar system objects. Currently, global gravity data is available for the terrestrial planets and the Moon. Although several methods for inverting these data have been developed and applied, the non-uniqueness of global density models that fit the data has not yet been fully characterized. We make use of Bayesian inference and a Reversible Jump Markov Chain Monte Carlo (RJMCMC) approach to develop a Trans-dimensional Hierarchical Bayesian (THB) inversion algorithm that yields a large sample of models that fit a gravity field. From this group of models, we can determine the most likely value of parameters of a global density model and a measure of the non-uniqueness of each parameter when the number of anomalies describing the gravity field is not fixed a priori. We explore the use of a parallel tempering algorithm and fast multipole method to reduce the number of iterations and computing time needed. We applied this method to a synthetic gravity field of the Moon and a long wavelength synthetic model of density anomalies in the Earth's lower mantle. We obtained a good match between the given gravity field and the gravity field produced by the most likely model in each inversion. The number of anomalies of the models showed parsimony of the algorithm, the value of the noise variance of the input data was retrieved, and the non-uniqueness of the models was quantified. Our results show that the ability to constrain the latitude and longitude of density anomalies, which is excellent at shallow locations (<200 km), decreases with increasing depth. With higher computational resources, this THB method for gravity inversion could give new information about the overall density distribution of celestial bodies even when there is no other geophysical data available.

Bayesian image reconstruction for improving detection performance of muon tomography.

PubMed

Wang, Guobao; Schultz, Larry J; Qi, Jinyi

2009-05-01

Muon tomography is a novel technology that is being developed for detecting high-Z materials in vehicles or cargo containers. Maximum likelihood methods have been developed for reconstructing the scattering density image from muon measurements. However, the instability of maximum likelihood estimation often results in noisy images and low detectability of high-Z targets. In this paper, we propose using regularization to improve the image quality of muon tomography. We formulate the muon reconstruction problem in a Bayesian framework by introducing a prior distribution on scattering density images. An iterative shrinkage algorithm is derived to maximize the log posterior distribution. At each iteration, the algorithm obtains the maximum a posteriori update by shrinking an unregularized maximum likelihood update. Inverse quadratic shrinkage functions are derived for generalized Laplacian priors and inverse cubic shrinkage functions are derived for generalized Gaussian priors. Receiver operating characteristic studies using simulated data demonstrate that the Bayesian reconstruction can greatly improve the detection performance of muon tomography.

Lithospheric architecture of NE China from joint Inversions of receiver functions and surface wave dispersion through Bayesian optimisation

NASA Astrophysics Data System (ADS)

Sebastian, Nita; Kim, Seongryong; Tkalčić, Hrvoje; Sippl, Christian

2017-04-01

The purpose of this study is to develop an integrated inference on the lithospheric structure of NE China using three passive seismic networks comprised of 92 stations. The NE China plain consists of complex lithospheric domains characterised by the co-existence of complex geodynamic processes such as crustal thinning, active intraplate cenozoic volcanism and low velocity anomalies. To estimate lithospheric structures with greater detail, we chose to perform the joint inversion of independent data sets such as receiver functions and surface wave dispersion curves (group and phase velocity). We perform a joint inversion based on principles of Bayesian transdimensional optimisation techniques (Kim etal., 2016). Unlike in the previous studies of NE China, the complexity of the model is determined from the data in the first stage of the inversion, and the data uncertainty is computed based on Bayesian statistics in the second stage of the inversion. The computed crustal properties are retrieved from an ensemble of probable models. We obtain major structural inferences with well constrained absolute velocity estimates, which are vital for inferring properties of the lithosphere and bulk crustal Vp/Vs ratio. The Vp/Vs estimate obtained from joint inversions confirms the high Vp/Vs ratio ( 1.98) obtained using the H-Kappa method beneath some stations. Moreover, we could confirm the existence of a lower crustal velocity beneath several stations (eg: station SHS) within the NE China plain. Based on these findings we attempt to identify a plausible origin for structural complexity. We compile a high-resolution 3D image of the lithospheric architecture of the NE China plain.

Fast Low-Rank Bayesian Matrix Completion With Hierarchical Gaussian Prior Models

NASA Astrophysics Data System (ADS)

Yang, Linxiao; Fang, Jun; Duan, Huiping; Li, Hongbin; Zeng, Bing

2018-06-01

The problem of low rank matrix completion is considered in this paper. To exploit the underlying low-rank structure of the data matrix, we propose a hierarchical Gaussian prior model, where columns of the low-rank matrix are assumed to follow a Gaussian distribution with zero mean and a common precision matrix, and a Wishart distribution is specified as a hyperprior over the precision matrix. We show that such a hierarchical Gaussian prior has the potential to encourage a low-rank solution. Based on the proposed hierarchical prior model, a variational Bayesian method is developed for matrix completion, where the generalized approximate massage passing (GAMP) technique is embedded into the variational Bayesian inference in order to circumvent cumbersome matrix inverse operations. Simulation results show that our proposed method demonstrates superiority over existing state-of-the-art matrix completion methods.

Bayesian inversion analysis of nonlinear dynamics in surface heterogeneous reactions.

PubMed

Omori, Toshiaki; Kuwatani, Tatsu; Okamoto, Atsushi; Hukushima, Koji

2016-09-01

It is essential to extract nonlinear dynamics from time-series data as an inverse problem in natural sciences. We propose a Bayesian statistical framework for extracting nonlinear dynamics of surface heterogeneous reactions from sparse and noisy observable data. Surface heterogeneous reactions are chemical reactions with conjugation of multiple phases, and they have the intrinsic nonlinearity of their dynamics caused by the effect of surface-area between different phases. We adapt a belief propagation method and an expectation-maximization (EM) algorithm to partial observation problem, in order to simultaneously estimate the time course of hidden variables and the kinetic parameters underlying dynamics. The proposed belief propagation method is performed by using sequential Monte Carlo algorithm in order to estimate nonlinear dynamical system. Using our proposed method, we show that the rate constants of dissolution and precipitation reactions, which are typical examples of surface heterogeneous reactions, as well as the temporal changes of solid reactants and products, were successfully estimated only from the observable temporal changes in the concentration of the dissolved intermediate product.

Accounting for model error in Bayesian solutions to hydrogeophysical inverse problems using a local basis approach

NASA Astrophysics Data System (ADS)

Irving, J.; Koepke, C.; Elsheikh, A. H.

2017-12-01

Bayesian solutions to geophysical and hydrological inverse problems are dependent upon a forward process model linking subsurface parameters to measured data, which is typically assumed to be known perfectly in the inversion procedure. However, in order to make the stochastic solution of the inverse problem computationally tractable using, for example, Markov-chain-Monte-Carlo (MCMC) methods, fast approximations of the forward model are commonly employed. This introduces model error into the problem, which has the potential to significantly bias posterior statistics and hamper data integration efforts if not properly accounted for. Here, we present a new methodology for addressing the issue of model error in Bayesian solutions to hydrogeophysical inverse problems that is geared towards the common case where these errors cannot be effectively characterized globally through some parametric statistical distribution or locally based on interpolation between a small number of computed realizations. Rather than focusing on the construction of a global or local error model, we instead work towards identification of the model-error component of the residual through a projection-based approach. In this regard, pairs of approximate and detailed model runs are stored in a dictionary that grows at a specified rate during the MCMC inversion procedure. At each iteration, a local model-error basis is constructed for the current test set of model parameters using the K-nearest neighbour entries in the dictionary, which is then used to separate the model error from the other error sources before computing the likelihood of the proposed set of model parameters. We demonstrate the performance of our technique on the inversion of synthetic crosshole ground-penetrating radar traveltime data for three different subsurface parameterizations of varying complexity. The synthetic data are generated using the eikonal equation, whereas a straight-ray forward model is assumed in the inversion procedure. In each case, the developed model-error approach enables to remove posterior bias and obtain a more realistic characterization of uncertainty.

Remote sensing of suspended sediment water research: principles, methods, and progress

NASA Astrophysics Data System (ADS)

Shen, Ping; Zhang, Jing

2011-12-01

In this paper, we reviewed the principle, data, methods and steps in suspended sediment research by using remote sensing, summed up some representative models and methods, and analyzes the deficiencies of existing methods. Combined with the recent progress of remote sensing theory and application in water suspended sediment research, we introduced in some data processing methods such as atmospheric correction method, adjacent effect correction, and some intelligence algorithms such as neural networks, genetic algorithms, support vector machines into the suspended sediment inversion research, combined with other geographic information, based on Bayesian theory, we improved the suspended sediment inversion precision, and aim to give references to the related researchers.

Inverse Bayesian inference as a key of consciousness featuring a macroscopic quantum logical structure.

PubMed

Gunji, Yukio-Pegio; Shinohara, Shuji; Haruna, Taichi; Basios, Vasileios

2017-02-01

To overcome the dualism between mind and matter and to implement consciousness in science, a physical entity has to be embedded with a measurement process. Although quantum mechanics have been regarded as a candidate for implementing consciousness, nature at its macroscopic level is inconsistent with quantum mechanics. We propose a measurement-oriented inference system comprising Bayesian and inverse Bayesian inferences. While Bayesian inference contracts probability space, the newly defined inverse one relaxes the space. These two inferences allow an agent to make a decision corresponding to an immediate change in their environment. They generate a particular pattern of joint probability for data and hypotheses, comprising multiple diagonal and noisy matrices. This is expressed as a nondistributive orthomodular lattice equivalent to quantum logic. We also show that an orthomodular lattice can reveal information generated by inverse syllogism as well as the solutions to the frame and symbol-grounding problems. Our model is the first to connect macroscopic cognitive processes with the mathematical structure of quantum mechanics with no additional assumptions. Copyright © 2016 Elsevier Ireland Ltd. All rights reserved.

Model selection and Bayesian inference for high-resolution seabed reflection inversion.

PubMed

Dettmer, Jan; Dosso, Stan E; Holland, Charles W

2009-02-01

This paper applies Bayesian inference, including model selection and posterior parameter inference, to inversion of seabed reflection data to resolve sediment structure at a spatial scale below the pulse length of the acoustic source. A practical approach to model selection is used, employing the Bayesian information criterion to decide on the number of sediment layers needed to sufficiently fit the data while satisfying parsimony to avoid overparametrization. Posterior parameter inference is carried out using an efficient Metropolis-Hastings algorithm for high-dimensional models, and results are presented as marginal-probability depth distributions for sound velocity, density, and attenuation. The approach is applied to plane-wave reflection-coefficient inversion of single-bounce data collected on the Malta Plateau, Mediterranean Sea, which indicate complex fine structure close to the water-sediment interface. This fine structure is resolved in the geoacoustic inversion results in terms of four layers within the upper meter of sediments. The inversion results are in good agreement with parameter estimates from a gravity core taken at the experiment site.

Joint inversion for transponder localization and sound-speed profile temporal variation in high-precision acoustic surveys.

PubMed

Li, Zhao; Dosso, Stan E; Sun, Dajun

2016-07-01

This letter develops a Bayesian inversion for localizing underwater acoustic transponders using a surface ship which compensates for sound-speed profile (SSP) temporal variation during the survey. The method is based on dividing observed acoustic travel-time data into time segments and including depth-independent SSP variations for each segment as additional unknown parameters to approximate the SSP temporal variation. SSP variations are estimated jointly with transponder locations, rather than calculated separately as in existing two-step inversions. Simulation and sea-trial results show this localization/SSP joint inversion performs better than two-step inversion in terms of localization accuracy, agreement with measured SSP variations, and computational efficiency.

Spatio Temporal EEG Source Imaging with the Hierarchical Bayesian Elastic Net and Elitist Lasso Models

PubMed Central

Paz-Linares, Deirel; Vega-Hernández, Mayrim; Rojas-López, Pedro A.; Valdés-Hernández, Pedro A.; Martínez-Montes, Eduardo; Valdés-Sosa, Pedro A.

2017-01-01

The estimation of EEG generating sources constitutes an Inverse Problem (IP) in Neuroscience. This is an ill-posed problem due to the non-uniqueness of the solution and regularization or prior information is needed to undertake Electrophysiology Source Imaging. Structured Sparsity priors can be attained through combinations of (L1 norm-based) and (L2 norm-based) constraints such as the Elastic Net (ENET) and Elitist Lasso (ELASSO) models. The former model is used to find solutions with a small number of smooth nonzero patches, while the latter imposes different degrees of sparsity simultaneously along different dimensions of the spatio-temporal matrix solutions. Both models have been addressed within the penalized regression approach, where the regularization parameters are selected heuristically, leading usually to non-optimal and computationally expensive solutions. The existing Bayesian formulation of ENET allows hyperparameter learning, but using the computationally intensive Monte Carlo/Expectation Maximization methods, which makes impractical its application to the EEG IP. While the ELASSO have not been considered before into the Bayesian context. In this work, we attempt to solve the EEG IP using a Bayesian framework for ENET and ELASSO models. We propose a Structured Sparse Bayesian Learning algorithm based on combining the Empirical Bayes and the iterative coordinate descent procedures to estimate both the parameters and hyperparameters. Using realistic simulations and avoiding the inverse crime we illustrate that our methods are able to recover complicated source setups more accurately and with a more robust estimation of the hyperparameters and behavior under different sparsity scenarios than classical LORETA, ENET and LASSO Fusion solutions. We also solve the EEG IP using data from a visual attention experiment, finding more interpretable neurophysiological patterns with our methods. The Matlab codes used in this work, including Simulations, Methods, Quality Measures and Visualization Routines are freely available in a public website. PMID:29200994

Spatio Temporal EEG Source Imaging with the Hierarchical Bayesian Elastic Net and Elitist Lasso Models.

PubMed

Paz-Linares, Deirel; Vega-Hernández, Mayrim; Rojas-López, Pedro A; Valdés-Hernández, Pedro A; Martínez-Montes, Eduardo; Valdés-Sosa, Pedro A

2017-01-01

The estimation of EEG generating sources constitutes an Inverse Problem (IP) in Neuroscience. This is an ill-posed problem due to the non-uniqueness of the solution and regularization or prior information is needed to undertake Electrophysiology Source Imaging. Structured Sparsity priors can be attained through combinations of (L1 norm-based) and (L2 norm-based) constraints such as the Elastic Net (ENET) and Elitist Lasso (ELASSO) models. The former model is used to find solutions with a small number of smooth nonzero patches, while the latter imposes different degrees of sparsity simultaneously along different dimensions of the spatio-temporal matrix solutions. Both models have been addressed within the penalized regression approach, where the regularization parameters are selected heuristically, leading usually to non-optimal and computationally expensive solutions. The existing Bayesian formulation of ENET allows hyperparameter learning, but using the computationally intensive Monte Carlo/Expectation Maximization methods, which makes impractical its application to the EEG IP. While the ELASSO have not been considered before into the Bayesian context. In this work, we attempt to solve the EEG IP using a Bayesian framework for ENET and ELASSO models. We propose a Structured Sparse Bayesian Learning algorithm based on combining the Empirical Bayes and the iterative coordinate descent procedures to estimate both the parameters and hyperparameters. Using realistic simulations and avoiding the inverse crime we illustrate that our methods are able to recover complicated source setups more accurately and with a more robust estimation of the hyperparameters and behavior under different sparsity scenarios than classical LORETA, ENET and LASSO Fusion solutions. We also solve the EEG IP using data from a visual attention experiment, finding more interpretable neurophysiological patterns with our methods. The Matlab codes used in this work, including Simulations, Methods, Quality Measures and Visualization Routines are freely available in a public website.

Determining Crust and Upper Mantle Structure by Bayesian Joint Inversion of Receiver Functions and Surface Wave Dispersion at a Single Station: Preparation for Data from the InSight Mission

NASA Astrophysics Data System (ADS)

Jia, M.; Panning, M. P.; Lekic, V.; Gao, C.

2017-12-01

The InSight (Interior Exploration using Seismic Investigations, Geodesy and Heat Transport) mission will deploy a geophysical station on Mars in 2018. Using seismology to explore the interior structure of the Mars is one of the main targets, and as part of the mission, we will use 3-component seismic data to constrain the crust and upper mantle structure including P and S wave velocities and densities underneath the station. We will apply a reversible jump Markov chain Monte Carlo algorithm in the transdimensional hierarchical Bayesian inversion framework, in which the number of parameters in the model space and the noise level of the observed data are also treated as unknowns in the inversion process. Bayesian based methods produce an ensemble of models which can be analyzed to quantify uncertainties and trade-offs of the model parameters. In order to get better resolution, we will simultaneously invert three different types of seismic data: receiver functions, surface wave dispersion (SWD), and ZH ratios. Because the InSight mission will only deliver a single seismic station to Mars, and both the source location and the interior structure will be unknown, we will jointly invert the ray parameter in our approach. In preparation for this work, we first verify our approach by using a set of synthetic data. We find that SWD can constrain the absolute value of velocities while receiver functions constrain the discontinuities. By joint inversion, the velocity structure in the crust and upper mantle is well recovered. Then, we apply our approach to real data from an earth-based seismic station BFO located in Black Forest Observatory in Germany, as already used in a demonstration study for single station location methods. From the comparison of the results, our hierarchical treatment shows its advantage over the conventional method in which the noise level of observed data is fixed as a prior.

Bayesian seismic tomography by parallel interacting Markov chains

NASA Astrophysics Data System (ADS)

Gesret, Alexandrine; Bottero, Alexis; Romary, Thomas; Noble, Mark; Desassis, Nicolas

2014-05-01

The velocity field estimated by first arrival traveltime tomography is commonly used as a starting point for further seismological, mineralogical, tectonic or similar analysis. In order to interpret quantitatively the results, the tomography uncertainty values as well as their spatial distribution are required. The estimated velocity model is obtained through inverse modeling by minimizing an objective function that compares observed and computed traveltimes. This step is often performed by gradient-based optimization algorithms. The major drawback of such local optimization schemes, beyond the possibility of being trapped in a local minimum, is that they do not account for the multiple possible solutions of the inverse problem. They are therefore unable to assess the uncertainties linked to the solution. Within a Bayesian (probabilistic) framework, solving the tomography inverse problem aims at estimating the posterior probability density function of velocity model using a global sampling algorithm. Markov chains Monte-Carlo (MCMC) methods are known to produce samples of virtually any distribution. In such a Bayesian inversion, the total number of simulations we can afford is highly related to the computational cost of the forward model. Although fast algorithms have been recently developed for computing first arrival traveltimes of seismic waves, the complete browsing of the posterior distribution of velocity model is hardly performed, especially when it is high dimensional and/or multimodal. In the latter case, the chain may even stay stuck in one of the modes. In order to improve the mixing properties of classical single MCMC, we propose to make interact several Markov chains at different temperatures. This method can make efficient use of large CPU clusters, without increasing the global computational cost with respect to classical MCMC and is therefore particularly suited for Bayesian inversion. The exchanges between the chains allow a precise sampling of the high probability zones of the model space while avoiding the chains to end stuck in a probability maximum. This approach supplies thus a robust way to analyze the tomography imaging uncertainties. The interacting MCMC approach is illustrated on two synthetic examples of tomography of calibration shots such as encountered in induced microseismic studies. On the second application, a wavelet based model parameterization is presented that allows to significantly reduce the dimension of the problem, making thus the algorithm efficient even for a complex velocity model.

Estimating the periodic components of a biomedical signal through inverse problem modelling and Bayesian inference with sparsity enforcing prior

NASA Astrophysics Data System (ADS)

Dumitru, Mircea; Djafari, Ali-Mohammad

2015-01-01

The recent developments in chronobiology need a periodic components variation analysis for the signals expressing the biological rhythms. A precise estimation of the periodic components vector is required. The classical approaches, based on FFT methods, are inefficient considering the particularities of the data (short length). In this paper we propose a new method, using the sparsity prior information (reduced number of non-zero values components). The considered law is the Student-t distribution, viewed as a marginal distribution of a Infinite Gaussian Scale Mixture (IGSM) defined via a hidden variable representing the inverse variances and modelled as a Gamma Distribution. The hyperparameters are modelled using the conjugate priors, i.e. using Inverse Gamma Distributions. The expression of the joint posterior law of the unknown periodic components vector, hidden variables and hyperparameters is obtained and then the unknowns are estimated via Joint Maximum A Posteriori (JMAP) and Posterior Mean (PM). For the PM estimator, the expression of the posterior law is approximated by a separable one, via the Bayesian Variational Approximation (BVA), using the Kullback-Leibler (KL) divergence. Finally we show the results on synthetic data in cancer treatment applications.

Entropy-Bayesian Inversion of Time-Lapse Tomographic GPR data for Monitoring Dielectric Permittivity and Soil Moisture Variations

DOE Office of Scientific and Technical Information (OSTI.GOV)

Hou, Z; Terry, N; Hubbard, S S

2013-02-12

In this study, we evaluate the possibility of monitoring soil moisture variation using tomographic ground penetrating radar travel time data through Bayesian inversion, which is integrated with entropy memory function and pilot point concepts, as well as efficient sampling approaches. It is critical to accurately estimate soil moisture content and variations in vadose zone studies. Many studies have illustrated the promise and value of GPR tomographic data for estimating soil moisture and associated changes, however, challenges still exist in the inversion of GPR tomographic data in a manner that quantifies input and predictive uncertainty, incorporates multiple data types, handles non-uniquenessmore » and nonlinearity, and honors time-lapse tomograms collected in a series. To address these challenges, we develop a minimum relative entropy (MRE)-Bayesian based inverse modeling framework that non-subjectively defines prior probabilities, incorporates information from multiple sources, and quantifies uncertainty. The framework enables us to estimate dielectric permittivity at pilot point locations distributed within the tomogram, as well as the spatial correlation range. In the inversion framework, MRE is first used to derive prior probability distribution functions (pdfs) of dielectric permittivity based on prior information obtained from a straight-ray GPR inversion. The probability distributions are then sampled using a Quasi-Monte Carlo (QMC) approach, and the sample sets provide inputs to a sequential Gaussian simulation (SGSim) algorithm that constructs a highly resolved permittivity/velocity field for evaluation with a curved-ray GPR forward model. The likelihood functions are computed as a function of misfits, and posterior pdfs are constructed using a Gaussian kernel. Inversion of subsequent time-lapse datasets combines the Bayesian estimates from the previous inversion (as a memory function) with new data. The memory function and pilot point design takes advantage of the spatial-temporal correlation of the state variables. We first apply the inversion framework to a static synthetic example and then to a time-lapse GPR tomographic dataset collected during a dynamic experiment conducted at the Hanford Site in Richland, WA. We demonstrate that the MRE-Bayesian inversion enables us to merge various data types, quantify uncertainty, evaluate nonlinear models, and produce more detailed and better resolved estimates than straight-ray based inversion; therefore, it has the potential to improve estimates of inter-wellbore dielectric permittivity and soil moisture content and to monitor their temporal dynamics more accurately.« less

Entropy-Bayesian Inversion of Time-Lapse Tomographic GPR data for Monitoring Dielectric Permittivity and Soil Moisture Variations

DOE Office of Scientific and Technical Information (OSTI.GOV)

Hou, Zhangshuan; Terry, Neil C.; Hubbard, Susan S.

2013-02-22

In this study, we evaluate the possibility of monitoring soil moisture variation using tomographic ground penetrating radar travel time data through Bayesian inversion, which is integrated with entropy memory function and pilot point concepts, as well as efficient sampling approaches. It is critical to accurately estimate soil moisture content and variations in vadose zone studies. Many studies have illustrated the promise and value of GPR tomographic data for estimating soil moisture and associated changes, however, challenges still exist in the inversion of GPR tomographic data in a manner that quantifies input and predictive uncertainty, incorporates multiple data types, handles non-uniquenessmore » and nonlinearity, and honors time-lapse tomograms collected in a series. To address these challenges, we develop a minimum relative entropy (MRE)-Bayesian based inverse modeling framework that non-subjectively defines prior probabilities, incorporates information from multiple sources, and quantifies uncertainty. The framework enables us to estimate dielectric permittivity at pilot point locations distributed within the tomogram, as well as the spatial correlation range. In the inversion framework, MRE is first used to derive prior probability density functions (pdfs) of dielectric permittivity based on prior information obtained from a straight-ray GPR inversion. The probability distributions are then sampled using a Quasi-Monte Carlo (QMC) approach, and the sample sets provide inputs to a sequential Gaussian simulation (SGSIM) algorithm that constructs a highly resolved permittivity/velocity field for evaluation with a curved-ray GPR forward model. The likelihood functions are computed as a function of misfits, and posterior pdfs are constructed using a Gaussian kernel. Inversion of subsequent time-lapse datasets combines the Bayesian estimates from the previous inversion (as a memory function) with new data. The memory function and pilot point design takes advantage of the spatial-temporal correlation of the state variables. We first apply the inversion framework to a static synthetic example and then to a time-lapse GPR tomographic dataset collected during a dynamic experiment conducted at the Hanford Site in Richland, WA. We demonstrate that the MRE-Bayesian inversion enables us to merge various data types, quantify uncertainty, evaluate nonlinear models, and produce more detailed and better resolved estimates than straight-ray based inversion; therefore, it has the potential to improve estimates of inter-wellbore dielectric permittivity and soil moisture content and to monitor their temporal dynamics more accurately.« less

Bayesian parameter estimation in spectral quantitative photoacoustic tomography

NASA Astrophysics Data System (ADS)

Pulkkinen, Aki; Cox, Ben T.; Arridge, Simon R.; Kaipio, Jari P.; Tarvainen, Tanja

2016-03-01

Photoacoustic tomography (PAT) is an imaging technique combining strong contrast of optical imaging to high spatial resolution of ultrasound imaging. These strengths are achieved via photoacoustic effect, where a spatial absorption of light pulse is converted into a measurable propagating ultrasound wave. The method is seen as a potential tool for small animal imaging, pre-clinical investigations, study of blood vessels and vasculature, as well as for cancer imaging. The goal in PAT is to form an image of the absorbed optical energy density field via acoustic inverse problem approaches from the measured ultrasound data. Quantitative PAT (QPAT) proceeds from these images and forms quantitative estimates of the optical properties of the target. This optical inverse problem of QPAT is illposed. To alleviate the issue, spectral QPAT (SQPAT) utilizes PAT data formed at multiple optical wavelengths simultaneously with optical parameter models of tissue to form quantitative estimates of the parameters of interest. In this work, the inverse problem of SQPAT is investigated. Light propagation is modelled using the diffusion equation. Optical absorption is described with chromophore concentration weighted sum of known chromophore absorption spectra. Scattering is described by Mie scattering theory with an exponential power law. In the inverse problem, the spatially varying unknown parameters of interest are the chromophore concentrations, the Mie scattering parameters (power law factor and the exponent), and Gruneisen parameter. The inverse problem is approached with a Bayesian method. It is numerically demonstrated, that estimation of all parameters of interest is possible with the approach.

Inference of emission rates from multiple sources using Bayesian probability theory.

PubMed

Yee, Eugene; Flesch, Thomas K

2010-03-01

The determination of atmospheric emission rates from multiple sources using inversion (regularized least-squares or best-fit technique) is known to be very susceptible to measurement and model errors in the problem, rendering the solution unusable. In this paper, a new perspective is offered for this problem: namely, it is argued that the problem should be addressed as one of inference rather than inversion. Towards this objective, Bayesian probability theory is used to estimate the emission rates from multiple sources. The posterior probability distribution for the emission rates is derived, accounting fully for the measurement errors in the concentration data and the model errors in the dispersion model used to interpret the data. The Bayesian inferential methodology for emission rate recovery is validated against real dispersion data, obtained from a field experiment involving various source-sensor geometries (scenarios) consisting of four synthetic area sources and eight concentration sensors. The recovery of discrete emission rates from three different scenarios obtained using Bayesian inference and singular value decomposition inversion are compared and contrasted.

On uncertainty quantification in hydrogeology and hydrogeophysics

NASA Astrophysics Data System (ADS)

Linde, Niklas; Ginsbourger, David; Irving, James; Nobile, Fabio; Doucet, Arnaud

2017-12-01

Recent advances in sensor technologies, field methodologies, numerical modeling, and inversion approaches have contributed to unprecedented imaging of hydrogeological properties and detailed predictions at multiple temporal and spatial scales. Nevertheless, imaging results and predictions will always remain imprecise, which calls for appropriate uncertainty quantification (UQ). In this paper, we outline selected methodological developments together with pioneering UQ applications in hydrogeology and hydrogeophysics. The applied mathematics and statistics literature is not easy to penetrate and this review aims at helping hydrogeologists and hydrogeophysicists to identify suitable approaches for UQ that can be applied and further developed to their specific needs. To bypass the tremendous computational costs associated with forward UQ based on full-physics simulations, we discuss proxy-modeling strategies and multi-resolution (Multi-level Monte Carlo) methods. We consider Bayesian inversion for non-linear and non-Gaussian state-space problems and discuss how Sequential Monte Carlo may become a practical alternative. We also describe strategies to account for forward modeling errors in Bayesian inversion. Finally, we consider hydrogeophysical inversion, where petrophysical uncertainty is often ignored leading to overconfident parameter estimation. The high parameter and data dimensions encountered in hydrogeological and geophysical problems make UQ a complicated and important challenge that has only been partially addressed to date.

A Bayesian trans-dimensional approach for the fusion of multiple geophysical datasets

NASA Astrophysics Data System (ADS)

JafarGandomi, Arash; Binley, Andrew

2013-09-01

We propose a Bayesian fusion approach to integrate multiple geophysical datasets with different coverage and sensitivity. The fusion strategy is based on the capability of various geophysical methods to provide enough resolution to identify either subsurface material parameters or subsurface structure, or both. We focus on electrical resistivity as the target material parameter and electrical resistivity tomography (ERT), electromagnetic induction (EMI), and ground penetrating radar (GPR) as the set of geophysical methods. However, extending the approach to different sets of geophysical parameters and methods is straightforward. Different geophysical datasets are entered into a trans-dimensional Markov chain Monte Carlo (McMC) search-based joint inversion algorithm. The trans-dimensional property of the McMC algorithm allows dynamic parameterisation of the model space, which in turn helps to avoid bias of the post-inversion results towards a particular model. Given that we are attempting to develop an approach that has practical potential, we discretize the subsurface into an array of one-dimensional earth-models. Accordingly, the ERT data that are collected by using two-dimensional acquisition geometry are re-casted to a set of equivalent vertical electric soundings. Different data are inverted either individually or jointly to estimate one-dimensional subsurface models at discrete locations. We use Shannon's information measure to quantify the information obtained from the inversion of different combinations of geophysical datasets. Information from multiple methods is brought together via introducing joint likelihood function and/or constraining the prior information. A Bayesian maximum entropy approach is used for spatial fusion of spatially dispersed estimated one-dimensional models and mapping of the target parameter. We illustrate the approach with a synthetic dataset and then apply it to a field dataset. We show that the proposed fusion strategy is successful not only in enhancing the subsurface information but also as a survey design tool to identify the appropriate combination of the geophysical tools and show whether application of an individual method for further investigation of a specific site is beneficial.

Time-reversal and Bayesian inversion

NASA Astrophysics Data System (ADS)

Debski, Wojciech

2017-04-01

Probabilistic inversion technique is superior to the classical optimization-based approach in all but one aspects. It requires quite exhaustive computations which prohibit its use in huge size inverse problems like global seismic tomography or waveform inversion to name a few. The advantages of the approach are, however, so appealing that there is an ongoing continuous afford to make the large inverse task as mentioned above manageable with the probabilistic inverse approach. One of the perspective possibility to achieve this goal relays on exploring the internal symmetry of the seismological modeling problems in hand - a time reversal and reciprocity invariance. This two basic properties of the elastic wave equation when incorporating into the probabilistic inversion schemata open a new horizons for Bayesian inversion. In this presentation we discuss the time reversal symmetry property, its mathematical aspects and propose how to combine it with the probabilistic inverse theory into a compact, fast inversion algorithm. We illustrate the proposed idea with the newly developed location algorithm TRMLOC and discuss its efficiency when applied to mining induced seismic data.

Parameter estimation of multivariate multiple regression model using bayesian with non-informative Jeffreys’ prior distribution

NASA Astrophysics Data System (ADS)

Saputro, D. R. S.; Amalia, F.; Widyaningsih, P.; Affan, R. C.

2018-05-01

Bayesian method is a method that can be used to estimate the parameters of multivariate multiple regression model. Bayesian method has two distributions, there are prior and posterior distributions. Posterior distribution is influenced by the selection of prior distribution. Jeffreys’ prior distribution is a kind of Non-informative prior distribution. This prior is used when the information about parameter not available. Non-informative Jeffreys’ prior distribution is combined with the sample information resulting the posterior distribution. Posterior distribution is used to estimate the parameter. The purposes of this research is to estimate the parameters of multivariate regression model using Bayesian method with Non-informative Jeffreys’ prior distribution. Based on the results and discussion, parameter estimation of β and Σ which were obtained from expected value of random variable of marginal posterior distribution function. The marginal posterior distributions for β and Σ are multivariate normal and inverse Wishart. However, in calculation of the expected value involving integral of a function which difficult to determine the value. Therefore, approach is needed by generating of random samples according to the posterior distribution characteristics of each parameter using Markov chain Monte Carlo (MCMC) Gibbs sampling algorithm.

Bayesian ionospheric multi-instrument 3D tomography

NASA Astrophysics Data System (ADS)

Norberg, Johannes; Vierinen, Juha; Roininen, Lassi

2017-04-01

The tomographic reconstruction of ionospheric electron densities is an inverse problem that cannot be solved without relatively strong regularising additional information. % Especially the vertical electron density profile is determined predominantly by the regularisation. % %Often utilised regularisations in ionospheric tomography include smoothness constraints and iterative methods with initial ionospheric models. % Despite its crucial role, the regularisation is often hidden in the algorithm as a numerical procedure without physical understanding. % % The Bayesian methodology provides an interpretative approach for the problem, as the regularisation can be given in a physically meaningful and quantifiable prior probability distribution. % The prior distribution can be based on ionospheric physics, other available ionospheric measurements and their statistics. % Updating the prior with measurements results as the posterior distribution that carries all the available information combined. % From the posterior distribution, the most probable state of the ionosphere can then be solved with the corresponding probability intervals. % Altogether, the Bayesian methodology provides understanding on how strong the given regularisation is, what is the information gained with the measurements and how reliable the final result is. % In addition, the combination of different measurements and temporal development can be taken into account in a very intuitive way. However, a direct implementation of the Bayesian approach requires inversion of large covariance matrices resulting in computational infeasibility. % In the presented method, Gaussian Markov random fields are used to form a sparse matrix approximations for the covariances. % The approach makes the problem computationally feasible while retaining the probabilistic and physical interpretation. Here, the Bayesian method with Gaussian Markov random fields is applied for ionospheric 3D tomography over Northern Europe. % Multi-instrument measurements are utilised from TomoScand receiver network for Low Earth orbit beacon satellite signals, GNSS receiver networks, as well as from EISCAT ionosondes and incoherent scatter radars. % %The performance is demonstrated in three-dimensional spatial domain with temporal development also taken into account.

Large-Scale Optimization for Bayesian Inference in Complex Systems

DOE Office of Scientific and Technical Information (OSTI.GOV)

Willcox, Karen; Marzouk, Youssef

2013-11-12

The SAGUARO (Scalable Algorithms for Groundwater Uncertainty Analysis and Robust Optimization) Project focused on the development of scalable numerical algorithms for large-scale Bayesian inversion in complex systems that capitalize on advances in large-scale simulation-based optimization and inversion methods. The project was a collaborative effort among MIT, the University of Texas at Austin, Georgia Institute of Technology, and Sandia National Laboratories. The research was directed in three complementary areas: efficient approximations of the Hessian operator, reductions in complexity of forward simulations via stochastic spectral approximations and model reduction, and employing large-scale optimization concepts to accelerate sampling. The MIT--Sandia component of themore » SAGUARO Project addressed the intractability of conventional sampling methods for large-scale statistical inverse problems by devising reduced-order models that are faithful to the full-order model over a wide range of parameter values; sampling then employs the reduced model rather than the full model, resulting in very large computational savings. Results indicate little effect on the computed posterior distribution. On the other hand, in the Texas--Georgia Tech component of the project, we retain the full-order model, but exploit inverse problem structure (adjoint-based gradients and partial Hessian information of the parameter-to-observation map) to implicitly extract lower dimensional information on the posterior distribution; this greatly speeds up sampling methods, so that fewer sampling points are needed. We can think of these two approaches as ``reduce then sample'' and ``sample then reduce.'' In fact, these two approaches are complementary, and can be used in conjunction with each other. Moreover, they both exploit deterministic inverse problem structure, in the form of adjoint-based gradient and Hessian information of the underlying parameter-to-observation map, to achieve their speedups.« less

Final Report: Large-Scale Optimization for Bayesian Inference in Complex Systems

DOE Office of Scientific and Technical Information (OSTI.GOV)

Ghattas, Omar

2013-10-15

The SAGUARO (Scalable Algorithms for Groundwater Uncertainty Analysis and Robust Optimiza- tion) Project focuses on the development of scalable numerical algorithms for large-scale Bayesian inversion in complex systems that capitalize on advances in large-scale simulation-based optimiza- tion and inversion methods. Our research is directed in three complementary areas: efficient approximations of the Hessian operator, reductions in complexity of forward simulations via stochastic spectral approximations and model reduction, and employing large-scale optimization concepts to accelerate sampling. Our efforts are integrated in the context of a challenging testbed problem that considers subsurface reacting flow and transport. The MIT component of the SAGUAROmore » Project addresses the intractability of conventional sampling methods for large-scale statistical inverse problems by devising reduced-order models that are faithful to the full-order model over a wide range of parameter values; sampling then employs the reduced model rather than the full model, resulting in very large computational savings. Results indicate little effect on the computed posterior distribution. On the other hand, in the Texas-Georgia Tech component of the project, we retain the full-order model, but exploit inverse problem structure (adjoint-based gradients and partial Hessian information of the parameter-to- observation map) to implicitly extract lower dimensional information on the posterior distribution; this greatly speeds up sampling methods, so that fewer sampling points are needed. We can think of these two approaches as "reduce then sample" and "sample then reduce." In fact, these two approaches are complementary, and can be used in conjunction with each other. Moreover, they both exploit deterministic inverse problem structure, in the form of adjoint-based gradient and Hessian information of the underlying parameter-to-observation map, to achieve their speedups.« less

Incorporation of diet information derived from Bayesian stable isotope mixing models into mass-balanced marine ecosystem models: A case study from the Marennes-Oleron Estuary, France

EPA Science Inventory

We investigated the use of output from Bayesian stable isotope mixing models as constraints for a linear inverse food web model of a temperate intertidal seagrass system in the Marennes-Oléron Bay, France. Linear inverse modeling (LIM) is a technique that estimates a complete net...

Bayesian estimation of seasonal course of canopy leaf area index from hyperspectral satellite data

NASA Astrophysics Data System (ADS)

Varvia, Petri; Rautiainen, Miina; Seppänen, Aku

2018-03-01

In this paper, Bayesian inversion of a physically-based forest reflectance model is investigated to estimate of boreal forest canopy leaf area index (LAI) from EO-1 Hyperion hyperspectral data. The data consist of multiple forest stands with different species compositions and structures, imaged in three phases of the growing season. The Bayesian estimates of canopy LAI are compared to reference estimates based on a spectral vegetation index. The forest reflectance model contains also other unknown variables in addition to LAI, for example leaf single scattering albedo and understory reflectance. In the Bayesian approach, these variables are estimated simultaneously with LAI. The feasibility and seasonal variation of these estimates is also examined. Credible intervals for the estimates are also calculated and evaluated. The results show that the Bayesian inversion approach is significantly better than using a comparable spectral vegetation index regression.

Bayesian probabilistic approach for inverse source determination from limited and noisy chemical or biological sensor concentration measurements

NASA Astrophysics Data System (ADS)

Yee, Eugene

2007-04-01

Although a great deal of research effort has been focused on the forward prediction of the dispersion of contaminants (e.g., chemical and biological warfare agents) released into the turbulent atmosphere, much less work has been directed toward the inverse prediction of agent source location and strength from the measured concentration, even though the importance of this problem for a number of practical applications is obvious. In general, the inverse problem of source reconstruction is ill-posed and unsolvable without additional information. It is demonstrated that a Bayesian probabilistic inferential framework provides a natural and logically consistent method for source reconstruction from a limited number of noisy concentration data. In particular, the Bayesian approach permits one to incorporate prior knowledge about the source as well as additional information regarding both model and data errors. The latter enables a rigorous determination of the uncertainty in the inference of the source parameters (e.g., spatial location, emission rate, release time, etc.), hence extending the potential of the methodology as a tool for quantitative source reconstruction. A model (or, source-receptor relationship) that relates the source distribution to the concentration data measured by a number of sensors is formulated, and Bayesian probability theory is used to derive the posterior probability density function of the source parameters. A computationally efficient methodology for determination of the likelihood function for the problem, based on an adjoint representation of the source-receptor relationship, is described. Furthermore, we describe the application of efficient stochastic algorithms based on Markov chain Monte Carlo (MCMC) for sampling from the posterior distribution of the source parameters, the latter of which is required to undertake the Bayesian computation. The Bayesian inferential methodology for source reconstruction is validated against real dispersion data for two cases involving contaminant dispersion in highly disturbed flows over urban and complex environments where the idealizations of horizontal homogeneity and/or temporal stationarity in the flow cannot be applied to simplify the problem. Furthermore, the methodology is applied to the case of reconstruction of multiple sources.

Implementing informative priors for heterogeneity in meta-analysis using meta-regression and pseudo data.

PubMed

Rhodes, Kirsty M; Turner, Rebecca M; White, Ian R; Jackson, Dan; Spiegelhalter, David J; Higgins, Julian P T

2016-12-20

Many meta-analyses combine results from only a small number of studies, a situation in which the between-study variance is imprecisely estimated when standard methods are applied. Bayesian meta-analysis allows incorporation of external evidence on heterogeneity, providing the potential for more robust inference on the effect size of interest. We present a method for performing Bayesian meta-analysis using data augmentation, in which we represent an informative conjugate prior for between-study variance by pseudo data and use meta-regression for estimation. To assist in this, we derive predictive inverse-gamma distributions for the between-study variance expected in future meta-analyses. These may serve as priors for heterogeneity in new meta-analyses. In a simulation study, we compare approximate Bayesian methods using meta-regression and pseudo data against fully Bayesian approaches based on importance sampling techniques and Markov chain Monte Carlo (MCMC). We compare the frequentist properties of these Bayesian methods with those of the commonly used frequentist DerSimonian and Laird procedure. The method is implemented in standard statistical software and provides a less complex alternative to standard MCMC approaches. An importance sampling approach produces almost identical results to standard MCMC approaches, and results obtained through meta-regression and pseudo data are very similar. On average, data augmentation provides closer results to MCMC, if implemented using restricted maximum likelihood estimation rather than DerSimonian and Laird or maximum likelihood estimation. The methods are applied to real datasets, and an extension to network meta-analysis is described. The proposed method facilitates Bayesian meta-analysis in a way that is accessible to applied researchers. © 2016 The Authors. Statistics in Medicine Published by John Wiley & Sons Ltd. © 2016 The Authors. Statistics in Medicine Published by John Wiley & Sons Ltd.

Sequential Inverse Problems Bayesian Principles and the Logistic Map Example

NASA Astrophysics Data System (ADS)

Duan, Lian; Farmer, Chris L.; Moroz, Irene M.

2010-09-01

Bayesian statistics provides a general framework for solving inverse problems, but is not without interpretation and implementation problems. This paper discusses difficulties arising from the fact that forward models are always in error to some extent. Using a simple example based on the one-dimensional logistic map, we argue that, when implementation problems are minimal, the Bayesian framework is quite adequate. In this paper the Bayesian Filter is shown to be able to recover excellent state estimates in the perfect model scenario (PMS) and to distinguish the PMS from the imperfect model scenario (IMS). Through a quantitative comparison of the way in which the observations are assimilated in both the PMS and the IMS scenarios, we suggest that one can, sometimes, measure the degree of imperfection.

Inverse modeling of Asian (222)Rn flux using surface air (222)Rn concentration.

PubMed

Hirao, Shigekazu; Yamazawa, Hiromi; Moriizumi, Jun

2010-11-01

When used with an atmospheric transport model, the (222)Rn flux distribution estimated in our previous study using soil transport theory caused underestimation of atmospheric (222)Rn concentrations as compared with measurements in East Asia. In this study, we applied a Bayesian synthesis inverse method to produce revised estimates of the annual (222)Rn flux density in Asia by using atmospheric (222)Rn concentrations measured at seven sites in East Asia. The Bayesian synthesis inverse method requires a prior estimate of the flux distribution and its uncertainties. The atmospheric transport model MM5/HIRAT and our previous estimate of the (222)Rn flux distribution as the prior value were used to generate new flux estimates for the eastern half of the Eurasian continent dividing into 10 regions. The (222)Rn flux densities estimated using the Bayesian inversion technique were generally higher than the prior flux densities. The area-weighted average (222)Rn flux density for Asia was estimated to be 33.0 mBq m(-2) s(-1), which is substantially higher than the prior value (16.7 mBq m(-2) s(-1)). The estimated (222)Rn flux densities decrease with increasing latitude as follows: Southeast Asia (36.7 mBq m(-2) s(-1)); East Asia (28.6 mBq m(-2) s(-1)) including China, Korean Peninsula and Japan; and Siberia (14.1 mBq m(-2) s(-1)). Increase of the newly estimated fluxes in Southeast Asia, China, Japan, and the southern part of Eastern Siberia from the prior ones contributed most significantly to improved agreement of the model-calculated concentrations with the atmospheric measurements. The sensitivity analysis of prior flux errors and effects of locally exhaled (222)Rn showed that the estimated fluxes in Northern and Central China, Korea, Japan, and the southern part of Eastern Siberia were robust, but that in Central Asia had a large uncertainty.

Sampling-free Bayesian inversion with adaptive hierarchical tensor representations

NASA Astrophysics Data System (ADS)

Eigel, Martin; Marschall, Manuel; Schneider, Reinhold

2018-03-01

A sampling-free approach to Bayesian inversion with an explicit polynomial representation of the parameter densities is developed, based on an affine-parametric representation of a linear forward model. This becomes feasible due to the complete treatment in function spaces, which requires an efficient model reduction technique for numerical computations. The advocated perspective yields the crucial benefit that error bounds can be derived for all occuring approximations, leading to provable convergence subject to the discretization parameters. Moreover, it enables a fully adaptive a posteriori control with automatic problem-dependent adjustments of the employed discretizations. The method is discussed in the context of modern hierarchical tensor representations, which are used for the evaluation of a random PDE (the forward model) and the subsequent high-dimensional quadrature of the log-likelihood, alleviating the ‘curse of dimensionality’. Numerical experiments demonstrate the performance and confirm the theoretical results.

Covariance specification and estimation to improve top-down Green House Gas emission estimates

NASA Astrophysics Data System (ADS)

Ghosh, S.; Lopez-Coto, I.; Prasad, K.; Whetstone, J. R.

2015-12-01

The National Institute of Standards and Technology (NIST) operates the North-East Corridor (NEC) project and the Indianapolis Flux Experiment (INFLUX) in order to develop measurement methods to quantify sources of Greenhouse Gas (GHG) emissions as well as their uncertainties in urban domains using a top down inversion method. Top down inversion updates prior knowledge using observations in a Bayesian way. One primary consideration in a Bayesian inversion framework is the covariance structure of (1) the emission prior residuals and (2) the observation residuals (i.e. the difference between observations and model predicted observations). These covariance matrices are respectively referred to as the prior covariance matrix and the model-data mismatch covariance matrix. It is known that the choice of these covariances can have large effect on estimates. The main objective of this work is to determine the impact of different covariance models on inversion estimates and their associated uncertainties in urban domains. We use a pseudo-data Bayesian inversion framework using footprints (i.e. sensitivities of tower measurements of GHGs to surface emissions) and emission priors (based on Hestia project to quantify fossil-fuel emissions) to estimate posterior emissions using different covariance schemes. The posterior emission estimates and uncertainties are compared to the hypothetical truth. We find that, if we correctly specify spatial variability and spatio-temporal variability in prior and model-data mismatch covariances respectively, then we can compute more accurate posterior estimates. We discuss few covariance models to introduce space-time interacting mismatches along with estimation of the involved parameters. We then compare several candidate prior spatial covariance models from the Matern covariance class and estimate their parameters with specified mismatches. We find that best-fitted prior covariances are not always best in recovering the truth. To achieve accuracy, we perform a sensitivity study to further tune covariance parameters. Finally, we introduce a shrinkage based sample covariance estimation technique for both prior and mismatch covariances. This technique allows us to achieve similar accuracy nonparametrically in a more efficient and automated way.

Bayesian inversion of seismic and electromagnetic data for marine gas reservoir characterization using multi-chain Markov chain Monte Carlo sampling

DOE Office of Scientific and Technical Information (OSTI.GOV)

Ren, Huiying; Ray, Jaideep; Hou, Zhangshuan

In this study we developed an efficient Bayesian inversion framework for interpreting marine seismic amplitude versus angle (AVA) and controlled source electromagnetic (CSEM) data for marine reservoir characterization. The framework uses a multi-chain Markov-chain Monte Carlo (MCMC) sampler, which is a hybrid of DiffeRential Evolution Adaptive Metropolis (DREAM) and Adaptive Metropolis (AM) samplers. The inversion framework is tested by estimating reservoir-fluid saturations and porosity based on marine seismic and CSEM data. The multi-chain MCMC is scalable in terms of the number of chains, and is useful for computationally demanding Bayesian model calibration in scientific and engineering problems. As a demonstration,more » the approach is used to efficiently and accurately estimate the porosity and saturations in a representative layered synthetic reservoir. The results indicate that the seismic AVA and CSEM joint inversion provides better estimation of reservoir saturations than the seismic AVA-only inversion, especially for the parameters in deep layers. The performance of the inversion approach for various levels of noise in observational data was evaluated – reasonable estimates can be obtained with noise levels up to 25%. Sampling efficiency due to the use of multiple chains was also checked and was found to have almost linear scalability.« less

Bayesian inversion of seismic and electromagnetic data for marine gas reservoir characterization using multi-chain Markov chain Monte Carlo sampling

NASA Astrophysics Data System (ADS)

Ren, Huiying; Ray, Jaideep; Hou, Zhangshuan; Huang, Maoyi; Bao, Jie; Swiler, Laura

2017-12-01

In this study we developed an efficient Bayesian inversion framework for interpreting marine seismic Amplitude Versus Angle and Controlled-Source Electromagnetic data for marine reservoir characterization. The framework uses a multi-chain Markov-chain Monte Carlo sampler, which is a hybrid of DiffeRential Evolution Adaptive Metropolis and Adaptive Metropolis samplers. The inversion framework is tested by estimating reservoir-fluid saturations and porosity based on marine seismic and Controlled-Source Electromagnetic data. The multi-chain Markov-chain Monte Carlo is scalable in terms of the number of chains, and is useful for computationally demanding Bayesian model calibration in scientific and engineering problems. As a demonstration, the approach is used to efficiently and accurately estimate the porosity and saturations in a representative layered synthetic reservoir. The results indicate that the seismic Amplitude Versus Angle and Controlled-Source Electromagnetic joint inversion provides better estimation of reservoir saturations than the seismic Amplitude Versus Angle only inversion, especially for the parameters in deep layers. The performance of the inversion approach for various levels of noise in observational data was evaluated - reasonable estimates can be obtained with noise levels up to 25%. Sampling efficiency due to the use of multiple chains was also checked and was found to have almost linear scalability.

Inverse and forward modeling under uncertainty using MRE-based Bayesian approach

NASA Astrophysics Data System (ADS)

Hou, Z.; Rubin, Y.

2004-12-01

A stochastic inverse approach for subsurface characterization is proposed and applied to shallow vadose zone at a winery field site in north California and to a gas reservoir at the Ormen Lange field site in the North Sea. The approach is formulated in a Bayesian-stochastic framework, whereby the unknown parameters are identified in terms of their statistical moments or their probabilities. Instead of the traditional single-valued estimation /prediction provided by deterministic methods, the approach gives a probability distribution for an unknown parameter. This allows calculating the mean, the mode, and the confidence interval, which is useful for a rational treatment of uncertainty and its consequences. The approach also allows incorporating data of various types and different error levels, including measurements of state variables as well as information such as bounds on or statistical moments of the unknown parameters, which may represent prior information. To obtain minimally subjective prior probabilities required for the Bayesian approach, the principle of Minimum Relative Entropy (MRE) is employed. The approach is tested in field sites for flow parameters identification and soil moisture estimation in the vadose zone and for gas saturation estimation at great depth below the ocean floor. Results indicate the potential of coupling various types of field data within a MRE-based Bayesian formalism for improving the estimation of the parameters of interest.

Using Tranformation Group Priors and Maximum Relative Entropy for Bayesian Glaciological Inversions

NASA Astrophysics Data System (ADS)

Arthern, R. J.; Hindmarsh, R. C. A.; Williams, C. R.

2014-12-01

One of the key advances that has allowed better simulations of the large ice sheets of Greenland and Antarctica has been the use of inverse methods. These have allowed poorly known parameters such as the basal drag coefficient and ice viscosity to be constrained using a wide variety of satellite observations. Inverse methods used by glaciologists have broadly followed one of two related approaches. The first is minimization of a cost function that describes the misfit to the observations, often accompanied by some kind of explicit or implicit regularization that promotes smallness or smoothness in the inverted parameters. The second approach is a probabilistic framework that makes use of Bayes' theorem to update prior assumptions about the probability of parameters, making use of data with known error estimates. Both approaches have much in common and questions of regularization often map onto implicit choices of prior probabilities that are made explicit in the Bayesian framework. In both approaches questions can arise that seem to demand subjective input. What should the functional form of the cost function be if there are alternatives? What kind of regularization should be applied, and how much? How should the prior probability distribution for a parameter such as basal slipperiness be specified when we know so little about the details of the subglacial environment? Here we consider some approaches that have been used to address these questions and discuss ways that probabilistic prior information used for regularizing glaciological inversions might be specified with greater objectivity.

On the Implications of A Priori Constraints in Transdimensional Bayesian Inversion for Continental Lithospheric Layering

NASA Astrophysics Data System (ADS)

Roy, C.; Romanowicz, B. A.

2017-12-01

Monte Carlo methods are powerful approaches to solve nonlinear problems and are becoming very popular in Earth sciences. One reason being that, at first glance, no constraints or explicit regularization of model parameters are required. At second glance, one might realize that regularization is done through a prior. The choice of this prior, however, is subjective, and with its choice, unintended or undesired extra information can be injected into the problem. The principal criticism of Bayesian methods is that the prior can be "tuned" in order to get the expected solution. Consequently, detractors of the Bayesian method could easily argue that the solution is influenced by the form of the prior distribution, which choice is subjective. Hence, models obtained with Monte Carlo methods are still highly debated. Here we investigate the influence of a priori constraints (i.e., fixed crustal discontinuities) on the posterior probability distributions of estimated parameters, that is, vertical polarized shear velocity VSV and radial anisotropy ξ, in a transdimensional Bayesian inversion for continental lithospheric structure. We follow upon the work of Calò et al. (2016), who jointly inverted converted phases (P to S) without deconvolution and surface wave dispersion data, to obtain 1-D radial anisotropic shear wave velocity profiles in the North American craton. We aim at verifying whether the strong lithospheric layering found in the stable part of the craton is robust with respect to artifacts that might be caused by the methodology used. We test the hypothesis that the observed midlithospheric discontinuities result from (1) fixed crustal discontinuities in the reference model and (2) a fixed Vp/Vs ratio. The synthetic tests on two Earth models show that a fixed Vp/Vs ratio does not introduce artificial layering, even if the assumed value is slightly wrong. This is an important finding for real data inversion where the true value is not always available or accurate. However, fixing crustal discontinuities can lead to the introduction of spurious layering, and this is not recommended. Additionally, allowing the Vp/Vs ratio to vary does not help preventing that. Applying the modified approach resulting from these tests to two stations (FRB and FCC) in the North American craton, we confirm the presence of at least one midlithospheric low-velocity layer. We also confirm the difficulty of consistently detecting the lithosphere-asthenosphere boundary in the craton.

Clustering and Bayesian hierarchical modeling for the definition of informative prior distributions in hydrogeology

NASA Astrophysics Data System (ADS)

Cucchi, K.; Kawa, N.; Hesse, F.; Rubin, Y.

2017-12-01

In order to reduce uncertainty in the prediction of subsurface flow and transport processes, practitioners should use all data available. However, classic inverse modeling frameworks typically only make use of information contained in in-situ field measurements to provide estimates of hydrogeological parameters. Such hydrogeological information about an aquifer is difficult and costly to acquire. In this data-scarce context, the transfer of ex-situ information coming from previously investigated sites can be critical for improving predictions by better constraining the estimation procedure. Bayesian inverse modeling provides a coherent framework to represent such ex-situ information by virtue of the prior distribution and combine them with in-situ information from the target site. In this study, we present an innovative data-driven approach for defining such informative priors for hydrogeological parameters at the target site. Our approach consists in two steps, both relying on statistical and machine learning methods. The first step is data selection; it consists in selecting sites similar to the target site. We use clustering methods for selecting similar sites based on observable hydrogeological features. The second step is data assimilation; it consists in assimilating data from the selected similar sites into the informative prior. We use a Bayesian hierarchical model to account for inter-site variability and to allow for the assimilation of multiple types of site-specific data. We present the application and validation of the presented methods on an established database of hydrogeological parameters. Data and methods are implemented in the form of an open-source R-package and therefore facilitate easy use by other practitioners.

Detection of Natural Fractures from Observed Surface Seismic Data Based on a Linear-Slip Model

NASA Astrophysics Data System (ADS)

Chen, Huaizhen; Zhang, Guangzhi

2018-03-01

Natural fractures play an important role in migration of hydrocarbon fluids. Based on a rock physics effective model, the linear-slip model, which defines fracture parameters (fracture compliances) for quantitatively characterizing the effects of fractures on rock total compliance, we propose a method to detect natural fractures from observed seismic data via inversion for the fracture compliances. We first derive an approximate PP-wave reflection coefficient in terms of fracture compliances. Using the approximate reflection coefficient, we derive azimuthal elastic impedance as a function of fracture compliances. An inversion method to estimate fracture compliances from seismic data is presented based on a Bayesian framework and azimuthal elastic impedance, which is implemented in a two-step procedure: a least-squares inversion for azimuthal elastic impedance and an iterative inversion for fracture compliances. We apply the inversion method to synthetic and real data to verify its stability and reasonability. Synthetic tests confirm that the method can make a stable estimation of fracture compliances in the case of seismic data containing a moderate signal-to-noise ratio for Gaussian noise, and the test on real data reveals that reasonable fracture compliances are obtained using the proposed method.

Bayesian statistical ionospheric tomography improved by incorporating ionosonde measurements

NASA Astrophysics Data System (ADS)

Norberg, Johannes; Virtanen, Ilkka I.; Roininen, Lassi; Vierinen, Juha; Orispää, Mikko; Kauristie, Kirsti; Lehtinen, Markku S.

2016-04-01

We validate two-dimensional ionospheric tomography reconstructions against EISCAT incoherent scatter radar measurements. Our tomography method is based on Bayesian statistical inversion with prior distribution given by its mean and covariance. We employ ionosonde measurements for the choice of the prior mean and covariance parameters and use the Gaussian Markov random fields as a sparse matrix approximation for the numerical computations. This results in a computationally efficient tomographic inversion algorithm with clear probabilistic interpretation. We demonstrate how this method works with simultaneous beacon satellite and ionosonde measurements obtained in northern Scandinavia. The performance is compared with results obtained with a zero-mean prior and with the prior mean taken from the International Reference Ionosphere 2007 model. In validating the results, we use EISCAT ultra-high-frequency incoherent scatter radar measurements as the ground truth for the ionization profile shape. We find that in comparison to the alternative prior information sources, ionosonde measurements improve the reconstruction by adding accurate information about the absolute value and the altitude distribution of electron density. With an ionosonde at continuous disposal, the presented method enhances stand-alone near-real-time ionospheric tomography for the given conditions significantly.

Elastic Properties of Novel Co- and CoNi-Based Superalloys Determined through Bayesian Inference and Resonant Ultrasound Spectroscopy

NASA Astrophysics Data System (ADS)

Goodlet, Brent R.; Mills, Leah; Bales, Ben; Charpagne, Marie-Agathe; Murray, Sean P.; Lenthe, William C.; Petzold, Linda; Pollock, Tresa M.

2018-06-01

Bayesian inference is employed to precisely evaluate single crystal elastic properties of novel γ -γ ' Co- and CoNi-based superalloys from simple and non-destructive resonant ultrasound spectroscopy (RUS) measurements. Nine alloys from three Co-, CoNi-, and Ni-based alloy classes were evaluated in the fully aged condition, with one alloy per class also evaluated in the solution heat-treated condition. Comparisons are made between the elastic properties of the three alloy classes and among the alloys of a single class, with the following trends observed. A monotonic rise in the c_{44} (shear) elastic constant by a total of 12 pct is observed between the three alloy classes as Co is substituted for Ni. Elastic anisotropy ( A) is also increased, with a large majority of the nearly 13 pct increase occurring after Co becomes the dominant constituent. Together the five CoNi alloys, with Co:Ni ratios from 1:1 to 1.5:1, exhibited remarkably similar properties with an average A 1.8 pct greater than the Ni-based alloy CMSX-4. Custom code demonstrating a substantial advance over previously reported methods for RUS inversion is also reported here for the first time. CmdStan-RUS is built upon the open-source probabilistic programing language of Stan and formulates the inverse problem using Bayesian methods. Bayesian posterior distributions are efficiently computed with Hamiltonian Monte Carlo (HMC), while initial parameterization is randomly generated from weakly informative prior distributions. Remarkably robust convergence behavior is demonstrated across multiple independent HMC chains in spite of initial parameterization often very far from actual parameter values. Experimental procedures are substantially simplified by allowing any arbitrary misorientation between the specimen and crystal axes, as elastic properties and misorientation are estimated simultaneously.

Bayesian inversion of seismic and electromagnetic data for marine gas reservoir characterization using multi-chain Markov chain Monte Carlo sampling

DOE PAGES

Ren, Huiying; Ray, Jaideep; Hou, Zhangshuan; ...

2017-10-17

In this paper we developed an efficient Bayesian inversion framework for interpreting marine seismic Amplitude Versus Angle and Controlled-Source Electromagnetic data for marine reservoir characterization. The framework uses a multi-chain Markov-chain Monte Carlo sampler, which is a hybrid of DiffeRential Evolution Adaptive Metropolis and Adaptive Metropolis samplers. The inversion framework is tested by estimating reservoir-fluid saturations and porosity based on marine seismic and Controlled-Source Electromagnetic data. The multi-chain Markov-chain Monte Carlo is scalable in terms of the number of chains, and is useful for computationally demanding Bayesian model calibration in scientific and engineering problems. As a demonstration, the approach ismore » used to efficiently and accurately estimate the porosity and saturations in a representative layered synthetic reservoir. The results indicate that the seismic Amplitude Versus Angle and Controlled-Source Electromagnetic joint inversion provides better estimation of reservoir saturations than the seismic Amplitude Versus Angle only inversion, especially for the parameters in deep layers. The performance of the inversion approach for various levels of noise in observational data was evaluated — reasonable estimates can be obtained with noise levels up to 25%. Sampling efficiency due to the use of multiple chains was also checked and was found to have almost linear scalability.« less

Bayesian inversion of seismic and electromagnetic data for marine gas reservoir characterization using multi-chain Markov chain Monte Carlo sampling

DOE Office of Scientific and Technical Information (OSTI.GOV)

Ren, Huiying; Ray, Jaideep; Hou, Zhangshuan

In this paper we developed an efficient Bayesian inversion framework for interpreting marine seismic Amplitude Versus Angle and Controlled-Source Electromagnetic data for marine reservoir characterization. The framework uses a multi-chain Markov-chain Monte Carlo sampler, which is a hybrid of DiffeRential Evolution Adaptive Metropolis and Adaptive Metropolis samplers. The inversion framework is tested by estimating reservoir-fluid saturations and porosity based on marine seismic and Controlled-Source Electromagnetic data. The multi-chain Markov-chain Monte Carlo is scalable in terms of the number of chains, and is useful for computationally demanding Bayesian model calibration in scientific and engineering problems. As a demonstration, the approach ismore » used to efficiently and accurately estimate the porosity and saturations in a representative layered synthetic reservoir. The results indicate that the seismic Amplitude Versus Angle and Controlled-Source Electromagnetic joint inversion provides better estimation of reservoir saturations than the seismic Amplitude Versus Angle only inversion, especially for the parameters in deep layers. The performance of the inversion approach for various levels of noise in observational data was evaluated — reasonable estimates can be obtained with noise levels up to 25%. Sampling efficiency due to the use of multiple chains was also checked and was found to have almost linear scalability.« less

Efficient Bayesian parameter estimation with implicit sampling and surrogate modeling for a vadose zone hydrological problem

NASA Astrophysics Data System (ADS)

Liu, Y.; Pau, G. S. H.; Finsterle, S.

2015-12-01

Parameter inversion involves inferring the model parameter values based on sparse observations of some observables. To infer the posterior probability distributions of the parameters, Markov chain Monte Carlo (MCMC) methods are typically used. However, the large number of forward simulations needed and limited computational resources limit the complexity of the hydrological model we can use in these methods. In view of this, we studied the implicit sampling (IS) method, an efficient importance sampling technique that generates samples in the high-probability region of the posterior distribution and thus reduces the number of forward simulations that we need to run. For a pilot-point inversion of a heterogeneous permeability field based on a synthetic ponded infiltration experiment simu­lated with TOUGH2 (a subsurface modeling code), we showed that IS with linear map provides an accurate Bayesian description of the parameterized permeability field at the pilot points with just approximately 500 forward simulations. We further studied the use of surrogate models to improve the computational efficiency of parameter inversion. We implemented two reduced-order models (ROMs) for the TOUGH2 forward model. One is based on polynomial chaos expansion (PCE), of which the coefficients are obtained using the sparse Bayesian learning technique to mitigate the "curse of dimensionality" of the PCE terms. The other model is Gaussian process regression (GPR) for which different covariance, likelihood and inference models are considered. Preliminary results indicate that ROMs constructed based on the prior parameter space perform poorly. It is thus impractical to replace this hydrological model by a ROM directly in a MCMC method. However, the IS method can work with a ROM constructed for parameters in the close vicinity of the maximum a posteriori probability (MAP) estimate. We will discuss the accuracy and computational efficiency of using ROMs in the implicit sampling procedure for the hydrological problem considered. This work was supported, in part, by the U.S. Dept. of Energy under Contract No. DE-AC02-05CH11231

Bayesian inversion of marine CSEM data from the Scarborough gas field using a transdimensional 2-D parametrization

NASA Astrophysics Data System (ADS)

Ray, Anandaroop; Key, Kerry; Bodin, Thomas; Myer, David; Constable, Steven

2014-12-01

We apply a reversible-jump Markov chain Monte Carlo method to sample the Bayesian posterior model probability density function of 2-D seafloor resistivity as constrained by marine controlled source electromagnetic data. This density function of earth models conveys information on which parts of the model space are illuminated by the data. Whereas conventional gradient-based inversion approaches require subjective regularization choices to stabilize this highly non-linear and non-unique inverse problem and provide only a single solution with no model uncertainty information, the method we use entirely avoids model regularization. The result of our approach is an ensemble of models that can be visualized and queried to provide meaningful information about the sensitivity of the data to the subsurface, and the level of resolution of model parameters. We represent models in 2-D using a Voronoi cell parametrization. To make the 2-D problem practical, we use a source-receiver common midpoint approximation with 1-D forward modelling. Our algorithm is transdimensional and self-parametrizing where the number of resistivity cells within a 2-D depth section is variable, as are their positions and geometries. Two synthetic studies demonstrate the algorithm's use in the appraisal of a thin, segmented, resistive reservoir which makes for a challenging exploration target. As a demonstration example, we apply our method to survey data collected over the Scarborough gas field on the Northwest Australian shelf.

A compressive sensing-based computational method for the inversion of wide-band ground penetrating radar data

NASA Astrophysics Data System (ADS)

Gelmini, A.; Gottardi, G.; Moriyama, T.

2017-10-01

This work presents an innovative computational approach for the inversion of wideband ground penetrating radar (GPR) data. The retrieval of the dielectric characteristics of sparse scatterers buried in a lossy soil is performed by combining a multi-task Bayesian compressive sensing (MT-BCS) solver and a frequency hopping (FH) strategy. The developed methodology is able to benefit from the regularization capabilities of the MT-BCS as well as to exploit the multi-chromatic informative content of GPR measurements. A set of numerical results is reported in order to assess the effectiveness of the proposed GPR inverse scattering technique, as well as to compare it to a simpler single-task implementation.

The Collaborative Seismic Earth Model: Generation 1

NASA Astrophysics Data System (ADS)

Fichtner, Andreas; van Herwaarden, Dirk-Philip; Afanasiev, Michael; SimutÄ--, SaulÄ--; Krischer, Lion; ćubuk-Sabuncu, Yeşim; Taymaz, Tuncay; Colli, Lorenzo; Saygin, Erdinc; Villaseñor, Antonio; Trampert, Jeannot; Cupillard, Paul; Bunge, Hans-Peter; Igel, Heiner

2018-05-01

We present a general concept for evolutionary, collaborative, multiscale inversion of geophysical data, specifically applied to the construction of a first-generation Collaborative Seismic Earth Model. This is intended to address the limited resources of individual researchers and the often limited use of previously accumulated knowledge. Model evolution rests on a Bayesian updating scheme, simplified into a deterministic method that honors today's computational restrictions. The scheme is able to harness distributed human and computing power. It furthermore handles conflicting updates, as well as variable parameterizations of different model refinements or different inversion techniques. The first-generation Collaborative Seismic Earth Model comprises 12 refinements from full seismic waveform inversion, ranging from regional crustal- to continental-scale models. A global full-waveform inversion ensures that regional refinements translate into whole-Earth structure.

Extreme-Scale Bayesian Inference for Uncertainty Quantification of Complex Simulations

DOE Office of Scientific and Technical Information (OSTI.GOV)

Biros, George

Uncertainty quantification (UQ)—that is, quantifying uncertainties in complex mathematical models and their large-scale computational implementations—is widely viewed as one of the outstanding challenges facing the field of CS&E over the coming decade. The EUREKA project set to address the most difficult class of UQ problems: those for which both the underlying PDE model as well as the uncertain parameters are of extreme scale. In the project we worked on these extreme-scale challenges in the following four areas: 1. Scalable parallel algorithms for sampling and characterizing the posterior distribution that exploit the structure of the underlying PDEs and parameter-to-observable map. Thesemore » include structure-exploiting versions of the randomized maximum likelihood method, which aims to overcome the intractability of employing conventional MCMC methods for solving extreme-scale Bayesian inversion problems by appealing to and adapting ideas from large-scale PDE-constrained optimization, which have been very successful at exploring high-dimensional spaces. 2. Scalable parallel algorithms for construction of prior and likelihood functions based on learning methods and non-parametric density estimation. Constructing problem-specific priors remains a critical challenge in Bayesian inference, and more so in high dimensions. Another challenge is construction of likelihood functions that capture unmodeled couplings between observations and parameters. We will create parallel algorithms for non-parametric density estimation using high dimensional N-body methods and combine them with supervised learning techniques for the construction of priors and likelihood functions. 3. Bayesian inadequacy models, which augment physics models with stochastic models that represent their imperfections. The success of the Bayesian inference framework depends on the ability to represent the uncertainty due to imperfections of the mathematical model of the phenomena of interest. This is a central challenge in UQ, especially for large-scale models. We propose to develop the mathematical tools to address these challenges in the context of extreme-scale problems. 4. Parallel scalable algorithms for Bayesian optimal experimental design (OED). Bayesian inversion yields quantified uncertainties in the model parameters, which can be propagated forward through the model to yield uncertainty in outputs of interest. This opens the way for designing new experiments to reduce the uncertainties in the model parameters and model predictions. Such experimental design problems have been intractable for large-scale problems using conventional methods; we will create OED algorithms that exploit the structure of the PDE model and the parameter-to-output map to overcome these challenges. Parallel algorithms for these four problems were created, analyzed, prototyped, implemented, tuned, and scaled up for leading-edge supercomputers, including UT-Austin’s own 10 petaflops Stampede system, ANL’s Mira system, and ORNL’s Titan system. While our focus is on fundamental mathematical/computational methods and algorithms, we will assess our methods on model problems derived from several DOE mission applications, including multiscale mechanics and ice sheet dynamics.« less

Inferring Fault Frictional and Reservoir Hydraulic Properties From Injection-Induced Seismicity

NASA Astrophysics Data System (ADS)

Jagalur-Mohan, Jayanth; Jha, Birendra; Wang, Zheng; Juanes, Ruben; Marzouk, Youssef

2018-02-01

Characterizing the rheological properties of faults and the evolution of fault friction during seismic slip are fundamental problems in geology and seismology. Recent increases in the frequency of induced earthquakes have intensified the need for robust methods to estimate fault properties. Here we present a novel approach for estimation of aquifer and fault properties, which combines coupled multiphysics simulation of injection-induced seismicity with adaptive surrogate-based Bayesian inversion. In a synthetic 2-D model, we use aquifer pressure, ground displacements, and fault slip measurements during fluid injection to estimate the dynamic fault friction, the critical slip distance, and the aquifer permeability. Our forward model allows us to observe nonmonotonic evolutions of shear traction and slip on the fault resulting from the interplay of several physical mechanisms, including injection-induced aquifer expansion, stress transfer along the fault, and slip-induced stress relaxation. This interplay provides the basis for a successful joint inversion of induced seismicity, yielding well-informed Bayesian posterior distributions of dynamic friction and critical slip. We uncover an inverse relationship between dynamic friction and critical slip distance, which is in agreement with the small dynamic friction and large critical slip reported during seismicity on mature faults.

Free will in Bayesian and inverse Bayesian inference-driven endo-consciousness.

PubMed

Gunji, Yukio-Pegio; Minoura, Mai; Kojima, Kei; Horry, Yoichi

2017-12-01

How can we link challenging issues related to consciousness and/or qualia with natural science? The introduction of endo-perspective, instead of exo-perspective, as proposed by Matsuno, Rössler, and Gunji, is considered one of the most promising candidate approaches. Here, we distinguish the endo-from the exo-perspective in terms of whether the external is or is not directly operated. In the endo-perspective, the external can be neither perceived nor recognized directly; rather, one can only indirectly summon something outside of the perspective, which can be illustrated by a causation-reversal pair. On one hand, causation logically proceeds from the cause to the effect. On the other hand, a reversal from the effect to the cause is non-logical and is equipped with a metaphorical structure. We argue that the differences in exo- and endo-perspectives result not from the difference between Western and Eastern cultures, but from differences between modernism and animism. Here, a causation-reversal pair described using a pair of upward (from premise to consequence) and downward (from consequence to premise) causation and a pair of Bayesian and inverse Bayesian inference (BIB inference). Accordingly, the notion of endo-consciousness is proposed as an agent equipped with BIB inference. We also argue that BIB inference can yield both highly efficient computations through Bayesian interference and robust computations through inverse Bayesian inference. By adapting a logical model of the free will theorem to the BIB inference, we show that endo-consciousness can explain free will as a regression of the controllability of voluntary action. Copyright © 2017. Published by Elsevier Ltd.

Ultrafast current imaging by Bayesian inversion

DOE Data Explorer

Somnath, Suhas; Law, Kody J. H.; Morozovska, Anna; Maksymovych, Petro; Kim, Yunseok; Lu, Xiaoli; Alexe, Marin; Archibald, Richard K; Kalinin, Sergei V; Jesse, Stephen; Vasudevan, Rama K

2016-01-01

Spectroscopic measurements of current-voltage curves in scanning probe microscopy is the earliest and one of the most common methods for characterizing local energy-dependent electronic properties, providing insight into superconductive, semiconductor, and memristive behaviors. However, the quasistatic nature of these measurements renders them extremely slow. Here, we demonstrate a fundamentally new approach for dynamic spectroscopic current imaging via full information capture and Bayesian inference analysis. This "general-mode I-V"method allows three orders of magnitude faster rates than presently possible. The technique is demonstrated by acquiring I-V curves in ferroelectric nanocapacitors, yielding >100,000 I-V curves in <20 minutes. This allows detection of switching currents in the nanoscale capacitors, as well as determination of dielectric constant. These experiments show the potential for the use of full information capture and Bayesian inference towards extracting physics from rapid I-V measurements, and can be used for transport measurements in both atomic force and scanning tunneling microscopy. The data was analyzed using pycroscopy - an open-source python package available at https://github.com/pycroscopy/pycroscopy

Some practical aspects of prestack waveform inversion using a genetic algorithm: An example from the east Texas Woodbine gas sand

DOE Office of Scientific and Technical Information (OSTI.GOV)

Mallick, S.

1999-03-01

In this paper, a prestack inversion method using a genetic algorithm (GA) is presented, and issues relating to the implementation of prestack GA inversion in practice are discussed. GA is a Monte-Carlo type inversion, using a natural analogy to the biological evolution process. When GA is cast into a Bayesian framework, a priori information of the model parameters and the physics of the forward problem are used to compute synthetic data. These synthetic data can then be matched with observations to obtain approximate estimates of the marginal a posteriori probability density (PPD) functions in the model space. Plots of thesemore » PPD functions allow an interpreter to choose models which best describe the specific geologic setting and lead to an accurate prediction of seismic lithology. Poststack inversion and prestack GA inversion were applied to a Woodbine gas sand data set from East Texas. A comparison of prestack inversion with poststack inversion demonstrates that prestack inversion shows detailed stratigraphic features of the subsurface which are not visible on the poststack inversion.« less

A Bayesian Analysis of the Post-seismic Deformation of the Great 11 March 2011 Tohoku-Oki (Mw 9.0) Earthquake: Implications for Future Earthquake Occurrence

NASA Astrophysics Data System (ADS)

Ortega Culaciati, F. H.; Simons, M.; Minson, S. E.; Owen, S. E.; Moore, A. W.; Hetland, E. A.

2011-12-01

We aim to quantify the spatial distribution of after-slip following the Great 11 March 2011 Tohoku-Oki (Mw 9.0) earthquake and its implications for the occurrence of a future Great Earthquake, particularly in the Ibaraki region of Japan. We use a Bayesian approach (CATMIP algorithm), constrained by on-land Geonet GPS time series, to infer models of after-slip to date in the Japan megathrust. Unlike traditional inverse methods, in which a single optimum model is found, the Bayesian approach allows a complete characterization of the model parameter space by searching a-posteriori estimates of the range of plausible models. We use the Kullback-Liebler information divergence as a metric of the information gain on each subsurface slip patch, to quantify the extent to which land-based geodetic observations can constrain the upper parts of the megathrust, where the Great Tohoku-Oki earthquake took place. We aim to understand the relationships of spatial distribution of fault slip behavior in the different stages of the seismic cycle. We compare our post-seismic slip distributions to inter- and co-seismic slip distributions obtained through a Bayesian methodology as well as through traditional (optimization) inverse estimates in the published literature. We discuss implications of these analyses for the occurrence of a large earthquake in the Japan megathrust regions adjacent to the Great Tohoku-Oki earthquake.

Period-dependent source rupture behavior of the 2011 Tohoku earthquake estimated by multi period-band Bayesian waveform inversion

NASA Astrophysics Data System (ADS)

Kubo, H.; Asano, K.; Iwata, T.; Aoi, S.

2014-12-01

Previous studies for the period-dependent source characteristics of the 2011 Tohoku earthquake (e.g., Koper et al., 2011; Lay et al., 2012) were based on the short and long period source models using different method. Kubo et al. (2013) obtained source models of the 2011 Tohoku earthquake using multi period-bands waveform data by a common inversion method and discussed its period-dependent source characteristics. In this study, to achieve more in detail spatiotemporal source rupture behavior of this event, we introduce a new fault surface model having finer sub-fault size and estimate the source models in multi period-bands using a Bayesian inversion method combined with a multi-time-window method. Three components of velocity waveforms at 25 stations of K-NET, KiK-net, and F-net of NIED are used in this analysis. The target period band is 10-100 s. We divide this period band into three period bands (10-25 s, 25-50 s, and 50-100 s) and estimate a kinematic source model in each period band using a Bayesian inversion method with MCMC sampling (e.g., Fukuda & Johnson, 2008; Minson et al., 2013, 2014). The parameterization of spatiotemporal slip distribution follows the multi-time-window method (Hartzell & Heaton, 1983). The Green's functions are calculated by the 3D FDM (GMS; Aoi & Fujiwara, 1999) using a 3D velocity structure model (JIVSM; Koketsu et al., 2012). The assumed fault surface model is based on the Pacific plate boundary of JIVSM and is divided into 384 subfaults of about 16 * 16 km^2. The estimated source models in multi period-bands show the following source image: (1) First deep rupture off Miyagi at 0-60 s toward down-dip mostly radiating relatively short period (10-25 s) seismic waves. (2) Shallow rupture off Miyagi at 45-90 s toward up-dip with long duration radiating long period (50-100 s) seismic wave. (3) Second deep rupture off Miyagi at 60-105 s toward down-dip radiating longer period seismic waves then that of the first deep rupture. (4) Deep rupture off Fukushima at 90-135 s. The dominant-period difference of the seismic-wave radiation between two deep ruptures off Miyagi may result from the mechanism that small-scale heterogeneities on the fault are removed by the first rupture. This difference can be also interpreted by the concept of multi-scale dynamic rupture (Ide & Aochi, 2005).

The Approximate Bayesian Computation methods in the localization of the atmospheric contamination source

NASA Astrophysics Data System (ADS)

Kopka, P.; Wawrzynczak, A.; Borysiewicz, M.

2015-09-01

In many areas of application, a central problem is a solution to the inverse problem, especially estimation of the unknown model parameters to model the underlying dynamics of a physical system precisely. In this situation, the Bayesian inference is a powerful tool to combine observed data with prior knowledge to gain the probability distribution of searched parameters. We have applied the modern methodology named Sequential Approximate Bayesian Computation (S-ABC) to the problem of tracing the atmospheric contaminant source. The ABC is technique commonly used in the Bayesian analysis of complex models and dynamic system. Sequential methods can significantly increase the efficiency of the ABC. In the presented algorithm, the input data are the on-line arriving concentrations of released substance registered by distributed sensor network from OVER-LAND ATMOSPHERIC DISPERSION (OLAD) experiment. The algorithm output are the probability distributions of a contamination source parameters i.e. its particular location, release rate, speed and direction of the movement, start time and duration. The stochastic approach presented in this paper is completely general and can be used in other fields where the parameters of the model bet fitted to the observable data should be found.

Logarithmic Laplacian Prior Based Bayesian Inverse Synthetic Aperture Radar Imaging.

PubMed

Zhang, Shuanghui; Liu, Yongxiang; Li, Xiang; Bi, Guoan

2016-04-28

This paper presents a novel Inverse Synthetic Aperture Radar Imaging (ISAR) algorithm based on a new sparse prior, known as the logarithmic Laplacian prior. The newly proposed logarithmic Laplacian prior has a narrower main lobe with higher tail values than the Laplacian prior, which helps to achieve performance improvement on sparse representation. The logarithmic Laplacian prior is used for ISAR imaging within the Bayesian framework to achieve better focused radar image. In the proposed method of ISAR imaging, the phase errors are jointly estimated based on the minimum entropy criterion to accomplish autofocusing. The maximum a posterior (MAP) estimation and the maximum likelihood estimation (MLE) are utilized to estimate the model parameters to avoid manually tuning process. Additionally, the fast Fourier Transform (FFT) and Hadamard product are used to minimize the required computational efficiency. Experimental results based on both simulated and measured data validate that the proposed algorithm outperforms the traditional sparse ISAR imaging algorithms in terms of resolution improvement and noise suppression.

Estimating uncertainties in complex joint inverse problems

NASA Astrophysics Data System (ADS)

Afonso, Juan Carlos

2016-04-01

Sources of uncertainty affecting geophysical inversions can be classified either as reflective (i.e. the practitioner is aware of her/his ignorance) or non-reflective (i.e. the practitioner does not know that she/he does not know!). Although we should be always conscious of the latter, the former are the ones that, in principle, can be estimated either empirically (by making measurements or collecting data) or subjectively (based on the experience of the researchers). For complex parameter estimation problems in geophysics, subjective estimation of uncertainty is the most common type. In this context, probabilistic (aka Bayesian) methods are commonly claimed to offer a natural and realistic platform from which to estimate model uncertainties. This is because in the Bayesian approach, errors (whatever their nature) can be naturally included as part of the global statistical model, the solution of which represents the actual solution to the inverse problem. However, although we agree that probabilistic inversion methods are the most powerful tool for uncertainty estimation, the common claim that they produce "realistic" or "representative" uncertainties is not always justified. Typically, ALL UNCERTAINTY ESTIMATES ARE MODEL DEPENDENT, and therefore, besides a thorough characterization of experimental uncertainties, particular care must be paid to the uncertainty arising from model errors and input uncertainties. We recall here two quotes by G. Box and M. Gunzburger, respectively, of special significance for inversion practitioners and for this session: "…all models are wrong, but some are useful" and "computational results are believed by no one, except the person who wrote the code". In this presentation I will discuss and present examples of some problems associated with the estimation and quantification of uncertainties in complex multi-observable probabilistic inversions, and how to address them. Although the emphasis will be on sources of uncertainty related to the forward and statistical models, I will also address other uncertainties associated with data and uncertainty propagation.

Stochastic inversion of time-lapse geophysical data to characterize the vadose zone at the Arrenaes field site (Denmark)

NASA Astrophysics Data System (ADS)

Marie, S.; Irving, J. D.; Looms, M. C.; Nielsen, L.; Holliger, K.

2011-12-01

Geophysical methods such as ground-penetrating radar (GPR) can provide valuable information on the hydrological properties of the vadose zone. In particular, there is evidence to suggest that the stochastic inversion of such data may allow for significant reductions in uncertainty regarding subsurface van-Genuchten-Mualem (VGM) parameters, which characterize unsaturated hydrodynamic behaviour as defined by the combination of the water retention and hydraulic conductivity functions. A significant challenge associated with the use of geophysical methods in a hydrological context is that they generally exhibit an indirect and/or weak sensitivity to the hydraulic parameters of interest. A novel and increasingly popular means of addressing this issue involves the acquisition of geophysical data in a time-lapse fashion while changes occur in the hydrological condition of the probed subsurface region. Another significant challenge when attempting to use geophysical data for the estimation of subsurface hydrological properties is the inherent non-linearity and non-uniqueness of the corresponding inverse problems. Stochastic inversion approaches have the advantage of providing a comprehensive exploration of the model space, which makes them ideally suited for addressing such issues. In this work, we present the stochastic inversion of time-lapse zero-offset-profile (ZOP) crosshole GPR traveltime data, collected during a forced infiltration experiment at the Arreneas field site in Denmark, in order to estimate subsurface VGM parameters and their corresponding uncertainties. We do this using a Bayesian Markov-chain-Monte-Carlo (MCMC) inversion approach. We find that the Bayesian-MCMC methodology indeed allows for a substantial refinement in the inferred posterior parameter distributions of the VGM parameters as compared to the corresponding priors. To further understand the potential impact on capturing the underlying hydrological behaviour, we also explore how the posterior VGM parameter distributions affect the hydrodynamic characteristics. In doing so, we find clear evidence that the approach pursued in this study allows for effective characterization of the hydrological behaviour of the probed subsurface region.

The Variability and Interpretation of Earthquake Source Mechanisms in The Geysers Geothermal Field From a Bayesian Standpoint Based on the Choice of a Noise Model

NASA Astrophysics Data System (ADS)

Mustać, Marija; Tkalčić, Hrvoje; Burky, Alexander L.

2018-01-01

Moment tensor (MT) inversion studies of events in The Geysers geothermal field mostly focused on microseismicity and found a large number of earthquakes with significant non-double-couple (non-DC) seismic radiation. Here we concentrate on the largest events in the area in recent years using a hierarchical Bayesian MT inversion. Initially, we show that the non-DC components of the MT can be reliably retrieved using regional waveform data from a small number of stations. Subsequently, we present results for a number of events and show that accounting for noise correlations can lead to retrieval of a lower isotropic (ISO) component and significantly different focal mechanisms. We compute the Bayesian evidence to compare solutions obtained with different assumptions of the noise covariance matrix. Although a diagonal covariance matrix produces a better waveform fit, inversions that account for noise correlations via an empirically estimated noise covariance matrix account for interdependences of data errors and are preferred from a Bayesian point of view. This implies that improper treatment of data noise in waveform inversions can result in fitting the noise and misinterpreting the non-DC components. Finally, one of the analyzed events is characterized as predominantly DC, while the others still have significant non-DC components, probably as a result of crack opening, which is a reasonable hypothesis for The Geysers geothermal field geological setting.

Wavelet extractor: A Bayesian well-tie and wavelet extraction program

NASA Astrophysics Data System (ADS)

Gunning, James; Glinsky, Michael E.

2006-06-01

We introduce a new open-source toolkit for the well-tie or wavelet extraction problem of estimating seismic wavelets from seismic data, time-to-depth information, and well-log suites. The wavelet extraction model is formulated as a Bayesian inverse problem, and the software will simultaneously estimate wavelet coefficients, other parameters associated with uncertainty in the time-to-depth mapping, positioning errors in the seismic imaging, and useful amplitude-variation-with-offset (AVO) related parameters in multi-stack extractions. It is capable of multi-well, multi-stack extractions, and uses continuous seismic data-cube interpolation to cope with the problem of arbitrary well paths. Velocity constraints in the form of checkshot data, interpreted markers, and sonic logs are integrated in a natural way. The Bayesian formulation allows computation of full posterior uncertainties of the model parameters, and the important problem of the uncertain wavelet span is addressed uses a multi-model posterior developed from Bayesian model selection theory. The wavelet extraction tool is distributed as part of the Delivery seismic inversion toolkit. A simple log and seismic viewing tool is included in the distribution. The code is written in Java, and thus platform independent, but the Seismic Unix (SU) data model makes the inversion particularly suited to Unix/Linux environments. It is a natural companion piece of software to Delivery, having the capacity to produce maximum likelihood wavelet and noise estimates, but will also be of significant utility to practitioners wanting to produce wavelet estimates for other inversion codes or purposes. The generation of full parameter uncertainties is a crucial function for workers wishing to investigate questions of wavelet stability before proceeding to more advanced inversion studies.

Real-time inversions for finite fault slip models and rupture geometry based on high-rate GPS data

USGS Publications Warehouse

Minson, Sarah E.; Murray, Jessica R.; Langbein, John O.; Gomberg, Joan S.

2015-01-01

We present an inversion strategy capable of using real-time high-rate GPS data to simultaneously solve for a distributed slip model and fault geometry in real time as a rupture unfolds. We employ Bayesian inference to find the optimal fault geometry and the distribution of possible slip models for that geometry using a simple analytical solution. By adopting an analytical Bayesian approach, we can solve this complex inversion problem (including calculating the uncertainties on our results) in real time. Furthermore, since the joint inversion for distributed slip and fault geometry can be computed in real time, the time required to obtain a source model of the earthquake does not depend on the computational cost. Instead, the time required is controlled by the duration of the rupture and the time required for information to propagate from the source to the receivers. We apply our modeling approach, called Bayesian Evidence-based Fault Orientation and Real-time Earthquake Slip, to the 2011 Tohoku-oki earthquake, 2003 Tokachi-oki earthquake, and a simulated Hayward fault earthquake. In all three cases, the inversion recovers the magnitude, spatial distribution of slip, and fault geometry in real time. Since our inversion relies on static offsets estimated from real-time high-rate GPS data, we also present performance tests of various approaches to estimating quasi-static offsets in real time. We find that the raw high-rate time series are the best data to use for determining the moment magnitude of the event, but slightly smoothing the raw time series helps stabilize the inversion for fault geometry.

Estimation of spatially varying heat transfer coefficient from a flat plate with flush mounted heat sources using Bayesian inference

NASA Astrophysics Data System (ADS)

Jakkareddy, Pradeep S.; Balaji, C.

2016-09-01

This paper employs the Bayesian based Metropolis Hasting - Markov Chain Monte Carlo algorithm to solve inverse heat transfer problem of determining the spatially varying heat transfer coefficient from a flat plate with flush mounted discrete heat sources with measured temperatures at the bottom of the plate. The Nusselt number is assumed to be of the form Nu = aReb(x/l)c . To input reasonable values of ’a’ and ‘b’ into the inverse problem, first limited two dimensional conjugate convection simulations were done with Comsol. Based on the guidance from this different values of ‘a’ and ‘b’ are input to a computationally less complex problem of conjugate conduction in the flat plate (15mm thickness) and temperature distributions at the bottom of the plate which is a more convenient location for measuring the temperatures without disturbing the flow were obtained. Since the goal of this work is to demonstrate the eficiacy of the Bayesian approach to accurately retrieve ‘a’ and ‘b’, numerically generated temperatures with known values of ‘a’ and ‘b’ are treated as ‘surrogate’ experimental data. The inverse problem is then solved by repeatedly using the forward solutions together with the MH-MCMC aprroach. To speed up the estimation, the forward model is replaced by an artificial neural network. The mean, maximum-a-posteriori and standard deviation of the estimated parameters ‘a’ and ‘b’ are reported. The robustness of the proposed method is examined, by synthetically adding noise to the temperatures.

Bayesian inversion of refraction seismic traveltime data

NASA Astrophysics Data System (ADS)

Ryberg, T.; Haberland, Ch

2018-03-01

We apply a Bayesian Markov chain Monte Carlo (McMC) formalism to the inversion of refraction seismic, traveltime data sets to derive 2-D velocity models below linear arrays (i.e. profiles) of sources and seismic receivers. Typical refraction data sets, especially when using the far-offset observations, are known as having experimental geometries which are very poor, highly ill-posed and far from being ideal. As a consequence, the structural resolution quickly degrades with depth. Conventional inversion techniques, based on regularization, potentially suffer from the choice of appropriate inversion parameters (i.e. number and distribution of cells, starting velocity models, damping and smoothing constraints, data noise level, etc.) and only local model space exploration. McMC techniques are used for exhaustive sampling of the model space without the need of prior knowledge (or assumptions) of inversion parameters, resulting in a large number of models fitting the observations. Statistical analysis of these models allows to derive an average (reference) solution and its standard deviation, thus providing uncertainty estimates of the inversion result. The highly non-linear character of the inversion problem, mainly caused by the experiment geometry, does not allow to derive a reference solution and error map by a simply averaging procedure. We present a modified averaging technique, which excludes parts of the prior distribution in the posterior values due to poor ray coverage, thus providing reliable estimates of inversion model properties even in those parts of the models. The model is discretized by a set of Voronoi polygons (with constant slowness cells) or a triangulated mesh (with interpolation within the triangles). Forward traveltime calculations are performed by a fast, finite-difference-based eikonal solver. The method is applied to a data set from a refraction seismic survey from Northern Namibia and compared to conventional tomography. An inversion test for a synthetic data set from a known model is also presented.

An Adaptive Model of Student Performance Using Inverse Bayes

ERIC Educational Resources Information Center

Lang, Charles

2014-01-01

This article proposes a coherent framework for the use of Inverse Bayesian estimation to summarize and make predictions about student behaviour in adaptive educational settings. The Inverse Bayes Filter utilizes Bayes theorem to estimate the relative impact of contextual factors and internal student factors on student performance using time series…

A stochastic approach for model reduction and memory function design in hydrogeophysical inversion

NASA Astrophysics Data System (ADS)

Hou, Z.; Kellogg, A.; Terry, N.

2009-12-01

Geophysical (e.g., seismic, electromagnetic, radar) techniques and statistical methods are essential for research related to subsurface characterization, including monitoring subsurface flow and transport processes, oil/gas reservoir identification, etc. For deep subsurface characterization such as reservoir petroleum exploration, seismic methods have been widely used. Recently, electromagnetic (EM) methods have drawn great attention in the area of reservoir characterization. However, considering the enormous computational demand corresponding to seismic and EM forward modeling, it is usually a big problem to have too many unknown parameters in the modeling domain. For shallow subsurface applications, the characterization can be very complicated considering the complexity and nonlinearity of flow and transport processes in the unsaturated zone. It is warranted to reduce the dimension of parameter space to a reasonable level. Another common concern is how to make the best use of time-lapse data with spatial-temporal correlations. This is even more critical when we try to monitor subsurface processes using geophysical data collected at different times. The normal practice is to get the inverse images individually. These images are not necessarily continuous or even reasonably related, because of the non-uniqueness of hydrogeophysical inversion. We propose to use a stochastic framework by integrating minimum-relative-entropy concept, quasi Monto Carlo sampling techniques, and statistical tests. The approach allows efficient and sufficient exploration of all possibilities of model parameters and evaluation of their significances to geophysical responses. The analyses enable us to reduce the parameter space significantly. The approach can be combined with Bayesian updating, allowing us to treat the updated ‘posterior’ pdf as a memory function, which stores all the information up to date about the distributions of soil/field attributes/properties, then consider the memory function as a new prior and generate samples from it for further updating when more geophysical data is available. We applied this approach for deep oil reservoir characterization and for shallow subsurface flow monitoring. The model reduction approach reliably helps reduce the joint seismic/EM/radar inversion computational time to reasonable levels. Continuous inversion images are obtained using time-lapse data with the “memory function” applied in the Bayesian inversion.

Recent global methane trends: an investigation using hierarchical Bayesian methods

NASA Astrophysics Data System (ADS)

Rigby, M. L.; Stavert, A.; Ganesan, A.; Lunt, M. F.

2014-12-01

Following a decade with little growth, methane concentrations began to increase across the globe in 2007, and have continued to rise ever since. The reasons for this renewed growth are currently the subject of much debate. Here, we discuss the recent observed trends, and highlight some of the strengths and weaknesses in current "inverse" methods for quantifying fluxes using observations. In particular, we focus on the outstanding problems of accurately quantifying uncertainties in inverse frameworks. We examine to what extent the recent methane changes can be explained by the current generation of flux models and inventories. We examine the major modes of variability in wetland models along with the Global Fire Emissions Database (GFED) and the Emissions Database for Global Atmospheric Research (EDGAR). Using the Model for Ozone and Related Tracers (MOZART), we determine whether the spatial and temporal atmospheric trends predicted using these emissions can be brought into consistency with in situ atmospheric observations. We use a novel hierarchical Bayesian methodology in which scaling factors applied to the principal components of the flux fields are estimated simultaneously with the uncertainties associated with the a priori fluxes and with model representations of the observations. Using this method, we examine the predictive power of methane flux models for explaining recent fluctuations.

Joint time/frequency-domain inversion of reflection data for seabed geoacoustic profiles and uncertainties.

PubMed

Dettmer, Jan; Dosso, Stan E; Holland, Charles W

2008-03-01

This paper develops a joint time/frequency-domain inversion for high-resolution single-bounce reflection data, with the potential to resolve fine-scale profiles of sediment velocity, density, and attenuation over small seafloor footprints (approximately 100 m). The approach utilizes sequential Bayesian inversion of time- and frequency-domain reflection data, employing ray-tracing inversion for reflection travel times and a layer-packet stripping method for spherical-wave reflection-coefficient inversion. Posterior credibility intervals from the travel-time inversion are passed on as prior information to the reflection-coefficient inversion. Within the reflection-coefficient inversion, parameter information is passed from one layer packet inversion to the next in terms of marginal probability distributions rotated into principal components, providing an efficient approach to (partially) account for multi-dimensional parameter correlations with one-dimensional, numerical distributions. Quantitative geoacoustic parameter uncertainties are provided by a nonlinear Gibbs sampling approach employing full data error covariance estimation (including nonstationary effects) and accounting for possible biases in travel-time picks. Posterior examination of data residuals shows the importance of including data covariance estimates in the inversion. The joint inversion is applied to data collected on the Malta Plateau during the SCARAB98 experiment.

Top-down estimates of methane and nitrogen oxide emissions from shale gas production regions using aircraft measurements and a mesoscale Bayesian inversion system together with a flux ratio inversion technique

NASA Astrophysics Data System (ADS)

Cui, Y.; Brioude, J. F.; Angevine, W. M.; McKeen, S. A.; Henze, D. K.; Bousserez, N.; Liu, Z.; McDonald, B.; Peischl, J.; Ryerson, T. B.; Frost, G. J.; Trainer, M.

2016-12-01

Production of unconventional natural gas grew rapidly during the past ten years in the US which led to an increase in emissions of methane (CH4) and, depending on the shale region, nitrogen oxides (NOx). In terms of radiative forcing, CH4 is the second most important greenhouse gas after CO2. NOx is a precursor of ozone (O3) in the troposphere and nitrate particles, both of which are regulated by the US Clean Air Act. Emission estimates of CH4 and NOx from the shale regions are still highly uncertain. We present top-down estimates of CH4 and NOx surface fluxes from the Haynesville and Fayetteville shale production regions using aircraft data collected during the Southeast Nexus of Climate Change and Air Quality (SENEX) field campaign (June-July, 2013) and the Shale Oil and Natural Gas Nexus (SONGNEX) field campaign (March-May, 2015) within a mesoscale inversion framework. The inversion method is based on a mesoscale Bayesian inversion system using multiple transport models. EPA's 2011 National CH4 and NOx Emission Inventories are used as prior information to optimize CH4 and NOx emissions. Furthermore, the posterior CH4 emission estimates are used to constrain NOx emission estimates using a flux ratio inversion technique. Sensitivity of the posterior estimates to the use of off-diagonal terms in the error covariance matrices, the transport models, and prior estimates is discussed. Compared to the ground-based in-situ observations, the optimized CH4 and NOx inventories improve ground level CH4 and O3 concentrations calculated by the Weather Research and Forecasting mesoscale model coupled with chemistry (WRF-Chem).

Probabilistic inversion of expert assessments to inform projections about Antarctic ice sheet responses.

PubMed

Fuller, Robert William; Wong, Tony E; Keller, Klaus

2017-01-01

The response of the Antarctic ice sheet (AIS) to changing global temperatures is a key component of sea-level projections. Current projections of the AIS contribution to sea-level changes are deeply uncertain. This deep uncertainty stems, in part, from (i) the inability of current models to fully resolve key processes and scales, (ii) the relatively sparse available data, and (iii) divergent expert assessments. One promising approach to characterizing the deep uncertainty stemming from divergent expert assessments is to combine expert assessments, observations, and simple models by coupling probabilistic inversion and Bayesian inversion. Here, we present a proof-of-concept study that uses probabilistic inversion to fuse a simple AIS model and diverse expert assessments. We demonstrate the ability of probabilistic inversion to infer joint prior probability distributions of model parameters that are consistent with expert assessments. We then confront these inferred expert priors with instrumental and paleoclimatic observational data in a Bayesian inversion. These additional constraints yield tighter hindcasts and projections. We use this approach to quantify how the deep uncertainty surrounding expert assessments affects the joint probability distributions of model parameters and future projections.

Bayesian Meta-Analysis of Coefficient Alpha

ERIC Educational Resources Information Center

Brannick, Michael T.; Zhang, Nanhua

2013-01-01

The current paper describes and illustrates a Bayesian approach to the meta-analysis of coefficient alpha. Alpha is the most commonly used estimate of the reliability or consistency (freedom from measurement error) for educational and psychological measures. The conventional approach to meta-analysis uses inverse variance weights to combine…

Sparsity-promoting and edge-preserving maximum a posteriori estimators in non-parametric Bayesian inverse problems

NASA Astrophysics Data System (ADS)

Agapiou, Sergios; Burger, Martin; Dashti, Masoumeh; Helin, Tapio

2018-04-01

We consider the inverse problem of recovering an unknown functional parameter u in a separable Banach space, from a noisy observation vector y of its image through a known possibly non-linear map {{\\mathcal G}} . We adopt a Bayesian approach to the problem and consider Besov space priors (see Lassas et al (2009 Inverse Problems Imaging 3 87-122)), which are well-known for their edge-preserving and sparsity-promoting properties and have recently attracted wide attention especially in the medical imaging community. Our key result is to show that in this non-parametric setup the maximum a posteriori (MAP) estimates are characterized by the minimizers of a generalized Onsager-Machlup functional of the posterior. This is done independently for the so-called weak and strong MAP estimates, which as we show coincide in our context. In addition, we prove a form of weak consistency for the MAP estimators in the infinitely informative data limit. Our results are remarkable for two reasons: first, the prior distribution is non-Gaussian and does not meet the smoothness conditions required in previous research on non-parametric MAP estimates. Second, the result analytically justifies existing uses of the MAP estimate in finite but high dimensional discretizations of Bayesian inverse problems with the considered Besov priors.

Bayesian resolution of TEM, CSEM and MT soundings: a comparative study

NASA Astrophysics Data System (ADS)

Blatter, D. B.; Ray, A.; Key, K.

2017-12-01

We examine the resolution of three electromagnetic exploration methods commonly used to map the electrical conductivity of the shallow crust - the magnetotelluric (MT) method, the controlled-source electromagnetic (CSEM) method and the transient electromagnetic (TEM) method. TEM and CSEM utilize an artificial source of EM energy, while MT makes use of natural variations in the Earth's electromagnetic field. For a given geological setting and acquisition parameters, each of these methods will have a different resolution due to differences in the source field polarization and the frequency range of the measurements. For example, the MT and TEM methods primarily rely on induced horizontal currents and are most sensitive to conductive layers while the CSEM method generates vertical loops of current and is more sensitive to resistive features. Our study seeks to provide a robust resolution comparison that can help inform exploration geophysicists about which technique is best suited for a particular target. While it is possible to understand and describe a difference in resolution qualitatively, it remains challenging to fully describe it quantitatively using optimization based approaches. Part of the difficulty here stems from the standard electromagnetic inversion toolkit, which makes heavy use of regularization (often in the form of smoothing) to constrain the non-uniqueness inherent in the inverse problem. This regularization makes it difficult to accurately estimate the uncertainty in estimated model parameters - and therefore obscures their true resolution. To overcome this difficulty, we compare the resolution of CSEM, airborne TEM, and MT data quantitatively using a Bayesian trans-dimensional Markov chain Monte Carlo (McMC) inversion scheme. Noisy synthetic data for this study are computed from various representative 1D test models: a conductive anomaly under a conductive/resistive overburden; and a resistive anomaly under a conductive/resistive overburden. In addition to obtaining the full posterior probability density function of the model parameters, we develop a metric to more directly compare the resolution of each method as a function of depth.

A bayesian approach for determining velocity and uncertainty estimates from seismic cone penetrometer testing or vertical seismic profiling data

USGS Publications Warehouse

Pidlisecky, Adam; Haines, S.S.

2011-01-01

Conventional processing methods for seismic cone penetrometer data present several shortcomings, most notably the absence of a robust velocity model uncertainty estimate. We propose a new seismic cone penetrometer testing (SCPT) data-processing approach that employs Bayesian methods to map measured data errors into quantitative estimates of model uncertainty. We first calculate travel-time differences for all permutations of seismic trace pairs. That is, we cross-correlate each trace at each measurement location with every trace at every other measurement location to determine travel-time differences that are not biased by the choice of any particular reference trace and to thoroughly characterize data error. We calculate a forward operator that accounts for the different ray paths for each measurement location, including refraction at layer boundaries. We then use a Bayesian inversion scheme to obtain the most likely slowness (the reciprocal of velocity) and a distribution of probable slowness values for each model layer. The result is a velocity model that is based on correct ray paths, with uncertainty bounds that are based on the data error. ?? NRC Research Press 2011.

A comparative study of minimum norm inverse methods for MEG imaging

DOE Office of Scientific and Technical Information (OSTI.GOV)

Leahy, R.M.; Mosher, J.C.; Phillips, J.W.

1996-07-01

The majority of MEG imaging techniques currently in use fall into the general class of (weighted) minimum norm methods. The minimization of a norm is used as the basis for choosing one from a generally infinite set of solutions that provide an equally good fit to the data. This ambiguity in the solution arises from the inherent non- uniqueness of the continuous inverse problem and is compounded by the imbalance between the relatively small number of measurements and the large number of source voxels. Here we present a unified view of the minimum norm methods and describe how we canmore » use Tikhonov regularization to avoid instabilities in the solutions due to noise. We then compare the performance of regularized versions of three well known linear minimum norm methods with the non-linear iteratively reweighted minimum norm method and a Bayesian approach.« less

A Bayesian method for characterizing distributed micro-releases: II. inference under model uncertainty with short time-series data.

DOE Office of Scientific and Technical Information (OSTI.GOV)

Marzouk, Youssef; Fast P.; Kraus, M.

2006-01-01

Terrorist attacks using an aerosolized pathogen preparation have gained credibility as a national security concern after the anthrax attacks of 2001. The ability to characterize such attacks, i.e., to estimate the number of people infected, the time of infection, and the average dose received, is important when planning a medical response. We address this question of characterization by formulating a Bayesian inverse problem predicated on a short time-series of diagnosed patients exhibiting symptoms. To be of relevance to response planning, we limit ourselves to 3-5 days of data. In tests performed with anthrax as the pathogen, we find that thesemore » data are usually sufficient, especially if the model of the outbreak used in the inverse problem is an accurate one. In some cases the scarcity of data may initially support outbreak characterizations at odds with the true one, but with sufficient data the correct inferences are recovered; in other words, the inverse problem posed and its solution methodology are consistent. We also explore the effect of model error-situations for which the model used in the inverse problem is only a partially accurate representation of the outbreak; here, the model predictions and the observations differ by more than a random noise. We find that while there is a consistent discrepancy between the inferred and the true characterizations, they are also close enough to be of relevance when planning a response.« less

Limitations of polynomial chaos expansions in the Bayesian solution of inverse problems

DOE Office of Scientific and Technical Information (OSTI.GOV)

Lu, Fei; Department of Mathematics, University of California, Berkeley; Morzfeld, Matthias, E-mail: mmo@math.lbl.gov

2015-02-01

Polynomial chaos expansions are used to reduce the computational cost in the Bayesian solutions of inverse problems by creating a surrogate posterior that can be evaluated inexpensively. We show, by analysis and example, that when the data contain significant information beyond what is assumed in the prior, the surrogate posterior can be very different from the posterior, and the resulting estimates become inaccurate. One can improve the accuracy by adaptively increasing the order of the polynomial chaos, but the cost may increase too fast for this to be cost effective compared to Monte Carlo sampling without a surrogate posterior.

Impact of petrophysical uncertainty on Bayesian hydrogeophysical inversion and model selection

NASA Astrophysics Data System (ADS)

Brunetti, Carlotta; Linde, Niklas

2018-01-01

Quantitative hydrogeophysical studies rely heavily on petrophysical relationships that link geophysical properties to hydrogeological properties and state variables. Coupled inversion studies are frequently based on the questionable assumption that these relationships are perfect (i.e., no scatter). Using synthetic examples and crosshole ground-penetrating radar (GPR) data from the South Oyster Bacterial Transport Site in Virginia, USA, we investigate the impact of spatially-correlated petrophysical uncertainty on inferred posterior porosity and hydraulic conductivity distributions and on Bayes factors used in Bayesian model selection. Our study shows that accounting for petrophysical uncertainty in the inversion (I) decreases bias of the inferred variance of hydrogeological subsurface properties, (II) provides more realistic uncertainty assessment and (III) reduces the overconfidence in the ability of geophysical data to falsify conceptual hydrogeological models.

The estimation of lower refractivity uncertainty from radar sea clutter using the Bayesian—MCMC method

NASA Astrophysics Data System (ADS)

Sheng, Zheng

2013-02-01

The estimation of lower atmospheric refractivity from radar sea clutter (RFC) is a complicated nonlinear optimization problem. This paper deals with the RFC problem in a Bayesian framework. It uses the unbiased Markov Chain Monte Carlo (MCMC) sampling technique, which can provide accurate posterior probability distributions of the estimated refractivity parameters by using an electromagnetic split-step fast Fourier transform terrain parabolic equation propagation model within a Bayesian inversion framework. In contrast to the global optimization algorithm, the Bayesian—MCMC can obtain not only the approximate solutions, but also the probability distributions of the solutions, that is, uncertainty analyses of solutions. The Bayesian—MCMC algorithm is implemented on the simulation radar sea-clutter data and the real radar sea-clutter data. Reference data are assumed to be simulation data and refractivity profiles are obtained using a helicopter. The inversion algorithm is assessed (i) by comparing the estimated refractivity profiles from the assumed simulation and the helicopter sounding data; (ii) the one-dimensional (1D) and two-dimensional (2D) posterior probability distribution of solutions.

A Computationally-Efficient Inverse Approach to Probabilistic Strain-Based Damage Diagnosis

NASA Technical Reports Server (NTRS)

Warner, James E.; Hochhalter, Jacob D.; Leser, William P.; Leser, Patrick E.; Newman, John A

2016-01-01

This work presents a computationally-efficient inverse approach to probabilistic damage diagnosis. Given strain data at a limited number of measurement locations, Bayesian inference and Markov Chain Monte Carlo (MCMC) sampling are used to estimate probability distributions of the unknown location, size, and orientation of damage. Substantial computational speedup is obtained by replacing a three-dimensional finite element (FE) model with an efficient surrogate model. The approach is experimentally validated on cracked test specimens where full field strains are determined using digital image correlation (DIC). Access to full field DIC data allows for testing of different hypothetical sensor arrangements, facilitating the study of strain-based diagnosis effectiveness as the distance between damage and measurement locations increases. The ability of the framework to effectively perform both probabilistic damage localization and characterization in cracked plates is demonstrated and the impact of measurement location on uncertainty in the predictions is shown. Furthermore, the analysis time to produce these predictions is orders of magnitude less than a baseline Bayesian approach with the FE method by utilizing surrogate modeling and effective numerical sampling approaches.

Bayesian prestack seismic inversion with a self-adaptive Huber-Markov random-field edge protection scheme

NASA Astrophysics Data System (ADS)

Tian, Yu-Kun; Zhou, Hui; Chen, Han-Ming; Zou, Ya-Ming; Guan, Shou-Jun

2013-12-01

Seismic inversion is a highly ill-posed problem, due to many factors such as the limited seismic frequency bandwidth and inappropriate forward modeling. To obtain a unique solution, some smoothing constraints, e.g., the Tikhonov regularization are usually applied. The Tikhonov method can maintain a global smooth solution, but cause a fuzzy structure edge. In this paper we use Huber-Markov random-field edge protection method in the procedure of inverting three parameters, P-velocity, S-velocity and density. The method can avoid blurring the structure edge and resist noise. For the parameter to be inverted, the Huber-Markov random-field constructs a neighborhood system, which further acts as the vertical and lateral constraints. We use a quadratic Huber edge penalty function within the layer to suppress noise and a linear one on the edges to avoid a fuzzy result. The effectiveness of our method is proved by inverting the synthetic data without and with noises. The relationship between the adopted constraints and the inversion results is analyzed as well.

Bayesian approach for three-dimensional aquifer characterization at the Hanford 300 Area

DOE Office of Scientific and Technical Information (OSTI.GOV)

Murakami, Haruko; Chen, X.; Hahn, Melanie S.

2010-10-21

This study presents a stochastic, three-dimensional characterization of a heterogeneous hydraulic conductivity field within DOE's Hanford 300 Area site, Washington, by assimilating large-scale, constant-rate injection test data with small-scale, three-dimensional electromagnetic borehole flowmeter (EBF) measurement data. We first inverted the injection test data to estimate the transmissivity field, using zeroth-order temporal moments of pressure buildup curves. We applied a newly developed Bayesian geostatistical inversion framework, the method of anchored distributions (MAD), to obtain a joint posterior distribution of geostatistical parameters and local log-transmissivities at multiple locations. The unique aspects of MAD that make it suitable for this purpose are itsmore » ability to integrate multi-scale, multi-type data within a Bayesian framework and to compute a nonparametric posterior distribution. After we combined the distribution of transmissivities with depth-discrete relative-conductivity profile from EBF data, we inferred the three-dimensional geostatistical parameters of the log-conductivity field, using the Bayesian model-based geostatistics. Such consistent use of the Bayesian approach throughout the procedure enabled us to systematically incorporate data uncertainty into the final posterior distribution. The method was tested in a synthetic study and validated using the actual data that was not part of the estimation. Results showed broader and skewed posterior distributions of geostatistical parameters except for the mean, which suggests the importance of inferring the entire distribution to quantify the parameter uncertainty.« less

Bayesian extraction of the parton distribution amplitude from the Bethe-Salpeter wave function

NASA Astrophysics Data System (ADS)

Gao, Fei; Chang, Lei; Liu, Yu-xin

2017-07-01

We propose a new numerical method to compute the parton distribution amplitude (PDA) from the Euclidean Bethe-Salpeter wave function. The essential step is to extract the weight function in the Nakanishi representation of the Bethe-Salpeter wave function in Euclidean space, which is an ill-posed inversion problem, via the maximum entropy method (MEM). The Nakanishi weight function as well as the corresponding light-front parton distribution amplitude (PDA) can be well determined. We confirm prior work on PDA computations, which was based on different methods.

Efficient Stochastic Inversion Using Adjoint Models and Kernel-PCA

DOE Office of Scientific and Technical Information (OSTI.GOV)

Thimmisetty, Charanraj A.; Zhao, Wenju; Chen, Xiao

2017-10-18

Performing stochastic inversion on a computationally expensive forward simulation model with a high-dimensional uncertain parameter space (e.g. a spatial random field) is computationally prohibitive even when gradient information can be computed efficiently. Moreover, the ‘nonlinear’ mapping from parameters to observables generally gives rise to non-Gaussian posteriors even with Gaussian priors, thus hampering the use of efficient inversion algorithms designed for models with Gaussian assumptions. In this paper, we propose a novel Bayesian stochastic inversion methodology, which is characterized by a tight coupling between the gradient-based Langevin Markov Chain Monte Carlo (LMCMC) method and a kernel principal component analysis (KPCA). Thismore » approach addresses the ‘curse-of-dimensionality’ via KPCA to identify a low-dimensional feature space within the high-dimensional and nonlinearly correlated parameter space. In addition, non-Gaussian posterior distributions are estimated via an efficient LMCMC method on the projected low-dimensional feature space. We will demonstrate this computational framework by integrating and adapting our recent data-driven statistics-on-manifolds constructions and reduction-through-projection techniques to a linear elasticity model.« less

Parana Basin Structure from Multi-Objective Inversion of Surface Wave and Receiver Function by Competent Genetic Algorithm

NASA Astrophysics Data System (ADS)

An, M.; Assumpcao, M.

2003-12-01

The joint inversion of receiver function and surface wave is an effective way to diminish the influences of the strong tradeoff among parameters and the different sensitivity to the model parameters in their respective inversions, but the inversion problem becomes more complex. Multi-objective problems can be much more complicated than single-objective inversion in the model selection and optimization. If objectives are involved and conflicting, models can be ordered only partially. In this case, Pareto-optimal preference should be used to select solutions. On the other hand, the inversion to get only a few optimal solutions can not deal properly with the strong tradeoff between parameters, the uncertainties in the observation, the geophysical complexities and even the incompetency of the inversion technique. The effective way is to retrieve the geophysical information statistically from many acceptable solutions, which requires more competent global algorithms. Competent genetic algorithms recently proposed are far superior to the conventional genetic algorithm and can solve hard problems quickly, reliably and accurately. In this work we used one of competent genetic algorithms, Bayesian Optimization Algorithm as the main inverse procedure. This algorithm uses Bayesian networks to draw out inherited information and can use Pareto-optimal preference in the inversion. With this algorithm, the lithospheric structure of Paran"› basin is inverted to fit both the observations of inter-station surface wave dispersion and receiver function.

Inverse Modeling of Hydrologic Parameters Using Surface Flux and Runoff Observations in the Community Land Model

DOE Office of Scientific and Technical Information (OSTI.GOV)

Sun, Yu; Hou, Zhangshuan; Huang, Maoyi

2013-12-10

This study demonstrates the possibility of inverting hydrologic parameters using surface flux and runoff observations in version 4 of the Community Land Model (CLM4). Previous studies showed that surface flux and runoff calculations are sensitive to major hydrologic parameters in CLM4 over different watersheds, and illustrated the necessity and possibility of parameter calibration. Two inversion strategies, the deterministic least-square fitting and stochastic Markov-Chain Monte-Carlo (MCMC) - Bayesian inversion approaches, are evaluated by applying them to CLM4 at selected sites. The unknowns to be estimated include surface and subsurface runoff generation parameters and vadose zone soil water parameters. We find thatmore » using model parameters calibrated by the least-square fitting provides little improvements in the model simulations but the sampling-based stochastic inversion approaches are consistent - as more information comes in, the predictive intervals of the calibrated parameters become narrower and the misfits between the calculated and observed responses decrease. In general, parameters that are identified to be significant through sensitivity analyses and statistical tests are better calibrated than those with weak or nonlinear impacts on flux or runoff observations. Temporal resolution of observations has larger impacts on the results of inverse modeling using heat flux data than runoff data. Soil and vegetation cover have important impacts on parameter sensitivities, leading to the different patterns of posterior distributions of parameters at different sites. Overall, the MCMC-Bayesian inversion approach effectively and reliably improves the simulation of CLM under different climates and environmental conditions. Bayesian model averaging of the posterior estimates with different reference acceptance probabilities can smooth the posterior distribution and provide more reliable parameter estimates, but at the expense of wider uncertainty bounds.« less

Probabilistic inversion of expert assessments to inform projections about Antarctic ice sheet responses

PubMed Central

Wong, Tony E.; Keller, Klaus

2017-01-01

The response of the Antarctic ice sheet (AIS) to changing global temperatures is a key component of sea-level projections. Current projections of the AIS contribution to sea-level changes are deeply uncertain. This deep uncertainty stems, in part, from (i) the inability of current models to fully resolve key processes and scales, (ii) the relatively sparse available data, and (iii) divergent expert assessments. One promising approach to characterizing the deep uncertainty stemming from divergent expert assessments is to combine expert assessments, observations, and simple models by coupling probabilistic inversion and Bayesian inversion. Here, we present a proof-of-concept study that uses probabilistic inversion to fuse a simple AIS model and diverse expert assessments. We demonstrate the ability of probabilistic inversion to infer joint prior probability distributions of model parameters that are consistent with expert assessments. We then confront these inferred expert priors with instrumental and paleoclimatic observational data in a Bayesian inversion. These additional constraints yield tighter hindcasts and projections. We use this approach to quantify how the deep uncertainty surrounding expert assessments affects the joint probability distributions of model parameters and future projections. PMID:29287095

Bayesian or Laplacien inference, entropy and information theory and information geometry in data and signal processing

NASA Astrophysics Data System (ADS)

Mohammad-Djafari, Ali

2015-01-01

The main object of this tutorial article is first to review the main inference tools using Bayesian approach, Entropy, Information theory and their corresponding geometries. This review is focused mainly on the ways these tools have been used in data, signal and image processing. After a short introduction of the different quantities related to the Bayes rule, the entropy and the Maximum Entropy Principle (MEP), relative entropy and the Kullback-Leibler divergence, Fisher information, we will study their use in different fields of data and signal processing such as: entropy in source separation, Fisher information in model order selection, different Maximum Entropy based methods in time series spectral estimation and finally, general linear inverse problems.

Measurement Uncertainty of Dew-Point Temperature in a Two-Pressure Humidity Generator

NASA Astrophysics Data System (ADS)

Martins, L. Lages; Ribeiro, A. Silva; Alves e Sousa, J.; Forbes, Alistair B.

2012-09-01

This article describes the measurement uncertainty evaluation of the dew-point temperature when using a two-pressure humidity generator as a reference standard. The estimation of the dew-point temperature involves the solution of a non-linear equation for which iterative solution techniques, such as the Newton-Raphson method, are required. Previous studies have already been carried out using the GUM method and the Monte Carlo method but have not discussed the impact of the approximate numerical method used to provide the temperature estimation. One of the aims of this article is to take this approximation into account. Following the guidelines presented in the GUM Supplement 1, two alternative approaches can be developed: the forward measurement uncertainty propagation by the Monte Carlo method when using the Newton-Raphson numerical procedure; and the inverse measurement uncertainty propagation by Bayesian inference, based on prior available information regarding the usual dispersion of values obtained by the calibration process. The measurement uncertainties obtained using these two methods can be compared with previous results. Other relevant issues concerning this research are the broad application to measurements that require hygrometric conditions obtained from two-pressure humidity generators and, also, the ability to provide a solution that can be applied to similar iterative models. The research also studied the factors influencing both the use of the Monte Carlo method (such as the seed value and the convergence parameter) and the inverse uncertainty propagation using Bayesian inference (such as the pre-assigned tolerance, prior estimate, and standard deviation) in terms of their accuracy and adequacy.

An adaptive Bayesian inversion for upper-mantle structure using surface waves and scattered body waves

NASA Astrophysics Data System (ADS)

Eilon, Zachary; Fischer, Karen M.; Dalton, Colleen A.

2018-07-01

We present a methodology for 1-D imaging of upper-mantle structure using a Bayesian approach that incorporates a novel combination of seismic data types and an adaptive parametrization based on piecewise discontinuous splines. Our inversion algorithm lays the groundwork for improved seismic velocity models of the lithosphere and asthenosphere by harnessing the recent expansion of large seismic arrays and computational power alongside sophisticated data analysis. Careful processing of P- and S-wave arrivals isolates converted phases generated at velocity gradients between the mid-crust and 300 km depth. This data is allied with ambient noise and earthquake Rayleigh wave phase velocities to obtain detailed VS and VP velocity models. Synthetic tests demonstrate that converted phases are necessary to accurately constrain velocity gradients, and S-p phases are particularly important for resolving mantle structure, while surface waves are necessary for capturing absolute velocities. We apply the method to several stations in the northwest and north-central United States, finding that the imaged structure improves upon existing models by sharpening the vertical resolution of absolute velocity profiles, offering robust uncertainty estimates, and revealing mid-lithospheric velocity gradients indicative of thermochemical cratonic layering. This flexible method holds promise for increasingly detailed understanding of the upper mantle.

Bayesian Orbit Computation Tools for Objects on Geocentric Orbits

NASA Astrophysics Data System (ADS)

Virtanen, J.; Granvik, M.; Muinonen, K.; Oszkiewicz, D.

2013-08-01

We consider the space-debris orbital inversion problem via the concept of Bayesian inference. The methodology has been put forward for the orbital analysis of solar system small bodies in early 1990's [7] and results in a full solution of the statistical inverse problem given in terms of a posteriori probability density function (PDF) for the orbital parameters. We demonstrate the applicability of our statistical orbital analysis software to Earth orbiting objects, both using well-established Monte Carlo (MC) techniques (for a review, see e.g. [13] as well as recently developed Markov-chain MC (MCMC) techniques (e.g., [9]). In particular, we exploit the novel virtual observation MCMC method [8], which is based on the characterization of the phase-space volume of orbital solutions before the actual MCMC sampling. Our statistical methods and the resulting PDFs immediately enable probabilistic impact predictions to be carried out. Furthermore, this can be readily done also for very sparse data sets and data sets of poor quality - providing that some a priori information on the observational uncertainty is available. For asteroids, impact probabilities with the Earth from the discovery night onwards have been provided, e.g., by [11] and [10], the latter study includes the sampling of the observational-error standard deviation as a random variable.

An adaptive Bayesian inversion for upper mantle structure using surface waves and scattered body waves

NASA Astrophysics Data System (ADS)

Eilon, Zachary; Fischer, Karen M.; Dalton, Colleen A.

2018-04-01

We present a methodology for 1-D imaging of upper mantle structure using a Bayesian approach that incorporates a novel combination of seismic data types and an adaptive parameterisation based on piecewise discontinuous splines. Our inversion algorithm lays the groundwork for improved seismic velocity models of the lithosphere and asthenosphere by harnessing the recent expansion of large seismic arrays and computational power alongside sophisticated data analysis. Careful processing of P- and S-wave arrivals isolates converted phases generated at velocity gradients between the mid-crust and 300 km depth. This data is allied with ambient noise and earthquake Rayleigh wave phase velocities to obtain detailed VS and VP velocity models. Synthetic tests demonstrate that converted phases are necessary to accurately constrain velocity gradients, and S-p phases are particularly important for resolving mantle structure, while surface waves are necessary for capturing absolute velocities. We apply the method to several stations in the northwest and north-central United States, finding that the imaged structure improves upon existing models by sharpening the vertical resolution of absolute velocity profiles, offering robust uncertainty estimates, and revealing mid-lithospheric velocity gradients indicative of thermochemical cratonic layering. This flexible method holds promise for increasingly detailed understanding of the upper mantle.

Using a pseudo-dynamic source inversion approach to improve earthquake source imaging

NASA Astrophysics Data System (ADS)

Zhang, Y.; Song, S. G.; Dalguer, L. A.; Clinton, J. F.

2014-12-01

Imaging a high-resolution spatio-temporal slip distribution of an earthquake rupture is a core research goal in seismology. In general we expect to obtain a higher quality source image by improving the observational input data (e.g. using more higher quality near-source stations). However, recent studies show that increasing the surface station density alone does not significantly improve source inversion results (Custodio et al. 2005; Zhang et al. 2014). We introduce correlation structures between the kinematic source parameters: slip, rupture velocity, and peak slip velocity (Song et al. 2009; Song and Dalguer 2013) in the non-linear source inversion. The correlation structures are physical constraints derived from rupture dynamics that effectively regularize the model space and may improve source imaging. We name this approach pseudo-dynamic source inversion. We investigate the effectiveness of this pseudo-dynamic source inversion method by inverting low frequency velocity waveforms from a synthetic dynamic rupture model of a buried vertical strike-slip event (Mw 6.5) in a homogeneous half space. In the inversion, we use a genetic algorithm in a Bayesian framework (Moneli et al. 2008), and a dynamically consistent regularized Yoffe function (Tinti, et al. 2005) was used for a single-window slip velocity function. We search for local rupture velocity directly in the inversion, and calculate the rupture time using a ray-tracing technique. We implement both auto- and cross-correlation of slip, rupture velocity, and peak slip velocity in the prior distribution. Our results suggest that kinematic source model estimates capture the major features of the target dynamic model. The estimated rupture velocity closely matches the target distribution from the dynamic rupture model, and the derived rupture time is smoother than the one we searched directly. By implementing both auto- and cross-correlation of kinematic source parameters, in comparison to traditional smoothing constraints, we are in effect regularizing the model space in a more physics-based manner without loosing resolution of the source image. Further investigation is needed to tune the related parameters of pseudo-dynamic source inversion and relative weighting between the prior and the likelihood function in the Bayesian inversion.

Unraveling multiple changes in complex climate time series using Bayesian inference

NASA Astrophysics Data System (ADS)

Berner, Nadine; Trauth, Martin H.; Holschneider, Matthias

2016-04-01

Change points in time series are perceived as heterogeneities in the statistical or dynamical characteristics of observations. Unraveling such transitions yields essential information for the understanding of the observed system. The precise detection and basic characterization of underlying changes is therefore of particular importance in environmental sciences. We present a kernel-based Bayesian inference approach to investigate direct as well as indirect climate observations for multiple generic transition events. In order to develop a diagnostic approach designed to capture a variety of natural processes, the basic statistical features of central tendency and dispersion are used to locally approximate a complex time series by a generic transition model. A Bayesian inversion approach is developed to robustly infer on the location and the generic patterns of such a transition. To systematically investigate time series for multiple changes occurring at different temporal scales, the Bayesian inversion is extended to a kernel-based inference approach. By introducing basic kernel measures, the kernel inference results are composed into a proxy probability to a posterior distribution of multiple transitions. Thus, based on a generic transition model a probability expression is derived that is capable to indicate multiple changes within a complex time series. We discuss the method's performance by investigating direct and indirect climate observations. The approach is applied to environmental time series (about 100 a), from the weather station in Tuscaloosa, Alabama, and confirms documented instrumentation changes. Moreover, the approach is used to investigate a set of complex terrigenous dust records from the ODP sites 659, 721/722 and 967 interpreted as climate indicators of the African region of the Plio-Pleistocene period (about 5 Ma). The detailed inference unravels multiple transitions underlying the indirect climate observations coinciding with established global climate events.

Non-linear Parameter Estimates from Non-stationary MEG Data

PubMed Central

Martínez-Vargas, Juan D.; López, Jose D.; Baker, Adam; Castellanos-Dominguez, German; Woolrich, Mark W.; Barnes, Gareth

2016-01-01

We demonstrate a method to estimate key electrophysiological parameters from resting state data. In this paper, we focus on the estimation of head-position parameters. The recovery of these parameters is especially challenging as they are non-linearly related to the measured field. In order to do this we use an empirical Bayesian scheme to estimate the cortical current distribution due to a range of laterally shifted head-models. We compare different methods of approaching this problem from the division of M/EEG data into stationary sections and performing separate source inversions, to explaining all of the M/EEG data with a single inversion. We demonstrate this through estimation of head position in both simulated and empirical resting state MEG data collected using a head-cast. PMID:27597815

Bayesian Abel Inversion in Quantitative X-Ray Radiography

DOE PAGES

Howard, Marylesa; Fowler, Michael; Luttman, Aaron; ...

2016-05-19

A common image formation process in high-energy X-ray radiography is to have a pulsed power source that emits X-rays through a scene, a scintillator that absorbs X-rays and uoresces in the visible spectrum in response to the absorbed photons, and a CCD camera that images the visible light emitted from the scintillator. The intensity image is related to areal density, and, for an object that is radially symmetric about a central axis, the Abel transform then gives the object's volumetric density. Two of the primary drawbacks to classical variational methods for Abel inversion are their sensitivity to the type andmore » scale of regularization chosen and the lack of natural methods for quantifying the uncertainties associated with the reconstructions. In this work we cast the Abel inversion problem within a statistical framework in order to compute volumetric object densities from X-ray radiographs and to quantify uncertainties in the reconstruction. A hierarchical Bayesian model is developed with a likelihood based on a Gaussian noise model and with priors placed on the unknown density pro le, the data precision matrix, and two scale parameters. This allows the data to drive the localization of features in the reconstruction and results in a joint posterior distribution for the unknown density pro le, the prior parameters, and the spatial structure of the precision matrix. Results of the density reconstructions and pointwise uncertainty estimates are presented for both synthetic signals and real data from a U.S. Department of Energy X-ray imaging facility.« less

A gradient-based model parametrization using Bernstein polynomials in Bayesian inversion of surface wave dispersion

NASA Astrophysics Data System (ADS)

Gosselin, Jeremy M.; Dosso, Stan E.; Cassidy, John F.; Quijano, Jorge E.; Molnar, Sheri; Dettmer, Jan

2017-10-01

This paper develops and applies a Bernstein-polynomial parametrization to efficiently represent general, gradient-based profiles in nonlinear geophysical inversion, with application to ambient-noise Rayleigh-wave dispersion data. Bernstein polynomials provide a stable parametrization in that small perturbations to the model parameters (basis-function coefficients) result in only small perturbations to the geophysical parameter profile. A fully nonlinear Bayesian inversion methodology is applied to estimate shear wave velocity (VS) profiles and uncertainties from surface wave dispersion data extracted from ambient seismic noise. The Bayesian information criterion is used to determine the appropriate polynomial order consistent with the resolving power of the data. Data error correlations are accounted for in the inversion using a parametric autoregressive model. The inversion solution is defined in terms of marginal posterior probability profiles for VS as a function of depth, estimated using Metropolis-Hastings sampling with parallel tempering. This methodology is applied to synthetic dispersion data as well as data processed from passive array recordings collected on the Fraser River Delta in British Columbia, Canada. Results from this work are in good agreement with previous studies, as well as with co-located invasive measurements. The approach considered here is better suited than `layered' modelling approaches in applications where smooth gradients in geophysical parameters are expected, such as soil/sediment profiles. Further, the Bernstein polynomial representation is more general than smooth models based on a fixed choice of gradient type (e.g. power-law gradient) because the form of the gradient is determined objectively by the data, rather than by a subjective parametrization choice.

An inverse method to estimate the flow through a levee breach

NASA Astrophysics Data System (ADS)

D'Oria, Marco; Mignosa, Paolo; Tanda, Maria Giovanna

2015-08-01

We propose a procedure to estimate the flow through a levee breach based on water levels recorded in river stations downstream and/or upstream of the failure site. The inverse problem is solved using a Bayesian approach and requires the execution of several forward unsteady flow simulations. For this purpose, we have used the well-known 1-D HEC-RAS model, but any unsteady flow model could be adopted in the same way. The procedure has been tested using four synthetic examples. Levee breaches with different characteristics (free flow, flow with tailwater effects, etc.) have been simulated to collect the synthetic level data used at a later stage in the inverse procedure. The method was able to accurately reproduce the flow through the breach in all cases. The practicability of the procedure was then confirmed applying it to the inundation of the Polesine Region (Northern Italy) which occurred in 1951 and was caused by three contiguous and almost simultaneous breaches on the left embankment of the Po River.

Sensitivity of a Bayesian atmospheric-transport inversion model to spatio-temporal sensor resolution applied to the 2006 North Korean nuclear test

NASA Astrophysics Data System (ADS)

Lundquist, K. A.; Jensen, D. D.; Lucas, D. D.

2017-12-01

Atmospheric source reconstruction allows for the probabilistic estimate of source characteristics of an atmospheric release using observations of the release. Performance of the inversion depends partially on the temporal frequency and spatial scale of the observations. The objective of this study is to quantify the sensitivity of the source reconstruction method to sparse spatial and temporal observations. To this end, simulations of atmospheric transport of noble gasses are created for the 2006 nuclear test at the Punggye-ri nuclear test site. Synthetic observations are collected from the simulation, and are taken as "ground truth". Data denial techniques are used to progressively coarsen the temporal and spatial resolution of the synthetic observations, while the source reconstruction model seeks to recover the true input parameters from the synthetic observations. Reconstructed parameters considered here are source location, source timing and source quantity. Reconstruction is achieved by running an ensemble of thousands of dispersion model runs that sample from a uniform distribution of the input parameters. Machine learning is used to train a computationally-efficient surrogate model from the ensemble simulations. Monte Carlo sampling and Bayesian inversion are then used in conjunction with the surrogate model to quantify the posterior probability density functions of source input parameters. This research seeks to inform decision makers of the tradeoffs between more expensive, high frequency observations and less expensive, low frequency observations.

Cone Beam X-ray Luminescence Computed Tomography Based on Bayesian Method.

PubMed

Zhang, Guanglei; Liu, Fei; Liu, Jie; Luo, Jianwen; Xie, Yaoqin; Bai, Jing; Xing, Lei

2017-01-01

X-ray luminescence computed tomography (XLCT), which aims to achieve molecular and functional imaging by X-rays, has recently been proposed as a new imaging modality. Combining the principles of X-ray excitation of luminescence-based probes and optical signal detection, XLCT naturally fuses functional and anatomical images and provides complementary information for a wide range of applications in biomedical research. In order to improve the data acquisition efficiency of previously developed narrow-beam XLCT, a cone beam XLCT (CB-XLCT) mode is adopted here to take advantage of the useful geometric features of cone beam excitation. Practically, a major hurdle in using cone beam X-ray for XLCT is that the inverse problem here is seriously ill-conditioned, hindering us to achieve good image quality. In this paper, we propose a novel Bayesian method to tackle the bottleneck in CB-XLCT reconstruction. The method utilizes a local regularization strategy based on Gaussian Markov random field to mitigate the ill-conditioness of CB-XLCT. An alternating optimization scheme is then used to automatically calculate all the unknown hyperparameters while an iterative coordinate descent algorithm is adopted to reconstruct the image with a voxel-based closed-form solution. Results of numerical simulations and mouse experiments show that the self-adaptive Bayesian method significantly improves the CB-XLCT image quality as compared with conventional methods.

Cone Beam X-ray Luminescence Computed Tomography Based on Bayesian Method

PubMed Central

Liu, Fei; Luo, Jianwen; Xie, Yaoqin; Bai, Jing

2017-01-01

X-ray luminescence computed tomography (XLCT), which aims to achieve molecular and functional imaging by X-rays, has recently been proposed as a new imaging modality. Combining the principles of X-ray excitation of luminescence-based probes and optical signal detection, XLCT naturally fuses functional and anatomical images and provides complementary information for a wide range of applications in biomedical research. In order to improve the data acquisition efficiency of previously developed narrow-beam XLCT, a cone beam XLCT (CB-XLCT) mode is adopted here to take advantage of the useful geometric features of cone beam excitation. Practically, a major hurdle in using cone beam X-ray for XLCT is that the inverse problem here is seriously ill-conditioned, hindering us to achieve good image quality. In this paper, we propose a novel Bayesian method to tackle the bottleneck in CB-XLCT reconstruction. The method utilizes a local regularization strategy based on Gaussian Markov random field to mitigate the ill-conditioness of CB-XLCT. An alternating optimization scheme is then used to automatically calculate all the unknown hyperparameters while an iterative coordinate descent algorithm is adopted to reconstruct the image with a voxel-based closed-form solution. Results of numerical simulations and mouse experiments show that the self-adaptive Bayesian method significantly improves the CB-XLCT image quality as compared with conventional methods. PMID:27576245

Action Understanding as Inverse Planning

ERIC Educational Resources Information Center

Baker, Chris L.; Saxe, Rebecca; Tenenbaum, Joshua B.

2009-01-01

Humans are adept at inferring the mental states underlying other agents' actions, such as goals, beliefs, desires, emotions and other thoughts. We propose a computational framework based on Bayesian inverse planning for modeling human action understanding. The framework represents an intuitive theory of intentional agents' behavior based on the…

Systematic evaluation of sequential geostatistical resampling within MCMC for posterior sampling of near-surface geophysical inverse problems

NASA Astrophysics Data System (ADS)

Ruggeri, Paolo; Irving, James; Holliger, Klaus

2015-08-01

We critically examine the performance of sequential geostatistical resampling (SGR) as a model proposal mechanism for Bayesian Markov-chain-Monte-Carlo (MCMC) solutions to near-surface geophysical inverse problems. Focusing on a series of simple yet realistic synthetic crosshole georadar tomographic examples characterized by different numbers of data, levels of data error and degrees of model parameter spatial correlation, we investigate the efficiency of three different resampling strategies with regard to their ability to generate statistically independent realizations from the Bayesian posterior distribution. Quite importantly, our results show that, no matter what resampling strategy is employed, many of the examined test cases require an unreasonably high number of forward model runs to produce independent posterior samples, meaning that the SGR approach as currently implemented will not be computationally feasible for a wide range of problems. Although use of a novel gradual-deformation-based proposal method can help to alleviate these issues, it does not offer a full solution. Further, we find that the nature of the SGR is found to strongly influence MCMC performance; however no clear rule exists as to what set of inversion parameters and/or overall proposal acceptance rate will allow for the most efficient implementation. We conclude that although the SGR methodology is highly attractive as it allows for the consideration of complex geostatistical priors as well as conditioning to hard and soft data, further developments are necessary in the context of novel or hybrid MCMC approaches for it to be considered generally suitable for near-surface geophysical inversions.

Transdimensional, hierarchical, Bayesian inversion of ambient seismic noise: Australia

NASA Astrophysics Data System (ADS)

Crowder, E.; Rawlinson, N.; Cornwell, D. G.

2017-12-01

We present models of crustal velocity structure in southeastern Australia using a novel, transdimensional and hierarchical, Bayesian inversion approach. The inversion is applied to long-time ambient noise cross-correlations. The study area of SE Australia is thought to represent the eastern margin of Gondwana. Conflicting tectonic models have been proposed to explain the formation of eastern Gondwana and the enigmatic geological relationships in Bass Strait, which separates Tasmania and the mainland. A geologically complex area of crustal accretion, Bass Strait may contain part of an exotic continental block entrained in colliding crusts. Ambient noise data recorded by an array of 24 seismometers is used to produce a high resolution, 3D shear wave velocity model of Bass Strait. Phase velocity maps in the period range 2-30 s are produced and subsequently inverted for 3D shear wave velocity structure. The transdimensional, hierarchical Bayesian, inversion technique is used. This technique proves far superior to linearised inversion. The inversion model is dynamically parameterised during the process, implicitly controlled by the data, and noise is treated as an inversion unknown. The resulting shear wave velocity model shows three sedimentary basins in Bass Strait constrained by slow shear velocities (2.4-2.9 km/s) at 2-10 km depth. These failed rift basins from the breakup of Australia-Antartica appear to be overlying thinned crust, where typical mantle velocities of 3.8-4.0 km/s occur at depths greater than 20 km. High shear wave velocities ( 3.7-3.8 km/s) in our new model also match well with regions of high magnetic and gravity anomalies. Furthermore, we use both Rayleigh and Love wave phase data to to construct Vsv and Vsh maps. These are used to estimate crustal radial anisotropy in the Bass Strait. We interpret that structures delineated by our velocity models support the presence and extent of the exotic Precambrian micro-continent (the Selwyn Block) that was most likely entrained during crustal accretion.

Two-dimensional probabilistic inversion of plane-wave electromagnetic data: methodology, model constraints and joint inversion with electrical resistivity data

NASA Astrophysics Data System (ADS)

Rosas-Carbajal, Marina; Linde, Niklas; Kalscheuer, Thomas; Vrugt, Jasper A.

2014-03-01

Probabilistic inversion methods based on Markov chain Monte Carlo (MCMC) simulation are well suited to quantify parameter and model uncertainty of nonlinear inverse problems. Yet, application of such methods to CPU-intensive forward models can be a daunting task, particularly if the parameter space is high dimensional. Here, we present a 2-D pixel-based MCMC inversion of plane-wave electromagnetic (EM) data. Using synthetic data, we investigate how model parameter uncertainty depends on model structure constraints using different norms of the likelihood function and the model constraints, and study the added benefits of joint inversion of EM and electrical resistivity tomography (ERT) data. Our results demonstrate that model structure constraints are necessary to stabilize the MCMC inversion results of a highly discretized model. These constraints decrease model parameter uncertainty and facilitate model interpretation. A drawback is that these constraints may lead to posterior distributions that do not fully include the true underlying model, because some of its features exhibit a low sensitivity to the EM data, and hence are difficult to resolve. This problem can be partly mitigated if the plane-wave EM data is augmented with ERT observations. The hierarchical Bayesian inverse formulation introduced and used herein is able to successfully recover the probabilistic properties of the measurement data errors and a model regularization weight. Application of the proposed inversion methodology to field data from an aquifer demonstrates that the posterior mean model realization is very similar to that derived from a deterministic inversion with similar model constraints.

Variational Bayesian identification and prediction of stochastic nonlinear dynamic causal models.

PubMed

Daunizeau, J; Friston, K J; Kiebel, S J

2009-11-01

In this paper, we describe a general variational Bayesian approach for approximate inference on nonlinear stochastic dynamic models. This scheme extends established approximate inference on hidden-states to cover: (i) nonlinear evolution and observation functions, (ii) unknown parameters and (precision) hyperparameters and (iii) model comparison and prediction under uncertainty. Model identification or inversion entails the estimation of the marginal likelihood or evidence of a model. This difficult integration problem can be finessed by optimising a free-energy bound on the evidence using results from variational calculus. This yields a deterministic update scheme that optimises an approximation to the posterior density on the unknown model variables. We derive such a variational Bayesian scheme in the context of nonlinear stochastic dynamic hierarchical models, for both model identification and time-series prediction. The computational complexity of the scheme is comparable to that of an extended Kalman filter, which is critical when inverting high dimensional models or long time-series. Using Monte-Carlo simulations, we assess the estimation efficiency of this variational Bayesian approach using three stochastic variants of chaotic dynamic systems. We also demonstrate the model comparison capabilities of the method, its self-consistency and its predictive power.

Stochastic static fault slip inversion from geodetic data with non-negativity and bound constraints

NASA Astrophysics Data System (ADS)

Nocquet, J.-M.

2018-07-01

Despite surface displacements observed by geodesy are linear combinations of slip at faults in an elastic medium, determining the spatial distribution of fault slip remains a ill-posed inverse problem. A widely used approach to circumvent the illness of the inversion is to add regularization constraints in terms of smoothing and/or damping so that the linear system becomes invertible. However, the choice of regularization parameters is often arbitrary, and sometimes leads to significantly different results. Furthermore, the resolution analysis is usually empirical and cannot be made independently of the regularization. The stochastic approach of inverse problems provides a rigorous framework where the a priori information about the searched parameters is combined with the observations in order to derive posterior probabilities of the unkown parameters. Here, I investigate an approach where the prior probability density function (pdf) is a multivariate Gaussian function, with single truncation to impose positivity of slip or double truncation to impose positivity and upper bounds on slip for interseismic modelling. I show that the joint posterior pdf is similar to the linear untruncated Gaussian case and can be expressed as a truncated multivariate normal (TMVN) distribution. The TMVN form can then be used to obtain semi-analytical formulae for the single, 2-D or n-D marginal pdf. The semi-analytical formula involves the product of a Gaussian by an integral term that can be evaluated using recent developments in TMVN probabilities calculations. Posterior mean and covariance can also be efficiently derived. I show that the maximum posterior (MAP) can be obtained using a non-negative least-squares algorithm for the single truncated case or using the bounded-variable least-squares algorithm for the double truncated case. I show that the case of independent uniform priors can be approximated using TMVN. The numerical equivalence to Bayesian inversions using Monte Carlo Markov chain (MCMC) sampling is shown for a synthetic example and a real case for interseismic modelling in Central Peru. The TMVN method overcomes several limitations of the Bayesian approach using MCMC sampling. First, the need of computer power is largely reduced. Second, unlike Bayesian MCMC-based approach, marginal pdf, mean, variance or covariance are obtained independently one from each other. Third, the probability and cumulative density functions can be obtained with any density of points. Finally, determining the MAP is extremely fast.

Nested Global Inversion for the Carbon Flux Distribution in Canada and USA from 1994 to 2003

NASA Astrophysics Data System (ADS)

Chen, J. M.; Deng, F.; Ishizawa, M.; Ju, W.; Mo, G.; Chan, D.; Higuchi, K.; Maksyutov, S.

2007-12-01

Based on TransCom inverse modeling for 22 global regions, we developed a nested global inversion system for estimating carbon fluxes of 30 regions in North America (2 of the 22 regions are divided into 30). Irregular boundaries of these 30 regions are delineated based on ecosystem types and provincial/state borders. Synthesis Bayesian inversion is conducted in monthly steps using CO2 concentration measurements at 88 coastal and continental stations of the globe for the 1994-2003 period (NOAA GlobalView database). Responses of these stations to carbon fluxes from the 50 regions are simulated using the transport model of National Institute for Environmental Studies of Japan and reanalysis wind fields of the National Centers for Environmental Prediction (NCEP). Terrestrial carbon flux fields modeled using BEPS and Biome-BGC driven by NCEP reanalysis meteorological data are used as two different a priori to constrain the inversion. The inversion (top- down) results are compared with remote sensing-based ecosystem modeling (bottom-up) results in Canada's forests and wetlands. There is a broad consistency in the spatial pattern of the carbon source and sink distributions obtained using these two independent methods. Both sets of results also indicate that Canada's forests and wetlands are carbon sinks in 1994-2003, but the top-down method produces consistently larger sinks than the bottom-up results. Reasons for this discrepancy may lie in both methods, and several issues are identified for further investigation.

Quantifying the influences of spectral resolution on uncertainty in leaf trait estimates through a Bayesian approach to RTM inversion

DOE PAGES

Shiklomanov, Alexey N.; Dietze, Michael C.; Viskari, Toni; ...

2016-06-09

The remote monitoring of plant canopies is critically needed for understanding of terrestrial ecosystem mechanics and biodiversity as well as capturing the short- to long-term responses of vegetation to disturbance and climate change. A variety of orbital, sub-orbital, and field instruments have been used to retrieve optical spectral signals and to study different vegetation properties such as plant biochemistry, nutrient cycling, physiology, water status, and stress. Radiative transfer models (RTMs) provide a mechanistic link between vegetation properties and observed spectral features, and RTM spectral inversion is a useful framework for estimating these properties from spectral data. However, existing approaches tomore » RTM spectral inversion are typically limited by the inability to characterize uncertainty in parameter estimates. Here, we introduce a Bayesian algorithm for the spectral inversion of the PROSPECT 5 leaf RTM that is distinct from past approaches in two important ways: First, the algorithm only uses reflectance and does not require transmittance observations, which have been plagued by a variety of measurement and equipment challenges. Second, the output is not a point estimate for each parameter but rather the joint probability distribution that includes estimates of parameter uncertainties and covariance structure. We validated our inversion approach using a database of leaf spectra together with measurements of equivalent water thickness (EWT) and leaf dry mass per unit area (LMA). The parameters estimated by our inversion were able to accurately reproduce the observed reflectance (RMSE VIS = 0.0063, RMSE NIR-SWIR = 0.0098) and transmittance (RMSE VIS = 0.0404, RMSE NIR-SWIR = 0.0551) for both broadleaved and conifer species. Inversion estimates of EWT and LMA for broadleaved species agreed well with direct measurements (CV EWT = 18.8%, CV LMA = 24.5%), while estimates for conifer species were less accurate (CV EWT = 53.2%, CV LMA = 63.3%). To examine the influence of spectral resolution on parameter uncertainty, we simulated leaf reflectance as observed by ten common remote sensing platforms with varying spectral configurations and performed a Bayesian inversion on the resulting spectra. We found that full-range hyperspectral platforms were able to retrieve all parameters accurately and precisely, while the parameter estimates of multispectral platforms were much less precise and prone to bias at high and low values. We also observed that variations in the width and location of spectral bands influenced the shape of the covariance structure of parameter estimates. Lastly, our Bayesian spectral inversion provides a powerful and versatile framework for future RTM development and single- and multi-instrumental remote sensing of vegetation.« less

Quantifying the influences of spectral resolution on uncertainty in leaf trait estimates through a Bayesian approach to RTM inversion

DOE Office of Scientific and Technical Information (OSTI.GOV)

Shiklomanov, Alexey N.; Dietze, Michael C.; Viskari, Toni

The remote monitoring of plant canopies is critically needed for understanding of terrestrial ecosystem mechanics and biodiversity as well as capturing the short- to long-term responses of vegetation to disturbance and climate change. A variety of orbital, sub-orbital, and field instruments have been used to retrieve optical spectral signals and to study different vegetation properties such as plant biochemistry, nutrient cycling, physiology, water status, and stress. Radiative transfer models (RTMs) provide a mechanistic link between vegetation properties and observed spectral features, and RTM spectral inversion is a useful framework for estimating these properties from spectral data. However, existing approaches tomore » RTM spectral inversion are typically limited by the inability to characterize uncertainty in parameter estimates. Here, we introduce a Bayesian algorithm for the spectral inversion of the PROSPECT 5 leaf RTM that is distinct from past approaches in two important ways: First, the algorithm only uses reflectance and does not require transmittance observations, which have been plagued by a variety of measurement and equipment challenges. Second, the output is not a point estimate for each parameter but rather the joint probability distribution that includes estimates of parameter uncertainties and covariance structure. We validated our inversion approach using a database of leaf spectra together with measurements of equivalent water thickness (EWT) and leaf dry mass per unit area (LMA). The parameters estimated by our inversion were able to accurately reproduce the observed reflectance (RMSE VIS = 0.0063, RMSE NIR-SWIR = 0.0098) and transmittance (RMSE VIS = 0.0404, RMSE NIR-SWIR = 0.0551) for both broadleaved and conifer species. Inversion estimates of EWT and LMA for broadleaved species agreed well with direct measurements (CV EWT = 18.8%, CV LMA = 24.5%), while estimates for conifer species were less accurate (CV EWT = 53.2%, CV LMA = 63.3%). To examine the influence of spectral resolution on parameter uncertainty, we simulated leaf reflectance as observed by ten common remote sensing platforms with varying spectral configurations and performed a Bayesian inversion on the resulting spectra. We found that full-range hyperspectral platforms were able to retrieve all parameters accurately and precisely, while the parameter estimates of multispectral platforms were much less precise and prone to bias at high and low values. We also observed that variations in the width and location of spectral bands influenced the shape of the covariance structure of parameter estimates. Lastly, our Bayesian spectral inversion provides a powerful and versatile framework for future RTM development and single- and multi-instrumental remote sensing of vegetation.« less

Advances in computer simulation of genome evolution: toward more realistic evolutionary genomics analysis by approximate bayesian computation.

PubMed

Arenas, Miguel

2015-04-01

NGS technologies present a fast and cheap generation of genomic data. Nevertheless, ancestral genome inference is not so straightforward due to complex evolutionary processes acting on this material such as inversions, translocations, and other genome rearrangements that, in addition to their implicit complexity, can co-occur and confound ancestral inferences. Recently, models of genome evolution that accommodate such complex genomic events are emerging. This letter explores these novel evolutionary models and proposes their incorporation into robust statistical approaches based on computer simulations, such as approximate Bayesian computation, that may produce a more realistic evolutionary analysis of genomic data. Advantages and pitfalls in using these analytical methods are discussed. Potential applications of these ancestral genomic inferences are also pointed out.

A semiparametric Bayesian proportional hazards model for interval censored data with frailty effects.

PubMed

Henschel, Volkmar; Engel, Jutta; Hölzel, Dieter; Mansmann, Ulrich

2009-02-10

Multivariate analysis of interval censored event data based on classical likelihood methods is notoriously cumbersome. Likelihood inference for models which additionally include random effects are not available at all. Developed algorithms bear problems for practical users like: matrix inversion, slow convergence, no assessment of statistical uncertainty. MCMC procedures combined with imputation are used to implement hierarchical models for interval censored data within a Bayesian framework. Two examples from clinical practice demonstrate the handling of clustered interval censored event times as well as multilayer random effects for inter-institutional quality assessment. The software developed is called survBayes and is freely available at CRAN. The proposed software supports the solution of complex analyses in many fields of clinical epidemiology as well as health services research.

Classification of Active Microwave and Passive Optical Data Based on Bayesian Theory and Mrf

NASA Astrophysics Data System (ADS)

Yu, F.; Li, H. T.; Han, Y. S.; Gu, H. Y.

2012-08-01

A classifier based on Bayesian theory and Markov random field (MRF) is presented to classify the active microwave and passive optical remote sensing data, which have demonstrated their respective advantages in inversion of surface soil moisture content. In the method, the VV, VH polarization of ASAR and all the 7 TM bands are taken as the input of the classifier to get the class labels of each pixel of the images. And the model is validated for the necessities of integration of TM and ASAR, it shows that, the total precision of classification in this paper is 89.4%. Comparing with the classification with single TM, the accuracy increase 11.5%, illustrating that synthesis of active and passive optical remote sensing data is efficient and potential in classification.

Bowhead whale localization using time-difference-of-arrival data from asynchronous recorders.

PubMed

Warner, Graham A; Dosso, Stan E; Hannay, David E

2017-03-01

This paper estimates bowhead whale locations and uncertainties using nonlinear Bayesian inversion of the time-difference-of-arrival (TDOA) of low-frequency whale calls recorded on onmi-directional asynchronous recorders in the shallow waters of the northeastern Chukchi Sea, Alaska. A Y-shaped cluster of seven autonomous ocean-bottom hydrophones, separated by 0.5-9.2 km, was deployed for several months over which time their clocks drifted out of synchronization. Hundreds of recorded whale calls are manually associated between recorders. The TDOA between hydrophone pairs are calculated from filtered waveform cross correlations and depend on the whale locations, hydrophone locations, relative recorder clock offsets, and effective waveguide sound speed. A nonlinear Bayesian inversion estimates all of these parameters and their uncertainties as well as data error statistics. The problem is highly nonlinear and a linearized inversion did not produce physically realistic results. Whale location uncertainties from nonlinear inversion can be low enough to allow accurate tracking of migrating whales that vocalize repeatedly over several minutes. Estimates of clock drift rates are obtained from inversions of TDOA data over two weeks and agree with corresponding estimates obtained from long-time averaged ambient noise cross correlations. The inversion is suitable for application to large data sets of manually or automatically detected whale calls.

Solving large-scale PDE-constrained Bayesian inverse problems with Riemann manifold Hamiltonian Monte Carlo

NASA Astrophysics Data System (ADS)

Bui-Thanh, T.; Girolami, M.

2014-11-01

We consider the Riemann manifold Hamiltonian Monte Carlo (RMHMC) method for solving statistical inverse problems governed by partial differential equations (PDEs). The Bayesian framework is employed to cast the inverse problem into the task of statistical inference whose solution is the posterior distribution in infinite dimensional parameter space conditional upon observation data and Gaussian prior measure. We discretize both the likelihood and the prior using the H1-conforming finite element method together with a matrix transfer technique. The power of the RMHMC method is that it exploits the geometric structure induced by the PDE constraints of the underlying inverse problem. Consequently, each RMHMC posterior sample is almost uncorrelated/independent from the others providing statistically efficient Markov chain simulation. However this statistical efficiency comes at a computational cost. This motivates us to consider computationally more efficient strategies for RMHMC. At the heart of our construction is the fact that for Gaussian error structures the Fisher information matrix coincides with the Gauss-Newton Hessian. We exploit this fact in considering a computationally simplified RMHMC method combining state-of-the-art adjoint techniques and the superiority of the RMHMC method. Specifically, we first form the Gauss-Newton Hessian at the maximum a posteriori point and then use it as a fixed constant metric tensor throughout RMHMC simulation. This eliminates the need for the computationally costly differential geometric Christoffel symbols, which in turn greatly reduces computational effort at a corresponding loss of sampling efficiency. We further reduce the cost of forming the Fisher information matrix by using a low rank approximation via a randomized singular value decomposition technique. This is efficient since a small number of Hessian-vector products are required. The Hessian-vector product in turn requires only two extra PDE solves using the adjoint technique. Various numerical results up to 1025 parameters are presented to demonstrate the ability of the RMHMC method in exploring the geometric structure of the problem to propose (almost) uncorrelated/independent samples that are far away from each other, and yet the acceptance rate is almost unity. The results also suggest that for the PDE models considered the proposed fixed metric RMHMC can attain almost as high a quality performance as the original RMHMC, i.e. generating (almost) uncorrelated/independent samples, while being two orders of magnitude less computationally expensive.

Decomposing Large Inverse Problems with an Augmented Lagrangian Approach: Application to Joint Inversion of Body-Wave Travel Times and Surface-Wave Dispersion Measurements

NASA Astrophysics Data System (ADS)

Reiter, D. T.; Rodi, W. L.

2015-12-01

Constructing 3D Earth models through the joint inversion of large geophysical data sets presents numerous theoretical and practical challenges, especially when diverse types of data and model parameters are involved. Among the challenges are the computational complexity associated with large data and model vectors and the need to unify differing model parameterizations, forward modeling methods and regularization schemes within a common inversion framework. The challenges can be addressed in part by decomposing the inverse problem into smaller, simpler inverse problems that can be solved separately, providing one knows how to merge the separate inversion results into an optimal solution of the full problem. We have formulated an approach to the decomposition of large inverse problems based on the augmented Lagrangian technique from optimization theory. As commonly done, we define a solution to the full inverse problem as the Earth model minimizing an objective function motivated, for example, by a Bayesian inference formulation. Our decomposition approach recasts the minimization problem equivalently as the minimization of component objective functions, corresponding to specified data subsets, subject to the constraints that the minimizing models be equal. A standard optimization algorithm solves the resulting constrained minimization problems by alternating between the separate solution of the component problems and the updating of Lagrange multipliers that serve to steer the individual solution models toward a common model solving the full problem. We are applying our inversion method to the reconstruction of the·crust and upper-mantle seismic velocity structure across Eurasia.· Data for the inversion comprise a large set of P and S body-wave travel times·and fundamental and first-higher mode Rayleigh-wave group velocities.

Multi-subject hierarchical inverse covariance modelling improves estimation of functional brain networks.

PubMed

Colclough, Giles L; Woolrich, Mark W; Harrison, Samuel J; Rojas López, Pedro A; Valdes-Sosa, Pedro A; Smith, Stephen M

2018-05-07

A Bayesian model for sparse, hierarchical, inver-covariance estimation is presented, and applied to multi-subject functional connectivity estimation in the human brain. It enables simultaneous inference of the strength of connectivity between brain regions at both subject and population level, and is applicable to fMRI, MEG and EEG data. Two versions of the model can encourage sparse connectivity, either using continuous priors to suppress irrelevant connections, or using an explicit description of the network structure to estimate the connection probability between each pair of regions. A large evaluation of this model, and thirteen methods that represent the state of the art of inverse covariance modelling, is conducted using both simulated and resting-state functional imaging datasets. Our novel Bayesian approach has similar performance to the best extant alternative, Ng et al.'s Sparse Group Gaussian Graphical Model algorithm, which also is based on a hierarchical structure. Using data from the Human Connectome Project, we show that these hierarchical models are able to reduce the measurement error in MEG beta-band functional networks by 10%, producing concomitant increases in estimates of the genetic influence on functional connectivity. Copyright © 2018. Published by Elsevier Inc.

Scalable posterior approximations for large-scale Bayesian inverse problems via likelihood-informed parameter and state reduction

NASA Astrophysics Data System (ADS)

Cui, Tiangang; Marzouk, Youssef; Willcox, Karen

2016-06-01

Two major bottlenecks to the solution of large-scale Bayesian inverse problems are the scaling of posterior sampling algorithms to high-dimensional parameter spaces and the computational cost of forward model evaluations. Yet incomplete or noisy data, the state variation and parameter dependence of the forward model, and correlations in the prior collectively provide useful structure that can be exploited for dimension reduction in this setting-both in the parameter space of the inverse problem and in the state space of the forward model. To this end, we show how to jointly construct low-dimensional subspaces of the parameter space and the state space in order to accelerate the Bayesian solution of the inverse problem. As a byproduct of state dimension reduction, we also show how to identify low-dimensional subspaces of the data in problems with high-dimensional observations. These subspaces enable approximation of the posterior as a product of two factors: (i) a projection of the posterior onto a low-dimensional parameter subspace, wherein the original likelihood is replaced by an approximation involving a reduced model; and (ii) the marginal prior distribution on the high-dimensional complement of the parameter subspace. We present and compare several strategies for constructing these subspaces using only a limited number of forward and adjoint model simulations. The resulting posterior approximations can rapidly be characterized using standard sampling techniques, e.g., Markov chain Monte Carlo. Two numerical examples demonstrate the accuracy and efficiency of our approach: inversion of an integral equation in atmospheric remote sensing, where the data dimension is very high; and the inference of a heterogeneous transmissivity field in a groundwater system, which involves a partial differential equation forward model with high dimensional state and parameters.

Inverse modeling of hydrologic parameters using surface flux and runoff observations in the Community Land Model

NASA Astrophysics Data System (ADS)

Sun, Y.; Hou, Z.; Huang, M.; Tian, F.; Leung, L. Ruby

2013-12-01

This study demonstrates the possibility of inverting hydrologic parameters using surface flux and runoff observations in version 4 of the Community Land Model (CLM4). Previous studies showed that surface flux and runoff calculations are sensitive to major hydrologic parameters in CLM4 over different watersheds, and illustrated the necessity and possibility of parameter calibration. Both deterministic least-square fitting and stochastic Markov-chain Monte Carlo (MCMC)-Bayesian inversion approaches are evaluated by applying them to CLM4 at selected sites with different climate and soil conditions. The unknowns to be estimated include surface and subsurface runoff generation parameters and vadose zone soil water parameters. We find that using model parameters calibrated by the sampling-based stochastic inversion approaches provides significant improvements in the model simulations compared to using default CLM4 parameter values, and that as more information comes in, the predictive intervals (ranges of posterior distributions) of the calibrated parameters become narrower. In general, parameters that are identified to be significant through sensitivity analyses and statistical tests are better calibrated than those with weak or nonlinear impacts on flux or runoff observations. Temporal resolution of observations has larger impacts on the results of inverse modeling using heat flux data than runoff data. Soil and vegetation cover have important impacts on parameter sensitivities, leading to different patterns of posterior distributions of parameters at different sites. Overall, the MCMC-Bayesian inversion approach effectively and reliably improves the simulation of CLM under different climates and environmental conditions. Bayesian model averaging of the posterior estimates with different reference acceptance probabilities can smooth the posterior distribution and provide more reliable parameter estimates, but at the expense of wider uncertainty bounds.

An Inverse Modeling Plugin for HydroDesktop using the Method of Anchored Distributions (MAD)

NASA Astrophysics Data System (ADS)

Ames, D. P.; Osorio, C.; Over, M. W.; Rubin, Y.

2011-12-01

The CUAHSI Hydrologic Information System (HIS) software stack is based on an open and extensible architecture that facilitates the addition of new functions and capabilities at both the server side (using HydroServer) and the client side (using HydroDesktop). The HydroDesktop client plugin architecture is used here to expose a new scripting based plugin that makes use of the R statistics software as a means for conducting inverse modeling using the Method of Anchored Distributions (MAD). MAD is a Bayesian inversion technique for conditioning computational model parameters on relevant field observations yielding probabilistic distributions of the model parameters, related to the spatial random variable of interest, by assimilating multi-type and multi-scale data. The implementation of a desktop software tool for using the MAD technique is expected to significantly lower the barrier to use of inverse modeling in education, research, and resource management. The HydroDesktop MAD plugin is being developed following a community-based, open-source approach that will help both its adoption and long term sustainability as a user tool. This presentation will briefly introduce MAD, HydroDesktop, and the MAD plugin and software development effort.

Forward and Inverse Modeling of Self-potential. A Tomography of Groundwater Flow and Comparison Between Deterministic and Stochastic Inversion Methods

NASA Astrophysics Data System (ADS)

Quintero-Chavarria, E.; Ochoa Gutierrez, L. H.

2016-12-01

Applications of the Self-potential Method in the fields of Hydrogeology and Environmental Sciences have had significant developments during the last two decades with a strong use on groundwater flows identification. Although only few authors deal with the forward problem's solution -especially in geophysics literature- different inversion procedures are currently being developed but in most cases they are compared with unconventional groundwater velocity fields and restricted to structured meshes. This research solves the forward problem based on the finite element method using the St. Venant's Principle to transform a point dipole, which is the field generated by a single vector, into a distribution of electrical monopoles. Then, two simple aquifer models were generated with specific boundary conditions and head potentials, velocity fields and electric potentials in the medium were computed. With the model's surface electric potential, the inverse problem is solved to retrieve the source of electric potential (vector field associated to groundwater flow) using deterministic and stochastic approaches. The first approach was carried out by implementing a Tikhonov regularization with a stabilized operator adapted to the finite element mesh while for the second a hierarchical Bayesian model based on Markov chain Monte Carlo (McMC) and Markov Random Fields (MRF) was constructed. For all implemented methods, the result between the direct and inverse models was contrasted in two ways: 1) shape and distribution of the vector field, and 2) magnitude's histogram. Finally, it was concluded that inversion procedures are improved when the velocity field's behavior is considered, thus, the deterministic method is more suitable for unconfined aquifers than confined ones. McMC has restricted applications and requires a lot of information (particularly in potentials fields) while MRF has a remarkable response especially when dealing with confined aquifers.

We introduce an algorithm for the simultaneous reconstruction of faults and slip fields. We prove that the minimum of a related regularized functional converges to the unique solution of the fault inverse problem. We consider a Bayesian approach. We use a parallel multi-core platform and we discuss techniques to save on computational time.

NASA Astrophysics Data System (ADS)

Volkov, D.

2017-12-01

We introduce an algorithm for the simultaneous reconstruction of faults and slip fields on those faults. We define a regularized functional to be minimized for the reconstruction. We prove that the minimum of that functional converges to the unique solution of the related fault inverse problem. Due to inherent uncertainties in measurements, rather than seeking a deterministic solution to the fault inverse problem, we consider a Bayesian approach. The advantage of such an approach is that we obtain a way of quantifying uncertainties as part of our final answer. On the downside, this Bayesian approach leads to a very large computation. To contend with the size of this computation we developed an algorithm for the numerical solution to the stochastic minimization problem which can be easily implemented on a parallel multi-core platform and we discuss techniques to save on computational time. After showing how this algorithm performs on simulated data and assessing the effect of noise, we apply it to measured data. The data was recorded during a slow slip event in Guerrero, Mexico.

The effects of time-varying observation errors on semi-empirical sea-level projections

DOE PAGES

Ruckert, Kelsey L.; Guan, Yawen; Bakker, Alexander M. R.; ...

2016-11-30

Sea-level rise is a key driver of projected flooding risks. The design of strategies to manage these risks often hinges on projections that inform decision-makers about the surrounding uncertainties. Producing semi-empirical sea-level projections is difficult, for example, due to the complexity of the error structure of the observations, such as time-varying (heteroskedastic) observation errors and autocorrelation of the data-model residuals. This raises the question of how neglecting the error structure impacts hindcasts and projections. Here, we quantify this effect on sea-level projections and parameter distributions by using a simple semi-empirical sea-level model. Specifically, we compare three model-fitting methods: a frequentistmore » bootstrap as well as a Bayesian inversion with and without considering heteroskedastic residuals. All methods produce comparable hindcasts, but the parametric distributions and projections differ considerably based on methodological choices. In conclusion, our results show that the differences based on the methodological choices are enhanced in the upper tail projections. For example, the Bayesian inversion accounting for heteroskedasticity increases the sea-level anomaly with a 1% probability of being equaled or exceeded in the year 2050 by about 34% and about 40% in the year 2100 compared to a frequentist bootstrap. These results indicate that neglecting known properties of the observation errors and the data-model residuals can lead to low-biased sea-level projections.« less

The effects of time-varying observation errors on semi-empirical sea-level projections

DOE Office of Scientific and Technical Information (OSTI.GOV)

Ruckert, Kelsey L.; Guan, Yawen; Bakker, Alexander M. R.

Sea-level rise is a key driver of projected flooding risks. The design of strategies to manage these risks often hinges on projections that inform decision-makers about the surrounding uncertainties. Producing semi-empirical sea-level projections is difficult, for example, due to the complexity of the error structure of the observations, such as time-varying (heteroskedastic) observation errors and autocorrelation of the data-model residuals. This raises the question of how neglecting the error structure impacts hindcasts and projections. Here, we quantify this effect on sea-level projections and parameter distributions by using a simple semi-empirical sea-level model. Specifically, we compare three model-fitting methods: a frequentistmore » bootstrap as well as a Bayesian inversion with and without considering heteroskedastic residuals. All methods produce comparable hindcasts, but the parametric distributions and projections differ considerably based on methodological choices. In conclusion, our results show that the differences based on the methodological choices are enhanced in the upper tail projections. For example, the Bayesian inversion accounting for heteroskedasticity increases the sea-level anomaly with a 1% probability of being equaled or exceeded in the year 2050 by about 34% and about 40% in the year 2100 compared to a frequentist bootstrap. These results indicate that neglecting known properties of the observation errors and the data-model residuals can lead to low-biased sea-level projections.« less

Hierarchical Bayesian modeling of ionospheric TEC disturbances as non-stationary processes

NASA Astrophysics Data System (ADS)

Seid, Abdu Mohammed; Berhane, Tesfahun; Roininen, Lassi; Nigussie, Melessew

2018-03-01

We model regular and irregular variation of ionospheric total electron content as stationary and non-stationary processes, respectively. We apply the method developed to SCINDA GPS data set observed at Bahir Dar, Ethiopia (11.6 °N, 37.4 °E) . We use hierarchical Bayesian inversion with Gaussian Markov random process priors, and we model the prior parameters in the hyperprior. We use Matérn priors via stochastic partial differential equations, and use scaled Inv -χ2 hyperpriors for the hyperparameters. For drawing posterior estimates, we use Markov Chain Monte Carlo methods: Gibbs sampling and Metropolis-within-Gibbs for parameter and hyperparameter estimations, respectively. This allows us to quantify model parameter estimation uncertainties as well. We demonstrate the applicability of the method proposed using a synthetic test case. Finally, we apply the method to real GPS data set, which we decompose to regular and irregular variation components. The result shows that the approach can be used as an accurate ionospheric disturbance characterization technique that quantifies the total electron content variability with corresponding error uncertainties.

Bayesian model reduction and empirical Bayes for group (DCM) studies

PubMed Central

Friston, Karl J.; Litvak, Vladimir; Oswal, Ashwini; Razi, Adeel; Stephan, Klaas E.; van Wijk, Bernadette C.M.; Ziegler, Gabriel; Zeidman, Peter

2016-01-01

This technical note describes some Bayesian procedures for the analysis of group studies that use nonlinear models at the first (within-subject) level – e.g., dynamic causal models – and linear models at subsequent (between-subject) levels. Its focus is on using Bayesian model reduction to finesse the inversion of multiple models of a single dataset or a single (hierarchical or empirical Bayes) model of multiple datasets. These applications of Bayesian model reduction allow one to consider parametric random effects and make inferences about group effects very efficiently (in a few seconds). We provide the relatively straightforward theoretical background to these procedures and illustrate their application using a worked example. This example uses a simulated mismatch negativity study of schizophrenia. We illustrate the robustness of Bayesian model reduction to violations of the (commonly used) Laplace assumption in dynamic causal modelling and show how its recursive application can facilitate both classical and Bayesian inference about group differences. Finally, we consider the application of these empirical Bayesian procedures to classification and prediction. PMID:26569570

Hamiltonian Monte Carlo Inversion of Seismic Sources in Complex Media

NASA Astrophysics Data System (ADS)

Fichtner, A.; Simutė, S.

2017-12-01

We present a probabilistic seismic source inversion method that properly accounts for 3D heterogeneous Earth structure and provides full uncertainty information on the timing, location and mechanism of the event. Our method rests on two essential elements: (1) reciprocity and spectral-element simulations in complex media, and (2) Hamiltonian Monte Carlo sampling that requires only a small amount of test models. Using spectral-element simulations of 3D, visco-elastic, anisotropic wave propagation, we precompute a data base of the strain tensor in time and space by placing sources at the positions of receivers. Exploiting reciprocity, this receiver-side strain data base can be used to promptly compute synthetic seismograms at the receiver locations for any hypothetical source within the volume of interest. The rapid solution of the forward problem enables a Bayesian solution of the inverse problem. For this, we developed a variant of Hamiltonian Monte Carlo (HMC) sampling. Taking advantage of easily computable derivatives, HMC converges to the posterior probability density with orders of magnitude less samples than derivative-free Monte Carlo methods. (Exact numbers depend on observational errors and the quality of the prior). We apply our method to the Japanese Islands region where we previously constrained 3D structure of the crust and upper mantle using full-waveform inversion with a minimum period of around 15 s.

Gaussian process-based Bayesian nonparametric inference of population size trajectories from gene genealogies.

PubMed

Palacios, Julia A; Minin, Vladimir N

2013-03-01

Changes in population size influence genetic diversity of the population and, as a result, leave a signature of these changes in individual genomes in the population. We are interested in the inverse problem of reconstructing past population dynamics from genomic data. We start with a standard framework based on the coalescent, a stochastic process that generates genealogies connecting randomly sampled individuals from the population of interest. These genealogies serve as a glue between the population demographic history and genomic sequences. It turns out that only the times of genealogical lineage coalescences contain information about population size dynamics. Viewing these coalescent times as a point process, estimating population size trajectories is equivalent to estimating a conditional intensity of this point process. Therefore, our inverse problem is similar to estimating an inhomogeneous Poisson process intensity function. We demonstrate how recent advances in Gaussian process-based nonparametric inference for Poisson processes can be extended to Bayesian nonparametric estimation of population size dynamics under the coalescent. We compare our Gaussian process (GP) approach to one of the state-of-the-art Gaussian Markov random field (GMRF) methods for estimating population trajectories. Using simulated data, we demonstrate that our method has better accuracy and precision. Next, we analyze two genealogies reconstructed from real sequences of hepatitis C and human Influenza A viruses. In both cases, we recover more believed aspects of the viral demographic histories than the GMRF approach. We also find that our GP method produces more reasonable uncertainty estimates than the GMRF method. Copyright © 2013, The International Biometric Society.

Joint Model and Parameter Dimension Reduction for Bayesian Inversion Applied to an Ice Sheet Flow Problem

NASA Astrophysics Data System (ADS)

Ghattas, O.; Petra, N.; Cui, T.; Marzouk, Y.; Benjamin, P.; Willcox, K.

2016-12-01

Model-based projections of the dynamics of the polar ice sheets play a central role in anticipating future sea level rise. However, a number of mathematical and computational challenges place significant barriers on improving predictability of these models. One such challenge is caused by the unknown model parameters (e.g., in the basal boundary conditions) that must be inferred from heterogeneous observational data, leading to an ill-posed inverse problem and the need to quantify uncertainties in its solution. In this talk we discuss the problem of estimating the uncertainty in the solution of (large-scale) ice sheet inverse problems within the framework of Bayesian inference. Computing the general solution of the inverse problem--i.e., the posterior probability density--is intractable with current methods on today's computers, due to the expense of solving the forward model (3D full Stokes flow with nonlinear rheology) and the high dimensionality of the uncertain parameters (which are discretizations of the basal sliding coefficient field). To overcome these twin computational challenges, it is essential to exploit problem structure (e.g., sensitivity of the data to parameters, the smoothing property of the forward model, and correlations in the prior). To this end, we present a data-informed approach that identifies low-dimensional structure in both parameter space and the forward model state space. This approach exploits the fact that the observations inform only a low-dimensional parameter space and allows us to construct a parameter-reduced posterior. Sampling this parameter-reduced posterior still requires multiple evaluations of the forward problem, therefore we also aim to identify a low dimensional state space to reduce the computational cost. To this end, we apply a proper orthogonal decomposition (POD) approach to approximate the state using a low-dimensional manifold constructed using ``snapshots'' from the parameter reduced posterior, and the discrete empirical interpolation method (DEIM) to approximate the nonlinearity in the forward problem. We show that using only a limited number of forward solves, the resulting subspaces lead to an efficient method to explore the high-dimensional posterior.

A physiologically motivated sparse, compact, and smooth (SCS) approach to EEG source localization.

PubMed

Cao, Cheng; Akalin Acar, Zeynep; Kreutz-Delgado, Kenneth; Makeig, Scott

2012-01-01

Here, we introduce a novel approach to the EEG inverse problem based on the assumption that principal cortical sources of multi-channel EEG recordings may be assumed to be spatially sparse, compact, and smooth (SCS). To enforce these characteristics of solutions to the EEG inverse problem, we propose a correlation-variance model which factors a cortical source space covariance matrix into the multiplication of a pre-given correlation coefficient matrix and the square root of the diagonal variance matrix learned from the data under a Bayesian learning framework. We tested the SCS method using simulated EEG data with various SNR and applied it to a real ECOG data set. We compare the results of SCS to those of an established SBL algorithm.

Information content of incubation experiments for inverse estimation of pools in the Rothamsted carbon model: a Bayesian perspective

NASA Astrophysics Data System (ADS)

Scharnagl, B.; Vrugt, J. A.; Vereecken, H.; Herbst, M.

2010-02-01

A major drawback of current soil organic carbon (SOC) models is that their conceptually defined pools do not necessarily correspond to measurable SOC fractions in real practice. This not only impairs our ability to rigorously evaluate SOC models but also makes it difficult to derive accurate initial states of the individual carbon pools. In this study, we tested the feasibility of inverse modelling for estimating pools in the Rothamsted carbon model (ROTHC) using mineralization rates observed during incubation experiments. This inverse approach may provide an alternative to existing SOC fractionation methods. To illustrate our approach, we used a time series of synthetically generated mineralization rates using the ROTHC model. We adopted a Bayesian approach using the recently developed DiffeRential Evolution Adaptive Metropolis (DREAM) algorithm to infer probability density functions of the various carbon pools at the start of incubation. The Kullback-Leibler divergence was used to quantify the information content of the mineralization rate data. Our results indicate that measured mineralization rates generally provided sufficient information to reliably estimate all carbon pools in the ROTHC model. The incubation time necessary to appropriately constrain all pools was about 900 days. The use of prior information on microbial biomass carbon significantly reduced the uncertainty of the initial carbon pools, decreasing the required incubation time to about 600 days. Simultaneous estimation of initial carbon pools and decomposition rate constants significantly increased the uncertainty of the carbon pools. This effect was most pronounced for the intermediate and slow pools. Altogether, our results demonstrate that it is particularly difficult to derive reasonable estimates of the humified organic matter pool and the inert organic matter pool from inverse modelling of mineralization rates observed during incubation experiments.

Estimating National-scale Emissions using Dense Monitoring Networks

NASA Astrophysics Data System (ADS)

Ganesan, A.; Manning, A.; Grant, A.; Young, D.; Oram, D.; Sturges, W. T.; Moncrieff, J. B.; O'Doherty, S.

2014-12-01

The UK's DECC (Deriving Emissions linked to Climate Change) network consists of four greenhouse gas measurement stations that are situated to constrain emissions from the UK and Northwest Europe. These four stations are located in Mace Head (West Coast of Ireland), and on telecommunication towers at Ridge Hill (Western England), Tacolneston (Eastern England) and Angus (Eastern Scotland). With the exception of Angus, which currently only measures carbon dioxide (CO2) and methane (CH4), the remaining sites are additionally equipped to monitor nitrous oxide (N2O). We present an analysis of the network's CH4 and N2O observations from 2011-2013 and compare derived top-down regional emissions with bottom-up inventories, including a recently produced high-resolution inventory (UK National Atmospheric Emissions Inventory). As countries are moving toward national-level emissions estimation, we also address some of the considerations that need to be made when designing these national networks. One of the novel aspects of this work is that we use a hierarchical Bayesian inversion framework. This methodology, which has newly been applied to greenhouse gas emissions estimation, is designed to estimate temporally and spatially varying model-measurement uncertainties and correlation scales, in addition to fluxes. Through this analysis, we demonstrate the importance of characterizing these covariance parameters in order to properly use data from high-density monitoring networks. This UK case study highlights the ways in which this new inverse framework can be used to address some of the limitations of traditional Bayesian inverse methods.

Uncertainty Estimation in Tsunami Initial Condition From Rapid Bayesian Finite Fault Modeling

NASA Astrophysics Data System (ADS)

Benavente, R. F.; Dettmer, J.; Cummins, P. R.; Urrutia, A.; Cienfuegos, R.

2017-12-01

It is well known that kinematic rupture models for a given earthquake can present discrepancies even when similar datasets are employed in the inversion process. While quantifying this variability can be critical when making early estimates of the earthquake and triggered tsunami impact, "most likely models" are normally used for this purpose. In this work, we quantify the uncertainty of the tsunami initial condition for the great Illapel earthquake (Mw = 8.3, 2015, Chile). We focus on utilizing data and inversion methods that are suitable to rapid source characterization yet provide meaningful and robust results. Rupture models from teleseismic body and surface waves as well as W-phase are derived and accompanied by Bayesian uncertainty estimates from linearized inversion under positivity constraints. We show that robust and consistent features about the rupture kinematics appear when working within this probabilistic framework. Moreover, by using static dislocation theory, we translate the probabilistic slip distributions into seafloor deformation which we interpret as a tsunami initial condition. After considering uncertainty, our probabilistic seafloor deformation models obtained from different data types appear consistent with each other providing meaningful results. We also show that selecting just a single "representative" solution from the ensemble of initial conditions for tsunami propagation may lead to overestimating information content in the data. Our results suggest that rapid, probabilistic rupture models can play a significant role during emergency response by providing robust information about the extent of the disaster.

Radiation Source Mapping with Bayesian Inverse Methods

DOE PAGES

Hykes, Joshua M.; Azmy, Yousry Y.

2017-03-22

In this work, we present a method to map the spectral and spatial distributions of radioactive sources using a limited number of detectors. Locating and identifying radioactive materials is important for border monitoring, in accounting for special nuclear material in processing facilities, and in cleanup operations following a radioactive material spill. Most methods to analyze these types of problems make restrictive assumptions about the distribution of the source. In contrast, the source mapping method presented here allows an arbitrary three-dimensional distribution in space and a gamma peak distribution in energy. To apply the method, the problem is cast as anmore » inverse problem where the system’s geometry and material composition are known and fixed, while the radiation source distribution is sought. A probabilistic Bayesian approach is used to solve the resulting inverse problem since the system of equations is ill-posed. The posterior is maximized with a Newton optimization method. The probabilistic approach also provides estimates of the confidence in the final source map prediction. A set of adjoint, discrete ordinates flux solutions, obtained in this work by the Denovo code, is required to efficiently compute detector responses from a candidate source distribution. These adjoint fluxes form the linear mapping from the state space to the response space. The test of the method’s success is simultaneously locating a set of 137Cs and 60Co gamma sources in a room. This test problem is solved using experimental measurements that we collected for this purpose. Because of the weak sources available for use in the experiment, some of the expected photopeaks were not distinguishable from the Compton continuum. However, by supplanting 14 flawed measurements (out of a total of 69) with synthetic responses computed by MCNP, the proof-of-principle source mapping was successful. The locations of the sources were predicted within 25 cm for two of the sources and 90 cm for the third, in a room with an ~4-x 4-m floor plan. Finally, the predicted source intensities were within a factor of ten of their true value.« less

Univariate and bivariate likelihood-based meta-analysis methods performed comparably when marginal sensitivity and specificity were the targets of inference.

PubMed

Dahabreh, Issa J; Trikalinos, Thomas A; Lau, Joseph; Schmid, Christopher H

2017-03-01

To compare statistical methods for meta-analysis of sensitivity and specificity of medical tests (e.g., diagnostic or screening tests). We constructed a database of PubMed-indexed meta-analyses of test performance from which 2 × 2 tables for each included study could be extracted. We reanalyzed the data using univariate and bivariate random effects models fit with inverse variance and maximum likelihood methods. Analyses were performed using both normal and binomial likelihoods to describe within-study variability. The bivariate model using the binomial likelihood was also fit using a fully Bayesian approach. We use two worked examples-thoracic computerized tomography to detect aortic injury and rapid prescreening of Papanicolaou smears to detect cytological abnormalities-to highlight that different meta-analysis approaches can produce different results. We also present results from reanalysis of 308 meta-analyses of sensitivity and specificity. Models using the normal approximation produced sensitivity and specificity estimates closer to 50% and smaller standard errors compared to models using the binomial likelihood; absolute differences of 5% or greater were observed in 12% and 5% of meta-analyses for sensitivity and specificity, respectively. Results from univariate and bivariate random effects models were similar, regardless of estimation method. Maximum likelihood and Bayesian methods produced almost identical summary estimates under the bivariate model; however, Bayesian analyses indicated greater uncertainty around those estimates. Bivariate models produced imprecise estimates of the between-study correlation of sensitivity and specificity. Differences between methods were larger with increasing proportion of studies that were small or required a continuity correction. The binomial likelihood should be used to model within-study variability. Univariate and bivariate models give similar estimates of the marginal distributions for sensitivity and specificity. Bayesian methods fully quantify uncertainty and their ability to incorporate external evidence may be useful for imprecisely estimated parameters. Copyright © 2017 Elsevier Inc. All rights reserved.

Optical characterization limits of nanoparticle aggregates at different wavelengths using approximate Bayesian computation

NASA Astrophysics Data System (ADS)

Eriçok, Ozan Burak; Ertürk, Hakan

2018-07-01

Optical characterization of nanoparticle aggregates is a complex inverse problem that can be solved by deterministic or statistical methods. Previous studies showed that there exists a different lower size limit of reliable characterization, corresponding to the wavelength of light source used. In this study, these characterization limits are determined considering a light source wavelength range changing from ultraviolet to near infrared (266-1064 nm) relying on numerical light scattering experiments. Two different measurement ensembles are considered. Collection of well separated aggregates made up of same sized particles and that of having particle size distribution. Filippov's cluster-cluster algorithm is used to generate the aggregates and the light scattering behavior is calculated by discrete dipole approximation. A likelihood-free Approximate Bayesian Computation, relying on Adaptive Population Monte Carlo method, is used for characterization. It is found that when the wavelength range of 266-1064 nm is used, successful characterization limit changes from 21-62 nm effective radius for monodisperse and polydisperse soot aggregates.

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

DOE Office of Scientific and Technical Information (OSTI.GOV)

Zhang, Jiangjiang; Li, Weixuan; Zeng, Lingzao

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 amore » 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.« less

Identifying Flow Networks in a Karstified Aquifer by Application of the Cellular Automata-Based Deterministic Inversion Method (Lez Aquifer, France)

NASA Astrophysics Data System (ADS)

Fischer, P.; Jardani, A.; Wang, X.; Jourde, H.; Lecoq, N.

2017-12-01

The distributed modeling of flow paths within karstic and fractured fields remains a complex task because of the high dependence of the hydraulic responses to the relative locations between observational boreholes and interconnected fractures and karstic conduits that control the main flow of the hydrosystem. The inverse problem in a distributed model is one alternative approach to interpret the hydraulic test data by mapping the karstic networks and fractured areas. In this work, we developed a Bayesian inversion approach, the Cellular Automata-based Deterministic Inversion (CADI) algorithm to infer the spatial distribution of hydraulic properties in a structurally constrained model. This method distributes hydraulic properties along linear structures (i.e., flow conduits) and iteratively modifies the structural geometry of this conduit network to progressively match the observed hydraulic data to the modeled ones. As a result, this method produces a conductivity model that is composed of a discrete conduit network embedded in the background matrix, capable of producing the same flow behavior as the investigated hydrologic system. The method is applied to invert a set of multiborehole hydraulic tests collected from a hydraulic tomography experiment conducted at the Terrieu field site in the Lez aquifer, Southern France. The emergent model shows a high consistency to field observation of hydraulic connections between boreholes. Furthermore, it provides a geologically realistic pattern of flow conduits. This method is therefore of considerable value toward an enhanced distributed modeling of the fractured and karstified aquifers.

North American Crust and Upper Mantle Structure Imaged Using an Adaptive Bayesian Inversion

NASA Astrophysics Data System (ADS)

Eilon, Z.; Fischer, K. M.; Dalton, C. A.

2017-12-01

We present a methodology for imaging upper mantle structure using a Bayesian approach that incorporates a novel combination of seismic data types and an adaptive parameterization based on piecewise discontinuous splines. Our inversion algorithm lays the groundwork for improved seismic velocity models of the lithosphere and asthenosphere by harnessing increased computing power alongside sophisticated data analysis, with the flexibility to include multiple datatypes with complementary resolution. Our new method has been designed to simultaneously fit P-s and S-p converted phases and Rayleigh wave phase velocities measured from ambient noise (periods 6-40 s) and earthquake sources (periods 30-170s). Careful processing of the body wave data isolates the signals from velocity gradients between the mid-crust and 250 km depth. We jointly invert the body and surface wave data to obtain detailed 1-D velocity models that include robustly imaged mantle discontinuities. Synthetic tests demonstrate that S-p phases are particularly important for resolving mantle structure, while surface waves capture absolute velocities with resolution better than 0.1 km/s. By treating data noise as an unknown parameter, and by generating posterior parameter distributions, model trade offs and uncertainties are fully captured by the inversion. We apply the method to stations across the northwest and north-central United States, finding that the imaged structure improves upon existing models by sharpening the vertical resolution of absolute velocity profiles and offering robust uncertainty estimates. In the tectonically active northwestern US, a strong velocity drop immediately beneath the Moho connotes thin (<70 km) lithosphere and a sharp lithosphere-asthenosphere transition; the asthenospheric velocity profile here matches observations at mid-ocean ridges. Within the Wyoming and Superior cratons, our models reveal mid-lithospheric velocity gradients indicative of thermochemical cratonic layering, but the lithosphere-asthenosphere boundary is relatively gradual. This flexible method holds promise for increasingly detailed understanding of the lithosphere-asthenosphere system.

Minimum relative entropy, Bayes and Kapur

NASA Astrophysics Data System (ADS)

Woodbury, Allan D.

2011-04-01

The focus of this paper is to illustrate important philosophies on inversion and the similarly and differences between Bayesian and minimum relative entropy (MRE) methods. The development of each approach is illustrated through the general-discrete linear inverse. MRE differs from both Bayes and classical statistical methods in that knowledge of moments are used as ‘data’ rather than sample values. MRE like Bayes, presumes knowledge of a prior probability distribution and produces the posterior pdf itself. MRE attempts to produce this pdf based on the information provided by new moments. It will use moments of the prior distribution only if new data on these moments is not available. It is important to note that MRE makes a strong statement that the imposed constraints are exact and complete. In this way, MRE is maximally uncommitted with respect to unknown information. In general, since input data are known only to within a certain accuracy, it is important that any inversion method should allow for errors in the measured data. The MRE approach can accommodate such uncertainty and in new work described here, previous results are modified to include a Gaussian prior. A variety of MRE solutions are reproduced under a number of assumed moments and these include second-order central moments. Various solutions of Jacobs & van der Geest were repeated and clarified. Menke's weighted minimum length solution was shown to have a basis in information theory, and the classic least-squares estimate is shown as a solution to MRE under the conditions of more data than unknowns and where we utilize the observed data and their associated noise. An example inverse problem involving a gravity survey over a layered and faulted zone is shown. In all cases the inverse results match quite closely the actual density profile, at least in the upper portions of the profile. The similar results to Bayes presented in are a reflection of the fact that the MRE posterior pdf, and its mean are constrained not by d=Gm but by its first moment E(d=Gm), a weakened form of the constraints. If there is no error in the data then one should expect a complete agreement between Bayes and MRE and this is what is shown. Similar results are shown when second moment data is available (e.g. posterior covariance equal to zero). But dissimilar results are noted when we attempt to derive a Bayesian like result from MRE. In the various examples given in this paper, the problems look similar but are, in the final analysis, not equal. The methods of attack are different and so are the results even though we have used the linear inverse problem as a common template.

Implication of adaptive smoothness constraint and Helmert variance component estimation in seismic slip inversion

NASA Astrophysics Data System (ADS)

Fan, Qingbiao; Xu, Caijun; Yi, Lei; Liu, Yang; Wen, Yangmao; Yin, Zhi

2017-10-01

When ill-posed problems are inverted, the regularization process is equivalent to adding constraint equations or prior information from a Bayesian perspective. The veracity of the constraints (or the regularization matrix R) significantly affects the solution, and a smoothness constraint is usually added in seismic slip inversions. In this paper, an adaptive smoothness constraint (ASC) based on the classic Laplacian smoothness constraint (LSC) is proposed. The ASC not only improves the smoothness constraint, but also helps constrain the slip direction. A series of experiments are conducted in which different magnitudes of noise are imposed and different densities of observation are assumed, and the results indicated that the ASC was superior to the LSC. Using the proposed ASC, the Helmert variance component estimation method is highlighted as the best for selecting the regularization parameter compared with other methods, such as generalized cross-validation or the mean squared error criterion method. The ASC may also benefit other ill-posed problems in which a smoothness constraint is required.

Investigating different approaches to develop informative priors in hierarchical Bayesian safety performance functions.

PubMed

Yu, Rongjie; Abdel-Aty, Mohamed

2013-07-01

The Bayesian inference method has been frequently adopted to develop safety performance functions. One advantage of the Bayesian inference is that prior information for the independent variables can be included in the inference procedures. However, there are few studies that discussed how to formulate informative priors for the independent variables and evaluated the effects of incorporating informative priors in developing safety performance functions. This paper addresses this deficiency by introducing four approaches of developing informative priors for the independent variables based on historical data and expert experience. Merits of these informative priors have been tested along with two types of Bayesian hierarchical models (Poisson-gamma and Poisson-lognormal models). Deviance information criterion (DIC), R-square values, and coefficients of variance for the estimations were utilized as evaluation measures to select the best model(s). Comparison across the models indicated that the Poisson-gamma model is superior with a better model fit and it is much more robust with the informative priors. Moreover, the two-stage Bayesian updating informative priors provided the best goodness-of-fit and coefficient estimation accuracies. Furthermore, informative priors for the inverse dispersion parameter have also been introduced and tested. Different types of informative priors' effects on the model estimations and goodness-of-fit have been compared and concluded. Finally, based on the results, recommendations for future research topics and study applications have been made. Copyright © 2013 Elsevier Ltd. All rights reserved.

Bayesian model reduction and empirical Bayes for group (DCM) studies.

PubMed

Friston, Karl J; Litvak, Vladimir; Oswal, Ashwini; Razi, Adeel; Stephan, Klaas E; van Wijk, Bernadette C M; Ziegler, Gabriel; Zeidman, Peter

2016-03-01

This technical note describes some Bayesian procedures for the analysis of group studies that use nonlinear models at the first (within-subject) level - e.g., dynamic causal models - and linear models at subsequent (between-subject) levels. Its focus is on using Bayesian model reduction to finesse the inversion of multiple models of a single dataset or a single (hierarchical or empirical Bayes) model of multiple datasets. These applications of Bayesian model reduction allow one to consider parametric random effects and make inferences about group effects very efficiently (in a few seconds). We provide the relatively straightforward theoretical background to these procedures and illustrate their application using a worked example. This example uses a simulated mismatch negativity study of schizophrenia. We illustrate the robustness of Bayesian model reduction to violations of the (commonly used) Laplace assumption in dynamic causal modelling and show how its recursive application can facilitate both classical and Bayesian inference about group differences. Finally, we consider the application of these empirical Bayesian procedures to classification and prediction. Copyright © 2015 The Authors. Published by Elsevier Inc. All rights reserved.

Stochastic static fault slip inversion from geodetic data with non-negativity and bounds constraints

NASA Astrophysics Data System (ADS)

Nocquet, J.-M.

2018-04-01

Despite surface displacements observed by geodesy are linear combinations of slip at faults in an elastic medium, determining the spatial distribution of fault slip remains a ill-posed inverse problem. A widely used approach to circumvent the illness of the inversion is to add regularization constraints in terms of smoothing and/or damping so that the linear system becomes invertible. However, the choice of regularization parameters is often arbitrary, and sometimes leads to significantly different results. Furthermore, the resolution analysis is usually empirical and cannot be made independently of the regularization. The stochastic approach of inverse problems (Tarantola & Valette 1982; Tarantola 2005) provides a rigorous framework where the a priori information about the searched parameters is combined with the observations in order to derive posterior probabilities of the unkown parameters. Here, I investigate an approach where the prior probability density function (pdf) is a multivariate Gaussian function, with single truncation to impose positivity of slip or double truncation to impose positivity and upper bounds on slip for interseismic modeling. I show that the joint posterior pdf is similar to the linear untruncated Gaussian case and can be expressed as a Truncated Multi-Variate Normal (TMVN) distribution. The TMVN form can then be used to obtain semi-analytical formulas for the single, two-dimensional or n-dimensional marginal pdf. The semi-analytical formula involves the product of a Gaussian by an integral term that can be evaluated using recent developments in TMVN probabilities calculations (e.g. Genz & Bretz 2009). Posterior mean and covariance can also be efficiently derived. I show that the Maximum Posterior (MAP) can be obtained using a Non-Negative Least-Squares algorithm (Lawson & Hanson 1974) for the single truncated case or using the Bounded-Variable Least-Squares algorithm (Stark & Parker 1995) for the double truncated case. I show that the case of independent uniform priors can be approximated using TMVN. The numerical equivalence to Bayesian inversions using Monte Carlo Markov Chain (MCMC) sampling is shown for a synthetic example and a real case for interseismic modeling in Central Peru. The TMVN method overcomes several limitations of the Bayesian approach using MCMC sampling. First, the need of computer power is largely reduced. Second, unlike Bayesian MCMC based approach, marginal pdf, mean, variance or covariance are obtained independently one from each other. Third, the probability and cumulative density functions can be obtained with any density of points. Finally, determining the Maximum Posterior (MAP) is extremely fast.

Ice Cores Dating With a New Inverse Method Taking Account of the Flow Modeling Errors

NASA Astrophysics Data System (ADS)

Lemieux-Dudon, B.; Parrenin, F.; Blayo, E.

2007-12-01

Deep ice cores extracted from Antarctica or Greenland recorded a wide range of past climatic events. In order to contribute to the Quaternary climate system understanding, the calculation of an accurate depth-age relationship is a crucial point. Up to now ice chronologies for deep ice cores estimated with inverse approaches are based on quite simplified ice-flow models that fail to reproduce flow irregularities and consequently to respect all available set of age markers. We describe in this paper, a new inverse method that takes into account the model uncertainty in order to circumvent the restrictions linked to the use of simplified flow models. This method uses first guesses on two flow physical entities, the ice thinning function and the accumulation rate and then identifies correction functions on both flow entities. We highlight two major benefits brought by this new method: first of all the ability to respect large set of observations and as a consequence, the feasibility to estimate a synchronized common ice chronology for several cores at the same time. This inverse approach relies on a bayesian framework. To respect the positive constraint on the searched correction functions, we assume lognormal probability distribution on one hand for the background errors, but also for one particular set of the observation errors. We test this new inversion method on three cores simultaneously (the two EPICA cores : DC and DML and the Vostok core) and we assimilate more than 150 observations (e.g.: age markers, stratigraphic links,...). We analyze the sensitivity of the solution with respect to the background information, especially the prior error covariance matrix. The confidence intervals based on the posterior covariance matrix calculation, are estimated on the correction functions and for the first time on the overall output chronologies.

Model inversion via multi-fidelity Bayesian optimization: a new paradigm for parameter estimation in haemodynamics, and beyond.

PubMed

Perdikaris, Paris; Karniadakis, George Em

2016-05-01

We present a computational framework for model inversion based on multi-fidelity information fusion and Bayesian optimization. The proposed methodology targets the accurate construction of response surfaces in parameter space, and the efficient pursuit to identify global optima while keeping the number of expensive function evaluations at a minimum. We train families of correlated surrogates on available data using Gaussian processes and auto-regressive stochastic schemes, and exploit the resulting predictive posterior distributions within a Bayesian optimization setting. This enables a smart adaptive sampling procedure that uses the predictive posterior variance to balance the exploration versus exploitation trade-off, and is a key enabler for practical computations under limited budgets. The effectiveness of the proposed framework is tested on three parameter estimation problems. The first two involve the calibration of outflow boundary conditions of blood flow simulations in arterial bifurcations using multi-fidelity realizations of one- and three-dimensional models, whereas the last one aims to identify the forcing term that generated a particular solution to an elliptic partial differential equation. © 2016 The Author(s).

Model inversion via multi-fidelity Bayesian optimization: a new paradigm for parameter estimation in haemodynamics, and beyond

PubMed Central

Perdikaris, Paris; Karniadakis, George Em

2016-01-01

We present a computational framework for model inversion based on multi-fidelity information fusion and Bayesian optimization. The proposed methodology targets the accurate construction of response surfaces in parameter space, and the efficient pursuit to identify global optima while keeping the number of expensive function evaluations at a minimum. We train families of correlated surrogates on available data using Gaussian processes and auto-regressive stochastic schemes, and exploit the resulting predictive posterior distributions within a Bayesian optimization setting. This enables a smart adaptive sampling procedure that uses the predictive posterior variance to balance the exploration versus exploitation trade-off, and is a key enabler for practical computations under limited budgets. The effectiveness of the proposed framework is tested on three parameter estimation problems. The first two involve the calibration of outflow boundary conditions of blood flow simulations in arterial bifurcations using multi-fidelity realizations of one- and three-dimensional models, whereas the last one aims to identify the forcing term that generated a particular solution to an elliptic partial differential equation. PMID:27194481

FOREWORD: 5th International Workshop on New Computational Methods for Inverse Problems

NASA Astrophysics Data System (ADS)

Vourc'h, Eric; Rodet, Thomas

2015-11-01

This volume of Journal of Physics: Conference Series is dedicated to the scientific research presented during the 5th International Workshop on New Computational Methods for Inverse Problems, NCMIP 2015 (http://complement.farman.ens-cachan.fr/NCMIP_2015.html). This workshop took place at Ecole Normale Supérieure de Cachan, on May 29, 2015. The prior editions of NCMIP also took place in Cachan, France, firstly within the scope of ValueTools Conference, in May 2011, and secondly at the initiative of Institut Farman, in May 2012, May 2013 and May 2014. The New Computational Methods for Inverse Problems (NCMIP) workshop focused on recent advances in the resolution of inverse problems. Indeed, inverse problems appear in numerous scientific areas such as geophysics, biological and medical imaging, material and structure characterization, electrical, mechanical and civil engineering, and finances. The resolution of inverse problems consists of estimating the parameters of the observed system or structure from data collected by an instrumental sensing or imaging device. Its success firstly requires the collection of relevant observation data. It also requires accurate models describing the physical interactions between the instrumental device and the observed system, as well as the intrinsic properties of the solution itself. Finally, it requires the design of robust, accurate and efficient inversion algorithms. Advanced sensor arrays and imaging devices provide high rate and high volume data; in this context, the efficient resolution of the inverse problem requires the joint development of new models and inversion methods, taking computational and implementation aspects into account. During this one-day workshop, researchers had the opportunity to bring to light and share new techniques and results in the field of inverse problems. The topics of the workshop were: algorithms and computational aspects of inversion, Bayesian estimation, Kernel methods, learning methods, convex optimization, free discontinuity problems, metamodels, proper orthogonal decomposition, reduced models for the inversion, non-linear inverse scattering, image reconstruction and restoration, and applications (bio-medical imaging, non-destructive evaluation...). NCMIP 2015 was a one-day workshop held in May 2015 which attracted around 70 attendees. Each of the submitted papers has been reviewed by two reviewers. There have been 15 accepted papers. In addition, three international speakers were invited to present a longer talk. The workshop was supported by Institut Farman (ENS Cachan, CNRS) and endorsed by the following French research networks: GDR ISIS, GDR MIA, GDR MOA and GDR Ondes. The program committee acknowledges the following research laboratories: CMLA, LMT, LURPA and SATIE.

Bayesian multiple-source localization in an uncertain ocean environment.

PubMed

Dosso, Stan E; Wilmut, Michael J

2011-06-01

This paper considers simultaneous localization of multiple acoustic sources when properties of the ocean environment (water column and seabed) are poorly known. A Bayesian formulation is developed in which the environmental parameters, noise statistics, and locations and complex strengths (amplitudes and phases) of multiple sources are considered to be unknown random variables constrained by acoustic data and prior information. Two approaches are considered for estimating source parameters. Focalization maximizes the posterior probability density (PPD) over all parameters using adaptive hybrid optimization. Marginalization integrates the PPD using efficient Markov-chain Monte Carlo methods to produce joint marginal probability distributions for source ranges and depths, from which source locations are obtained. This approach also provides quantitative uncertainty analysis for all parameters, which can aid in understanding of the inverse problem and may be of practical interest (e.g., source-strength probability distributions). In both approaches, closed-form maximum-likelihood expressions for source strengths and noise variance at each frequency allow these parameters to be sampled implicitly, substantially reducing the dimensionality and difficulty of the inversion. Examples are presented of both approaches applied to single- and multi-frequency localization of multiple sources in an uncertain shallow-water environment, and a Monte Carlo performance evaluation study is carried out. © 2011 Acoustical Society of America

Transdimensional inversion of scattered body waves for 1D S-wave velocity structure - Application to the Tengchong volcanic area, Southwestern China

NASA Astrophysics Data System (ADS)

Li, Mengkui; Zhang, Shuangxi; Bodin, Thomas; Lin, Xu; Wu, Tengfei

2018-06-01

Inversion of receiver functions is commonly used to recover the S-wave velocity structure beneath seismic stations. Traditional approaches are based on deconvolved waveforms, where the horizontal component of P-wave seismograms is deconvolved by the vertical component. Deconvolution of noisy seismograms is a numerically unstable process that needs to be stabilized by regularization parameters. This biases noise statistics, making it difficult to estimate uncertainties in observed receiver functions for Bayesian inference. This study proposes a method to directly invert observed radial waveforms and to better account for data noise in a Bayesian formulation. We illustrate its feasibility with two synthetic tests having different types of noises added to seismograms. Then, a real site application is performed to obtain the 1-D S-wave velocity structure beneath a seismic station located in the Tengchong volcanic area, Southwestern China. Surface wave dispersion measurements spanning periods from 8 to 65 s are jointly inverted with P waveforms. The results show a complex S-wave velocity structure, as two low velocity zones are observed in the crust and uppermost mantle, suggesting the existence of magma chambers, or zones of partial melt. The upper magma chambers may be the heart source that cause the thermal activity on the surface.

A Robust Deconvolution Method based on Transdimensional Hierarchical Bayesian Inference

NASA Astrophysics Data System (ADS)

Kolb, J.; Lekic, V.

2012-12-01

Analysis of P-S and S-P conversions allows us to map receiver side crustal and lithospheric structure. This analysis often involves deconvolution of the parent wave field from the scattered wave field as a means of suppressing source-side complexity. A variety of deconvolution techniques exist including damped spectral division, Wiener filtering, iterative time-domain deconvolution, and the multitaper method. All of these techniques require estimates of noise characteristics as input parameters. We present a deconvolution method based on transdimensional Hierarchical Bayesian inference in which both noise magnitude and noise correlation are used as parameters in calculating the likelihood probability distribution. Because the noise for P-S and S-P conversion analysis in terms of receiver functions is a combination of both background noise - which is relatively easy to characterize - and signal-generated noise - which is much more difficult to quantify - we treat measurement errors as an known quantity, characterized by a probability density function whose mean and variance are model parameters. This transdimensional Hierarchical Bayesian approach has been successfully used previously in the inversion of receiver functions in terms of shear and compressional wave speeds of an unknown number of layers [1]. In our method we used a Markov chain Monte Carlo (MCMC) algorithm to find the receiver function that best fits the data while accurately assessing the noise parameters. In order to parameterize the receiver function we model the receiver function as an unknown number of Gaussians of unknown amplitude and width. The algorithm takes multiple steps before calculating the acceptance probability of a new model, in order to avoid getting trapped in local misfit minima. Using both observed and synthetic data, we show that the MCMC deconvolution method can accurately obtain a receiver function as well as an estimate of the noise parameters given the parent and daughter components. Furthermore, we demonstrate that this new approach is far less susceptible to generating spurious features even at high noise levels. Finally, the method yields not only the most-likely receiver function, but also quantifies its full uncertainty. [1] Bodin, T., M. Sambridge, H. Tkalčić, P. Arroucau, K. Gallagher, and N. Rawlinson (2012), Transdimensional inversion of receiver functions and surface wave dispersion, J. Geophys. Res., 117, B02301

Landslide caracteristics determination using bayesian inversion and seismic recording

NASA Astrophysics Data System (ADS)

Mangeney, A.; Moretti, L.; Capdeville, Y.; Stutzmann, E.; Bodin, T.; Bouchut, F.

2014-12-01

Gravitational instabilities, such as landslides, avalanches, or debris flows, play a key role in erosional processes and represent one of the major natural hazards in mountainous, coastal, and volcanic regions. Despite the great amount of field, experimental and numerical work devoted to this problem, the understanding of the physical processes at work in gravitational flows is still an open issue, in particular due to the lack of observations relevant to their dynamics. In this context, the seismic signal generated by gravitational flows is a unique opportunity to obtain information on their dynamics and characteristics. Here we present the study of the 1997 Boxing Day landslide that occurred in Montserrat. We accessed the force applied by the landslide to the ground surface responsible of the seismic waves by inverting the seismic waveform recorded (force-time function). This force was then used as a constraint in a bayesian inversion problem where the forward problem is the force-time function calculation obtained by simulating the landslide with the SHALTOP model (mangeney et al., 2007). With this method, we are able to give an estimate of the rheology (friction coefficient) and the initial shape of the collapsing mass. The volume retrieved is very similar to that obtained by field observations. The friction coefficient determined is also similar to that constrained by former studies or to that predicted by empirical laws (Lucas et al., 2014). Furthermore the method permits to give an estimate of the error made on these parameters.

Bayesian performance metrics of binary sensors in homeland security applications

NASA Astrophysics Data System (ADS)

Jannson, Tomasz P.; Forrester, Thomas C.

2008-04-01

Bayesian performance metrics, based on such parameters, as: prior probability, probability of detection (or, accuracy), false alarm rate, and positive predictive value, characterizes the performance of binary sensors; i.e., sensors that have only binary response: true target/false target. Such binary sensors, very common in Homeland Security, produce an alarm that can be true, or false. They include: X-ray airport inspection, IED inspections, product quality control, cancer medical diagnosis, part of ATR, and many others. In this paper, we analyze direct and inverse conditional probabilities in the context of Bayesian inference and binary sensors, using X-ray luggage inspection statistical results as a guideline.

Imaging the Earth's anisotropic structure with Bayesian Inversion of fundamental and higher mode surface-wave dispersion data

NASA Astrophysics Data System (ADS)

Ravenna, Matteo; Lebedev, Sergei; Celli, Nicolas

2017-04-01

We develop a Markov Chain Monte Carlo inversion of fundamental and higher mode phase-velocity curves for radially and azimuthally anisotropic structure of the crust and upper mantle. In the inversions of Rayleigh- and Love-wave dispersion curves for radially anisotropic structure, we obtain probabilistic 1D radially anisotropic shear-velocity profiles of the isotropic average Vs and anisotropy (or Vsv and Vsh) as functions of depth. In the inversions for azimuthal anisotropy, Rayleigh-wave dispersion curves at different azimuths are inverted for the vertically polarized shear-velocity structure (Vsv) and the 2-phi component of azimuthal anisotropy. The strength and originality of the method is in its fully non-linear approach. Each model realization is computed using exact forward calculations. The uncertainty of the models is a part of the output. In the inversions for azimuthal anisotropy, in particular, the computation of the forward problem is performed separately at different azimuths, with no linear approximations on the relation of the Earth's elastic parameters to surface wave phase velocities. The computations are performed in parallel in order reduce the computing time. We compare inversions of the fundamental mode phase-velocity curves alone with inversions that also include overtones. The addition of higher modes enhances the resolving power of the anisotropic structure of the deep upper mantle. We apply the inversion method to phase-velocity curves in a few regions, including the Hangai dome region in Mongolia. Our models provide constraints on the Moho depth, the Lithosphere-Asthenosphere Boundary, and the alignment of the anisotropic fabric and the direction of current and past flow, from the crust down to the deep asthenosphere.

Bayesian inversion of surface-wave data for radial and azimuthal shear-wave anisotropy, with applications to central Mongolia and west-central Italy

NASA Astrophysics Data System (ADS)

Ravenna, Matteo; Lebedev, Sergei

2018-04-01

Seismic anisotropy provides important information on the deformation history of the Earth's interior. Rayleigh and Love surface-waves are sensitive to and can be used to determine both radial and azimuthal shear-wave anisotropies at depth, but parameter trade-offs give rise to substantial model non-uniqueness. Here, we explore the trade-offs between isotropic and anisotropic structure parameters and present a suite of methods for the inversion of surface-wave, phase-velocity curves for radial and azimuthal anisotropies. One Markov chain Monte Carlo (McMC) implementation inverts Rayleigh and Love dispersion curves for a radially anisotropic shear velocity profile of the crust and upper mantle. Another McMC implementation inverts Rayleigh phase velocities and their azimuthal anisotropy for profiles of vertically polarized shear velocity and its depth-dependent azimuthal anisotropy. The azimuthal anisotropy inversion is fully non-linear, with the forward problem solved numerically at different azimuths for every model realization, which ensures that any linearization biases are avoided. The computations are performed in parallel, in order to reduce the computing time. The often challenging issue of data noise estimation is addressed by means of a Hierarchical Bayesian approach, with the variance of the noise treated as an unknown during the radial anisotropy inversion. In addition to the McMC inversions, we also present faster, non-linear gradient-search inversions for the same anisotropic structure. The results of the two approaches are mutually consistent; the advantage of the McMC inversions is that they provide a measure of uncertainty of the models. Applying the method to broad-band data from the Baikal-central Mongolia region, we determine radial anisotropy from the crust down to the transition-zone depths. Robust negative anisotropy (Vsh < Vsv) in the asthenosphere, at 100-300 km depths, presents strong new evidence for a vertical component of asthenospheric flow. This is consistent with an upward flow from below the thick lithosphere of the Siberian Craton to below the thinner lithosphere of central Mongolia, likely to give rise to decompression melting and the scattered, sporadic volcanism observed in the Baikal Rift area, as proposed previously. Inversion of phase-velocity data from west-central Italy for azimuthal anisotropy reveals a clear change in the shear-wave fast-propagation direction at 70-100 km depths, near the lithosphere-asthenosphere boundary. The orientation of the fabric in the lithosphere is roughly E-W, parallel to the direction of stretching over the last 10 m.y. The orientation of the fabric in the asthenosphere is NW-SE, matching the fast directions inferred from shear-wave splitting and probably indicating the direction of the asthenospheric flow.

Iterative updating of model error for Bayesian inversion

NASA Astrophysics Data System (ADS)

Calvetti, Daniela; Dunlop, Matthew; Somersalo, Erkki; Stuart, Andrew

2018-02-01

In computational inverse problems, it is common that a detailed and accurate forward model is approximated by a computationally less challenging substitute. The model reduction may be necessary to meet constraints in computing time when optimization algorithms are used to find a single estimate, or to speed up Markov chain Monte Carlo (MCMC) calculations in the Bayesian framework. The use of an approximate model introduces a discrepancy, or modeling error, that may have a detrimental effect on the solution of the ill-posed inverse problem, or it may severely distort the estimate of the posterior distribution. In the Bayesian paradigm, the modeling error can be considered as a random variable, and by using an estimate of the probability distribution of the unknown, one may estimate the probability distribution of the modeling error and incorporate it into the inversion. We introduce an algorithm which iterates this idea to update the distribution of the model error, leading to a sequence of posterior distributions that are demonstrated empirically to capture the underlying truth with increasing accuracy. Since the algorithm is not based on rejections, it requires only limited full model evaluations. We show analytically that, in the linear Gaussian case, the algorithm converges geometrically fast with respect to the number of iterations when the data is finite dimensional. For more general models, we introduce particle approximations of the iteratively generated sequence of distributions; we also prove that each element of the sequence converges in the large particle limit under a simplifying assumption. We show numerically that, as in the linear case, rapid convergence occurs with respect to the number of iterations. Additionally, we show through computed examples that point estimates obtained from this iterative algorithm are superior to those obtained by neglecting the model error.

Bayesian seismic inversion based on rock-physics prior modeling for the joint estimation of acoustic impedance, porosity and lithofacies

DOE Office of Scientific and Technical Information (OSTI.GOV)

Passos de Figueiredo, Leandro, E-mail: leandrop.fgr@gmail.com; Grana, Dario; Santos, Marcio

We propose a Bayesian approach for seismic inversion to estimate acoustic impedance, porosity and lithofacies within the reservoir conditioned to post-stack seismic and well data. The link between elastic and petrophysical properties is given by a joint prior distribution for the logarithm of impedance and porosity, based on a rock-physics model. The well conditioning is performed through a background model obtained by well log interpolation. Two different approaches are presented: in the first approach, the prior is defined by a single Gaussian distribution, whereas in the second approach it is defined by a Gaussian mixture to represent the well datamore » multimodal distribution and link the Gaussian components to different geological lithofacies. The forward model is based on a linearized convolutional model. For the single Gaussian case, we obtain an analytical expression for the posterior distribution, resulting in a fast algorithm to compute the solution of the inverse problem, i.e. the posterior distribution of acoustic impedance and porosity as well as the facies probability given the observed data. For the Gaussian mixture prior, it is not possible to obtain the distributions analytically, hence we propose a Gibbs algorithm to perform the posterior sampling and obtain several reservoir model realizations, allowing an uncertainty analysis of the estimated properties and lithofacies. Both methodologies are applied to a real seismic dataset with three wells to obtain 3D models of acoustic impedance, porosity and lithofacies. The methodologies are validated through a blind well test and compared to a standard Bayesian inversion approach. Using the probability of the reservoir lithofacies, we also compute a 3D isosurface probability model of the main oil reservoir in the studied field.« less

Atmospheric Tracer Inverse Modeling Using Markov Chain Monte Carlo (MCMC)

NASA Astrophysics Data System (ADS)

Kasibhatla, P.

2004-12-01

In recent years, there has been an increasing emphasis on the use of Bayesian statistical estimation techniques to characterize the temporal and spatial variability of atmospheric trace gas sources and sinks. The applications have been varied in terms of the particular species of interest, as well as in terms of the spatial and temporal resolution of the estimated fluxes. However, one common characteristic has been the use of relatively simple statistical models for describing the measurement and chemical transport model error statistics and prior source statistics. For example, multivariate normal probability distribution functions (pdfs) are commonly used to model these quantities and inverse source estimates are derived for fixed values of pdf paramaters. While the advantage of this approach is that closed form analytical solutions for the a posteriori pdfs of interest are available, it is worth exploring Bayesian analysis approaches which allow for a more general treatment of error and prior source statistics. Here, we present an application of the Markov Chain Monte Carlo (MCMC) methodology to an atmospheric tracer inversion problem to demonstrate how more gereral statistical models for errors can be incorporated into the analysis in a relatively straightforward manner. The MCMC approach to Bayesian analysis, which has found wide application in a variety of fields, is a statistical simulation approach that involves computing moments of interest of the a posteriori pdf by efficiently sampling this pdf. The specific inverse problem that we focus on is the annual mean CO2 source/sink estimation problem considered by the TransCom3 project. TransCom3 was a collaborative effort involving various modeling groups and followed a common modeling and analysis protocoal. As such, this problem provides a convenient case study to demonstrate the applicability of the MCMC methodology to atmospheric tracer source/sink estimation problems.

Quantifying uncertainties of seismic Bayesian inversion of Northern Great Plains

NASA Astrophysics Data System (ADS)

Gao, C.; Lekic, V.

2017-12-01

Elastic waves excited by earthquakes are the fundamental observations of the seismological studies. Seismologists measure information such as travel time, amplitude, and polarization to infer the properties of earthquake source, seismic wave propagation, and subsurface structure. Across numerous applications, seismic imaging has been able to take advantage of complimentary seismic observables to constrain profiles and lateral variations of Earth's elastic properties. Moreover, seismic imaging plays a unique role in multidisciplinary studies of geoscience by providing direct constraints on the unreachable interior of the Earth. Accurate quantification of uncertainties of inferences made from seismic observations is of paramount importance for interpreting seismic images and testing geological hypotheses. However, such quantification remains challenging and subjective due to the non-linearity and non-uniqueness of geophysical inverse problem. In this project, we apply a reverse jump Markov chain Monte Carlo (rjMcMC) algorithm for a transdimensional Bayesian inversion of continental lithosphere structure. Such inversion allows us to quantify the uncertainties of inversion results by inverting for an ensemble solution. It also yields an adaptive parameterization that enables simultaneous inversion of different elastic properties without imposing strong prior information on the relationship between them. We present retrieved profiles of shear velocity (Vs) and radial anisotropy in Northern Great Plains using measurements from USArray stations. We use both seismic surface wave dispersion and receiver function data due to their complementary constraints of lithosphere structure. Furthermore, we analyze the uncertainties of both individual and joint inversion of those two data types to quantify the benefit of doing joint inversion. As an application, we infer the variation of Moho depths and crustal layering across the northern Great Plains.

GBIS (Geodetic Bayesian Inversion Software): Rapid Inversion of InSAR and GNSS Data to Estimate Surface Deformation Source Parameters and Uncertainties

NASA Astrophysics Data System (ADS)

Bagnardi, M.; Hooper, A. J.

2017-12-01

Inversions of geodetic observational data, such as Interferometric Synthetic Aperture Radar (InSAR) and Global Navigation Satellite System (GNSS) measurements, are often performed to obtain information about the source of surface displacements. Inverse problem theory has been applied to study magmatic processes, the earthquake cycle, and other phenomena that cause deformation of the Earth's interior and of its surface. Together with increasing improvements in data resolution, both spatial and temporal, new satellite missions (e.g., European Commission's Sentinel-1 satellites) are providing the unprecedented opportunity to access space-geodetic data within hours from their acquisition. To truly take advantage of these opportunities we must become able to interpret geodetic data in a rapid and robust manner. Here we present the open-source Geodetic Bayesian Inversion Software (GBIS; available for download at http://comet.nerc.ac.uk/gbis). GBIS is written in Matlab and offers a series of user-friendly and interactive pre- and post-processing tools. For example, an interactive function has been developed to estimate the characteristics of noise in InSAR data by calculating the experimental semi-variogram. The inversion software uses a Markov-chain Monte Carlo algorithm, incorporating the Metropolis-Hastings algorithm with adaptive step size, to efficiently sample the posterior probability distribution of the different source parameters. The probabilistic Bayesian approach allows the user to retrieve estimates of the optimal (best-fitting) deformation source parameters together with the associated uncertainties produced by errors in the data (and by scaling, errors in the model). The current version of GBIS (V1.0) includes fast analytical forward models for magmatic sources of different geometry (e.g., point source, finite spherical source, prolate spheroid source, penny-shaped sill-like source, and dipping-dike with uniform opening) and for dipping faults with uniform slip, embedded in a isotropic elastic half-space. However, the software architecture allows the user to easily add any other analytical or numerical forward models to calculate displacements at the surface. GBIS is delivered with a detailed user manual and three synthetic datasets for testing and practical training.

Hydraulic Conductivity Estimation using Bayesian Model Averaging and Generalized Parameterization

NASA Astrophysics Data System (ADS)

Tsai, F. T.; Li, X.

2006-12-01

Non-uniqueness in parameterization scheme is an inherent problem in groundwater inverse modeling due to limited data. To cope with the non-uniqueness problem of parameterization, we introduce a Bayesian Model Averaging (BMA) method to integrate a set of selected parameterization methods. The estimation uncertainty in BMA includes the uncertainty in individual parameterization methods as the within-parameterization variance and the uncertainty from using different parameterization methods as the between-parameterization variance. Moreover, the generalized parameterization (GP) method is considered in the geostatistical framework in this study. The GP method aims at increasing the flexibility of parameterization through the combination of a zonation structure and an interpolation method. The use of BMP with GP avoids over-confidence in a single parameterization method. A normalized least-squares estimation (NLSE) is adopted to calculate the posterior probability for each GP. We employee the adjoint state method for the sensitivity analysis on the weighting coefficients in the GP method. The adjoint state method is also applied to the NLSE problem. The proposed methodology is implemented to the Alamitos Barrier Project (ABP) in California, where the spatially distributed hydraulic conductivity is estimated. The optimal weighting coefficients embedded in GP are identified through the maximum likelihood estimation (MLE) where the misfits between the observed and calculated groundwater heads are minimized. The conditional mean and conditional variance of the estimated hydraulic conductivity distribution using BMA are obtained to assess the estimation uncertainty.

Seismic velocity and crustal thickness inversions: Moon and Mars

NASA Astrophysics Data System (ADS)

Drilleau, Melanie; Blanchette-Guertin, Jean-François; Kawamura, Taichi; Lognonné, Philippe; Wieczorek, Mark

2017-04-01

We present results from new inversions of seismic data arrival times acquired by the Apollo active and passive experiments. Markov chain Monte Carlo inversions are used to constrain (i) 1-D lunar crustal and upper mantle velocity models and (ii) 3-D lateral crustal thickness models under the Apollo stations and the artificial and natural impact sites. A full 3-D model of the lunar crustal thickness is then obtained using the GRAIL gravimetric data, anchored by the crustal thicknesses under each Apollo station and impact site. To avoid the use of any seismic reference model, a Bayesian inversion technique is implemented. The advantage of such an approach is to obtain robust probability density functions of interior structure parameters governed by uncertainties on the seismic data arrival times. 1-D seismic velocities are parameterized using C1-Bézier curves, which allow the exploration of both smoothly varying models and first-order discontinuities. The parameters of the inversion include the seismic velocities of P and S waves as a function of depth, the thickness of the crust under each Apollo station and impact epicentre. The forward problem consists in a ray tracing method enabling both the relocation of the natural impact epicenters, and the computation of time corrections associated to the surface topography and the crustal thickness variations under the stations and impact sites. The results show geology-related differences between the different sites, which are due to contrasts in megaregolith thickness and to shallow subsurface composition and structure. Some of the finer structural elements might be difficult to constrain and might fall within the uncertainties of the dataset. However, we use the more precise LROC-located epicentral locations for the lunar modules and Saturn-IV upper stage artificial impacts, reducing some of the uncertainties observed in past studies. In the framework of the NASA InSight/SEIS mission to Mars, the method developed in this study will be used to constrain the Martian crustal thickness as soon as the first data will be available (late 2018). For Insight, impacts will be located by MRO data differential analysis, which provide a known location enabling the direct inversion of all differential travel times with respect to P arrival time. We have performed resolution tests to investigate to what extend impact events might help us to constrain the Martian crustal thickness. Due to the high flexibility of the Bayesian algorithm, the interior model will be refined each time a new event will be detected.

Multilevel modeling of single-case data: A comparison of maximum likelihood and Bayesian estimation.

PubMed

Moeyaert, Mariola; Rindskopf, David; Onghena, Patrick; Van den Noortgate, Wim

2017-12-01

The focus of this article is to describe Bayesian estimation, including construction of prior distributions, and to compare parameter recovery under the Bayesian framework (using weakly informative priors) and the maximum likelihood (ML) framework in the context of multilevel modeling of single-case experimental data. Bayesian estimation results were found similar to ML estimation results in terms of the treatment effect estimates, regardless of the functional form and degree of information included in the prior specification in the Bayesian framework. In terms of the variance component estimates, both the ML and Bayesian estimation procedures result in biased and less precise variance estimates when the number of participants is small (i.e., 3). By increasing the number of participants to 5 or 7, the relative bias is close to 5% and more precise estimates are obtained for all approaches, except for the inverse-Wishart prior using the identity matrix. When a more informative prior was added, more precise estimates for the fixed effects and random effects were obtained, even when only 3 participants were included. (PsycINFO Database Record (c) 2017 APA, all rights reserved).

A Bayesian approach to estimate evoked potentials.

PubMed

Sparacino, Giovanni; Milani, Stefano; Arslan, Edoardo; Cobelli, Claudio

2002-06-01

Several approaches, based on different assumptions and with various degree of theoretical sophistication and implementation complexity, have been developed for improving the measurement of evoked potentials (EP) performed by conventional averaging (CA). In many of these methods, one of the major challenges is the exploitation of a priori knowledge. In this paper, we present a new method where the 2nd-order statistical information on the background EEG and on the unknown EP, necessary for the optimal filtering of each sweep in a Bayesian estimation framework, is, respectively, estimated from pre-stimulus data and obtained through a multiple integration of a white noise process model. The latter model is flexible (i.e. it can be employed for a large class of EP) and simple enough to be easily identifiable from the post-stimulus data thanks to a smoothing criterion. The mean EP is determined as the weighted average of the filtered sweeps, where each weight is inversely proportional to the expected value of the norm of the correspondent filter error, a quantity determinable thanks to the employment of the Bayesian approach. The performance of the new approach is shown on both simulated and real auditory EP. A signal-to-noise ratio enhancement is obtained that can allow the (possibly automatic) identification of peak latencies and amplitudes with less sweeps than those required by CA. For cochlear EP, the method also allows the audiology investigator to gather new and clinically important information. The possibility of handling single-sweep analysis with further development of the method is also addressed.

Quantifying uncertainty in geoacoustic inversion. II. Application to broadband, shallow-water data.

PubMed

Dosso, Stan E; Nielsen, Peter L

2002-01-01

This paper applies the new method of fast Gibbs sampling (FGS) to estimate the uncertainties of seabed geoacoustic parameters in a broadband, shallow-water acoustic survey, with the goal of interpreting the survey results and validating the method for experimental data. FGS applies a Bayesian approach to geoacoustic inversion based on sampling the posterior probability density to estimate marginal probability distributions and parameter covariances. This requires knowledge of the statistical distribution of the data errors, including both measurement and theory errors, which is generally not available. Invoking the simplifying assumption of independent, identically distributed Gaussian errors allows a maximum-likelihood estimate of the data variance and leads to a practical inversion algorithm. However, it is necessary to validate these assumptions, i.e., to verify that the parameter uncertainties obtained represent meaningful estimates. To this end, FGS is applied to a geoacoustic experiment carried out at a site off the west coast of Italy where previous acoustic and geophysical studies have been performed. The parameter uncertainties estimated via FGS are validated by comparison with: (i) the variability in the results of inverting multiple independent data sets collected during the experiment; (ii) the results of FGS inversion of synthetic test cases designed to simulate the experiment and data errors; and (iii) the available geophysical ground truth. Comparisons are carried out for a number of different source bandwidths, ranges, and levels of prior information, and indicate that FGS provides reliable and stable uncertainty estimates for the geoacoustic inverse problem.

Quantitative estimation of source complexity in tsunami-source inversion

NASA Astrophysics Data System (ADS)

Dettmer, Jan; Cummins, Phil R.; Hawkins, Rhys; Jakir Hossen, M.

2016-04-01

This work analyses tsunami waveforms to infer the spatiotemporal evolution of sea-surface displacement (the tsunami source) caused by earthquakes or other sources. Since the method considers sea-surface displacement directly, no assumptions about the fault or seafloor deformation are required. While this approach has no ability to study seismic aspects of rupture, it greatly simplifies the tsunami source estimation, making it much less dependent on subjective fault and deformation assumptions. This results in a more accurate sea-surface displacement evolution in the source region. The spatial discretization is by wavelet decomposition represented by a trans-D Bayesian tree structure. Wavelet coefficients are sampled by a reversible jump algorithm and additional coefficients are only included when required by the data. Therefore, source complexity is consistent with data information (parsimonious) and the method can adapt locally in both time and space. Since the source complexity is unknown and locally adapts, no regularization is required, resulting in more meaningful displacement magnitudes. By estimating displacement uncertainties in a Bayesian framework we can study the effect of parametrization choice on the source estimate. Uncertainty arises from observation errors and limitations in the parametrization to fully explain the observations. As a result, parametrization choice is closely related to uncertainty estimation and profoundly affects inversion results. Therefore, parametrization selection should be included in the inference process. Our inversion method is based on Bayesian model selection, a process which includes the choice of parametrization in the inference process and makes it data driven. A trans-dimensional (trans-D) model for the spatio-temporal discretization is applied here to include model selection naturally and efficiently in the inference by sampling probabilistically over parameterizations. The trans-D process results in better uncertainty estimates since the parametrization adapts parsimoniously (in both time and space) according to the local data resolving power and the uncertainty about the parametrization choice is included in the uncertainty estimates. We apply the method to the tsunami waveforms recorded for the great 2011 Japan tsunami. All data are recorded on high-quality sensors (ocean-bottom pressure sensors, GPS gauges, and DART buoys). The sea-surface Green's functions are computed by JAGURS and include linear dispersion effects. By treating the noise level at each gauge as unknown, individual gauge contributions to the source estimate are appropriately and objectively weighted. The results show previously unreported detail of the source, quantify uncertainty spatially, and produce excellent data fits. The source estimate shows an elongated peak trench-ward from the hypo centre that closely follows the trench, indicating significant sea-floor deformation near the trench. Also notable is a bi-modal (negative to positive) displacement feature in the northern part of the source near the trench. The feature has ~2 m amplitude and is clearly resolved by the data with low uncertainties.

Linking big models to big data: efficient ecosystem model calibration through Bayesian model emulation

NASA Astrophysics Data System (ADS)

Fer, I.; Kelly, R.; Andrews, T.; Dietze, M.; Richardson, A. D.

2016-12-01

Our ability to forecast ecosystems is limited by how well we parameterize ecosystem models. Direct measurements for all model parameters are not always possible and inverse estimation of these parameters through Bayesian methods is computationally costly. A solution to computational challenges of Bayesian calibration is to approximate the posterior probability surface using a Gaussian Process that emulates the complex process-based model. Here we report the integration of this method within an ecoinformatics toolbox, Predictive Ecosystem Analyzer (PEcAn), and its application with two ecosystem models: SIPNET and ED2.1. SIPNET is a simple model, allowing application of MCMC methods both to the model itself and to its emulator. We used both approaches to assimilate flux (CO2 and latent heat), soil respiration, and soil carbon data from Bartlett Experimental Forest. This comparison showed that emulator is reliable in terms of convergence to the posterior distribution. A 10000-iteration MCMC analysis with SIPNET itself required more than two orders of magnitude greater computation time than an MCMC run of same length with its emulator. This difference would be greater for a more computationally demanding model. Validation of the emulator-calibrated SIPNET against both the assimilated data and out-of-sample data showed improved fit and reduced uncertainty around model predictions. We next applied the validated emulator method to the ED2, whose complexity precludes standard Bayesian data assimilation. We used the ED2 emulator to assimilate demographic data from a network of inventory plots. For validation of the calibrated ED2, we compared the model to results from Empirical Succession Mapping (ESM), a novel synthesis of successional patterns in Forest Inventory and Analysis data. Our results revealed that while the pre-assimilation ED2 formulation cannot capture the emergent demographic patterns from ESM analysis, constrained model parameters controlling demographic processes increased their agreement considerably.

Trans-dimensional joint inversion of seabed scattering and reflection data.

PubMed

Steininger, Gavin; Dettmer, Jan; Dosso, Stan E; Holland, Charles W

2013-03-01

This paper examines joint inversion of acoustic scattering and reflection data to resolve seabed interface roughness parameters (spectral strength, exponent, and cutoff) and geoacoustic profiles. Trans-dimensional (trans-D) Bayesian sampling is applied with both the number of sediment layers and the order (zeroth or first) of auto-regressive parameters in the error model treated as unknowns. A prior distribution that allows fluid sediment layers over an elastic basement in a trans-D inversion is derived and implemented. Three cases are considered: Scattering-only inversion, joint scattering and reflection inversion, and joint inversion with the trans-D auto-regressive error model. Including reflection data improves the resolution of scattering and geoacoustic parameters. The trans-D auto-regressive model further improves scattering resolution and correctly differentiates between strongly and weakly correlated residual errors.

Bayesian calibration of the Community Land Model using surrogates

DOE Office of Scientific and Technical Information (OSTI.GOV)

Ray, Jaideep; Hou, Zhangshuan; Huang, Maoyi

2014-02-01

We present results from the Bayesian calibration of hydrological parameters of the Community Land Model (CLM), which is often used in climate simulations and Earth system models. A statistical inverse problem is formulated for three hydrological parameters, conditional on observations of latent heat surface fluxes over 48 months. Our calibration method uses polynomial and Gaussian process surrogates of the CLM, and solves the parameter estimation problem using a Markov chain Monte Carlo sampler. Posterior probability densities for the parameters are developed for two sites with different soil and vegetation covers. Our method also allows us to examine the structural errormore » in CLM under two error models. We find that surrogate models can be created for CLM in most cases. The posterior distributions are more predictive than the default parameter values in CLM. Climatologically averaging the observations does not modify the parameters' distributions significantly. The structural error model reveals a correlation time-scale which can be used to identify the physical process that could be contributing to it. While the calibrated CLM has a higher predictive skill, the calibration is under-dispersive.« less

Transdimensional Seismic Tomography

NASA Astrophysics Data System (ADS)

Bodin, T.; Sambridge, M.

2009-12-01

In seismic imaging the degree of model complexity is usually determined by manually tuning damping parameters within a fixed parameterization chosen in advance. Here we present an alternative methodology for seismic travel time tomography where the model complexity is controlled automatically by the data. In particular we use a variable parametrization consisting of Voronoi cells with mobile geometry, shape and number, all treated as unknowns in the inversion. The reversible jump algorithm is used to sample the transdimensional model space within a Bayesian framework which avoids global damping procedures and the need to tune regularisation parameters. The method is an ensemble inference approach, as many potential solutions are generated with variable numbers of cells. Information is extracted from the ensemble as a whole by performing Monte Carlo integration to produce the expected Earth model. The ensemble of models can also be used to produce velocity uncertainty estimates and experiments with synthetic data suggest they represent actual uncertainty surprisingly well. In a transdimensional approach, the level of data uncertainty directly determines the model complexity needed to satisfy the data. Intriguingly, the Bayesian formulation can be extended to the case where data uncertainty is also uncertain. Experiments show that it is possible to recover data noise estimate while at the same time controlling model complexity in an automated fashion. The method is tested on synthetic data in a 2-D application and compared with a more standard matrix based inversion scheme. The method has also been applied to real data obtained from cross correlation of ambient noise where little is known about the size of the errors associated with the travel times. As an example, a tomographic image of Rayleigh wave group velocity for the Australian continent is constructed for 5s data together with uncertainty estimates.

A statistical kinematic source inversion approach based on the QUESO library for uncertainty quantification and prediction

NASA Astrophysics Data System (ADS)

Zielke, Olaf; McDougall, Damon; Mai, Martin; Babuska, Ivo

2014-05-01

Seismic, often augmented with geodetic data, are frequently used to invert for the spatio-temporal evolution of slip along a rupture plane. The resulting images of the slip evolution for a single event, inferred by different research teams, often vary distinctly, depending on the adopted inversion approach and rupture model parameterization. This observation raises the question, which of the provided kinematic source inversion solutions is most reliable and most robust, and — more generally — how accurate are fault parameterization and solution predictions? These issues are not included in "standard" source inversion approaches. Here, we present a statistical inversion approach to constrain kinematic rupture parameters from teleseismic body waves. The approach is based a) on a forward-modeling scheme that computes synthetic (body-)waves for a given kinematic rupture model, and b) on the QUESO (Quantification of Uncertainty for Estimation, Simulation, and Optimization) library that uses MCMC algorithms and Bayes theorem for sample selection. We present Bayesian inversions for rupture parameters in synthetic earthquakes (i.e. for which the exact rupture history is known) in an attempt to identify the cross-over at which further model discretization (spatial and temporal resolution of the parameter space) is no longer attributed to a decreasing misfit. Identification of this cross-over is of importance as it reveals the resolution power of the studied data set (i.e. teleseismic body waves), enabling one to constrain kinematic earthquake rupture histories of real earthquakes at a resolution that is supported by data. In addition, the Bayesian approach allows for mapping complete posterior probability density functions of the desired kinematic source parameters, thus enabling us to rigorously assess the uncertainties in earthquake source inversions.

Bayesian inversion using a geologically realistic and discrete model space

NASA Astrophysics Data System (ADS)

Jaeggli, C.; Julien, S.; Renard, P.

2017-12-01

Since the early days of groundwater modeling, inverse methods play a crucial role. Many research and engineering groups aim to infer extensive knowledge of aquifer parameters from a sparse set of observations. Despite decades of dedicated research on this topic, there are still several major issues to be solved. In the hydrogeological framework, one is often confronted with underground structures that present very sharp contrasts of geophysical properties. In particular, subsoil structures such as karst conduits, channels, faults, or lenses, strongly influence groundwater flow and transport behavior of the underground. For this reason it can be essential to identify their location and shape very precisely. Unfortunately, when inverse methods are specially trained to consider such complex features, their computation effort often becomes unaffordably high. The following work is an attempt to solve this dilemma. We present a new method that is, in some sense, a compromise between the ergodicity of Markov chain Monte Carlo (McMC) methods and the efficient handling of data by the ensemble based Kalmann filters. The realistic and complex random fields are generated by a Multiple-Point Statistics (MPS) tool. Nonetheless, it is applicable with any conditional geostatistical simulation tool. Furthermore, the algorithm is independent of any parametrization what becomes most important when two parametric systems are equivalent (permeability and resistivity, speed and slowness, etc.). When compared to two existing McMC schemes, the computational effort was divided by a factor of 12.

Fully probabilistic seismic source inversion - Part 2: Modelling errors and station covariances

NASA Astrophysics Data System (ADS)

Stähler, Simon C.; Sigloch, Karin

2016-11-01

Seismic source inversion, a central task in seismology, is concerned with the estimation of earthquake source parameters and their uncertainties. Estimating uncertainties is particularly challenging because source inversion is a non-linear problem. In a companion paper, Stähler and Sigloch (2014) developed a method of fully Bayesian inference for source parameters, based on measurements of waveform cross-correlation between broadband, teleseismic body-wave observations and their modelled counterparts. This approach yields not only depth and moment tensor estimates but also source time functions. A prerequisite for Bayesian inference is the proper characterisation of the noise afflicting the measurements, a problem we address here. We show that, for realistic broadband body-wave seismograms, the systematic error due to an incomplete physical model affects waveform misfits more strongly than random, ambient background noise. In this situation, the waveform cross-correlation coefficient CC, or rather its decorrelation D = 1 - CC, performs more robustly as a misfit criterion than ℓp norms, more commonly used as sample-by-sample measures of misfit based on distances between individual time samples. From a set of over 900 user-supervised, deterministic earthquake source solutions treated as a quality-controlled reference, we derive the noise distribution on signal decorrelation D = 1 - CC of the broadband seismogram fits between observed and modelled waveforms. The noise on D is found to approximately follow a log-normal distribution, a fortunate fact that readily accommodates the formulation of an empirical likelihood function for D for our multivariate problem. The first and second moments of this multivariate distribution are shown to depend mostly on the signal-to-noise ratio (SNR) of the CC measurements and on the back-azimuthal distances of seismic stations. By identifying and quantifying this likelihood function, we make D and thus waveform cross-correlation measurements usable for fully probabilistic sampling strategies, in source inversion and related applications such as seismic tomography.

FOREWORD: 4th International Workshop on New Computational Methods for Inverse Problems (NCMIP2014)

NASA Astrophysics Data System (ADS)

2014-10-01

This volume of Journal of Physics: Conference Series is dedicated to the scientific contributions presented during the 4th International Workshop on New Computational Methods for Inverse Problems, NCMIP 2014 (http://www.farman.ens-cachan.fr/NCMIP_2014.html). This workshop took place at Ecole Normale Supérieure de Cachan, on May 23, 2014. The prior editions of NCMIP also took place in Cachan, France, firstly within the scope of ValueTools Conference, in May 2011 (http://www.ncmip.org/2011/), and secondly at the initiative of Institut Farman, in May 2012 and May 2013, (http://www.farman.ens-cachan.fr/NCMIP_2012.html), (http://www.farman.ens-cachan.fr/NCMIP_2013.html). The New Computational Methods for Inverse Problems (NCMIP) Workshop focused on recent advances in the resolution of inverse problems. Indeed, inverse problems appear in numerous scientific areas such as geophysics, biological and medical imaging, material and structure characterization, electrical, mechanical and civil engineering, and finances. The resolution of inverse problems consists of estimating the parameters of the observed system or structure from data collected by an instrumental sensing or imaging device. Its success firstly requires the collection of relevant observation data. It also requires accurate models describing the physical interactions between the instrumental device and the observed system, as well as the intrinsic properties of the solution itself. Finally, it requires the design of robust, accurate and efficient inversion algorithms. Advanced sensor arrays and imaging devices provide high rate and high volume data; in this context, the efficient resolution of the inverse problem requires the joint development of new models and inversion methods, taking computational and implementation aspects into account. During this one-day workshop, researchers had the opportunity to bring to light and share new techniques and results in the field of inverse problems. The topics of the workshop were: algorithms and computational aspects of inversion, Bayesian estimation, Kernel methods, learning methods, convex optimization, free discontinuity problems, metamodels, proper orthogonal decomposition, reduced models for the inversion, non-linear inverse scattering, image reconstruction and restoration, and applications (bio-medical imaging, non-destructive evaluation...). NCMIP 2014 was a one-day workshop held in May 2014 which attracted around sixty attendees. Each of the submitted papers has been reviewed by two reviewers. There have been nine accepted papers. In addition, three international speakers were invited to present a longer talk. The workshop was supported by Institut Farman (ENS Cachan, CNRS) and endorsed by the following French research networks (GDR ISIS, GDR MIA, GDR MOA, GDR Ondes). The program committee acknowledges the following research laboratories: CMLA, LMT, LURPA, SATIE. Eric Vourc'h and Thomas Rodet

Kinematic source inversions of teleseismic data based on the QUESO library for uncertainty quantification and prediction

NASA Astrophysics Data System (ADS)

Zielke, O.; McDougall, D.; Mai, P. M.; Babuska, I.

2014-12-01

One fundamental aspect of seismic hazard mitigation is gaining a better understanding of the rupture process. Because direct observation of the relevant parameters and properties is not possible, other means such as kinematic source inversions are used instead. By constraining the spatial and temporal evolution of fault slip during an earthquake, those inversion approaches may enable valuable insights in the physics of the rupture process. However, due to the underdetermined nature of this inversion problem (i.e., inverting a kinematic source model for an extended fault based on seismic data), the provided solutions are generally non-unique. Here we present a statistical (Bayesian) inversion approach based on an open-source library for uncertainty quantification (UQ) called QUESO that was developed at ICES (UT Austin). The approach has advantages with respect to deterministic inversion approaches as it provides not only a single (non-unique) solution but also provides uncertainty bounds with it. Those uncertainty bounds help to qualitatively and quantitatively judge how well constrained an inversion solution is and how much rupture complexity the data reliably resolve. The presented inversion scheme uses only tele-seismically recorded body waves but future developments may lead us towards joint inversion schemes. After giving an insight in the inversion scheme ifself (based on delayed rejection adaptive metropolis, DRAM) we explore the method's resolution potential. For that, we synthetically generate tele-seismic data, add for example different levels of noise and/or change fault plane parameterization and then apply our inversion scheme in the attempt to extract the (known) kinematic rupture model. We conclude with exemplary inverting real tele-seismic data of a recent large earthquake and compare those results with deterministically derived kinematic source models provided by other research groups.

A New Paradigm for Satellite Retrieval of Hydrologic Variables: The CDRD Methodology

NASA Astrophysics Data System (ADS)

Smith, E. A.; Mugnai, A.; Tripoli, G. J.

2009-09-01

Historically, retrieval of thermodynamically active geophysical variables in the atmosphere (e.g., temperature, moisture, precipitation) involved some time of inversion scheme - embedded within the retrieval algorithm - to transform radiometric observations (a vector) to the desired geophysical parameter(s) (either a scalar or a vector). Inversion is fundamentally a mathematical operation involving some type of integral-differential radiative transfer equation - often resisting a straightforward algebraic solution - in which the integral side of the equation (typically the right-hand side) contains the desired geophysical vector, while the left-hand side contains the radiative measurement vector often free of operators. Inversion was considered more desirable than forward modeling because the forward model solution had to be selected from a generally unmanageable set of parameter-observation relationships. However, in the classical inversion problem for retrieval of temperature using multiple radiative frequencies along the wing of an absorption band (or line) of a well-mixed radiatively active gas, in either the infrared or microwave spectrums, the inversion equation to be solved consists of a Fredholm integral equation of the 2nd kind - a specific type of transform problem in which there are an infinite number of solutions. This meant that special treatment of the transform process was required in order to obtain a single solution. Inversion had become the method of choice for retrieval in the 1950s because it appealed to the use of mathematical elegance, and because the numerical approaches used to solve the problems (typically some type of relaxation or perturbation scheme) were computationally fast in an age when computers speeds were slow. Like many solution schemes, inversion has lingered on regardless of the fact that computer speeds have increased many orders of magnitude and forward modeling itself has become far more elegant in combination with Bayesian averaging procedures given that the a priori probabilities of occurrence in the true environment of the parameter(s) in question can be approximated (or are actually known). In this presentation, the theory of the more modern retrieval approach using a combination of cloud, radiation and other specialized forward models in conjunction with Bayesian weighted averaging will be reviewed in light of a brief history of inversion. The application of the theory will be cast in the framework of what we call the Cloud-Dynamics-Radiation-Database (CDRD) methodology - which we now use for the retrieval of precipitation from spaceborne passive microwave radiometers. In a companion presentation, we will specifically describe the CDRD methodology and present results for its application within the Mediterranean basin.

Dynamics of Genome Rearrangement in Bacterial Populations

PubMed Central

Darling, Aaron E.; Miklós, István; Ragan, Mark A.

2008-01-01

Genome structure variation has profound impacts on phenotype in organisms ranging from microbes to humans, yet little is known about how natural selection acts on genome arrangement. Pathogenic bacteria such as Yersinia pestis, which causes bubonic and pneumonic plague, often exhibit a high degree of genomic rearrangement. The recent availability of several Yersinia genomes offers an unprecedented opportunity to study the evolution of genome structure and arrangement. We introduce a set of statistical methods to study patterns of rearrangement in circular chromosomes and apply them to the Yersinia. We constructed a multiple alignment of eight Yersinia genomes using Mauve software to identify 78 conserved segments that are internally free from genome rearrangement. Based on the alignment, we applied Bayesian statistical methods to infer the phylogenetic inversion history of Yersinia. The sampling of genome arrangement reconstructions contains seven parsimonious tree topologies, each having different histories of 79 inversions. Topologies with a greater number of inversions also exist, but were sampled less frequently. The inversion phylogenies agree with results suggested by SNP patterns. We then analyzed reconstructed inversion histories to identify patterns of rearrangement. We confirm an over-representation of “symmetric inversions”—inversions with endpoints that are equally distant from the origin of chromosomal replication. Ancestral genome arrangements demonstrate moderate preference for replichore balance in Yersinia. We found that all inversions are shorter than expected under a neutral model, whereas inversions acting within a single replichore are much shorter than expected. We also found evidence for a canonical configuration of the origin and terminus of replication. Finally, breakpoint reuse analysis reveals that inversions with endpoints proximal to the origin of DNA replication are nearly three times more frequent. Our findings represent the first characterization of genome arrangement evolution in a bacterial population evolving outside laboratory conditions. Insight into the process of genomic rearrangement may further the understanding of pathogen population dynamics and selection on the architecture of circular bacterial chromosomes. PMID:18650965

Characterize kinematic rupture history of large earthquakes with Multiple Haskell sources

NASA Astrophysics Data System (ADS)

Jia, Z.; Zhan, Z.

2017-12-01

Earthquakes are often regarded as continuous rupture along a single fault, but the occurrence of complex large events involving multiple faults and dynamic triggering challenges this view. Such rupture complexities cause difficulties in existing finite fault inversion algorithms, because they rely on specific parameterizations and regularizations to obtain physically meaningful solutions. Furthermore, it is difficult to assess reliability and uncertainty of obtained rupture models. Here we develop a Multi-Haskell Source (MHS) method to estimate rupture process of large earthquakes as a series of sub-events of varying location, timing and directivity. Each sub-event is characterized by a Haskell rupture model with uniform dislocation and constant unilateral rupture velocity. This flexible yet simple source parameterization allows us to constrain first-order rupture complexity of large earthquakes robustly. Additionally, relatively few parameters in the inverse problem yields improved uncertainty analysis based on Markov chain Monte Carlo sampling in a Bayesian framework. Synthetic tests and application of MHS method on real earthquakes show that our method can capture major features of large earthquake rupture process, and provide information for more detailed rupture history analysis.

Sparse Bayesian Inference and the Temperature Structure of the Solar Corona

DOE Office of Scientific and Technical Information (OSTI.GOV)

Warren, Harry P.; Byers, Jeff M.; Crump, Nicholas A.

Measuring the temperature structure of the solar atmosphere is critical to understanding how it is heated to high temperatures. Unfortunately, the temperature of the upper atmosphere cannot be observed directly, but must be inferred from spectrally resolved observations of individual emission lines that span a wide range of temperatures. Such observations are “inverted” to determine the distribution of plasma temperatures along the line of sight. This inversion is ill posed and, in the absence of regularization, tends to produce wildly oscillatory solutions. We introduce the application of sparse Bayesian inference to the problem of inferring the temperature structure of themore » solar corona. Within a Bayesian framework a preference for solutions that utilize a minimum number of basis functions can be encoded into the prior and many ad hoc assumptions can be avoided. We demonstrate the efficacy of the Bayesian approach by considering a test library of 40 assumed temperature distributions.« less

Fully probabilistic earthquake source inversion on teleseismic scales

NASA Astrophysics Data System (ADS)

Stähler, Simon; Sigloch, Karin

2017-04-01

Seismic source inversion is a non-linear problem in seismology where not just the earthquake parameters but also estimates of their uncertainties are of great practical importance. We have developed a method of fully Bayesian inference for source parameters, based on measurements of waveform cross-correlation between broadband, teleseismic body-wave observations and their modelled counterparts. This approach yields not only depth and moment tensor estimates but also source time functions. These unknowns are parameterised efficiently by harnessing as prior knowledge solutions from a large number of non-Bayesian inversions. The source time function is expressed as a weighted sum of a small number of empirical orthogonal functions, which were derived from a catalogue of >1000 source time functions (STFs) by a principal component analysis. We use a likelihood model based on the cross-correlation misfit between observed and predicted waveforms. The resulting ensemble of solutions provides full uncertainty and covariance information for the source parameters, and permits propagating these source uncertainties into travel time estimates used for seismic tomography. The computational effort is such that routine, global estimation of earthquake mechanisms and source time functions from teleseismic broadband waveforms is feasible. A prerequisite for Bayesian inference is the proper characterisation of the noise afflicting the measurements. We show that, for realistic broadband body-wave seismograms, the systematic error due to an incomplete physical model affects waveform misfits more strongly than random, ambient background noise. In this situation, the waveform cross-correlation coefficient CC, or rather its decorrelation D = 1 - CC, performs more robustly as a misfit criterion than ℓp norms, more commonly used as sample-by-sample measures of misfit based on distances between individual time samples. From a set of over 900 user-supervised, deterministic earthquake source solutions treated as a quality-controlled reference, we derive the noise distribution on signal decorrelation D of the broadband seismogram fits between observed and modelled waveforms. The noise on D is found to approximately follow a log-normal distribution, a fortunate fact that readily accommodates the formulation of an empirical likelihood function for D for our multivariate problem. The first and second moments of this multivariate distribution are shown to depend mostly on the signal-to-noise ratio (SNR) of the CC measurements and on the back-azimuthal distances of seismic stations. References: Stähler, S. C. and Sigloch, K.: Fully probabilistic seismic source inversion - Part 1: Efficient parameterisation, Solid Earth, 5, 1055-1069, doi:10.5194/se-5-1055-2014, 2014. Stähler, S. C. and Sigloch, K.: Fully probabilistic seismic source inversion - Part 2: Modelling errors and station covariances, Solid Earth, 7, 1521-1536, doi:10.5194/se-7-1521-2016, 2016.

DOE Office of Scientific and Technical Information (OSTI.GOV)

Khosla, D.; Singh, M.

The estimation of three-dimensional dipole current sources on the cortical surface from the measured magnetoencephalogram (MEG) is a highly under determined inverse problem as there are many {open_quotes}feasible{close_quotes} images which are consistent with the MEG data. Previous approaches to this problem have concentrated on the use of weighted minimum norm inverse methods. While these methods ensure a unique solution, they often produce overly smoothed solutions and exhibit severe sensitivity to noise. In this paper we explore the maximum entropy approach to obtain better solutions to the problem. This estimation technique selects that image from the possible set of feasible imagesmore » which has the maximum entropy permitted by the information available to us. In order to account for the presence of noise in the data, we have also incorporated a noise rejection or likelihood term into our maximum entropy method. This makes our approach mirror a Bayesian maximum a posteriori (MAP) formulation. Additional information from other functional techniques like functional magnetic resonance imaging (fMRI) can be incorporated in the proposed method in the form of a prior bias function to improve solutions. We demonstrate the method with experimental phantom data from a clinical 122 channel MEG system.« less

Bayesian inversion of data from effusive volcanic eruptions using physics-based models: Application to Mount St. Helens 2004--2008

USGS Publications Warehouse

Anderson, Kyle; Segall, Paul

2013-01-01

Physics-based models of volcanic eruptions can directly link magmatic processes with diverse, time-varying geophysical observations, and when used in an inverse procedure make it possible to bring all available information to bear on estimating properties of the volcanic system. We develop a technique for inverting geodetic, extrusive flux, and other types of data using a physics-based model of an effusive silicic volcanic eruption to estimate the geometry, pressure, depth, and volatile content of a magma chamber, and properties of the conduit linking the chamber to the surface. A Bayesian inverse formulation makes it possible to easily incorporate independent information into the inversion, such as petrologic estimates of melt water content, and yields probabilistic estimates for model parameters and other properties of the volcano. Probability distributions are sampled using a Markov-Chain Monte Carlo algorithm. We apply the technique using GPS and extrusion data from the 2004–2008 eruption of Mount St. Helens. In contrast to more traditional inversions such as those involving geodetic data alone in combination with kinematic forward models, this technique is able to provide constraint on properties of the magma, including its volatile content, and on the absolute volume and pressure of the magma chamber. Results suggest a large chamber of >40 km3 with a centroid depth of 11–18 km and a dissolved water content at the top of the chamber of 2.6–4.9 wt%.

Computational modelling of cellular level metabolism

NASA Astrophysics Data System (ADS)

Calvetti, D.; Heino, J.; Somersalo, E.

2008-07-01

The steady and stationary state inverse problems consist of estimating the reaction and transport fluxes, blood concentrations and possibly the rates of change of some of the concentrations based on data which are often scarce noisy and sampled over a population. The Bayesian framework provides a natural setting for the solution of this inverse problem, because a priori knowledge about the system itself and the unknown reaction fluxes and transport rates can compensate for the insufficiency of measured data, provided that the computational costs do not become prohibitive. This article identifies the computational challenges which have to be met when analyzing the steady and stationary states of multicompartment model for cellular metabolism and suggest stable and efficient ways to handle the computations. The outline of a computational tool based on the Bayesian paradigm for the simulation and analysis of complex cellular metabolic systems is also presented.

Ultra-Scalable Algorithms for Large-Scale Uncertainty Quantification in Inverse Wave Propagation

DTIC Science & Technology

2016-03-04

53] N. Petra , J. Martin , G. Stadler, and O. Ghattas, A computational framework for infinite-dimensional Bayesian inverse problems: Part II...positions: Alen Alexanderian (NC State), Tan Bui-Thanh (UT-Austin), Carsten Burstedde (University of Bonn), Noemi Petra (UC Merced), Georg Stalder (NYU), Hari...Baltimore, MD, Nov. 2002. SC2002 Best Technical Paper Award. [3] A. Alexanderian, N. Petra , G. Stadler, and O. Ghattas, A-optimal design of exper

Bayesian estimation of a source term of radiation release with approximately known nuclide ratios

NASA Astrophysics Data System (ADS)

Tichý, Ondřej; Šmídl, Václav; Hofman, Radek

2016-04-01

We are concerned with estimation of a source term in case of an accidental release from a known location, e.g. a power plant. Usually, the source term of an accidental release of radiation comprises of a mixture of nuclide. The gamma dose rate measurements do not provide a direct information on the source term composition. However, physical properties of respective nuclide (deposition properties, decay half-life) can be used when uncertain information on nuclide ratios is available, e.g. from known reactor inventory. The proposed method is based on linear inverse model where the observation vector y arise as a linear combination y = Mx of a source-receptor-sensitivity (SRS) matrix M and the source term x. The task is to estimate the unknown source term x. The problem is ill-conditioned and further regularization is needed to obtain a reasonable solution. In this contribution, we assume that nuclide ratios of the release is known with some degree of uncertainty. This knowledge is used to form the prior covariance matrix of the source term x. Due to uncertainty in the ratios the diagonal elements of the covariance matrix are considered to be unknown. Positivity of the source term estimate is guaranteed by using multivariate truncated Gaussian distribution. Following Bayesian approach, we estimate all parameters of the model from the data so that y, M, and known ratios are the only inputs of the method. Since the inference of the model is intractable, we follow the Variational Bayes method yielding an iterative algorithm for estimation of all model parameters. Performance of the method is studied on simulated 6 hour power plant release where 3 nuclide are released and 2 nuclide ratios are approximately known. The comparison with method with unknown nuclide ratios will be given to prove the usefulness of the proposed approach. This research is supported by EEA/Norwegian Financial Mechanism under project MSMT-28477/2014 Source-Term Determination of Radionuclide Releases by Inverse Atmospheric Dispersion Modelling (STRADI).

Spectral likelihood expansions for Bayesian inference

NASA Astrophysics Data System (ADS)

Nagel, Joseph B.; Sudret, Bruno

2016-03-01

A spectral approach to Bayesian inference is presented. It pursues the emulation of the posterior probability density. The starting point is a series expansion of the likelihood function in terms of orthogonal polynomials. From this spectral likelihood expansion all statistical quantities of interest can be calculated semi-analytically. The posterior is formally represented as the product of a reference density and a linear combination of polynomial basis functions. Both the model evidence and the posterior moments are related to the expansion coefficients. This formulation avoids Markov chain Monte Carlo simulation and allows one to make use of linear least squares instead. The pros and cons of spectral Bayesian inference are discussed and demonstrated on the basis of simple applications from classical statistics and inverse modeling.

Bayesian source term estimation of atmospheric releases in urban areas using LES approach.

PubMed

Xue, Fei; Kikumoto, Hideki; Li, Xiaofeng; Ooka, Ryozo

2018-05-05

The estimation of source information from limited measurements of a sensor network is a challenging inverse problem, which can be viewed as an assimilation process of the observed concentration data and the predicted concentration data. When dealing with releases in built-up areas, the predicted data are generally obtained by the Reynolds-averaged Navier-Stokes (RANS) equations, which yields building-resolving results; however, RANS-based models are outperformed by large-eddy simulation (LES) in the predictions of both airflow and dispersion. Therefore, it is important to explore the possibility of improving the estimation of the source parameters by using the LES approach. In this paper, a novel source term estimation method is proposed based on LES approach using Bayesian inference. The source-receptor relationship is obtained by solving the adjoint equations constructed using the time-averaged flow field simulated by the LES approach based on the gradient diffusion hypothesis. A wind tunnel experiment with a constant point source downwind of a single building model is used to evaluate the performance of the proposed method, which is compared with that of the existing method using a RANS model. The results show that the proposed method reduces the errors of source location and releasing strength by 77% and 28%, respectively. Copyright © 2018 Elsevier B.V. All rights reserved.

Multimodal, high-dimensional, model-based, Bayesian inverse problems with applications in biomechanics

NASA Astrophysics Data System (ADS)

Franck, I. M.; Koutsourelakis, P. S.

2017-01-01

This paper is concerned with the numerical solution of model-based, Bayesian inverse problems. We are particularly interested in cases where the cost of each likelihood evaluation (forward-model call) is expensive and the number of unknown (latent) variables is high. This is the setting in many problems in computational physics where forward models with nonlinear PDEs are used and the parameters to be calibrated involve spatio-temporarily varying coefficients, which upon discretization give rise to a high-dimensional vector of unknowns. One of the consequences of the well-documented ill-posedness of inverse problems is the possibility of multiple solutions. While such information is contained in the posterior density in Bayesian formulations, the discovery of a single mode, let alone multiple, poses a formidable computational task. The goal of the present paper is two-fold. On one hand, we propose approximate, adaptive inference strategies using mixture densities to capture multi-modal posteriors. On the other, we extend our work in [1] with regard to effective dimensionality reduction techniques that reveal low-dimensional subspaces where the posterior variance is mostly concentrated. We validate the proposed model by employing Importance Sampling which confirms that the bias introduced is small and can be efficiently corrected if the analyst wishes to do so. We demonstrate the performance of the proposed strategy in nonlinear elastography where the identification of the mechanical properties of biological materials can inform non-invasive, medical diagnosis. The discovery of multiple modes (solutions) in such problems is critical in achieving the diagnostic objectives.

Investigation of error sources in regional inverse estimates of greenhouse gas emissions in Canada

NASA Astrophysics Data System (ADS)

Chan, E.; Chan, D.; Ishizawa, M.; Vogel, F.; Brioude, J.; Delcloo, A.; Wu, Y.; Jin, B.

2015-08-01

Inversion models can use atmospheric concentration measurements to estimate surface fluxes. This study is an evaluation of the errors in a regional flux inversion model for different provinces of Canada, Alberta (AB), Saskatchewan (SK) and Ontario (ON). Using CarbonTracker model results as the target, the synthetic data experiment analyses examined the impacts of the errors from the Bayesian optimisation method, prior flux distribution and the atmospheric transport model, as well as their interactions. The scaling factors for different sub-regions were estimated by the Markov chain Monte Carlo (MCMC) simulation and cost function minimization (CFM) methods. The CFM method results are sensitive to the relative size of the assumed model-observation mismatch and prior flux error variances. Experiment results show that the estimation error increases with the number of sub-regions using the CFM method. For the region definitions that lead to realistic flux estimates, the numbers of sub-regions for the western region of AB/SK combined and the eastern region of ON are 11 and 4 respectively. The corresponding annual flux estimation errors for the western and eastern regions using the MCMC (CFM) method are -7 and -3 % (0 and 8 %) respectively, when there is only prior flux error. The estimation errors increase to 36 and 94 % (40 and 232 %) resulting from transport model error alone. When prior and transport model errors co-exist in the inversions, the estimation errors become 5 and 85 % (29 and 201 %). This result indicates that estimation errors are dominated by the transport model error and can in fact cancel each other and propagate to the flux estimates non-linearly. In addition, it is possible for the posterior flux estimates having larger differences than the prior compared to the target fluxes, and the posterior uncertainty estimates could be unrealistically small that do not cover the target. The systematic evaluation of the different components of the inversion model can help in the understanding of the posterior estimates and percentage errors. Stable and realistic sub-regional and monthly flux estimates for western region of AB/SK can be obtained, but not for the eastern region of ON. This indicates that it is likely a real observation-based inversion for the annual provincial emissions will work for the western region whereas; improvements are needed with the current inversion setup before real inversion is performed for the eastern region.

Comparing interpolation techniques for annual temperature mapping across Xinjiang region

NASA Astrophysics Data System (ADS)

Ren-ping, Zhang; Jing, Guo; Tian-gang, Liang; Qi-sheng, Feng; Aimaiti, Yusupujiang

2016-11-01

Interpolating climatic variables such as temperature is challenging due to the highly variable nature of meteorological processes and the difficulty in establishing a representative network of stations. In this paper, based on the monthly temperature data which obtained from the 154 official meteorological stations in the Xinjiang region and surrounding areas, we compared five spatial interpolation techniques: Inverse distance weighting (IDW), Ordinary kriging, Cokriging, thin-plate smoothing splines (ANUSPLIN) and Empirical Bayesian kriging(EBK). Error metrics were used to validate interpolations against independent data. Results indicated that, the ANUSPLIN performed best than the other four interpolation methods.

An interactive Bayesian geostatistical inverse protocol for hydraulic tomography

USGS Publications Warehouse

Fienen, Michael N.; Clemo, Tom; Kitanidis, Peter K.

2008-01-01

Hydraulic tomography is a powerful technique for characterizing heterogeneous hydrogeologic parameters. An explicit trade-off between characterization based on measurement misfit and subjective characterization using prior information is presented. We apply a Bayesian geostatistical inverse approach that is well suited to accommodate a flexible model with the level of complexity driven by the data and explicitly considering uncertainty. Prior information is incorporated through the selection of a parameter covariance model characterizing continuity and providing stability. Often, discontinuities in the parameter field, typically caused by geologic contacts between contrasting lithologic units, necessitate subdivision into zones across which there is no correlation among hydraulic parameters. We propose an interactive protocol in which zonation candidates are implied from the data and are evaluated using cross validation and expert knowledge. Uncertainty introduced by limited knowledge of dynamic regional conditions is mitigated by using drawdown rather than native head values. An adjoint state formulation of MODFLOW-2000 is used to calculate sensitivities which are used both for the solution to the inverse problem and to guide protocol decisions. The protocol is tested using synthetic two-dimensional steady state examples in which the wells are located at the edge of the region of interest.

Sequential Bayesian geoacoustic inversion for mobile and compact source-receiver configuration.

PubMed

Carrière, Olivier; Hermand, Jean-Pierre

2012-04-01

Geoacoustic characterization of wide areas through inversion requires easily deployable configurations including free-drifting platforms, underwater gliders and autonomous vehicles, typically performing repeated transmissions during their course. In this paper, the inverse problem is formulated as sequential Bayesian filtering to take advantage of repeated transmission measurements. Nonlinear Kalman filters implement a random-walk model for geometry and environment and an acoustic propagation code in the measurement model. Data from MREA/BP07 sea trials are tested consisting of multitone and frequency-modulated signals (bands: 0.25-0.8 and 0.8-1.6 kHz) received on a shallow vertical array of four hydrophones 5-m spaced drifting over 0.7-1.6 km range. Space- and time-coherent processing are applied to the respective signal types. Kalman filter outputs are compared to a sequence of global optimizations performed independently on each received signal. For both signal types, the sequential approach is more accurate but also more efficient. Due to frequency diversity, the processing of modulated signals produces a more stable tracking. Although an extended Kalman filter provides comparable estimates of the tracked parameters, the ensemble Kalman filter is necessary to properly assess uncertainty. In spite of mild range dependence and simplified bottom model, all tracked geoacoustic parameters are consistent with high-resolution seismic profiling, core logging P-wave velocity, and previous inversion results with fixed geometries.

One dimensional models of temperature and composition in the transition zone from a bayesian inversion of surface waves

NASA Astrophysics Data System (ADS)

Drilleau, M.; Beucler, E.; Mocquet, A.; Verhoeven, O.; Burgos, G.; Capdeville, Y.; Montagner, J.

2011-12-01

The transition zone plays a key role in the dynamics of the Earth's mantle, especially for the exchanges between the upper and the lower mantles. Phase transitions, convective motions, hot upwelling and/or cold downwelling materials may make the 400 to 1000 km depth range very anisotropic and heterogeneous, both thermally and chemically. A classical procedure to infer the thermal state and the composition is to interpret 3D velocity perturbation models in terms of temperature and mineralogical composition, with respect to a global 1D model. However, the strength of heterogeneity and anisotropy can be so high that the concept of a one-dimensional reference seismic model might be addressed for this depth range. Some recent studies prefer to directly invert seismic travel times and normal modes catalogues in terms of temperature and composition. Bayesian approach allows to go beyond the classical computation of the best fit model by providing a quantitative measure of model uncertainty. We implement a non linear inverse approach (Monte Carlo Markov Chains) to interpret seismic data in terms of temperature, anisotropy and composition. Two different data sets are used and compared : surface wave waveforms and phase velocities (fundamental mode and the first overtones). A guideline of this method is to let the resolution power of the data govern the spatial resolution of the model. Up to now, the model parameters are the temperature field and the mineralogical composition ; other important effects, such as macroscopic anisotropy, will be taken into account in the near future. In order to reduce the computing time of the Monte Carlo procedure, polynomial Bézier curves are used for the parameterization. This choice allows for smoothly varying models and first-order discontinuities. Our Bayesian algorithm is tested with standard circular synthetic experiments and with more realistic simulations including 3D wave propagation effects (SEM). The test results enhance the ability of this approach to match the three-component waveforms and address the question of the mean radial interpretation of a 3D model. The method is also tested using real datasets, such as along the Vanuatu-California path.

Bayesian inference of spectral induced polarization parameters for laboratory complex resistivity measurements of rocks and soils

NASA Astrophysics Data System (ADS)

Bérubé, Charles L.; Chouteau, Michel; Shamsipour, Pejman; Enkin, Randolph J.; Olivo, Gema R.

2017-08-01

Spectral induced polarization (SIP) measurements are now widely used to infer mineralogical or hydrogeological properties from the low-frequency electrical properties of the subsurface in both mineral exploration and environmental sciences. We present an open-source program that performs fast multi-model inversion of laboratory complex resistivity measurements using Markov-chain Monte Carlo simulation. Using this stochastic method, SIP parameters and their uncertainties may be obtained from the Cole-Cole and Dias models, or from the Debye and Warburg decomposition approaches. The program is tested on synthetic and laboratory data to show that the posterior distribution of a multiple Cole-Cole model is multimodal in particular cases. The Warburg and Debye decomposition approaches yield unique solutions in all cases. It is shown that an adaptive Metropolis algorithm performs faster and is less dependent on the initial parameter values than the Metropolis-Hastings step method when inverting SIP data through the decomposition schemes. There are no advantages in using an adaptive step method for well-defined Cole-Cole inversion. Finally, the influence of measurement noise on the recovered relaxation time distribution is explored. We provide the geophysics community with a open-source platform that can serve as a base for further developments in stochastic SIP data inversion and that may be used to perform parameter analysis with various SIP models.

Application of different classification methods for litho-fluid facies prediction: a case study from the offshore Nile Delta

NASA Astrophysics Data System (ADS)

Aleardi, Mattia; Ciabarri, Fabio

2017-10-01

In this work we test four classification methods for litho-fluid facies identification in a clastic reservoir located in the offshore Nile Delta. The ultimate goal of this study is to find an optimal classification method for the area under examination. The geologic context of the investigated area allows us to consider three different facies in the classification: shales, brine sands and gas sands. The depth at which the reservoir zone is located (2300-2700 m) produces a significant overlap of the P- and S-wave impedances of brine sands and gas sands that makes discrimination between these two litho-fluid classes particularly problematic. The classification is performed on the feature space defined by the elastic properties that are derived from recorded reflection seismic data by means of amplitude versus angle Bayesian inversion. As classification methods we test both deterministic and probabilistic approaches: the quadratic discriminant analysis and the neural network methods belong to the first group, whereas the standard Bayesian approach and the Bayesian approach that includes a 1D Markov chain a priori model to constrain the vertical continuity of litho-fluid facies belong to the second group. The ability of each method to discriminate the different facies is evaluated both on synthetic seismic data (computed on the basis of available borehole information) and on field seismic data. The outcomes of each classification method are compared with the known facies profile derived from well log data and the goodness of the results is quantitatively evaluated using the so-called confusion matrix. The results show that all methods return vertical facies profiles in which the main reservoir zone is correctly identified. However, the consideration of as much prior information as possible in the classification process is the winning choice for deriving a reliable and physically plausible predicted facies profile.

Inverse analysis and regularisation in conditional source-term estimation modelling

NASA Astrophysics Data System (ADS)

Labahn, Jeffrey W.; Devaud, Cecile B.; Sipkens, Timothy A.; Daun, Kyle J.

2014-05-01

Conditional Source-term Estimation (CSE) obtains the conditional species mass fractions by inverting a Fredholm integral equation of the first kind. In the present work, a Bayesian framework is used to compare two different regularisation methods: zeroth-order temporal Tikhonov regulatisation and first-order spatial Tikhonov regularisation. The objectives of the current study are: (i) to elucidate the ill-posedness of the inverse problem; (ii) to understand the origin of the perturbations in the data and quantify their magnitude; (iii) to quantify the uncertainty in the solution using different priors; and (iv) to determine the regularisation method best suited to this problem. A singular value decomposition shows that the current inverse problem is ill-posed. Perturbations to the data may be caused by the use of a discrete mixture fraction grid for calculating the mixture fraction PDF. The magnitude of the perturbations is estimated using a box filter and the uncertainty in the solution is determined based on the width of the credible intervals. The width of the credible intervals is significantly reduced with the inclusion of a smoothing prior and the recovered solution is in better agreement with the exact solution. The credible intervals for temporal and spatial smoothing are shown to be similar. Credible intervals for temporal smoothing depend on the solution from the previous time step and a smooth solution is not guaranteed. For spatial smoothing, the credible intervals are not dependent upon a previous solution and better predict characteristics for higher mixture fraction values. These characteristics make spatial smoothing a promising alternative method for recovering a solution from the CSE inversion process.

An adaptive Bayesian inference algorithm to estimate the parameters of a hazardous atmospheric release

NASA Astrophysics Data System (ADS)

Rajaona, Harizo; Septier, François; Armand, Patrick; Delignon, Yves; Olry, Christophe; Albergel, Armand; Moussafir, Jacques

2015-12-01

In the eventuality of an accidental or intentional atmospheric release, the reconstruction of the source term using measurements from a set of sensors is an important and challenging inverse problem. A rapid and accurate estimation of the source allows faster and more efficient action for first-response teams, in addition to providing better damage assessment. This paper presents a Bayesian probabilistic approach to estimate the location and the temporal emission profile of a pointwise source. The release rate is evaluated analytically by using a Gaussian assumption on its prior distribution, and is enhanced with a positivity constraint to improve the estimation. The source location is obtained by the means of an advanced iterative Monte-Carlo technique called Adaptive Multiple Importance Sampling (AMIS), which uses a recycling process at each iteration to accelerate its convergence. The proposed methodology is tested using synthetic and real concentration data in the framework of the Fusion Field Trials 2007 (FFT-07) experiment. The quality of the obtained results is comparable to those coming from the Markov Chain Monte Carlo (MCMC) algorithm, a popular Bayesian method used for source estimation. Moreover, the adaptive processing of the AMIS provides a better sampling efficiency by reusing all the generated samples.

Numerical convergence and validation of the DIMP inverse particle transport model

DOE PAGES

Nelson, Noel; Azmy, Yousry

2017-09-01

The data integration with modeled predictions (DIMP) model is a promising inverse radiation transport method for solving the special nuclear material (SNM) holdup problem. Unlike previous methods, DIMP is a completely passive nondestructive assay technique that requires no initial assumptions regarding the source distribution or active measurement time. DIMP predicts the most probable source location and distribution through Bayesian inference and quasi-Newtonian optimization of predicted detector re-sponses (using the adjoint transport solution) with measured responses. DIMP performs well with for-ward hemispherical collimation and unshielded measurements, but several considerations are required when using narrow-view collimated detectors. DIMP converged well to themore » correct source distribution as the number of synthetic responses increased. DIMP also performed well for the first experimental validation exercise after applying a collimation factor, and sufficiently reducing the source search vol-ume's extent to prevent the optimizer from getting stuck in local minima. DIMP's simple point detector response function (DRF) is being improved to address coplanar false positive/negative responses, and an angular DRF is being considered for integration with the next version of DIMP to account for highly collimated responses. Overall, DIMP shows promise for solving the SNM holdup inverse problem, especially once an improved optimization algorithm is implemented.« less

Bayesian Travel Time Inversion adopting Gaussian Process Regression

NASA Astrophysics Data System (ADS)

Mauerberger, S.; Holschneider, M.

2017-12-01

A major application in seismology is the determination of seismic velocity models. Travel time measurements are putting an integral constraint on the velocity between source and receiver. We provide insight into travel time inversion from a correlation-based Bayesian point of view. Therefore, the concept of Gaussian process regression is adopted to estimate a velocity model. The non-linear travel time integral is approximated by a 1st order Taylor expansion. A heuristic covariance describes correlations amongst observations and a priori model. That approach enables us to assess a proxy of the Bayesian posterior distribution at ordinary computational costs. No multi dimensional numeric integration nor excessive sampling is necessary. Instead of stacking the data, we suggest to progressively build the posterior distribution. Incorporating only a single evidence at a time accounts for the deficit of linearization. As a result, the most probable model is given by the posterior mean whereas uncertainties are described by the posterior covariance.As a proof of concept, a synthetic purely 1d model is addressed. Therefore a single source accompanied by multiple receivers is considered on top of a model comprising a discontinuity. We consider travel times of both phases - direct and reflected wave - corrupted by noise. Left and right of the interface are assumed independent where the squared exponential kernel serves as covariance.

A Bayesian approach to modeling 2D gravity data using polygon states

NASA Astrophysics Data System (ADS)

Titus, W. J.; Titus, S.; Davis, J. R.

2015-12-01

We present a Bayesian Markov chain Monte Carlo (MCMC) method for the 2D gravity inversion of a localized subsurface object with constant density contrast. Our models have four parameters: the density contrast, the number of vertices in a polygonal approximation of the object, an upper bound on the ratio of the perimeter squared to the area, and the vertices of a polygon container that bounds the object. Reasonable parameter values can be estimated prior to inversion using a forward model and geologic information. In addition, we assume that the field data have a common random uncertainty that lies between two bounds but that it has no systematic uncertainty. Finally, we assume that there is no uncertainty in the spatial locations of the measurement stations. For any set of model parameters, we use MCMC methods to generate an approximate probability distribution of polygons for the object. We then compute various probability distributions for the object, including the variance between the observed and predicted fields (an important quantity in the MCMC method), the area, the center of area, and the occupancy probability (the probability that a spatial point lies within the object). In addition, we compare probabilities of different models using parallel tempering, a technique which also mitigates trapping in local optima that can occur in certain model geometries. We apply our method to several synthetic data sets generated from objects of varying shape and location. We also analyze a natural data set collected across the Rio Grande Gorge Bridge in New Mexico, where the object (i.e. the air below the bridge) is known and the canyon is approximately 2D. Although there are many ways to view results, the occupancy probability proves quite powerful. We also find that the choice of the container is important. In particular, large containers should be avoided, because the more closely a container confines the object, the better the predictions match properties of object.

Nonlinear-drifted Brownian motion with multiple hidden states for remaining useful life prediction of rechargeable batteries

NASA Astrophysics Data System (ADS)

Wang, Dong; Zhao, Yang; Yang, Fangfang; Tsui, Kwok-Leung

2017-09-01

Brownian motion with adaptive drift has attracted much attention in prognostics because its first hitting time is highly relevant to remaining useful life prediction and it follows the inverse Gaussian distribution. Besides linear degradation modeling, nonlinear-drifted Brownian motion has been developed to model nonlinear degradation. Moreover, the first hitting time distribution of the nonlinear-drifted Brownian motion has been approximated by time-space transformation. In the previous studies, the drift coefficient is the only hidden state used in state space modeling of the nonlinear-drifted Brownian motion. Besides the drift coefficient, parameters of a nonlinear function used in the nonlinear-drifted Brownian motion should be treated as additional hidden states of state space modeling to make the nonlinear-drifted Brownian motion more flexible. In this paper, a prognostic method based on nonlinear-drifted Brownian motion with multiple hidden states is proposed and then it is applied to predict remaining useful life of rechargeable batteries. 26 sets of rechargeable battery degradation samples are analyzed to validate the effectiveness of the proposed prognostic method. Moreover, some comparisons with a standard particle filter based prognostic method, a spherical cubature particle filter based prognostic method and two classic Bayesian prognostic methods are conducted to highlight the superiority of the proposed prognostic method. Results show that the proposed prognostic method has lower average prediction errors than the particle filter based prognostic methods and the classic Bayesian prognostic methods for battery remaining useful life prediction.

A Fast and Scalable Method for A-Optimal Design of Experiments for Infinite-dimensional Bayesian Nonlinear Inverse Problems with Application to Porous Medium Flow

NASA Astrophysics Data System (ADS)

Petra, N.; Alexanderian, A.; Stadler, G.; Ghattas, O.

2015-12-01

We address the problem of optimal experimental design (OED) for Bayesian nonlinear inverse problems governed by partial differential equations (PDEs). The inverse problem seeks to infer a parameter field (e.g., the log permeability field in a porous medium flow model problem) from synthetic observations at a set of sensor locations and from the governing PDEs. The goal of the OED problem is to find an optimal placement of sensors so as to minimize the uncertainty in the inferred parameter field. We formulate the OED objective function by generalizing the classical A-optimal experimental design criterion using the expected value of the trace of the posterior covariance. This expected value is computed through sample averaging over the set of likely experimental data. Due to the infinite-dimensional character of the parameter field, we seek an optimization method that solves the OED problem at a cost (measured in the number of forward PDE solves) that is independent of both the parameter and the sensor dimension. To facilitate this goal, we construct a Gaussian approximation to the posterior at the maximum a posteriori probability (MAP) point, and use the resulting covariance operator to define the OED objective function. We use randomized trace estimation to compute the trace of this covariance operator. The resulting OED problem includes as constraints the system of PDEs characterizing the MAP point, and the PDEs describing the action of the covariance (of the Gaussian approximation to the posterior) to vectors. We control the sparsity of the sensor configurations using sparsifying penalty functions, and solve the resulting penalized bilevel optimization problem via an interior-point quasi-Newton method, where gradient information is computed via adjoints. We elaborate our OED method for the problem of determining the optimal sensor configuration to best infer the log permeability field in a porous medium flow problem. Numerical results show that the number of PDE solves required for the evaluation of the OED objective function and its gradient is essentially independent of both the parameter dimension and the sensor dimension (i.e., the number of candidate sensor locations). The number of quasi-Newton iterations for computing an OED also exhibits the same dimension invariance properties.

Geometric MCMC for infinite-dimensional inverse problems

NASA Astrophysics Data System (ADS)

Beskos, Alexandros; Girolami, Mark; Lan, Shiwei; Farrell, Patrick E.; Stuart, Andrew M.

2017-04-01

Bayesian inverse problems often involve sampling posterior distributions on infinite-dimensional function spaces. Traditional Markov chain Monte Carlo (MCMC) algorithms are characterized by deteriorating mixing times upon mesh-refinement, when the finite-dimensional approximations become more accurate. Such methods are typically forced to reduce step-sizes as the discretization gets finer, and thus are expensive as a function of dimension. Recently, a new class of MCMC methods with mesh-independent convergence times has emerged. However, few of them take into account the geometry of the posterior informed by the data. At the same time, recently developed geometric MCMC algorithms have been found to be powerful in exploring complicated distributions that deviate significantly from elliptic Gaussian laws, but are in general computationally intractable for models defined in infinite dimensions. In this work, we combine geometric methods on a finite-dimensional subspace with mesh-independent infinite-dimensional approaches. Our objective is to speed up MCMC mixing times, without significantly increasing the computational cost per step (for instance, in comparison with the vanilla preconditioned Crank-Nicolson (pCN) method). This is achieved by using ideas from geometric MCMC to probe the complex structure of an intrinsic finite-dimensional subspace where most data information concentrates, while retaining robust mixing times as the dimension grows by using pCN-like methods in the complementary subspace. The resulting algorithms are demonstrated in the context of three challenging inverse problems arising in subsurface flow, heat conduction and incompressible flow control. The algorithms exhibit up to two orders of magnitude improvement in sampling efficiency when compared with the pCN method.

Bayesian evidence computation for model selection in non-linear geoacoustic inference problems.

PubMed

Dettmer, Jan; Dosso, Stan E; Osler, John C

2010-12-01

This paper applies a general Bayesian inference approach, based on Bayesian evidence computation, to geoacoustic inversion of interface-wave dispersion data. Quantitative model selection is carried out by computing the evidence (normalizing constants) for several model parameterizations using annealed importance sampling. The resulting posterior probability density estimate is compared to estimates obtained from Metropolis-Hastings sampling to ensure consistent results. The approach is applied to invert interface-wave dispersion data collected on the Scotian Shelf, off the east coast of Canada for the sediment shear-wave velocity profile. Results are consistent with previous work on these data but extend the analysis to a rigorous approach including model selection and uncertainty analysis. The results are also consistent with core samples and seismic reflection measurements carried out in the area.

Fast model updating coupling Bayesian inference and PGD model reduction

NASA Astrophysics Data System (ADS)

Rubio, Paul-Baptiste; Louf, François; Chamoin, Ludovic

2018-04-01

The paper focuses on a coupled Bayesian-Proper Generalized Decomposition (PGD) approach for the real-time identification and updating of numerical models. The purpose is to use the most general case of Bayesian inference theory in order to address inverse problems and to deal with different sources of uncertainties (measurement and model errors, stochastic parameters). In order to do so with a reasonable CPU cost, the idea is to replace the direct model called for Monte-Carlo sampling by a PGD reduced model, and in some cases directly compute the probability density functions from the obtained analytical formulation. This procedure is first applied to a welding control example with the updating of a deterministic parameter. In the second application, the identification of a stochastic parameter is studied through a glued assembly example.

Kernel-imbedded Gaussian processes for disease classification using microarray gene expression data

PubMed Central

Zhao, Xin; Cheung, Leo Wang-Kit

2007-01-01

Background Designing appropriate machine learning methods for identifying genes that have a significant discriminating power for disease outcomes has become more and more important for our understanding of diseases at genomic level. Although many machine learning methods have been developed and applied to the area of microarray gene expression data analysis, the majority of them are based on linear models, which however are not necessarily appropriate for the underlying connection between the target disease and its associated explanatory genes. Linear model based methods usually also bring in false positive significant features more easily. Furthermore, linear model based algorithms often involve calculating the inverse of a matrix that is possibly singular when the number of potentially important genes is relatively large. This leads to problems of numerical instability. To overcome these limitations, a few non-linear methods have recently been introduced to the area. Many of the existing non-linear methods have a couple of critical problems, the model selection problem and the model parameter tuning problem, that remain unsolved or even untouched. In general, a unified framework that allows model parameters of both linear and non-linear models to be easily tuned is always preferred in real-world applications. Kernel-induced learning methods form a class of approaches that show promising potentials to achieve this goal. Results A hierarchical statistical model named kernel-imbedded Gaussian process (KIGP) is developed under a unified Bayesian framework for binary disease classification problems using microarray gene expression data. In particular, based on a probit regression setting, an adaptive algorithm with a cascading structure is designed to find the appropriate kernel, to discover the potentially significant genes, and to make the optimal class prediction accordingly. A Gibbs sampler is built as the core of the algorithm to make Bayesian inferences. Simulation studies showed that, even without any knowledge of the underlying generative model, the KIGP performed very close to the theoretical Bayesian bound not only in the case with a linear Bayesian classifier but also in the case with a very non-linear Bayesian classifier. This sheds light on its broader usability to microarray data analysis problems, especially to those that linear methods work awkwardly. The KIGP was also applied to four published microarray datasets, and the results showed that the KIGP performed better than or at least as well as any of the referred state-of-the-art methods did in all of these cases. Conclusion Mathematically built on the kernel-induced feature space concept under a Bayesian framework, the KIGP method presented in this paper provides a unified machine learning approach to explore both the linear and the possibly non-linear underlying relationship between the target features of a given binary disease classification problem and the related explanatory gene expression data. More importantly, it incorporates the model parameter tuning into the framework. The model selection problem is addressed in the form of selecting a proper kernel type. The KIGP method also gives Bayesian probabilistic predictions for disease classification. These properties and features are beneficial to most real-world applications. The algorithm is naturally robust in numerical computation. The simulation studies and the published data studies demonstrated that the proposed KIGP performs satisfactorily and consistently. PMID:17328811

Bayesian probability estimates are not necessary to make choices satisfying Bayes' rule in elementary situations.

PubMed

Domurat, Artur; Kowalczuk, Olga; Idzikowska, Katarzyna; Borzymowska, Zuzanna; Nowak-Przygodzka, Marta

2015-01-01

This paper has two aims. First, we investigate how often people make choices conforming to Bayes' rule when natural sampling is applied. Second, we show that using Bayes' rule is not necessary to make choices satisfying Bayes' rule. Simpler methods, even fallacious heuristics, might prescribe correct choices reasonably often under specific circumstances. We considered elementary situations with binary sets of hypotheses and data. We adopted an ecological approach and prepared two-stage computer tasks resembling natural sampling. Probabilistic relations were inferred from a set of pictures, followed by a choice which was made to maximize the chance of a preferred outcome. Use of Bayes' rule was deduced indirectly from choices. Study 1 used a stratified sample of N = 60 participants equally distributed with regard to gender and type of education (humanities vs. pure sciences). Choices satisfying Bayes' rule were dominant. To investigate ways of making choices more directly, we replicated Study 1, adding a task with a verbal report. In Study 2 (N = 76) choices conforming to Bayes' rule dominated again. However, the verbal reports revealed use of a new, non-inverse rule, which always renders correct choices, but is easier than Bayes' rule to apply. It does not require inversion of conditions [transforming P(H) and P(D|H) into P(H|D)] when computing chances. Study 3 examined the efficiency of three fallacious heuristics (pre-Bayesian, representativeness, and evidence-only) in producing choices concordant with Bayes' rule. Computer-simulated scenarios revealed that the heuristics produced correct choices reasonably often under specific base rates and likelihood ratios. Summing up we conclude that natural sampling results in most choices conforming to Bayes' rule. However, people tend to replace Bayes' rule with simpler methods, and even use of fallacious heuristics may be satisfactorily efficient.

Bayesian probability estimates are not necessary to make choices satisfying Bayes’ rule in elementary situations

PubMed Central

Domurat, Artur; Kowalczuk, Olga; Idzikowska, Katarzyna; Borzymowska, Zuzanna; Nowak-Przygodzka, Marta

2015-01-01

This paper has two aims. First, we investigate how often people make choices conforming to Bayes’ rule when natural sampling is applied. Second, we show that using Bayes’ rule is not necessary to make choices satisfying Bayes’ rule. Simpler methods, even fallacious heuristics, might prescribe correct choices reasonably often under specific circumstances. We considered elementary situations with binary sets of hypotheses and data. We adopted an ecological approach and prepared two-stage computer tasks resembling natural sampling. Probabilistic relations were inferred from a set of pictures, followed by a choice which was made to maximize the chance of a preferred outcome. Use of Bayes’ rule was deduced indirectly from choices. Study 1 used a stratified sample of N = 60 participants equally distributed with regard to gender and type of education (humanities vs. pure sciences). Choices satisfying Bayes’ rule were dominant. To investigate ways of making choices more directly, we replicated Study 1, adding a task with a verbal report. In Study 2 (N = 76) choices conforming to Bayes’ rule dominated again. However, the verbal reports revealed use of a new, non-inverse rule, which always renders correct choices, but is easier than Bayes’ rule to apply. It does not require inversion of conditions [transforming P(H) and P(D|H) into P(H|D)] when computing chances. Study 3 examined the efficiency of three fallacious heuristics (pre-Bayesian, representativeness, and evidence-only) in producing choices concordant with Bayes’ rule. Computer-simulated scenarios revealed that the heuristics produced correct choices reasonably often under specific base rates and likelihood ratios. Summing up we conclude that natural sampling results in most choices conforming to Bayes’ rule. However, people tend to replace Bayes’ rule with simpler methods, and even use of fallacious heuristics may be satisfactorily efficient. PMID:26347676

On the Adequacy of Bayesian Evaluations of Categorization Models: Reply to Vanpaemel and Lee (2012)

ERIC Educational Resources Information Center

Wills, Andy J.; Pothos, Emmanuel M.

2012-01-01

Vanpaemel and Lee (2012) argued, and we agree, that the comparison of formal models can be facilitated by Bayesian methods. However, Bayesian methods neither precede nor supplant our proposals (Wills & Pothos, 2012), as Bayesian methods can be applied both to our proposals and to their polar opposites. Furthermore, the use of Bayesian methods to…

Bayesian hierarchical model of ceftriaxone resistance proportions among Salmonella serotype Heidelberg infections.

PubMed

Gu, Weidong; Medalla, Felicita; Hoekstra, Robert M

2018-02-01

The National Antimicrobial Resistance Monitoring System (NARMS) at the Centers for Disease Control and Prevention tracks resistance among Salmonella infections. The annual number of Salmonella isolates of a particular serotype from states may be small, making direct estimation of resistance proportions unreliable. We developed a Bayesian hierarchical model to improve estimation by borrowing strength from relevant sampling units. We illustrate the models with different specifications of spatio-temporal interaction using 2004-2013 NARMS data for ceftriaxone-resistant Salmonella serotype Heidelberg. Our results show that Bayesian estimates of resistance proportions were smoother than observed values, and the difference between predicted and observed proportions was inversely related to the number of submitted isolates. The model with interaction allowed for tracking of annual changes in resistance proportions at the state level. We demonstrated that Bayesian hierarchical models provide a useful tool to examine spatio-temporal patterns of small sample size such as those found in NARMS. Published by Elsevier Ltd.

Bayesian Analysis of the Association between Family-Level Factors and Siblings' Dental Caries.

PubMed

Wen, A; Weyant, R J; McNeil, D W; Crout, R J; Neiswanger, K; Marazita, M L; Foxman, B

2017-07-01

We conducted a Bayesian analysis of the association between family-level socioeconomic status and smoking and the prevalence of dental caries among siblings (children from infant to 14 y) among children living in rural and urban Northern Appalachia using data from the Center for Oral Health Research in Appalachia (COHRA). The observed proportion of siblings sharing caries was significantly different from predicted assuming siblings' caries status was independent. Using a Bayesian hierarchical model, we found the inclusion of a household factor significantly improved the goodness of fit. Other findings showed an inverse association between parental education and siblings' caries and a positive association between households with smokers and siblings' caries. Our study strengthens existing evidence suggesting that increased parental education and decreased parental cigarette smoking are associated with reduced childhood caries in the household. Our results also demonstrate the value of a Bayesian approach, which allows us to include household as a random effect, thereby providing more accurate estimates than obtained using generalized linear mixed models.

Bayesian data analysis in population ecology: motivations, methods, and benefits

USGS Publications Warehouse

Dorazio, Robert

2016-01-01

During the 20th century ecologists largely relied on the frequentist system of inference for the analysis of their data. However, in the past few decades ecologists have become increasingly interested in the use of Bayesian methods of data analysis. In this article I provide guidance to ecologists who would like to decide whether Bayesian methods can be used to improve their conclusions and predictions. I begin by providing a concise summary of Bayesian methods of analysis, including a comparison of differences between Bayesian and frequentist approaches to inference when using hierarchical models. Next I provide a list of problems where Bayesian methods of analysis may arguably be preferred over frequentist methods. These problems are usually encountered in analyses based on hierarchical models of data. I describe the essentials required for applying modern methods of Bayesian computation, and I use real-world examples to illustrate these methods. I conclude by summarizing what I perceive to be the main strengths and weaknesses of using Bayesian methods to solve ecological inference problems.

Estimation of Dry Fracture Weakness, Porosity, and Fluid Modulus Using Observable Seismic Reflection Data in a Gas-Bearing Reservoir

NASA Astrophysics Data System (ADS)

Chen, Huaizhen; Zhang, Guangzhi

2017-05-01

Fracture detection and fluid identification are important tasks for a fractured reservoir characterization. Our goal is to demonstrate a direct approach to utilize azimuthal seismic data to estimate fluid bulk modulus, porosity, and dry fracture weaknesses, which decreases the uncertainty of fluid identification. Combining Gassmann's (Vier. der Natur. Gesellschaft Zürich 96:1-23, 1951) equations and linear-slip model, we first establish new simplified expressions of stiffness parameters for a gas-bearing saturated fractured rock with low porosity and small fracture density, and then we derive a novel PP-wave reflection coefficient in terms of dry background rock properties (P-wave and S-wave moduli, and density), fracture (dry fracture weaknesses), porosity, and fluid (fluid bulk modulus). A Bayesian Markov chain Monte Carlo nonlinear inversion method is proposed to estimate fluid bulk modulus, porosity, and fracture weaknesses directly from azimuthal seismic data. The inversion method yields reasonable estimates in the case of synthetic data containing a moderate noise and stable results on real data.

Joint Inversion of 1-Hz GPS Data and Strong Motion Records for the Rupture Process of the 2008 Iwate-Miyagi Nairiku Earthquake: Objectively Determining Relative Weighting

NASA Astrophysics Data System (ADS)

Wang, Z.; Kato, T.; Wang, Y.

2015-12-01

The spatiotemporal fault slip history of the 2008 Iwate-Miyagi Nairiku earthquake, Japan, is obtained by the joint inversion of 1-Hz GPS waveforms and near-field strong motion records. 1-Hz GPS data from GEONET is processed by GAMIT/GLOBK and then a low-pass filter of 0.05 Hz is applied. The ground surface strong motion records from stations of K-NET and Kik-Net are band-pass filtered for the range of 0.05 ~ 0.3 Hz and integrated once to obtain velocity. The joint inversion exploits a broader frequency band for near-field ground motions, which provides excellent constraints for both the detailed slip history and slip distribution. A fully Bayesian inversion method is performed to simultaneously and objectively determine the rupture model, the unknown relative weighting of multiple data sets and the unknown smoothing hyperparameters. The preferred rupture model is stable for different choices of velocity structure model and station distribution, with maximum slip of ~ 8.0 m and seismic moment of 2.9 × 1019 Nm (Mw 6.9). By comparison with the single inversion of strong motion records, the cumulative slip distribution of joint inversion shows sparser slip distribution with two slip asperities. One common slip asperity extends from the hypocenter southeastward to the ground surface of breakage; another slip asperity, which is unique for joint inversion contributed by 1-Hz GPS waveforms, appears in the deep part of fault where very few aftershocks are occurring. The differential moment rate function of joint and single inversions obviously indicates that rich high frequency waves are radiated in the first three seconds but few low frequency waves.

Bayesian demography 250 years after Bayes

PubMed Central

Bijak, Jakub; Bryant, John

2016-01-01

Bayesian statistics offers an alternative to classical (frequentist) statistics. It is distinguished by its use of probability distributions to describe uncertain quantities, which leads to elegant solutions to many difficult statistical problems. Although Bayesian demography, like Bayesian statistics more generally, is around 250 years old, only recently has it begun to flourish. The aim of this paper is to review the achievements of Bayesian demography, address some misconceptions, and make the case for wider use of Bayesian methods in population studies. We focus on three applications: demographic forecasts, limited data, and highly structured or complex models. The key advantages of Bayesian methods are the ability to integrate information from multiple sources and to describe uncertainty coherently. Bayesian methods also allow for including additional (prior) information next to the data sample. As such, Bayesian approaches are complementary to many traditional methods, which can be productively re-expressed in Bayesian terms. PMID:26902889

Combined Parameter and State Estimation Problem in a Complex Domain: RF Hyperthermia Treatment Using Nanoparticles

NASA Astrophysics Data System (ADS)

Bermeo Varon, L. A.; Orlande, H. R. B.; Eliçabe, G. E.

2016-09-01

The particle filter methods have been widely used to solve inverse problems with sequential Bayesian inference in dynamic models, simultaneously estimating sequential state variables and fixed model parameters. This methods are an approximation of sequences of probability distributions of interest, that using a large set of random samples, with presence uncertainties in the model, measurements and parameters. In this paper the main focus is the solution combined parameters and state estimation in the radiofrequency hyperthermia with nanoparticles in a complex domain. This domain contains different tissues like muscle, pancreas, lungs, small intestine and a tumor which is loaded iron oxide nanoparticles. The results indicated that excellent agreements between estimated and exact value are obtained.

A probabilistic process model for pelagic marine ecosystems informed by Bayesian inverse analysis

EPA Science Inventory

Marine ecosystems are complex systems with multiple pathways that produce feedback cycles, which may lead to unanticipated effects. Models abstract this complexity and allow us to predict, understand, and hypothesize. In ecological models, however, the paucity of empirical data...

Inverse problems and computational cell metabolic models: a statistical approach

NASA Astrophysics Data System (ADS)

Calvetti, D.; Somersalo, E.

2008-07-01

In this article, we give an overview of the Bayesian modelling of metabolic systems at the cellular and subcellular level. The models are based on detailed description of key biochemical reactions occurring in tissue, which may in turn be compartmentalized into cytosol and mitochondria, and of transports between the compartments. The classical deterministic approach which models metabolic systems as dynamical systems with Michaelis-Menten kinetics, is replaced by a stochastic extension where the model parameters are interpreted as random variables with an appropriate probability density. The inverse problem of cell metabolism in this setting consists of estimating the density of the model parameters. After discussing some possible approaches to solving the problem, we address the issue of how to assess the reliability of the predictions of a stochastic model by proposing an output analysis in terms of model uncertainties. Visualization modalities for organizing the large amount of information provided by the Bayesian dynamic sensitivity analysis are also illustrated.

Paleoclimate reconstruction through Bayesian data assimilation

NASA Astrophysics Data System (ADS)

Fer, I.; Raiho, A.; Rollinson, C.; Dietze, M.

2017-12-01

Methods of paleoclimate reconstruction from plant-based proxy data rely on assumptions of static vegetation-climate link which is often established between modern climate and vegetation. This approach might result in biased climate constructions as it does not account for vegetation dynamics. Predictive tools such as process-based dynamic vegetation models (DVM) and their Bayesian inversion could be used to construct the link between plant-based proxy data and palaeoclimate more realistically. In other words, given the proxy data, it is possible to infer the climate that could result in that particular vegetation composition, by comparing the DVM outputs to the proxy data within a Bayesian state data assimilation framework. In this study, using fossil pollen data from five sites across the northern hardwood region of the US, we assimilate fractional composition and aboveground biomass into dynamic vegetation models, LINKAGES, LPJ-GUESS and ED2. To do this, starting from 4 Global Climate Model outputs, we generate an ensemble of downscaled meteorological drivers for the period 850-2015. Then, as a first pass, we weigh these ensembles based on their fidelity with independent paleoclimate proxies. Next, we run the models with this ensemble of drivers, and comparing the ensemble model output to the vegetation data, adjust the model state estimates towards the data. At each iteration, we also reweight the climate values that make the model and data consistent, producing a reconstructed climate time-series dataset. We validated the method using present-day datasets, as well as a synthetic dataset, and then assessed the consistency of results across ecosystem models. Our method allows the combination of multiple data types to reconstruct the paleoclimate, with associated uncertainty estimates, based on ecophysiological and ecological processes rather than phenomenological correlations with proxy data.

An iterative particle filter approach for coupled hydro-geophysical inversion of a controlled infiltration experiment

DOE Office of Scientific and Technical Information (OSTI.GOV)

Manoli, Gabriele, E-mail: manoli@dmsa.unipd.it; Nicholas School of the Environment, Duke University, Durham, NC 27708; Rossi, Matteo

The modeling of unsaturated groundwater flow is affected by a high degree of uncertainty related to both measurement and model errors. Geophysical methods such as Electrical Resistivity Tomography (ERT) can provide useful indirect information on the hydrological processes occurring in the vadose zone. In this paper, we propose and test an iterated particle filter method to solve the coupled hydrogeophysical inverse problem. We focus on an infiltration test monitored by time-lapse ERT and modeled using Richards equation. The goal is to identify hydrological model parameters from ERT electrical potential measurements. Traditional uncoupled inversion relies on the solution of two sequentialmore » inverse problems, the first one applied to the ERT measurements, the second one to Richards equation. This approach does not ensure an accurate quantitative description of the physical state, typically violating mass balance. To avoid one of these two inversions and incorporate in the process more physical simulation constraints, we cast the problem within the framework of a SIR (Sequential Importance Resampling) data assimilation approach that uses a Richards equation solver to model the hydrological dynamics and a forward ERT simulator combined with Archie's law to serve as measurement model. ERT observations are then used to update the state of the system as well as to estimate the model parameters and their posterior distribution. The limitations of the traditional sequential Bayesian approach are investigated and an innovative iterative approach is proposed to estimate the model parameters with high accuracy. The numerical properties of the developed algorithm are verified on both homogeneous and heterogeneous synthetic test cases based on a real-world field experiment.« less

Ultra-low velocity zones beneath the Philippine and Tasman Seas revealed by a trans-dimensional Bayesian waveform inversion

NASA Astrophysics Data System (ADS)

Pachhai, Surya; Dettmer, Jan; Tkalčić, Hrvoje

2015-11-01

Ultra-low velocity zones (ULVZs) are small-scale structures in the Earth's lowermost mantle inferred from the analysis of seismological observations. These structures exhibit a strong decrease in compressional (P)-wave velocity, shear (S)-wave velocity, and an increase in density. Quantifying the elastic properties of ULVZs is crucial for understanding their physical origin, which has been hypothesized either as partial melting, iron enrichment, or a combination of the two. Possible disambiguation of these hypotheses can lead to a better understanding of the dynamic processes of the lowermost mantle, such as, percolation, stirring and thermochemical convection. To date, ULVZs have been predominantly studied by forward waveform modelling of seismic waves that sample the core-mantle boundary region. However, ULVZ parameters (i.e. velocity, density, and vertical and lateral extent) obtained through forward modelling are poorly constrained because inferring Earth structure from seismic observations is a non-linear inverse problem with inherent non-uniqueness. To address these issues, we developed a trans-dimensional hierarchical Bayesian inversion that enables rigorous estimation of ULVZ parameter values and their uncertainties, including the effects of model selection. The model selection includes treating the number of layers and the vertical extent of the ULVZ as unknowns. The posterior probability density (solution to the inverse problem) of the ULVZ parameters is estimated by reversible jump Markov chain Monte Carlo sampling that employs parallel tempering to improve efficiency/convergence. First, we apply our method to study the resolution of complex ULVZ structure (including gradually varying structure) by probabilistically inverting simulated noisy waveforms. Then, two data sets sampling the CMB beneath the Philippine and Tasman Seas are considered in the inversion. Our results indicate that both ULVZs are more complex than previously suggested. For the Philippine Sea data, we find a strong decrease in S-wave velocity, which indicates the presence of iron-rich material, albeit this result is accompanied with larger parameter uncertainties than in a previous study. For the Tasman Sea data, our analysis yields a well-constrained S-wave velocity that gradually decreases with depth. We conclude that this ULVZ represents a partial melt of iron-enriched material with higher melt content near its bottom.

A Ground Flash Fraction Retrieval Algorithm for GLM

NASA Technical Reports Server (NTRS)

Koshak, William J.

2010-01-01

A Bayesian inversion method is introduced for retrieving the fraction of ground flashes in a set of N lightning observed by a satellite lightning imager (such as the Geostationary Lightning Mapper, GLM). An exponential model is applied as a physically reasonable constraint to describe the measured lightning optical parameter distributions. Population statistics (i.e., the mean and variance) are invoked to add additional constraints to the retrieval process. The Maximum A Posteriori (MAP) solution is employed. The approach is tested by performing simulated retrievals, and retrieval error statistics are provided. The approach is feasible for N greater than 2000, and retrieval errors decrease as N is increased.

Estimating the Earthquake Source Time Function by Markov Chain Monte Carlo Sampling

NASA Astrophysics Data System (ADS)

Dȩbski, Wojciech

2008-07-01

Many aspects of earthquake source dynamics like dynamic stress drop, rupture velocity and directivity, etc. are currently inferred from the source time functions obtained by a deconvolution of the propagation and recording effects from seismograms. The question of the accuracy of obtained results remains open. In this paper we address this issue by considering two aspects of the source time function deconvolution. First, we propose a new pseudo-spectral parameterization of the sought function which explicitly takes into account the physical constraints imposed on the sought functions. Such parameterization automatically excludes non-physical solutions and so improves the stability and uniqueness of the deconvolution. Secondly, we demonstrate that the Bayesian approach to the inverse problem at hand, combined with an efficient Markov Chain Monte Carlo sampling technique, is a method which allows efficient estimation of the source time function uncertainties. The key point of the approach is the description of the solution of the inverse problem by the a posteriori probability density function constructed according to the Bayesian (probabilistic) theory. Next, the Markov Chain Monte Carlo sampling technique is used to sample this function so the statistical estimator of a posteriori errors can be easily obtained with minimal additional computational effort with respect to modern inversion (optimization) algorithms. The methodological considerations are illustrated by a case study of the mining-induced seismic event of the magnitude M L ≈3.1 that occurred at Rudna (Poland) copper mine. The seismic P-wave records were inverted for the source time functions, using the proposed algorithm and the empirical Green function technique to approximate Green functions. The obtained solutions seem to suggest some complexity of the rupture process with double pulses of energy release. However, the error analysis shows that the hypothesis of source complexity is not justified at the 95% confidence level. On the basis of the analyzed event we also show that the separation of the source inversion into two steps introduces limitations on the completeness of the a posteriori error analysis.

Inferring late-Holocene climate in the Ecuadorian Andes using a chironomid-based temperature inference model

NASA Astrophysics Data System (ADS)

Matthews-Bird, Frazer; Brooks, Stephen J.; Holden, Philip B.; Montoya, Encarni; Gosling, William D.

2016-06-01

Presented here is the first chironomid calibration data set for tropical South America. Surface sediments were collected from 59 lakes across Bolivia (15 lakes), Peru (32 lakes), and Ecuador (12 lakes) between 2004 and 2013 over an altitudinal gradient from 150 m above sea level (a.s.l) to 4655 m a.s.l, between 0-17° S and 64-78° W. The study sites cover a mean annual temperature (MAT) gradient of 25 °C. In total, 55 chironomid taxa were identified in the 59 calibration data set lakes. When used as a single explanatory variable, MAT explains 12.9 % of the variance (λ1/λ2 = 1.431). Two inference models were developed using weighted averaging (WA) and Bayesian methods. The best-performing model using conventional statistical methods was a WA (inverse) model (R2jack = 0.890; RMSEPjack = 2.404 °C, RMSEP - root mean squared error of prediction; mean biasjack = -0.017 °C; max biasjack = 4.665 °C). The Bayesian method produced a model with R2jack = 0.909, RMSEPjack = 2.373 °C, mean biasjack = 0.598 °C, and max biasjack = 3.158 °C. Both models were used to infer past temperatures from a ca. 3000-year record from the tropical Andes of Ecuador, Laguna Pindo. Inferred temperatures fluctuated around modern-day conditions but showed significant departures at certain intervals (ca. 1600 cal yr BP; ca. 3000-2500 cal yr BP). Both methods (WA and Bayesian) showed similar patterns of temperature variability; however, the magnitude of fluctuations differed. In general the WA method was more variable and often underestimated Holocene temperatures (by ca. -7 ± 2.5 °C relative to the modern period). The Bayesian method provided temperature anomaly estimates for cool periods that lay within the expected range of the Holocene (ca. -3 ± 3.4 °C). The error associated with both reconstructions is consistent with a constant temperature of 20 °C for the past 3000 years. We would caution, however, against an over-interpretation at this stage. The reconstruction can only currently be deemed qualitative and requires more research before quantitative estimates can be generated with confidence. Increasing the number, and spread, of lakes in the calibration data set would enable the detection of smaller climate signals.

Detection of photosynthetic responses of cool-temperate forests following extreme climate events using Bayesian inversion

NASA Astrophysics Data System (ADS)

Toda, M.; Knohl, A.; Herbst, M.; Keenan, T. F.; Yokozawa, M.

2016-12-01

The increase in extreme climate events associated with ongoing global warming may create severe damage to terrestrial ecosystems, changing plant structure and the eco-physiological functions that regulate ecosystem carbon exchange. However, most damage is usually due to moderate, rather than catastrophic, disturbances. The nature of plant functional responses to such disturbances, and the resulting effects on the terrestrial carbon cycle, remain poorly understood. To unravel the scientific question, tower-based eddy covariance data in the cool-temperate forests were used to constrain plant eco-physiological parameters in a persimoneous ecosystem model that may have affected carbon dynamics following extreme climate events using the statistic Bayesian inversion approach. In the present study, we raised two types of extreme events relevant for cool-temperate regions, i.e. a typhoon with mechanistic foliage destraction and a heat wave with severe drought. With appropriate evaluation of parameter and predictive uncertainties, the inversion analysis shows annual trajectory of activated photosynthetic responses following climate extremes compared the pre-disturbance state in each forest. We address that forests with moderate disturbance show substantial and rapid photosynthetic recovery, enhanced productivity, and, thus, ecosystem carbon exchange, although the effect of extreme climatic events varies depending on the stand successional phase and the type, intensity, timing and legacy of the disturbance.

Lip-reading aids word recognition most in moderate noise: a Bayesian explanation using high-dimensional feature space.

PubMed

Ma, Wei Ji; Zhou, Xiang; Ross, Lars A; Foxe, John J; Parra, Lucas C

2009-01-01

Watching a speaker's facial movements can dramatically enhance our ability to comprehend words, especially in noisy environments. From a general doctrine of combining information from different sensory modalities (the principle of inverse effectiveness), one would expect that the visual signals would be most effective at the highest levels of auditory noise. In contrast, we find, in accord with a recent paper, that visual information improves performance more at intermediate levels of auditory noise than at the highest levels, and we show that a novel visual stimulus containing only temporal information does the same. We present a Bayesian model of optimal cue integration that can explain these conflicts. In this model, words are regarded as points in a multidimensional space and word recognition is a probabilistic inference process. When the dimensionality of the feature space is low, the Bayesian model predicts inverse effectiveness; when the dimensionality is high, the enhancement is maximal at intermediate auditory noise levels. When the auditory and visual stimuli differ slightly in high noise, the model makes a counterintuitive prediction: as sound quality increases, the proportion of reported words corresponding to the visual stimulus should first increase and then decrease. We confirm this prediction in a behavioral experiment. We conclude that auditory-visual speech perception obeys the same notion of optimality previously observed only for simple multisensory stimuli.

Bayesian Modeling of Perceived Surface Slant from Actively-Generated and Passively-Observed Optic Flow

PubMed Central

Caudek, Corrado; Fantoni, Carlo; Domini, Fulvio

2011-01-01

We measured perceived depth from the optic flow (a) when showing a stationary physical or virtual object to observers who moved their head at a normal or slower speed, and (b) when simulating the same optic flow on a computer and presenting it to stationary observers. Our results show that perceived surface slant is systematically distorted, for both the active and the passive viewing of physical or virtual surfaces. These distortions are modulated by head translation speed, with perceived slant increasing directly with the local velocity gradient of the optic flow. This empirical result allows us to determine the relative merits of two alternative approaches aimed at explaining perceived surface slant in active vision: an “inverse optics” model that takes head motion information into account, and a probabilistic model that ignores extra-retinal signals. We compare these two approaches within the framework of the Bayesian theory. The “inverse optics” Bayesian model produces veridical slant estimates if the optic flow and the head translation velocity are measured with no error; because of the influence of a “prior” for flatness, the slant estimates become systematically biased as the measurement errors increase. The Bayesian model, which ignores the observer's motion, always produces distorted estimates of surface slant. Interestingly, the predictions of this second model, not those of the first one, are consistent with our empirical findings. The present results suggest that (a) in active vision perceived surface slant may be the product of probabilistic processes which do not guarantee the correct solution, and (b) extra-retinal signals may be mainly used for a better measurement of retinal information. PMID:21533197

Bayesian prediction of future ice sheet volume using local approximation Markov chain Monte Carlo methods

NASA Astrophysics Data System (ADS)

Davis, A. D.; Heimbach, P.; Marzouk, Y.

2017-12-01

We develop a Bayesian inverse modeling framework for predicting future ice sheet volume with associated formal uncertainty estimates. Marine ice sheets are drained by fast-flowing ice streams, which we simulate using a flowline model. Flowline models depend on geometric parameters (e.g., basal topography), parameterized physical processes (e.g., calving laws and basal sliding), and climate parameters (e.g., surface mass balance), most of which are unknown or uncertain. Given observations of ice surface velocity and thickness, we define a Bayesian posterior distribution over static parameters, such as basal topography. We also define a parameterized distribution over variable parameters, such as future surface mass balance, which we assume are not informed by the data. Hyperparameters are used to represent climate change scenarios, and sampling their distributions mimics internal variation. For example, a warming climate corresponds to increasing mean surface mass balance but an individual sample may have periods of increasing or decreasing surface mass balance. We characterize the predictive distribution of ice volume by evaluating the flowline model given samples from the posterior distribution and the distribution over variable parameters. Finally, we determine the effect of climate change on future ice sheet volume by investigating how changing the hyperparameters affects the predictive distribution. We use state-of-the-art Bayesian computation to address computational feasibility. Characterizing the posterior distribution (using Markov chain Monte Carlo), sampling the full range of variable parameters and evaluating the predictive model is prohibitively expensive. Furthermore, the required resolution of the inferred basal topography may be very high, which is often challenging for sampling methods. Instead, we leverage regularity in the predictive distribution to build a computationally cheaper surrogate over the low dimensional quantity of interest (future ice sheet volume). Continual surrogate refinement guarantees asymptotic sampling from the predictive distribution. Directly characterizing the predictive distribution in this way allows us to assess the ice sheet's sensitivity to climate variability and change.

Bayesian estimation of multicomponent relaxation parameters in magnetic resonance fingerprinting.

PubMed

McGivney, Debra; Deshmane, Anagha; Jiang, Yun; Ma, Dan; Badve, Chaitra; Sloan, Andrew; Gulani, Vikas; Griswold, Mark

2018-07-01

To estimate multiple components within a single voxel in magnetic resonance fingerprinting when the number and types of tissues comprising the voxel are not known a priori. Multiple tissue components within a single voxel are potentially separable with magnetic resonance fingerprinting as a result of differences in signal evolutions of each component. The Bayesian framework for inverse problems provides a natural and flexible setting for solving this problem when the tissue composition per voxel is unknown. Assuming that only a few entries from the dictionary contribute to a mixed signal, sparsity-promoting priors can be placed upon the solution. An iterative algorithm is applied to compute the maximum a posteriori estimator of the posterior probability density to determine the magnetic resonance fingerprinting dictionary entries that contribute most significantly to mixed or pure voxels. Simulation results show that the algorithm is robust in finding the component tissues of mixed voxels. Preliminary in vivo data confirm this result, and show good agreement in voxels containing pure tissue. The Bayesian framework and algorithm shown provide accurate solutions for the partial-volume problem in magnetic resonance fingerprinting. The flexibility of the method will allow further study into different priors and hyperpriors that can be applied in the model. Magn Reson Med 80:159-170, 2018. © 2017 International Society for Magnetic Resonance in Medicine. © 2017 International Society for Magnetic Resonance in Medicine.

Prior approval: the growth of Bayesian methods in psychology.

PubMed

Andrews, Mark; Baguley, Thom

2013-02-01

Within the last few years, Bayesian methods of data analysis in psychology have proliferated. In this paper, we briefly review the history or the Bayesian approach to statistics, and consider the implications that Bayesian methods have for the theory and practice of data analysis in psychology.

Azimuthal Seismic Amplitude Variation with Offset and Azimuth Inversion in Weakly Anisotropic Media with Orthorhombic Symmetry

NASA Astrophysics Data System (ADS)

Pan, Xinpeng; Zhang, Guangzhi; Yin, Xingyao

2018-01-01

Seismic amplitude variation with offset and azimuth (AVOaz) inversion is well known as a popular and pragmatic tool utilized to estimate fracture parameters. A single set of vertical fractures aligned along a preferred horizontal direction embedded in a horizontally layered medium can be considered as an effective long-wavelength orthorhombic medium. Estimation of Thomsen's weak-anisotropy (WA) parameters and fracture weaknesses plays an important role in characterizing the orthorhombic anisotropy in a weakly anisotropic medium. Our goal is to demonstrate an orthorhombic anisotropic AVOaz inversion approach to describe the orthorhombic anisotropy utilizing the observable wide-azimuth seismic reflection data in a fractured reservoir with the assumption of orthorhombic symmetry. Combining Thomsen's WA theory and linear-slip model, we first derive a perturbation in stiffness matrix of a weakly anisotropic medium with orthorhombic symmetry under the assumption of small WA parameters and fracture weaknesses. Using the perturbation matrix and scattering function, we then derive an expression for linearized PP-wave reflection coefficient in terms of P- and S-wave moduli, density, Thomsen's WA parameters, and fracture weaknesses in such an orthorhombic medium, which avoids the complicated nonlinear relationship between the orthorhombic anisotropy and azimuthal seismic reflection data. Incorporating azimuthal seismic data and Bayesian inversion theory, the maximum a posteriori solutions of Thomsen's WA parameters and fracture weaknesses in a weakly anisotropic medium with orthorhombic symmetry are reasonably estimated with the constraints of Cauchy a priori probability distribution and smooth initial models of model parameters to enhance the inversion resolution and the nonlinear iteratively reweighted least squares strategy. The synthetic examples containing a moderate noise demonstrate the feasibility of the derived orthorhombic anisotropic AVOaz inversion method, and the real data illustrate the inversion stabilities of orthorhombic anisotropy in a fractured reservoir.

Source partitioning of methane emissions and its seasonality in the U.S. Midwest

USDA-ARS?s Scientific Manuscript database

The methane (CH4) budget and its source partitioning are poorly constrained in the Midwestern, United States. We used tall tower (185 m) aerodynamic flux measurements and atmospheric scale factor Bayesian inversions (SFBI) to constrain the monthly budget and to partition the total budget into natura...

An introduction to using Bayesian linear regression with clinical data.

PubMed

Baldwin, Scott A; Larson, Michael J

2017-11-01

Statistical training psychology focuses on frequentist methods. Bayesian methods are an alternative to standard frequentist methods. This article provides researchers with an introduction to fundamental ideas in Bayesian modeling. We use data from an electroencephalogram (EEG) and anxiety study to illustrate Bayesian models. Specifically, the models examine the relationship between error-related negativity (ERN), a particular event-related potential, and trait anxiety. Methodological topics covered include: how to set up a regression model in a Bayesian framework, specifying priors, examining convergence of the model, visualizing and interpreting posterior distributions, interval estimates, expected and predicted values, and model comparison tools. We also discuss situations where Bayesian methods can outperform frequentist methods as well has how to specify more complicated regression models. Finally, we conclude with recommendations about reporting guidelines for those using Bayesian methods in their own research. We provide data and R code for replicating our analyses. Copyright © 2017 Elsevier Ltd. All rights reserved.

Development and comparison of Bayesian modularization method in uncertainty assessment of hydrological models

NASA Astrophysics Data System (ADS)

Li, L.; Xu, C.-Y.; Engeland, K.

2012-04-01

With respect to model calibration, parameter estimation and analysis of uncertainty sources, different approaches have been used in hydrological models. Bayesian method is one of the most widely used methods for uncertainty assessment of hydrological models, which incorporates different sources of information into a single analysis through Bayesian theorem. However, none of these applications can well treat the uncertainty in extreme flows of hydrological models' simulations. This study proposes a Bayesian modularization method approach in uncertainty assessment of conceptual hydrological models by considering the extreme flows. It includes a comprehensive comparison and evaluation of uncertainty assessments by a new Bayesian modularization method approach and traditional Bayesian models using the Metropolis Hasting (MH) algorithm with the daily hydrological model WASMOD. Three likelihood functions are used in combination with traditional Bayesian: the AR (1) plus Normal and time period independent model (Model 1), the AR (1) plus Normal and time period dependent model (Model 2) and the AR (1) plus multi-normal model (Model 3). The results reveal that (1) the simulations derived from Bayesian modularization method are more accurate with the highest Nash-Sutcliffe efficiency value, and (2) the Bayesian modularization method performs best in uncertainty estimates of entire flows and in terms of the application and computational efficiency. The study thus introduces a new approach for reducing the extreme flow's effect on the discharge uncertainty assessment of hydrological models via Bayesian. Keywords: extreme flow, uncertainty assessment, Bayesian modularization, hydrological model, WASMOD

Greenhouse Gas Source Attribution: Measurements Modeling and Uncertainty Quantification

DOE Office of Scientific and Technical Information (OSTI.GOV)

Liu, Zhen; Safta, Cosmin; Sargsyan, Khachik

2014-09-01

In this project we have developed atmospheric measurement capabilities and a suite of atmospheric modeling and analysis tools that are well suited for verifying emissions of green- house gases (GHGs) on an urban-through-regional scale. We have for the first time applied the Community Multiscale Air Quality (CMAQ) model to simulate atmospheric CO 2 . This will allow for the examination of regional-scale transport and distribution of CO 2 along with air pollutants traditionally studied using CMAQ at relatively high spatial and temporal resolution with the goal of leveraging emissions verification efforts for both air quality and climate. We have developedmore » a bias-enhanced Bayesian inference approach that can remedy the well-known problem of transport model errors in atmospheric CO 2 inversions. We have tested the approach using data and model outputs from the TransCom3 global CO 2 inversion comparison project. We have also performed two prototyping studies on inversion approaches in the generalized convection-diffusion context. One of these studies employed Polynomial Chaos Expansion to accelerate the evaluation of a regional transport model and enable efficient Markov Chain Monte Carlo sampling of the posterior for Bayesian inference. The other approach uses de- terministic inversion of a convection-diffusion-reaction system in the presence of uncertainty. These approaches should, in principle, be applicable to realistic atmospheric problems with moderate adaptation. We outline a regional greenhouse gas source inference system that integrates (1) two ap- proaches of atmospheric dispersion simulation and (2) a class of Bayesian inference and un- certainty quantification algorithms. We use two different and complementary approaches to simulate atmospheric dispersion. Specifically, we use a Eulerian chemical transport model CMAQ and a Lagrangian Particle Dispersion Model - FLEXPART-WRF. These two models share the same WRF assimilated meteorology fields, making it possible to perform a hybrid simulation, in which the Eulerian model (CMAQ) can be used to compute the initial condi- tion needed by the Lagrangian model, while the source-receptor relationships for a large state vector can be efficiently computed using the Lagrangian model in its backward mode. In ad- dition, CMAQ has a complete treatment of atmospheric chemistry of a suite of traditional air pollutants, many of which could help attribute GHGs from different sources. The inference of emissions sources using atmospheric observations is cast as a Bayesian model calibration problem, which is solved using a variety of Bayesian techniques, such as the bias-enhanced Bayesian inference algorithm, which accounts for the intrinsic model deficiency, Polynomial Chaos Expansion to accelerate model evaluation and Markov Chain Monte Carlo sampling, and Karhunen-Lo %60 eve (KL) Expansion to reduce the dimensionality of the state space. We have established an atmospheric measurement site in Livermore, CA and are collect- ing continuous measurements of CO 2 , CH 4 and other species that are typically co-emitted with these GHGs. Measurements of co-emitted species can assist in attributing the GHGs to different emissions sectors. Automatic calibrations using traceable standards are performed routinely for the gas-phase measurements. We are also collecting standard meteorological data at the Livermore site as well as planetary boundary height measurements using a ceilometer. The location of the measurement site is well suited to sample air transported between the San Francisco Bay area and the California Central Valley.« less

A Non-linear Geodetic Data Inversion Using ABIC for Slip Distribution on a Fault With an Unknown dip Angle

NASA Astrophysics Data System (ADS)

Fukahata, Y.; Wright, T. J.

2006-12-01

We developed a method of geodetic data inversion for slip distribution on a fault with an unknown dip angle. When fault geometry is unknown, the problem of geodetic data inversion is non-linear. A common strategy for obtaining slip distribution is to first determine the fault geometry by minimizing the square misfit under the assumption of a uniform slip on a rectangular fault, and then apply the usual linear inversion technique to estimate a slip distribution on the determined fault. It is not guaranteed, however, that the fault determined under the assumption of a uniform slip gives the best fault geometry for a spatially variable slip distribution. In addition, in obtaining a uniform slip fault model, we have to simultaneously determine the values of the nine mutually dependent parameters, which is a highly non-linear, complicated process. Although the inverse problem is non-linear for cases with unknown fault geometries, the non-linearity of the problems is actually weak, when we can assume the fault surface to be flat. In particular, when a clear fault trace is observed on the EarthOs surface after an earthquake, we can precisely estimate the strike and the location of the fault. In this case only the dip angle has large ambiguity. In geodetic data inversion we usually need to introduce smoothness constraints in order to compromise reciprocal requirements for model resolution and estimation errors in a natural way. Strictly speaking, the inverse problem with smoothness constraints is also non-linear, even if the fault geometry is known. The non-linearity has been dissolved by introducing AkaikeOs Bayesian Information Criterion (ABIC), with which the optimal value of the relative weight of observed data to smoothness constraints is objectively determined. In this study, using ABIC in determining the optimal dip angle, we dissolved the non-linearity of the inverse problem. We applied the method to the InSAR data of the 1995 Dinar, Turkey earthquake and obtained a much shallower dip angle than before.

LS-APC v1.0: a tuning-free method for the linear inverse problem and its application to source-term determination

NASA Astrophysics Data System (ADS)

Tichý, Ondřej; Šmídl, Václav; Hofman, Radek; Stohl, Andreas

2016-11-01

Estimation of pollutant releases into the atmosphere is an important problem in the environmental sciences. It is typically formalized as an inverse problem using a linear model that can explain observable quantities (e.g., concentrations or deposition values) as a product of the source-receptor sensitivity (SRS) matrix obtained from an atmospheric transport model multiplied by the unknown source-term vector. Since this problem is typically ill-posed, current state-of-the-art methods are based on regularization of the problem and solution of a formulated optimization problem. This procedure depends on manual settings of uncertainties that are often very poorly quantified, effectively making them tuning parameters. We formulate a probabilistic model, that has the same maximum likelihood solution as the conventional method using pre-specified uncertainties. Replacement of the maximum likelihood solution by full Bayesian estimation also allows estimation of all tuning parameters from the measurements. The estimation procedure is based on the variational Bayes approximation which is evaluated by an iterative algorithm. The resulting method is thus very similar to the conventional approach, but with the possibility to also estimate all tuning parameters from the observations. The proposed algorithm is tested and compared with the standard methods on data from the European Tracer Experiment (ETEX) where advantages of the new method are demonstrated. A MATLAB implementation of the proposed algorithm is available for download.

A Gentle Introduction to Bayesian Analysis: Applications to Developmental Research

PubMed Central

van de Schoot, Rens; Kaplan, David; Denissen, Jaap; Asendorpf, Jens B; Neyer, Franz J; van Aken, Marcel AG

2014-01-01

Bayesian statistical methods are becoming ever more popular in applied and fundamental research. In this study a gentle introduction to Bayesian analysis is provided. It is shown under what circumstances it is attractive to use Bayesian estimation, and how to interpret properly the results. First, the ingredients underlying Bayesian methods are introduced using a simplified example. Thereafter, the advantages and pitfalls of the specification of prior knowledge are discussed. To illustrate Bayesian methods explained in this study, in a second example a series of studies that examine the theoretical framework of dynamic interactionism are considered. In the Discussion the advantages and disadvantages of using Bayesian statistics are reviewed, and guidelines on how to report on Bayesian statistics are provided. PMID:24116396

A comparison between Gauss-Newton and Markov chain Monte Carlo basedmethods for inverting spectral induced polarization data for Cole-Coleparameters

DOE Office of Scientific and Technical Information (OSTI.GOV)

Chen, Jinsong; Kemna, Andreas; Hubbard, Susan S.

2008-05-15

We develop a Bayesian model to invert spectral induced polarization (SIP) data for Cole-Cole parameters using Markov chain Monte Carlo (MCMC) sampling methods. We compare the performance of the MCMC based stochastic method with an iterative Gauss-Newton based deterministic method for Cole-Cole parameter estimation through inversion of synthetic and laboratory SIP data. The Gauss-Newton based method can provide an optimal solution for given objective functions under constraints, but the obtained optimal solution generally depends on the choice of initial values and the estimated uncertainty information is often inaccurate or insufficient. In contrast, the MCMC based inversion method provides extensive globalmore » information on unknown parameters, such as the marginal probability distribution functions, from which we can obtain better estimates and tighter uncertainty bounds of the parameters than with the deterministic method. Additionally, the results obtained with the MCMC method are independent of the choice of initial values. Because the MCMC based method does not explicitly offer single optimal solution for given objective functions, the deterministic and stochastic methods can complement each other. For example, the stochastic method can first be used to obtain the means of the unknown parameters by starting from an arbitrary set of initial values and the deterministic method can then be initiated using the means as starting values to obtain the optimal estimates of the Cole-Cole parameters.« less

Revision of a local magnitude relation for South Korea

NASA Astrophysics Data System (ADS)

Sheen, D. H.; Seo, K. J.; Oh, J.; Kim, S.; Kang, T. S.; Rhie, J.

2017-12-01

A local magnitude relation in South Korea is revised using synthetic Wood-Anderson seismograms from local earthquakes in the distance range of 10-600 km recorded by broadband seismic networks, operated by the Korea Institute of Geoscience and Mineral Resources (KIGAM) and the Korea Meteorological Administration (KMA) between 2001 and 2016. The magnitudes of the earthquakes ranged from ML 2.0 to 5.8 based on the catalog of the KMA. Total numbers of events and seismic records are about 500 and 10,000, respectively. In order to minimize the location error, inland earthquakes were relocated based on manual picks of P and S arrivals using 1-D velocity model for South Korea developed by a trans-dimensional hierarchical Bayesian inversion. Wood-Anderson peak amplitudes measured on the records whose signal-to-noise ratios are greater than 3.0 and were inverted for the attenuation curve by parametric and non-parametric least-squares inversion methods. The discussion on the comparison of the resulting local magnitude relationships will also be addressed.

[Bayesian geostatistical prediction of soil organic carbon contents of solonchak soils in nor-thern Tarim Basin, Xinjiang, China.

PubMed

Wu, Wei Mo; Wang, Jia Qiang; Cao, Qi; Wu, Jia Ping

2017-02-01

Accurate prediction of soil organic carbon (SOC) distribution is crucial for soil resources utilization and conservation, climate change adaptation, and ecosystem health. In this study, we selected a 1300 m×1700 m solonchak sampling area in northern Tarim Basin, Xinjiang, China, and collected a total of 144 soil samples (5-10 cm). The objectives of this study were to build a Baye-sian geostatistical model to predict SOC content, and to assess the performance of the Bayesian model for the prediction of SOC content by comparing with other three geostatistical approaches [ordinary kriging (OK), sequential Gaussian simulation (SGS), and inverse distance weighting (IDW)]. In the study area, soil organic carbon contents ranged from 1.59 to 9.30 g·kg -1 with a mean of 4.36 g·kg -1 and a standard deviation of 1.62 g·kg -1 . Sample semivariogram was best fitted by an exponential model with the ratio of nugget to sill being 0.57. By using the Bayesian geostatistical approach, we generated the SOC content map, and obtained the prediction variance, upper 95% and lower 95% of SOC contents, which were then used to evaluate the prediction uncertainty. Bayesian geostatistical approach performed better than that of the OK, SGS and IDW, demonstrating the advantages of Bayesian approach in SOC prediction.

A Gentle Introduction to Bayesian Analysis: Applications to Developmental Research

ERIC Educational Resources Information Center

van de Schoot, Rens; Kaplan, David; Denissen, Jaap; Asendorpf, Jens B.; Neyer, Franz J.; van Aken, Marcel A. G.

2014-01-01

Bayesian statistical methods are becoming ever more popular in applied and fundamental research. In this study a gentle introduction to Bayesian analysis is provided. It is shown under what circumstances it is attractive to use Bayesian estimation, and how to interpret properly the results. First, the ingredients underlying Bayesian methods are…

Flexible kinematic earthquake rupture inversion of tele-seismic waveforms: Application to the 2013 Balochistan, Pakistan earthquake

NASA Astrophysics Data System (ADS)

Shimizu, K.; Yagi, Y.; Okuwaki, R.; Kasahara, A.

2017-12-01

The kinematic earthquake rupture models are useful to derive statistics and scaling properties of the large and great earthquakes. However, the kinematic rupture models for the same earthquake are often different from one another. Such sensitivity of the modeling prevents us to understand the statistics and scaling properties of the earthquakes. Yagi and Fukahata (2011) introduces the uncertainty of Green's function into the tele-seismic waveform inversion, and shows that the stable spatiotemporal distribution of slip-rate can be obtained by using an empirical Bayesian scheme. One of the unsolved problems in the inversion rises from the modeling error originated from an uncertainty of a fault-model setting. Green's function near the nodal plane of focal mechanism is known to be sensitive to the slight change of the assumed fault geometry, and thus the spatiotemporal distribution of slip-rate should be distorted by the modeling error originated from the uncertainty of the fault model. We propose a new method accounting for the complexity in the fault geometry by additionally solving the focal mechanism on each space knot. Since a solution of finite source inversion gets unstable with an increasing of flexibility of the model, we try to estimate a stable spatiotemporal distribution of focal mechanism in the framework of Yagi and Fukahata (2011). We applied the proposed method to the 52 tele-seismic P-waveforms of the 2013 Balochistan, Pakistan earthquake. The inverted-potency distribution shows unilateral rupture propagation toward southwest of the epicenter, and the spatial variation of the focal mechanisms shares the same pattern as the fault-curvature along the tectonic fabric. On the other hand, the broad pattern of rupture process, including the direction of rupture propagation, cannot be reproduced by an inversion analysis under the assumption that the faulting occurred on a single flat plane. These results show that the modeling error caused by simplifying the fault model is non-negligible in the tele-seismic waveform inversion of the 2013 Balochistan, Pakistan earthquake.

The network adjustment aimed for the campaigned gravity survey using a Bayesian approach: methodology and model test

NASA Astrophysics Data System (ADS)

Chen, Shi; Liao, Xu; Ma, Hongsheng; Zhou, Longquan; Wang, Xingzhou; Zhuang, Jiancang

2017-04-01

The relative gravimeter, which generally uses zero-length springs as the gravity senor, is still as the first choice in the field of terrestrial gravity measurement because of its efficiency and low-cost. Because the drift rate of instrument can be changed with the time and meter, it is necessary for estimating the drift rate to back to the base or known gravity value stations for repeated measurement at regular hour's interval during the practical survey. However, the campaigned gravity survey for the large-scale region, which the distance of stations is far away from serval or tens kilometers, the frequent back to close measurement will highly reduce the gravity survey efficiency and extremely time-consuming. In this paper, we proposed a new gravity data adjustment method for estimating the meter drift by means of Bayesian statistical interference. In our approach, we assumed the change of drift rate is a smooth function depend on the time-lapse. The trade-off parameters were be used to control the fitting residuals. We employed the Akaike's Bayesian Information Criterion (ABIC) for the estimated these trade-off parameters. The comparison and analysis of simulated data between the classical and Bayesian adjustment show that our method is robust and has self-adaptive ability for facing to the unregularly non-linear meter drift. At last, we used this novel approach to process the realistic campaigned gravity data at the North China. Our adjustment method is suitable to recover the time-varied drift rate function of each meter, and also to detect the meter abnormal drift during the gravity survey. We also defined an alternative error estimation for the inversed gravity value at the each station on the basis of the marginal distribution theory. Acknowledgment: This research is supported by Science Foundation Institute of Geophysics, CEA from the Ministry of Science and Technology of China (Nos. DQJB16A05; DQJB16B07), China National Special Fund for Earthquake Scientific Research in Public Interest (Nos. 201508006; 201508009).

On the limitations of standard statistical modeling in biological systems: a full Bayesian approach for biology.

PubMed

Gomez-Ramirez, Jaime; Sanz, Ricardo

2013-09-01

One of the most important scientific challenges today is the quantitative and predictive understanding of biological function. Classical mathematical and computational approaches have been enormously successful in modeling inert matter, but they may be inadequate to address inherent features of biological systems. We address the conceptual and methodological obstacles that lie in the inverse problem in biological systems modeling. We introduce a full Bayesian approach (FBA), a theoretical framework to study biological function, in which probability distributions are conditional on biophysical information that physically resides in the biological system that is studied by the scientist. Copyright © 2013 Elsevier Ltd. All rights reserved.

Bayesian historical earthquake relocation: an example from the 1909 Taipei earthquake

USGS Publications Warehouse

Minson, Sarah E.; Lee, William H.K.

2014-01-01

Locating earthquakes from the beginning of the modern instrumental period is complicated by the fact that there are few good-quality seismograms and what traveltimes do exist may be corrupted by both large phase-pick errors and clock errors. Here, we outline a Bayesian approach to simultaneous inference of not only the hypocentre location but also the clock errors at each station and the origin time of the earthquake. This methodology improves the solution for the source location and also provides an uncertainty analysis on all of the parameters included in the inversion. As an example, we applied this Bayesian approach to the well-studied 1909 Mw 7 Taipei earthquake. While our epicentre location and origin time for the 1909 Taipei earthquake are consistent with earlier studies, our focal depth is significantly shallower suggesting a higher seismic hazard to the populous Taipei metropolitan area than previously supposed.

Bayesian modelling of the emission spectrum of the Joint European Torus Lithium Beam Emission Spectroscopy system.

PubMed

Kwak, Sehyun; Svensson, J; Brix, M; Ghim, Y-C

2016-02-01

A Bayesian model of the emission spectrum of the JET lithium beam has been developed to infer the intensity of the Li I (2p-2s) line radiation and associated uncertainties. The detected spectrum for each channel of the lithium beam emission spectroscopy system is here modelled by a single Li line modified by an instrumental function, Bremsstrahlung background, instrumental offset, and interference filter curve. Both the instrumental function and the interference filter curve are modelled with non-parametric Gaussian processes. All free parameters of the model, the intensities of the Li line, Bremsstrahlung background, and instrumental offset, are inferred using Bayesian probability theory with a Gaussian likelihood for photon statistics and electronic background noise. The prior distributions of the free parameters are chosen as Gaussians. Given these assumptions, the intensity of the Li line and corresponding uncertainties are analytically available using a Bayesian linear inversion technique. The proposed approach makes it possible to extract the intensity of Li line without doing a separate background subtraction through modulation of the Li beam.

Bayesian statistics applied to the location of the source of explosions at Stromboli Volcano, Italy

USGS Publications Warehouse

Saccorotti, G.; Chouet, B.; Martini, M.; Scarpa, R.

1998-01-01

We present a method for determining the location and spatial extent of the source of explosions at Stromboli Volcano, Italy, based on a Bayesian inversion of the slowness vector derived from frequency-slowness analyses of array data. The method searches for source locations that minimize the error between the expected and observed slowness vectors. For a given set of model parameters, the conditional probability density function of slowness vectors is approximated by a Gaussian distribution of expected errors. The method is tested with synthetics using a five-layer velocity model derived for the north flank of Stromboli and a smoothed velocity model derived from a power-law approximation of the layered structure. Application to data from Stromboli allows for a detailed examination of uncertainties in source location due to experimental errors and incomplete knowledge of the Earth model. Although the solutions are not constrained in the radial direction, excellent resolution is achieved in both transverse and depth directions. Under the assumption that the horizontal extent of the source does not exceed the crater dimension, the 90% confidence region in the estimate of the explosive source location corresponds to a small volume extending from a depth of about 100 m to a maximum depth of about 300 m beneath the active vents, with a maximum likelihood source region located in the 120- to 180-m-depth interval.

A Bayesian partition modelling approach to resolve spatial variability in climate records from borehole temperature inversion

NASA Astrophysics Data System (ADS)

Hopcroft, Peter O.; Gallagher, Kerry; Pain, Christopher C.

2009-08-01

Collections of suitably chosen borehole profiles can be used to infer large-scale trends in ground-surface temperature (GST) histories for the past few hundred years. These reconstructions are based on a large database of carefully selected borehole temperature measurements from around the globe. Since non-climatic thermal influences are difficult to identify, representative temperature histories are derived by averaging individual reconstructions to minimize the influence of these perturbing factors. This may lead to three potentially important drawbacks: the net signal of non-climatic factors may not be zero, meaning that the average does not reflect the best estimate of past climate; the averaging over large areas restricts the useful amount of more local climate change information available; and the inversion methods used to reconstruct the past temperatures at each site must be mathematically identical and are therefore not necessarily best suited to all data sets. In this work, we avoid these issues by using a Bayesian partition model (BPM), which is computed using a trans-dimensional form of a Markov chain Monte Carlo algorithm. This then allows the number and spatial distribution of different GST histories to be inferred from a given set of borehole data by partitioning the geographical area into discrete partitions. Profiles that are heavily influenced by non-climatic factors will be partitioned separately. Conversely, profiles with climatic information, which is consistent with neighbouring profiles, will then be inferred to lie in the same partition. The geographical extent of these partitions then leads to information on the regional extent of the climatic signal. In this study, three case studies are described using synthetic and real data. The first demonstrates that the Bayesian partition model method is able to correctly partition a suite of synthetic profiles according to the inferred GST history. In the second, more realistic case, a series of temperature profiles are calculated using surface air temperatures of a global climate model simulation. In the final case, 23 real boreholes from the United Kingdom, previously used for climatic reconstructions, are examined and the results compared with a local instrumental temperature series and the previous estimate derived from the same borehole data. The results indicate that the majority (17) of the 23 boreholes are unsuitable for climatic reconstruction purposes, at least without including other thermal processes in the forward model.

Analysis and localization of blue whale vocalizations in the Solomon Sea using waveform amplitude data.

PubMed

Frank, Scott D; Ferris, Aaron N

2011-08-01

During the Woodlark Basin seismic experiment in eastern Papua New Guinea (1999-2000), an ocean-bottom seismic array recorded marine mammal vocalizations along with target earthquake signals. The array consisted of 14 instruments, 7 of which were three-component seismometers with a fourth component hydrophone. They were deployed at 2.0-3.2 km water depth and operated from September 1999 through February 2000. While whale vocalizations were recorded throughout the deployment, this study focuses on 3 h from December 21, 1999 during which the signals are particularly clear. The recordings show a blue whale song composed of a three-unit phrase. That song does not match vocalization characteristics of other known Pacific subpopulations and may represent a previously undocumented blue whale song. Animal tracking and source level estimates are obtained with a Bayesian inversion method that generates probabilistic source locations. The Bayesian method is augmented to include travel time estimates from seismometers and hydrophones and acoustic signal amplitude. Tracking results show the whale traveled northeasterly over the course of 3 h, covering approximately 27 km. The path followed the edge of the Woodlark Basin along a shelf that separates the shallow waters of the Trobriand platform from the deep waters of the basin.

Bayesian Markov Chain Monte Carlo inversion for weak anisotropy parameters and fracture weaknesses using azimuthal elastic impedance

NASA Astrophysics Data System (ADS)

Chen, Huaizhen; Pan, Xinpeng; Ji, Yuxin; Zhang, Guangzhi

2017-08-01

A system of aligned vertical fractures and fine horizontal shale layers combine to form equivalent orthorhombic media. Weak anisotropy parameters and fracture weaknesses play an important role in the description of orthorhombic anisotropy (OA). We propose a novel approach of utilizing seismic reflection amplitudes to estimate weak anisotropy parameters and fracture weaknesses from observed seismic data, based on azimuthal elastic impedance (EI). We first propose perturbation in stiffness matrix in terms of weak anisotropy parameters and fracture weaknesses, and using the perturbation and scattering function, we derive PP-wave reflection coefficient and azimuthal EI for the case of an interface separating two OA media. Then we demonstrate an approach to first use a model constrained damped least-squares algorithm to estimate azimuthal EI from partially incidence-phase-angle-stack seismic reflection data at different azimuths, and then extract weak anisotropy parameters and fracture weaknesses from the estimated azimuthal EI using a Bayesian Markov Chain Monte Carlo inversion method. In addition, a new procedure to construct rock physics effective model is presented to estimate weak anisotropy parameters and fracture weaknesses from well log interpretation results (minerals and their volumes, porosity, saturation, fracture density, etc.). Tests on synthetic and real data indicate that unknown parameters including elastic properties (P- and S-wave impedances and density), weak anisotropy parameters and fracture weaknesses can be estimated stably in the case of seismic data containing a moderate noise, and our approach can make a reasonable estimation of anisotropy in a fractured shale reservoir.

Quantifying Uncertainty in Inverse Models of Geologic Data from Shear Zones

NASA Astrophysics Data System (ADS)

Davis, J. R.; Titus, S.

2016-12-01

We use Bayesian Markov chain Monte Carlo simulation to quantify uncertainty in inverse models of geologic data. Although this approach can be applied to many tectonic settings, field areas, and mathematical models, we focus on transpressional shear zones. The underlying forward model, either kinematic or dynamic, produces a velocity field, which predicts the dikes, foliation-lineations, crystallographic preferred orientation (CPO), shape preferred orientation (SPO), and other geologic data that should arise in the shear zone. These predictions are compared to data using modern methods of geometric statistics, including the Watson (for lines such as dike poles), isotropic matrix Fisher (for orientations such as foliation-lineations and CPO), and multivariate normal (for log-ellipsoids such as SPO) distributions. The result of the comparison is a likelihood, which is a key ingredient in the Bayesian approach. The other key ingredient is a prior distribution, which reflects the geologist's knowledge of the parameters before seeing the data. For some parameters, such as shear zone strike and dip, we identify realistic informative priors. For other parameters, where the geologist has no prior knowledge, we identify useful uninformative priors.We investigate the performance of this approach through numerical experiments on synthetic data sets. A fundamental issue is that many models of deformation exhibit asymptotic behavior (e.g., flow apophyses, fabric attractors) or periodic behavior (e.g., SPO when the clasts are rigid), which causes the likelihood to be too uniform. Based on our experiments, we offer rules of thumb for how many data, of which types, are needed to constrain deformation.

A study of finite mixture model: Bayesian approach on financial time series data

NASA Astrophysics Data System (ADS)

Phoong, Seuk-Yen; Ismail, Mohd Tahir

2014-07-01

Recently, statistician have emphasized on the fitting finite mixture model by using Bayesian method. Finite mixture model is a mixture of distributions in modeling a statistical distribution meanwhile Bayesian method is a statistical method that use to fit the mixture model. Bayesian method is being used widely because it has asymptotic properties which provide remarkable result. In addition, Bayesian method also shows consistency characteristic which means the parameter estimates are close to the predictive distributions. In the present paper, the number of components for mixture model is studied by using Bayesian Information Criterion. Identify the number of component is important because it may lead to an invalid result. Later, the Bayesian method is utilized to fit the k-component mixture model in order to explore the relationship between rubber price and stock market price for Malaysia, Thailand, Philippines and Indonesia. Lastly, the results showed that there is a negative effect among rubber price and stock market price for all selected countries.

Teaching Bayesian Statistics in a Health Research Methodology Program

ERIC Educational Resources Information Center

Pullenayegum, Eleanor M.; Thabane, Lehana

2009-01-01

Despite the appeal of Bayesian methods in health research, they are not widely used. This is partly due to a lack of courses in Bayesian methods at an appropriate level for non-statisticians in health research. Teaching such a course can be challenging because most statisticians have been taught Bayesian methods using a mathematical approach, and…

Analysis of the variability in ground-motion synthesis and inversion

USGS Publications Warehouse

Spudich, Paul A.; Cirella, Antonella; Scognamiglio, Laura; Tinti, Elisa

2017-12-07

In almost all past inversions of large-earthquake ground motions for rupture behavior, the goal of the inversion is to find the “best fitting” rupture model that predicts ground motions which optimize some function of the difference between predicted and observed ground motions. This type of inversion was pioneered in the linear-inverse sense by Olson and Apsel (1982), who minimized the square of the difference between observed and simulated motions (“least squares”) while simultaneously minimizing the rupture-model norm (by setting the null-space component of the rupture model to zero), and has been extended in many ways, one of which is the use of nonlinear inversion schemes such as simulated annealing algorithms that optimize some other misfit function. For example, the simulated annealing algorithm of Piatanesi and others (2007) finds the rupture model that minimizes a “cost” function which combines a least-squares and a waveform-correlation measure of misfit.All such inversions that look for a unique “best” model have at least three problems. (1) They have removed the null-space component of the rupture model—that is, an infinite family of rupture models that all fit the data equally well have been narrowed down to a single model. Some property of interest in the rupture model might have been discarded in this winnowing process. (2) Smoothing constraints are commonly used to yield a unique “best” model, in which case spatially rough rupture models will have been discarded, even if they provide a good fit to the data. (3) No estimate of confidence in the resulting rupture models can be given because the effects of unknown errors in the Green’s functions (“theory errors”) have not been assessed. In inversion for rupture behavior, these theory errors are generally larger than the data errors caused by ground noise and instrumental limitations, and so overfitting of the data is probably ubiquitous for such inversions.Recently, attention has turned to the inclusion of theory errors in the inversion process. Yagi and Fukahata (2011) made an important contribution by presenting a method to estimate the uncertainties in predicted large-earthquake ground motions due to uncertainties in the Green’s functions. Here we derive their result and compare it with the results of other recent studies that look at theory errors in a Bayesian inversion context particularly those by Bodin and others (2012), Duputel and others (2012), Dettmer and others (2014), and Minson and others (2014).Notably, in all these studies, the estimates of theory error were obtained from theoretical considerations alone; none of the investigators actually measured Green’s function errors. Large earthquakes typically have aftershocks, which, if their rupture surfaces are physically small enough, can be considered point evaluations of the real Green’s functions of the Earth. Here we simulate smallaftershock ground motions with (erroneous) theoretical Green’s functions. Taking differences between aftershock ground motions and simulated motions to be the “theory error,” we derive a statistical model of the sources of discrepancies between the theoretical and real Green’s functions. We use this model with an extended frequency-domain version of the time-domain theory of Yagi and Fukahata (2011) to determine the expected variance 2 τ caused by Green’s function error in ground motions from a larger (nonpoint) earthquake that we seek to model.We also differ from the above-mentioned Bayesian inversions in our handling of the nonuniqueness problem of seismic inversion. We follow the philosophy of Segall and Du (1993), who, instead of looking for a best-fitting model, looked for slip models that answered specific questions about the earthquakes they studied. In their Bayesian inversions, they inductively derived a posterior probability-density function (PDF) for every model parameter. We instead seek to find two extremal rupture models whose ground motions fit the data within the error bounds given by 2 τ , as quantified by using a chi-squared test described below. So, we can ask questions such as, “What are the rupture models with the highest and lowest average rupture speed consistent with the theory errors?” Having found those models, we can then say with confidence that the true rupture speed is somewhere between those values. Although the Bayesian approach gives a complete solution to the inverse problem, it is computationally demanding: Minson and others (2014) needed 1010 forward kinematic simulations to derive their posterior probability distribution. In our approach, only about107 simulations are needed. Moreover, in practical application, only a small set of rupture models may be needed to answer the relevant questions—for example, determining the maximum likelihood solution (achievable through standard inversion techniques) and the two rupture models bounding some property of interest.The specific property that we wish to investigate is the correlation between various rupturemodel parameters, such as peak slip velocity and rupture velocity, in models of real earthquakes. In some simulations of ground motions for hypothetical large earthquakes, such as those by Aagaard and others (2010) and the Southern California Earthquake Center Broadband Simulation Platform (Graves and Pitarka, 2015), rupture speed is assumed to correlate locally with peak slip, although there is evidence that rupture speed should correlate better with peak slip speed, owing to its dependence on local stress drop. We may be able to determine ways to modify Piatanesi and others’s (2007) inversion’s “cost” function to find rupture models with either high or low degrees of correlation between pairs of rupture parameters. We propose a cost function designed to find these two extremal models.

Inverse probability weighting and doubly robust methods in correcting the effects of non-response in the reimbursed medication and self-reported turnout estimates in the ATH survey.

PubMed

Härkänen, Tommi; Kaikkonen, Risto; Virtala, Esa; Koskinen, Seppo

2014-11-06

To assess the nonresponse rates in a questionnaire survey with respect to administrative register data, and to correct the bias statistically. The Finnish Regional Health and Well-being Study (ATH) in 2010 was based on a national sample and several regional samples. Missing data analysis was based on socio-demographic register data covering the whole sample. Inverse probability weighting (IPW) and doubly robust (DR) methods were estimated using the logistic regression model, which was selected using the Bayesian information criteria. The crude, weighted and true self-reported turnout in the 2008 municipal election and prevalences of entitlements to specially reimbursed medication, and the crude and weighted body mass index (BMI) means were compared. The IPW method appeared to remove a relatively large proportion of the bias compared to the crude prevalence estimates of the turnout and the entitlements to specially reimbursed medication. Several demographic factors were shown to be associated with missing data, but few interactions were found. Our results suggest that the IPW method can improve the accuracy of results of a population survey, and the model selection provides insight into the structure of missing data. However, health-related missing data mechanisms are beyond the scope of statistical methods, which mainly rely on socio-demographic information to correct the results.

Trans-dimensional Bayesian inversion of airborne electromagnetic data for 2D conductivity profiles

NASA Astrophysics Data System (ADS)

Hawkins, Rhys; Brodie, Ross C.; Sambridge, Malcolm

2018-02-01

This paper presents the application of a novel trans-dimensional sampling approach to a time domain airborne electromagnetic (AEM) inverse problem to solve for plausible conductivities of the subsurface. Geophysical inverse field problems, such as time domain AEM, are well known to have a large degree of non-uniqueness. Common least-squares optimisation approaches fail to take this into account and provide a single solution with linearised estimates of uncertainty that can result in overly optimistic appraisal of the conductivity of the subsurface. In this new non-linear approach, the spatial complexity of a 2D profile is controlled directly by the data. By examining an ensemble of proposed conductivity profiles it accommodates non-uniqueness and provides more robust estimates of uncertainties.

Enhancements to the Bayesian Infrasound Source Location Method

DTIC Science & Technology

2012-09-01

ENHANCEMENTS TO THE BAYESIAN INFRASOUND SOURCE LOCATION METHOD Omar E. Marcillo, Stephen J. Arrowsmith, Rod W. Whitaker, and Dale N. Anderson Los...ABSTRACT We report on R&D that is enabling enhancements to the Bayesian Infrasound Source Location (BISL) method for infrasound event location...the Bayesian Infrasound Source Location Method 5a. CONTRACT NUMBER 5b. GRANT NUMBER 5c. PROGRAM ELEMENT NUMBER 6. AUTHOR(S) 5d. PROJECT NUMBER

On the null distribution of Bayes factors in linear regression

USDA-ARS?s Scientific Manuscript database

We show that under the null, the 2 log (Bayes factor) is asymptotically distributed as a weighted sum of chi-squared random variables with a shifted mean. This claim holds for Bayesian multi-linear regression with a family of conjugate priors, namely, the normal-inverse-gamma prior, the g-prior, and...

Quantitative estimation of the fluorescent parameters for crop leaves with the Bayesian inversion

USDA-ARS?s Scientific Manuscript database

In this study, the fluorescent parameters of crop leaves were retrieved from the leaf hyperspectral measurements by inverting the FluorMODleaf model, which is a leaf-level fluorescence model that is based on the widely used and validated PROSPECT (leaf optical properties) model and can simulate the ...

Algorithmic procedures for Bayesian MEG/EEG source reconstruction in SPM☆

PubMed Central

López, J.D.; Litvak, V.; Espinosa, J.J.; Friston, K.; Barnes, G.R.

2014-01-01

The MEG/EEG inverse problem is ill-posed, giving different source reconstructions depending on the initial assumption sets. Parametric Empirical Bayes allows one to implement most popular MEG/EEG inversion schemes (Minimum Norm, LORETA, etc.) within the same generic Bayesian framework. It also provides a cost-function in terms of the variational Free energy—an approximation to the marginal likelihood or evidence of the solution. In this manuscript, we revisit the algorithm for MEG/EEG source reconstruction with a view to providing a didactic and practical guide. The aim is to promote and help standardise the development and consolidation of other schemes within the same framework. We describe the implementation in the Statistical Parametric Mapping (SPM) software package, carefully explaining each of its stages with the help of a simple simulated data example. We focus on the Multiple Sparse Priors (MSP) model, which we compare with the well-known Minimum Norm and LORETA models, using the negative variational Free energy for model comparison. The manuscript is accompanied by Matlab scripts to allow the reader to test and explore the underlying algorithm. PMID:24041874

Estimates of CO2 fluxes over the city of Cape Town, South Africa, through Bayesian inverse modelling

NASA Astrophysics Data System (ADS)

Nickless, Alecia; Rayner, Peter J.; Engelbrecht, Francois; Brunke, Ernst-Günther; Erni, Birgit; Scholes, Robert J.

2018-04-01

We present a city-scale inversion over Cape Town, South Africa. Measurement sites for atmospheric CO2 concentrations were installed at Robben Island and Hangklip lighthouses, located downwind and upwind of the metropolis. Prior estimates of the fossil fuel fluxes were obtained from a bespoke inventory analysis where emissions were spatially and temporally disaggregated and uncertainty estimates determined by means of error propagation techniques. Net ecosystem exchange (NEE) fluxes from biogenic processes were obtained from the land atmosphere exchange model CABLE (Community Atmosphere Biosphere Land Exchange). Uncertainty estimates were based on the estimates of net primary productivity. CABLE was dynamically coupled to the regional climate model CCAM (Conformal Cubic Atmospheric Model), which provided the climate inputs required to drive the Lagrangian particle dispersion model. The Bayesian inversion framework included a control vector where fossil fuel and NEE fluxes were solved for separately.Due to the large prior uncertainty prescribed to the NEE fluxes, the current inversion framework was unable to adequately distinguish between the fossil fuel and NEE fluxes, but the inversion was able to obtain improved estimates of the total fluxes within pixels and across the domain. The median of the uncertainty reductions of the total weekly flux estimates for the inversion domain of Cape Town was 28 %, but reach as high as 50 %. At the pixel level, uncertainty reductions of the total weekly flux reached up to 98 %, but these large uncertainty reductions were for NEE-dominated pixels. Improved corrections to the fossil fuel fluxes would be possible if the uncertainty around the prior NEE fluxes could be reduced. In order for this inversion framework to be operationalised for monitoring, reporting, and verification (MRV) of emissions from Cape Town, the NEE component of the CO2 budget needs to be better understood. Additional measurements of Δ14C and δ13C isotope measurements would be a beneficial component of an atmospheric monitoring programme aimed at MRV of CO2 for any city which has significant biogenic influence, allowing improved separation of contributions from NEE and fossil fuel fluxes to the observed CO2 concentration.

Seismic velocity structure of the forearc in northern Cascadia from Bayesian inversion of teleseismic data

NASA Astrophysics Data System (ADS)

Gosselin, J.; Audet, P.; Schaeffer, A. J.

2017-12-01

The seismic velocity structure in the forearc of subduction zones provides important constraints on material properties, with implications for seismogenesis. In Cascadia, previous studies have imaged a downgoing low-velocity zone (LVZ) characterized by an elevated P-to-S velocity ratio (Vp/Vs) down to 45 km depth, near the intersection with the mantle wedge corner, beyond which the signature of the LVZ disappears. These results, combined with the absence of a "normal" continental Moho, indicate that the down-going oceanic crust likely carries large amounts of overpressured free fluids that are released downdip at the onset of crustal eclogitization, and are further stored in the mantle wedge as serpentinite. These overpressured free fluids affect the stability of the plate interface and facilitate slow slip. These results are based on the inversion and migration of scattered teleseismic data for individual layer properties; a methodology which suffers from regularization and smoothing, non-uniqueness, and does not consider model uncertainty. This study instead applies trans-dimensional Bayesian inversion of teleseismic data collected in the forearc of northern Cascadia (the CAFÉ experiment in northern Washington) to provide rigorous, quantitative estimates of local velocity structure, and associated uncertainties (particularly Vp/Vs structure and depth to the plate interface). Trans-dimensional inversion is a generalization of fixed-dimensional inversion that includes the number (and type) of parameters required to describe the velocity model (or data error model) as unknown in the problem. This allows model complexity to be inherently determined by data information content, not by subjective regularization. The inversion is implemented here using the reversible-jump Markov chain Monte Carlo algorithm. The result is an ensemble set of candidate velocity-structure models which approximate the posterior probability density (PPD) of the model parameters. The solution to the inverse problem, and associated uncertainties, are described by properties of the PPD. The results obtained here will eventually be integrated with teleseismic data from OBS stations from the Cascadia Initiative to provide constraints across the entire seismogenic portion of the plate interface.

Performance of the 'material Failure Forecast Method' in real-time situations: A Bayesian approach applied on effusive and explosive eruptions

NASA Astrophysics Data System (ADS)

Boué, A.; Lesage, P.; Cortés, G.; Valette, B.; Reyes-Dávila, G.; Arámbula-Mendoza, R.; Budi-Santoso, A.

2016-11-01

Most attempts of deterministic eruption forecasting are based on the material Failure Forecast Method (FFM). This method assumes that a precursory observable, such as the rate of seismic activity, can be described by a simple power law which presents a singularity at a time close to the eruption onset. Until now, this method has been applied only in a small number of cases, generally for forecasts in hindsight. In this paper, a rigorous Bayesian approach of the FFM designed for real-time applications is applied. Using an automatic recognition system, seismo-volcanic events are detected and classified according to their physical mechanism and time series of probability distributions of the rates of events are calculated. At each time of observation, a Bayesian inversion provides estimations of the exponent of the power law and of the time of eruption, together with their probability density functions. Two criteria are defined in order to evaluate the quality and reliability of the forecasts. Our automated procedure has allowed the analysis of long, continuous seismic time series: 13 years from Volcán de Colima, Mexico, 10 years from Piton de la Fournaise, Reunion Island, France, and several months from Merapi volcano, Java, Indonesia. The new forecasting approach has been applied to 64 pre-eruptive sequences which present various types of dominant seismic activity (volcano-tectonic or long-period events) and patterns of seismicity with different level of complexity. This has allowed us to test the FFM assumptions, to determine in which conditions the method can be applied, and to quantify the success rate of the forecasts. 62% of the precursory sequences analysed are suitable for the application of FFM and half of the total number of eruptions are successfully forecast in hindsight. In real-time, the method allows for the successful forecast of 36% of all the eruptions considered. Nevertheless, real-time forecasts are successful for 83% of the cases that fulfil the reliability criteria. Therefore, good confidence on the method is obtained when the reliability criteria are met.

A statistical assessment of seismic models of the U.S. continental crust using Bayesian inversion of ambient noise surface wave dispersion data

NASA Astrophysics Data System (ADS)

Olugboji, T. M.; Lekic, V.; McDonough, W.

2017-07-01

We present a new approach for evaluating existing crustal models using ambient noise data sets and its associated uncertainties. We use a transdimensional hierarchical Bayesian inversion approach to invert ambient noise surface wave phase dispersion maps for Love and Rayleigh waves using measurements obtained from Ekström (2014). Spatiospectral analysis shows that our results are comparable to a linear least squares inverse approach (except at higher harmonic degrees), but the procedure has additional advantages: (1) it yields an autoadaptive parameterization that follows Earth structure without making restricting assumptions on model resolution (regularization or damping) and data errors; (2) it can recover non-Gaussian phase velocity probability distributions while quantifying the sources of uncertainties in the data measurements and modeling procedure; and (3) it enables statistical assessments of different crustal models (e.g., CRUST1.0, LITHO1.0, and NACr14) using variable resolution residual and standard deviation maps estimated from the ensemble. These assessments show that in the stable old crust of the Archean, the misfits are statistically negligible, requiring no significant update to crustal models from the ambient noise data set. In other regions of the U.S., significant updates to regionalization and crustal structure are expected especially in the shallow sedimentary basins and the tectonically active regions, where the differences between model predictions and data are statistically significant.

Application of Bayesian geostatistics for evaluation of mass discharge uncertainty at contaminated sites

NASA Astrophysics Data System (ADS)

Troldborg, Mads; Nowak, Wolfgang; Lange, Ida V.; Santos, Marta C.; Binning, Philip J.; Bjerg, Poul L.

2012-09-01

Mass discharge estimates are increasingly being used when assessing risks of groundwater contamination and designing remedial systems at contaminated sites. Such estimates are, however, rather uncertain as they integrate uncertain spatial distributions of both concentration and groundwater flow. Here a geostatistical simulation method for quantifying the uncertainty of the mass discharge across a multilevel control plane is presented. The method accounts for (1) heterogeneity of both the flow field and the concentration distribution through Bayesian geostatistics, (2) measurement uncertainty, and (3) uncertain source zone and transport parameters. The method generates conditional realizations of the spatial flow and concentration distribution. An analytical macrodispersive transport solution is employed to simulate the mean concentration distribution, and a geostatistical model of the Box-Cox transformed concentration data is used to simulate observed deviations from this mean solution. By combining the flow and concentration realizations, a mass discharge probability distribution is obtained. The method has the advantage of avoiding the heavy computational burden of three-dimensional numerical flow and transport simulation coupled with geostatistical inversion. It may therefore be of practical relevance to practitioners compared to existing methods that are either too simple or computationally demanding. The method is demonstrated on a field site contaminated with chlorinated ethenes. For this site, we show that including a physically meaningful concentration trend and the cosimulation of hydraulic conductivity and hydraulic gradient across the transect helps constrain the mass discharge uncertainty. The number of sampling points required for accurate mass discharge estimation and the relative influence of different data types on mass discharge uncertainty is discussed.

The Bayesian New Statistics: Hypothesis testing, estimation, meta-analysis, and power analysis from a Bayesian perspective.

PubMed

Kruschke, John K; Liddell, Torrin M

2018-02-01

In the practice of data analysis, there is a conceptual distinction between hypothesis testing, on the one hand, and estimation with quantified uncertainty on the other. Among frequentists in psychology, a shift of emphasis from hypothesis testing to estimation has been dubbed "the New Statistics" (Cumming 2014). A second conceptual distinction is between frequentist methods and Bayesian methods. Our main goal in this article is to explain how Bayesian methods achieve the goals of the New Statistics better than frequentist methods. The article reviews frequentist and Bayesian approaches to hypothesis testing and to estimation with confidence or credible intervals. The article also describes Bayesian approaches to meta-analysis, randomized controlled trials, and power analysis.

Development and comparison in uncertainty assessment based Bayesian modularization method in hydrological modeling

NASA Astrophysics Data System (ADS)

Li, Lu; Xu, Chong-Yu; Engeland, Kolbjørn

2013-04-01

SummaryWith respect to model calibration, parameter estimation and analysis of uncertainty sources, various regression and probabilistic approaches are used in hydrological modeling. A family of Bayesian methods, which incorporates different sources of information into a single analysis through Bayes' theorem, is widely used for uncertainty assessment. However, none of these approaches can well treat the impact of high flows in hydrological modeling. This study proposes a Bayesian modularization uncertainty assessment approach in which the highest streamflow observations are treated as suspect information that should not influence the inference of the main bulk of the model parameters. This study includes a comprehensive comparison and evaluation of uncertainty assessments by our new Bayesian modularization method and standard Bayesian methods using the Metropolis-Hastings (MH) algorithm with the daily hydrological model WASMOD. Three likelihood functions were used in combination with standard Bayesian method: the AR(1) plus Normal model independent of time (Model 1), the AR(1) plus Normal model dependent on time (Model 2) and the AR(1) plus Multi-normal model (Model 3). The results reveal that the Bayesian modularization method provides the most accurate streamflow estimates measured by the Nash-Sutcliffe efficiency and provide the best in uncertainty estimates for low, medium and entire flows compared to standard Bayesian methods. The study thus provides a new approach for reducing the impact of high flows on the discharge uncertainty assessment of hydrological models via Bayesian method.

New seismogenic stress fields for southern Italy from a Bayesian approach

NASA Astrophysics Data System (ADS)

Totaro, Cristina; Orecchio, Barbara; Presti, Debora; Scolaro, Silvia; Neri, Giancarlo

2017-04-01

A new database of high-quality waveform inversion focal mechanism has been compiled for southern Italy by integrating the highest quality solutions, available from literature and catalogues, and 146 newly-computed ones. All the selected focal mechanisms are (i) coming from the Italian CMT, Regional CMT and TDMT catalogues (Pondrelli et al., PEPI 2006, PEPI 2011; http://www.ingv.it), or (ii) computed by using the Cut And Paste (CAP) method (Zhao & Helmberger, BSSA 1994; Zhu & Helmberger, BSSA 1996). Specific tests have been carried out in order to evaluate the robustness of the obtained solutions (e.g., by varying both seismic network configuration and Earth structure parameters) and to estimate uncertainties on the focal mechanism parameters. Only the resulting highest-quality solutions have been enclosed in the database, that has then been used for computation of posterior density distributions of stress tensor components by a Bayesian method (Arnold & Townend, GJI 2007). This algorithm furnishes the posterior density function of the principal components of stress tensor (maximum σ1, intermediate σ2, and minimum σ3 compressive stress, respectively) and the stress-magnitude ratio (R). Before stress computation, we applied the k-means clustering algorithm to subdivide the focal mechanism catalog on the basis of earthquake locations. This approach allows identifying the sectors to be investigated without any "a priori" constraint from faulting type distribution. The large amount of data and the application of the Bayesian algorithm allowed us to provide a more accurate local-to-regional scale stress distribution that has shed new light on the kinematics and dynamics of this very complex area, where lithospheric unit configuration and geodynamic engines are still strongly debated. The new high-quality information here furnished will then represent very useful tools and constraints for future geophysical analyses and geodynamic modeling.

Information content of incubation experiments for inverse estimation of pools in the Rothamsted carbon model: a Bayesian approach

NASA Astrophysics Data System (ADS)

Scharnagl, Benedikt; Vrugt, Jasper A.; Vereecken, Harry; Herbst, Michael

2010-05-01

Turnover of soil organic matter is usually described with multi-compartment models. However, a major drawback of these models is that the conceptually defined compartments (or pools) do not necessarily correspond to measurable soil organic carbon (SOC) fractions in real practice. This not only impairs our ability to rigorously evaluate SOC models but also makes it difficult to derive accurate initial states. In this study, we tested the usefulness and applicability of inverse modeling to derive the various carbon pool sizes in the Rothamsted carbon model (ROTHC) using a synthetic time series of mineralization rates from laboratory incubation. To appropriately account for data and model uncertainty we considered a Bayesian approach using the recently developed DiffeRential Evolution Adaptive Metropolis (DREAM) algorithm. This Markov chain Monte Carlo scheme derives the posterior probability density distribution of the initial pool sizes at the start of incubation from observed mineralization rates. We used the Kullback-Leibler divergence to quantify the information contained in the data and to illustrate the effect of increasing incubation times on the reliability of the pool size estimates. Our results show that measured mineralization rates generally provide sufficient information to reliably estimate the sizes of all active pools in the ROTHC model. However, with about 900 days of incubation, these experiments are excessively long. The use of prior information on microbial biomass provided a way forward to significantly reduce uncertainty and required duration of incubation to about 600 days. Explicit consideration of model parameter uncertainty in the estimation process further impaired the identifiability of initial pools, especially for the more slowly decomposing pools. Our illustrative case studies show how Bayesian inverse modeling can be used to provide important insights into the information content of incubation experiments. Moreover, the outcome of this virtual experiment helps to explain the results of related real-world studies on SOC dynamics.

Revisiting the 2004 Sumatra-Andaman earthquake in a Bayesian framework

NASA Astrophysics Data System (ADS)

Bletery, Q.; Sladen, A.; Jiang, J.; Simons, M.

2015-12-01

The 2004 Mw 9.25 Sumatra-Andaman earthquake is the largest seismic event of the modern instrumental era. Despite considerable effort to analyze the characteristics of its rupture, the different available observations have proven difficult to simultaneously integrate jointly into a finite-fault slip model. In particular, the critical near-field geodetic records contain variable and significant post-seismic signal (between 2 weeks and 2 months) while the satellite altimetry records of the associated tsunami are affected by various sources of uncertainties (e.g. source rupture velocity, meso-scale oceanic currents). In this study, we investigate the quasi-static slip distribution of the Sumatra-Andaman earthquake by carefully accounting for the different sources of uncertainties in the joint inversion of an extended set of geodetic and tsunami data. To do so, we use non-diagonal covariance matrices reflecting both data and model uncertainties in a fully Bayesian inversion framework. As model errors are particularly large for mega-earthquakes, we also rely on advanced simulation codes (normal mode theory on a layered spherical Earth for the static displacement field and non-hydrostatic equations for the tsunami) and account for the 3D curvature of the megathrust interface to reduce the associated epistemic uncertainties. The fully Bayesian inversion framework then enables us to derive the families of possible models compatible with the unevenly distributed and sometimes ambiguous measurements. We find two regions of high slip at latitudes 3°-4°N and 7°-8°N with amplitudes that probably reached values as large as 40 m and possibly larger. Such amounts of slip were not proposed by previous studies, which might have been biased by smoothing regularizations. We also find significant slip (around 20 m) offshore Andaman islands absent in earlier studies. Furthermore, we find that the rupture very likely involved shallow slip, with the possibility of reaching the trench.

Improved characterisation of measurement errors in electrical resistivity tomography (ERT) surveys

NASA Astrophysics Data System (ADS)

Tso, C. H. M.; Binley, A. M.; Kuras, O.; Graham, J.

2016-12-01

Measurement errors can play a pivotal role in geophysical inversion. Most inverse models require users to prescribe a statistical model of data errors before inversion. Wrongly prescribed error levels can lead to over- or under-fitting of data, yet commonly used models of measurement error are relatively simplistic. With the heightening interests in uncertainty estimation across hydrogeophysics, better characterisation and treatment of measurement errors is needed to provide more reliable estimates of uncertainty. We have analysed two time-lapse electrical resistivity tomography (ERT) datasets; one contains 96 sets of direct and reciprocal data collected from a surface ERT line within a 24h timeframe, while the other is a year-long cross-borehole survey at a UK nuclear site with over 50,000 daily measurements. Our study included the characterisation of the spatial and temporal behaviour of measurement errors using autocorrelation and covariance analysis. We find that, in addition to well-known proportionality effects, ERT measurements can also be sensitive to the combination of electrodes used. This agrees with reported speculation in previous literature that ERT errors could be somewhat correlated. Based on these findings, we develop a new error model that allows grouping based on electrode number in additional to fitting a linear model to transfer resistance. The new model fits the observed measurement errors better and shows superior inversion and uncertainty estimates in synthetic examples. It is robust, because it groups errors together based on the number of the four electrodes used to make each measurement. The new model can be readily applied to the diagonal data weighting matrix commonly used in classical inversion methods, as well as to the data covariance matrix in the Bayesian inversion framework. We demonstrate its application using extensive ERT monitoring datasets from the two aforementioned sites.

A Grobner Basis Solution for Lightning Ground Flash Fraction Retrieval

NASA Technical Reports Server (NTRS)

Solakiewicz, Richard; Attele, Rohan; Koshak, William

2011-01-01

A Bayesian inversion method was previously introduced for retrieving the fraction of ground flashes in a set of flashes observed from a (low earth orbiting or geostationary) satellite lightning imager. The method employed a constrained mixed exponential distribution model to describe the lightning optical measurements. To obtain the optimum model parameters, a scalar function was minimized by a numerical method. In order to improve this optimization, we introduce a Grobner basis solution to obtain analytic representations of the model parameters that serve as a refined initialization scheme to the numerical optimization. Using the Grobner basis, we show that there are exactly 2 solutions involving the first 3 moments of the (exponentially distributed) data. When the mean of the ground flash optical characteristic (e.g., such as the Maximum Group Area, MGA) is larger than that for cloud flashes, then a unique solution can be obtained.

Estimating uncertainty of Full Waveform Inversion with Ensemble-based methods

NASA Astrophysics Data System (ADS)

Thurin, J.; Brossier, R.; Métivier, L.

2017-12-01

Uncertainty estimation is one key feature of tomographic applications for robust interpretation. However, this information is often missing in the frame of large scale linearized inversions, and only the results at convergence are shown, despite the ill-posed nature of the problem. This issue is common in the Full Waveform Inversion community.While few methodologies have already been proposed in the literature, standard FWI workflows do not include any systematic uncertainty quantifications methods yet, but often try to assess the result's quality through cross-comparison with other results from seismic or comparison with other geophysical data. With the development of large seismic networks/surveys, the increase in computational power and the more and more systematic application of FWI, it is crucial to tackle this problem and to propose robust and affordable workflows, in order to address the uncertainty quantification problem faced for near surface targets, crustal exploration, as well as regional and global scales.In this work (Thurin et al., 2017a,b), we propose an approach which takes advantage of the Ensemble Transform Kalman Filter (ETKF) proposed by Bishop et al., (2001), in order to estimate a low-rank approximation of the posterior covariance matrix of the FWI problem, allowing us to evaluate some uncertainty information of the solution. Instead of solving the FWI problem through a Bayesian inversion with the ETKF, we chose to combine a conventional FWI, based on local optimization, and the ETKF strategies. This scheme allows combining the efficiency of local optimization for solving large scale inverse problems and make the sampling of the local solution space possible thanks to its embarrassingly parallel property. References:Bishop, C. H., Etherton, B. J. and Majumdar, S. J., 2001. Adaptive sampling with the ensemble transform Kalman filter. Part I: Theoretical aspects. Monthly weather review, 129(3), 420-436.Thurin, J., Brossier, R. and Métivier, L. 2017,a.: Ensemble-Based Uncertainty Estimation in Full Waveform Inversion. 79th EAGE Conference and Exhibition 2017, (12 - 15 June, 2017)Thurin, J., Brossier, R. and Métivier, L. 2017,b.: An Ensemble-Transform Kalman Filter - Full Waveform Inversion scheme for Uncertainty estimation; SEG Technical Program Expanded Abstracts 2012

Appraisal of geodynamic inversion results: a data mining approach

NASA Astrophysics Data System (ADS)

Baumann, T. S.

2016-11-01

Bayesian sampling based inversions require many thousands or even millions of forward models, depending on how nonlinear or non-unique the inverse problem is, and how many unknowns are involved. The result of such a probabilistic inversion is not a single `best-fit' model, but rather a probability distribution that is represented by the entire model ensemble. Often, a geophysical inverse problem is non-unique, and the corresponding posterior distribution is multimodal, meaning that the distribution consists of clusters with similar models that represent the observations equally well. In these cases, we would like to visualize the characteristic model properties within each of these clusters of models. However, even for a moderate number of inversion parameters, a manual appraisal for a large number of models is not feasible. This poses the question whether it is possible to extract end-member models that represent each of the best-fit regions including their uncertainties. Here, I show how a machine learning tool can be used to characterize end-member models, including their uncertainties, from a complete model ensemble that represents a posterior probability distribution. The model ensemble used here results from a nonlinear geodynamic inverse problem, where rheological properties of the lithosphere are constrained from multiple geophysical observations. It is demonstrated that by taking vertical cross-sections through the effective viscosity structure of each of the models, the entire model ensemble can be classified into four end-member model categories that have a similar effective viscosity structure. These classification results are helpful to explore the non-uniqueness of the inverse problem and can be used to compute representative data fits for each of the end-member models. Conversely, these insights also reveal how new observational constraints could reduce the non-uniqueness. The method is not limited to geodynamic applications and a generalized MATLAB code is provided to perform the appraisal analysis.

Modeling the Absorbing Aerosol Index

NASA Technical Reports Server (NTRS)

Penner, Joyce; Zhang, Sophia

2003-01-01

We propose a scheme to model the absorbing aerosol index and improve the biomass carbon inventories by optimizing the difference between TOMS aerosol index (AI) and modeled AI with an inverse model. Two absorbing aerosol types are considered, including biomass carbon and mineral dust. A priori biomass carbon source was generated by Liousse et al [1996]. Mineral dust emission is parameterized according to surface wind and soil moisture using the method developed by Ginoux [2000]. In this initial study, the coupled CCM1 and GRANTOUR model was used to determine the aerosol spatial and temporal distribution. With modeled aerosol concentrations and optical properties, we calculate the radiance at the top of the atmosphere at 340 nm and 380 nm with a radiative transfer model. The contrast of radiance at these two wavelengths will be used to calculate AI. Then we compare the modeled AI with TOMS AI. This paper reports our initial modeling for AI and its comparison with TOMS Nimbus 7 AI. For our follow-on project we will model the global AI with aerosol spatial and temporal distribution recomputed from the IMPACT model and DAO GEOS-1 meteorology fields. Then we will build an inverse model, which applies a Bayesian inverse technique to optimize the agreement of between model and observational data. The inverse model will tune the biomass burning source strength to reduce the difference between modelled AI and TOMS AI. Further simulations with a posteriori biomass carbon sources from the inverse model will be carried out. Results will be compared to available observations such as surface concentration and aerosol optical depth.

Rupture geometry and slip distribution of the 2016 January 21st Ms6.4 Menyuan, China earthquake inferred from Sentinel-1A InSAR measurements

NASA Astrophysics Data System (ADS)

Zhou, Y.

2016-12-01

On 21 January 2016, an Ms6.4 earthquake stroke Menyuan country, Qinghai Province, China. The epicenter of the main shock and locations of its aftershocks indicate that the Menyuan earthquake occurred near the left-lateral Lenglongling fault. However, the focal mechanism suggests that the earthquake should take place on a thrust fault. In addition, field investigation indicates that the earthquake did not rupture the ground surface. Therefore, the rupture geometry is unclear as well as coseismic slip distribution. We processed two pairs of InSAR images acquired by the ESA Sentinel-1A satellite with the ISCE software, and both ascending and descending orbits were included. After subsampling the coseismic InSAR images into about 800 pixels, coseismic displacement data along LOS direction are inverted for earthquake source parameters. We employ an improved mixed linear-nonlinear Bayesian inversion method to infer fault geometric parameters, slip distribution, and the Laplacian smoothing factor simultaneously. This method incorporates a hybrid differential evolution algorithm, which is an efficient global optimization algorithm. The inversion results show that the Menyuan earthquake ruptured a blind thrust fault with a strike of 124°and a dip angle of 41°. This blind fault was never investigated before and intersects with the left-lateral Lenglongling fault, but the strikes of them are nearly parallel. The slip sense is almost pure thrusting, and there is no significant slip within 4km depth. The max slip value is up to 0.3m, and the estimated moment magnitude is Mw5.93, in agreement with the seismic inversion result. The standard error of residuals between InSAR data and model prediction is as small as 0.5cm, verifying the correctness of the inversion results.

Rupture geometry and slip distribution of the 2016 January 21st Ms6.4 Menyuan, China earthquake

NASA Astrophysics Data System (ADS)

Zhou, Y.

2017-12-01

On 21 January 2016, an Ms6.4 earthquake stroke Menyuan country, Qinghai Province, China. The epicenter of the main shock and locations of its aftershocks indicate that the Menyuan earthquake occurred near the left-lateral Lenglongling fault. However, the focal mechanism suggests that the earthquake should take place on a thrust fault. In addition, field investigation indicates that the earthquake did not rupture the ground surface. Therefore, the rupture geometry is unclear as well as coseismic slip distribution. We processed two pairs of InSAR images acquired by the ESA Sentinel-1A satellite with the ISCE software, and both ascending and descending orbits were included. After subsampling the coseismic InSAR images into about 800 pixels, coseismic displacement data along LOS direction are inverted for earthquake source parameters. We employ an improved mixed linear-nonlinear Bayesian inversion method to infer fault geometric parameters, slip distribution, and the Laplacian smoothing factor simultaneously. This method incorporates a hybrid differential evolution algorithm, which is an efficient global optimization algorithm. The inversion results show that the Menyuan earthquake ruptured a blind thrust fault with a strike of 124°and a dip angle of 41°. This blind fault was never investigated before and intersects with the left-lateral Lenglongling fault, but the strikes of them are nearly parallel. The slip sense is almost pure thrusting, and there is no significant slip within 4km depth. The max slip value is up to 0.3m, and the estimated moment magnitude is Mw5.93, in agreement with the seismic inversion result. The standard error of residuals between InSAR data and model prediction is as small as 0.5cm, verifying the correctness of the inversion results.

Estimating Tree Height-Diameter Models with the Bayesian Method

PubMed Central

Duan, Aiguo; Zhang, Jianguo; Xiang, Congwei

2014-01-01

Six candidate height-diameter models were used to analyze the height-diameter relationships. The common methods for estimating the height-diameter models have taken the classical (frequentist) approach based on the frequency interpretation of probability, for example, the nonlinear least squares method (NLS) and the maximum likelihood method (ML). The Bayesian method has an exclusive advantage compared with classical method that the parameters to be estimated are regarded as random variables. In this study, the classical and Bayesian methods were used to estimate six height-diameter models, respectively. Both the classical method and Bayesian method showed that the Weibull model was the “best” model using data1. In addition, based on the Weibull model, data2 was used for comparing Bayesian method with informative priors with uninformative priors and classical method. The results showed that the improvement in prediction accuracy with Bayesian method led to narrower confidence bands of predicted value in comparison to that for the classical method, and the credible bands of parameters with informative priors were also narrower than uninformative priors and classical method. The estimated posterior distributions for parameters can be set as new priors in estimating the parameters using data2. PMID:24711733

Estimating tree height-diameter models with the Bayesian method.

PubMed

Zhang, Xiongqing; Duan, Aiguo; Zhang, Jianguo; Xiang, Congwei

2014-01-01

Six candidate height-diameter models were used to analyze the height-diameter relationships. The common methods for estimating the height-diameter models have taken the classical (frequentist) approach based on the frequency interpretation of probability, for example, the nonlinear least squares method (NLS) and the maximum likelihood method (ML). The Bayesian method has an exclusive advantage compared with classical method that the parameters to be estimated are regarded as random variables. In this study, the classical and Bayesian methods were used to estimate six height-diameter models, respectively. Both the classical method and Bayesian method showed that the Weibull model was the "best" model using data1. In addition, based on the Weibull model, data2 was used for comparing Bayesian method with informative priors with uninformative priors and classical method. The results showed that the improvement in prediction accuracy with Bayesian method led to narrower confidence bands of predicted value in comparison to that for the classical method, and the credible bands of parameters with informative priors were also narrower than uninformative priors and classical method. The estimated posterior distributions for parameters can be set as new priors in estimating the parameters using data2.

Characterization of dynamic changes of current source localization based on spatiotemporal fMRI constrained EEG source imaging

NASA Astrophysics Data System (ADS)

Nguyen, Thinh; Potter, Thomas; Grossman, Robert; Zhang, Yingchun

2018-06-01

Objective. Neuroimaging has been employed as a promising approach to advance our understanding of brain networks in both basic and clinical neuroscience. Electroencephalography (EEG) and functional magnetic resonance imaging (fMRI) represent two neuroimaging modalities with complementary features; EEG has high temporal resolution and low spatial resolution while fMRI has high spatial resolution and low temporal resolution. Multimodal EEG inverse methods have attempted to capitalize on these properties but have been subjected to localization error. The dynamic brain transition network (DBTN) approach, a spatiotemporal fMRI constrained EEG source imaging method, has recently been developed to address these issues by solving the EEG inverse problem in a Bayesian framework, utilizing fMRI priors in a spatial and temporal variant manner. This paper presents a computer simulation study to provide a detailed characterization of the spatial and temporal accuracy of the DBTN method. Approach. Synthetic EEG data were generated in a series of computer simulations, designed to represent realistic and complex brain activity at superficial and deep sources with highly dynamical activity time-courses. The source reconstruction performance of the DBTN method was tested against the fMRI-constrained minimum norm estimates algorithm (fMRIMNE). The performances of the two inverse methods were evaluated both in terms of spatial and temporal accuracy. Main results. In comparison with the commonly used fMRIMNE method, results showed that the DBTN method produces results with increased spatial and temporal accuracy. The DBTN method also demonstrated the capability to reduce crosstalk in the reconstructed cortical time-course(s) induced by neighboring regions, mitigate depth bias and improve overall localization accuracy. Significance. The improved spatiotemporal accuracy of the reconstruction allows for an improved characterization of complex neural activity. This improvement can be extended to any subsequent brain connectivity analyses used to construct the associated dynamic brain networks.

A SAS Interface for Bayesian Analysis with WinBUGS

ERIC Educational Resources Information Center

Zhang, Zhiyong; McArdle, John J.; Wang, Lijuan; Hamagami, Fumiaki

2008-01-01

Bayesian methods are becoming very popular despite some practical difficulties in implementation. To assist in the practical application of Bayesian methods, we show how to implement Bayesian analysis with WinBUGS as part of a standard set of SAS routines. This implementation procedure is first illustrated by fitting a multiple regression model…

A Bayesian method for using simulator data to enhance human error probabilities assigned by existing HRA methods

DOE PAGES

Groth, Katrina M.; Smith, Curtis L.; Swiler, Laura P.

2014-04-05

In the past several years, several international agencies have begun to collect data on human performance in nuclear power plant simulators [1]. This data provides a valuable opportunity to improve human reliability analysis (HRA), but there improvements will not be realized without implementation of Bayesian methods. Bayesian methods are widely used in to incorporate sparse data into models in many parts of probabilistic risk assessment (PRA), but Bayesian methods have not been adopted by the HRA community. In this article, we provide a Bayesian methodology to formally use simulator data to refine the human error probabilities (HEPs) assigned by existingmore » HRA methods. We demonstrate the methodology with a case study, wherein we use simulator data from the Halden Reactor Project to update the probability assignments from the SPAR-H method. The case study demonstrates the ability to use performance data, even sparse data, to improve existing HRA methods. Furthermore, this paper also serves as a demonstration of the value of Bayesian methods to improve the technical basis of HRA.« less

Family History as an Indicator of Risk for Reading Disability.

ERIC Educational Resources Information Center

Volger, George P.; And Others

1984-01-01

Self-reported reading ability of parents of 174 reading-disabled children and of 182 controls was used to estimate the probability that a child will become reading disabled. Using Bayesian inverse probability analysis, it was found that the risk for reading disability is increased substantially if either parent has had difficulty in learning to…

Source partitioning of methane emissions and its seasonality in the U.S. Midwest

Treesearch

Zichong Chen; Timothy J. Griffis; John M. Baker; Dylan B. Millet; Jeffrey D. Wood; Edward J. Dlugokencky; Arlyn E. Andrews; Colm Sweeney; Cheng Hu; Randall K. Kolka

2018-01-01

The methane (CH4) budget and its source partitioning are poorly constrained in the Midwestern United States. We used tall tower (185 m) aerodynamic flux measurements and atmospheric scale factor Bayesian inversions to constrain the monthly budget and to partition the total budget into natural (e.g., wetlands) and anthropogenic (e.g., livestock,...

Carbon Tetrachloride Emissions from the US during 2008 - 2012 Derived from Atmospheric Data Using Bayesian and Geostatistical Inversions

NASA Astrophysics Data System (ADS)

Hu, L.; Montzka, S. A.; Miller, B.; Andrews, A. E.; Miller, J. B.; Lehman, S.; Sweeney, C.; Miller, S. M.; Thoning, K. W.; Siso, C.; Atlas, E. L.; Blake, D. R.; De Gouw, J. A.; Gilman, J.; Dutton, G. S.; Elkins, J. W.; Hall, B. D.; Chen, H.; Fischer, M. L.; Mountain, M. E.; Nehrkorn, T.; Biraud, S.; Tans, P. P.

2015-12-01

Global atmospheric observations suggest substantial ongoing emissions of carbon tetrachloride (CCl4) despite a 100% phase-out of production for dispersive uses since 1996 in developed countries and 2010 in other countries. Little progress has been made in understanding the causes of these ongoing emissions or identifying their contributing sources. In this study, we employed multiple inverse modeling techniques (i.e. Bayesian and geostatistical inversions) to assimilate CCl4 mole fractions observed from the National Oceanic and Atmospheric Administration (NOAA) flask-air sampling network over the US, and quantify its national and regional emissions during 2008 - 2012. Average national total emissions of CCl4 between 2008 and 2012 determined from these observations and an ensemble of inversions range between 2.1 and 6.1 Gg yr-1. This emission is substantially larger than the mean of 0.06 Gg/yr reported to the US EPA Toxics Release Inventory over these years, suggesting that under-reported emissions or non-reporting sources make up the bulk of CCl4 emissions from the US. But while the inventory does not account for the magnitude of observationally-derived CCl4 emissions, the regional distribution of derived and inventory emissions is similar. Furthermore, when considered relative to the distribution of uncapped landfills or population, the variability in measured mole fractions was most consistent with the distribution of industrial sources (i.e., those from the Toxics Release Inventory). Our results suggest that emissions from the US only account for a small fraction of the global on-going emissions of CCl4 (30 - 80 Gg yr-1 over this period). Finally, to ascertain the importance of the US emissions relative to the unaccounted global emission rate we considered multiple approaches to extrapolate our results to other countries and the globe.

Influence of transport uncertainty on annual mean and seasonal inversions of atmospheric CO2 data

NASA Astrophysics Data System (ADS)

Peylin, Philippe; Baker, David; Sarmiento, Jorge; Ciais, Philippe; Bousquet, Philippe

2002-10-01

Inversion methods are often used to estimate surface CO2 fluxes from atmospheric CO2 concentration measurements, given an atmospheric transport model to relate the two. The published estimates disagree strongly on the location of the main sources and sinks, however. Are these differences due to the different time spans considered, or are they artifacts of the method and data used? Here we assess the uncertainty in such estimates due to the choice of time discretization of the measurements and fluxes, the spatial resolution of the fluxes, and the transport model. A suite of 27 Bayesian least squares inversions has been run, given by varying the number of flux regions solved for (7, 12, and 17), the time discretization (annual/annual, annual/monthly, and monthly/monthly for the fluxes/data), and the transport model (TM2, TM3, and GCTM), while holding all other inversion details constant. The estimated fluxes from this ensemble of inversions for the land + ocean sum are stable over large zonal bands, but the spread in the results increases when considering the longitudinal flux distribution inside these bands. On average for 1990-1994 the inversions place a large CO2 uptake north of 30°N (3.2 ± 0.3 GtC yr-1), mostly over the land regions, with more in Eurasia than North America. The ocean fluxes are generally smaller than given by [1999], especially south of 15°S and in the global total, where they are less than half as large. A small uptake is found for the tropical land regions, suggesting that growth more than compensates for deforestation there. The results for the different transport models are consistent with their known mixing properties; the longitudinal pattern of their land biosphere rectifier, in particular, strongly influences the regional partitioning of the flux in the north. While differences between the transport models contribute significantly to the spread of the results, an equivalent or even larger spread is due to the time discretization method used: Solving for annual mean fluxes with monthly mean measurements tended to give spurious land/ocean flux partition in the north. We suggest then that this time discretization method be avoided. Overall, the uncertainty quoted for the estimated fluxes should include not only the random error calculated by the inversion equations but also all the systematic errors in the problem, such as those addressed in this study.

Bayesian Inference for Functional Dynamics Exploring in fMRI Data.

PubMed

Guo, Xuan; Liu, Bing; Chen, Le; Chen, Guantao; Pan, Yi; Zhang, Jing

2016-01-01

This paper aims to review state-of-the-art Bayesian-inference-based methods applied to functional magnetic resonance imaging (fMRI) data. Particularly, we focus on one specific long-standing challenge in the computational modeling of fMRI datasets: how to effectively explore typical functional interactions from fMRI time series and the corresponding boundaries of temporal segments. Bayesian inference is a method of statistical inference which has been shown to be a powerful tool to encode dependence relationships among the variables with uncertainty. Here we provide an introduction to a group of Bayesian-inference-based methods for fMRI data analysis, which were designed to detect magnitude or functional connectivity change points and to infer their functional interaction patterns based on corresponding temporal boundaries. We also provide a comparison of three popular Bayesian models, that is, Bayesian Magnitude Change Point Model (BMCPM), Bayesian Connectivity Change Point Model (BCCPM), and Dynamic Bayesian Variable Partition Model (DBVPM), and give a summary of their applications. We envision that more delicate Bayesian inference models will be emerging and play increasingly important roles in modeling brain functions in the years to come.

Monte Carlo Bayesian Inference on a Statistical Model of Sub-gridcolumn Moisture Variability Using High-resolution Cloud Observations . Part II; Sensitivity Tests and Results

NASA Technical Reports Server (NTRS)

da Silva, Arlindo M.; Norris, Peter M.

2013-01-01

Part I presented a Monte Carlo Bayesian method for constraining a complex statistical model of GCM sub-gridcolumn moisture variability using high-resolution MODIS cloud data, thereby permitting large-scale model parameter estimation and cloud data assimilation. This part performs some basic testing of this new approach, verifying that it does indeed significantly reduce mean and standard deviation biases with respect to the assimilated MODIS cloud optical depth, brightness temperature and cloud top pressure, and that it also improves the simulated rotational-Ramman scattering cloud optical centroid pressure (OCP) against independent (non-assimilated) retrievals from the OMI instrument. Of particular interest, the Monte Carlo method does show skill in the especially difficult case where the background state is clear but cloudy observations exist. In traditional linearized data assimilation methods, a subsaturated background cannot produce clouds via any infinitesimal equilibrium perturbation, but the Monte Carlo approach allows finite jumps into regions of non-zero cloud probability. In the example provided, the method is able to restore marine stratocumulus near the Californian coast where the background state has a clear swath. This paper also examines a number of algorithmic and physical sensitivities of the new method and provides guidance for its cost-effective implementation. One obvious difficulty for the method, and other cloud data assimilation methods as well, is the lack of information content in the cloud observables on cloud vertical structure, beyond cloud top pressure and optical thickness, thus necessitating strong dependence on the background vertical moisture structure. It is found that a simple flow-dependent correlation modification due to Riishojgaard (1998) provides some help in this respect, by better honoring inversion structures in the background state.

Monte Carlo Bayesian Inference on a Statistical Model of Sub-Gridcolumn Moisture Variability using High-Resolution Cloud Observations

NASA Astrophysics Data System (ADS)

Norris, P. M.; da Silva, A. M., Jr.

2016-12-01

Norris and da Silva recently published a method to constrain a statistical model of sub-gridcolumn moisture variability using high-resolution satellite cloud data. The method can be used for large-scale model parameter estimation or cloud data assimilation (CDA). The gridcolumn model includes assumed-PDF intra-layer horizontal variability and a copula-based inter-layer correlation model. The observables used are MODIS cloud-top pressure, brightness temperature and cloud optical thickness, but the method should be extensible to direct cloudy radiance assimilation for a small number of channels. The algorithm is a form of Bayesian inference with a Markov chain Monte Carlo (MCMC) approach to characterizing the posterior distribution. This approach is especially useful in cases where the background state is clear but cloudy observations exist. In traditional linearized data assimilation methods, a subsaturated background cannot produce clouds via any infinitesimal equilibrium perturbation, but the Monte Carlo approach is not gradient-based and allows jumps into regions of non-zero cloud probability. In the example provided, the method is able to restore marine stratocumulus near the Californian coast where the background state has a clear swath. The new approach not only significantly reduces mean and standard deviation biases with respect to the assimilated observables, but also improves the simulated rotational-Ramman scattering cloud optical centroid pressure against independent (non-assimilated) retrievals from the OMI instrument. One obvious difficulty for the method, and other CDA methods, is the lack of information content in passive cloud observables on cloud vertical structure, beyond cloud-top and thickness, thus necessitating strong dependence on the background vertical moisture structure. It is found that a simple flow-dependent correlation modification due to Riishojgaard is helpful, better honoring inversion structures in the background state.

A Bayesian inverse modeling approach to estimate soil hydraulic properties of a toposequence in southeastern Amazonia.

NASA Astrophysics Data System (ADS)

Stucchi Boschi, Raquel; Qin, Mingming; Gimenez, Daniel; Cooper, Miguel

2016-04-01

Modeling is an important tool for better understanding and assessing land use impacts on landscape processes. A key point for environmental modeling is the knowledge of soil hydraulic properties. However, direct determination of soil hydraulic properties is difficult and costly, particularly in vast and remote regions such as one constituting the Amazon Biome. One way to overcome this problem is to extrapolate accurately estimated data to pedologically similar sites. The van Genuchten (VG) parametric equation is the most commonly used for modeling SWRC. The use of a Bayesian approach in combination with the Markov chain Monte Carlo to estimate the VG parameters has several advantages compared to the widely used global optimization techniques. The Bayesian approach provides posterior distributions of parameters that are independent from the initial values and allow for uncertainty analyses. The main objectives of this study were: i) to estimate hydraulic parameters from data of pasture and forest sites by the Bayesian inverse modeling approach; and ii) to investigate the extrapolation of the estimated VG parameters to a nearby toposequence with pedologically similar soils to those used for its estimate. The parameters were estimated from volumetric water content and tension observations obtained after rainfall events during a 207-day period from pasture and forest sites located in the southeastern Amazon region. These data were used to run HYDRUS-1D under a Differential Evolution Adaptive Metropolis (DREAM) scheme 10,000 times, and only the last 2,500 times were used to calculate the posterior distributions of each hydraulic parameter along with 95% confidence intervals (CI) of volumetric water content and tension time series. Then, the posterior distributions were used to generate hydraulic parameters for two nearby toposequences composed by six soil profiles, three are under forest and three are under pasture. The parameters of the nearby site were accepted when the predicted tension time series were within the 95% CI which is derived from the calibration site using DREAM scheme.

Multiparameter elastic full waveform inversion with facies-based constraints

NASA Astrophysics Data System (ADS)

Zhang, Zhen-dong; Alkhalifah, Tariq; Naeini, Ehsan Zabihi; Sun, Bingbing

2018-06-01

Full waveform inversion (FWI) incorporates all the data characteristics to estimate the parameters described by the assumed physics of the subsurface. However, current efforts to utilize FWI beyond improved acoustic imaging, like in reservoir delineation, faces inherent challenges related to the limited resolution and the potential trade-off between the elastic model parameters. Some anisotropic parameters are insufficiently updated because of their minor contributions to the surface collected data. Adding rock physics constraints to the inversion helps mitigate such limited sensitivity, but current approaches to add such constraints are based on including them as a priori knowledge mostly valid around the well or as a global constraint for the whole area. Since similar rock formations inside the Earth admit consistent elastic properties and relative values of elasticity and anisotropy parameters (this enables us to define them as a seismic facies), utilizing such localized facies information in FWI can improve the resolution of inverted parameters. We propose a novel approach to use facies-based constraints in both isotropic and anisotropic elastic FWI. We invert for such facies using Bayesian theory and update them at each iteration of the inversion using both the inverted models and a priori information. We take the uncertainties of the estimated parameters (approximated by radiation patterns) into consideration and improve the quality of estimated facies maps. Four numerical examples corresponding to different acquisition, physical assumptions and model circumstances are used to verify the effectiveness of the proposed method.

Earth's core and inner-core resonances from analysis of VLBI nutation and superconducting gravimeter data

NASA Astrophysics Data System (ADS)

Rosat, S.; Lambert, S. B.; Gattano, C.; Calvo, M.

2017-01-01

Geophysical parameters of the deep Earth's interior can be evaluated through the resonance effects associated with the core and inner-core wobbles on the forced nutations of the Earth's figure axis, as observed by very long baseline interferometry (VLBI), or on the diurnal tidal waves, retrieved from the time-varying surface gravity recorded by superconducting gravimeters (SGs). In this paper, we inverse for the rotational mode parameters from both techniques to retrieve geophysical parameters of the deep Earth. We analyse surface gravity data from 15 SG stations and VLBI delays accumulated over the last 35 yr. We show existing correlations between several basic Earth parameters and then decide to inverse for the rotational modes parameters. We employ a Bayesian inversion based on the Metropolis-Hastings algorithm with a Markov-chain Monte Carlo method. We obtain estimates of the free core nutation resonant period and quality factor that are consistent for both techniques. We also attempt an inversion for the free inner-core nutation (FICN) resonant period from gravity data. The most probable solution gives a period close to the annual prograde term (or S1 tide). However the 95 per cent confidence interval extends the possible values between roughly 28 and 725 d for gravity, and from 362 to 414 d from nutation data, depending on the prior bounds. The precisions of the estimated long-period nutation and respective small diurnal tidal constituents are hence not accurate enough for a correct determination of the FICN complex frequency.

Multivariate Bayesian analysis of Gaussian, right censored Gaussian, ordered categorical and binary traits using Gibbs sampling

PubMed Central

Korsgaard, Inge Riis; Lund, Mogens Sandø; Sorensen, Daniel; Gianola, Daniel; Madsen, Per; Jensen, Just

2003-01-01

A fully Bayesian analysis using Gibbs sampling and data augmentation in a multivariate model of Gaussian, right censored, and grouped Gaussian traits is described. The grouped Gaussian traits are either ordered categorical traits (with more than two categories) or binary traits, where the grouping is determined via thresholds on the underlying Gaussian scale, the liability scale. Allowances are made for unequal models, unknown covariance matrices and missing data. Having outlined the theory, strategies for implementation are reviewed. These include joint sampling of location parameters; efficient sampling from the fully conditional posterior distribution of augmented data, a multivariate truncated normal distribution; and sampling from the conditional inverse Wishart distribution, the fully conditional posterior distribution of the residual covariance matrix. Finally, a simulated dataset was analysed to illustrate the methodology. This paper concentrates on a model where residuals associated with liabilities of the binary traits are assumed to be independent. A Bayesian analysis using Gibbs sampling is outlined for the model where this assumption is relaxed. PMID:12633531

Nonlinear Spatial Inversion Without Monte Carlo Sampling

NASA Astrophysics Data System (ADS)

Curtis, A.; Nawaz, A.

2017-12-01

High-dimensional, nonlinear inverse or inference problems usually have non-unique solutions. The distribution of solutions are described by probability distributions, and these are usually found using Monte Carlo (MC) sampling methods. These take pseudo-random samples of models in parameter space, calculate the probability of each sample given available data and other information, and thus map out high or low probability values of model parameters. However, such methods would converge to the solution only as the number of samples tends to infinity; in practice, MC is found to be slow to converge, convergence is not guaranteed to be achieved in finite time, and detection of convergence requires the use of subjective criteria. We propose a method for Bayesian inversion of categorical variables such as geological facies or rock types in spatial problems, which requires no sampling at all. The method uses a 2-D Hidden Markov Model over a grid of cells, where observations represent localized data constraining the model in each cell. The data in our example application are seismic properties such as P- and S-wave impedances or rock density; our model parameters are the hidden states and represent the geological rock types in each cell. The observations at each location are assumed to depend on the facies at that location only - an assumption referred to as `localized likelihoods'. However, the facies at a location cannot be determined solely by the observation at that location as it also depends on prior information concerning its correlation with the spatial distribution of facies elsewhere. Such prior information is included in the inversion in the form of a training image which represents a conceptual depiction of the distribution of local geologies that might be expected, but other forms of prior information can be used in the method as desired. The method provides direct (pseudo-analytic) estimates of posterior marginal probability distributions over each variable, so these do not need to be estimated from samples as is required in MC methods. On a 2-D test example the method is shown to outperform previous methods significantly, and at a fraction of the computational cost. In many foreseeable applications there are therefore no serious impediments to extending the method to 3-D spatial models.

Real-time characterization of partially observed epidemics using surrogate models.

DOE Office of Scientific and Technical Information (OSTI.GOV)

Safta, Cosmin; Ray, Jaideep; Lefantzi, Sophia

We present a statistical method, predicated on the use of surrogate models, for the 'real-time' characterization of partially observed epidemics. Observations consist of counts of symptomatic patients, diagnosed with the disease, that may be available in the early epoch of an ongoing outbreak. 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 on the dynamics of the etiologic agent in the affected population e.g., the time-dependent infection rate. The characterization problem is formulated as a Bayesian inverse problem, and epidemiologicalmore » parameters are estimated as distributions using a Markov chain Monte Carlo (MCMC) method, thus quantifying the uncertainty in the estimates. In some cases, the inverse problem can be computationally expensive, primarily due to the epidemic simulator used inside the inversion algorithm. We present a method, based on replacing the epidemiological model with computationally inexpensive surrogates, that can reduce the computational time to minutes, without a significant loss of accuracy. The surrogates are created by projecting the output of an epidemiological model on a set of polynomial chaos bases; thereafter, computations involving the surrogate model reduce to evaluations of a polynomial. We find that the epidemic characterizations obtained with the surrogate models is very close to that obtained with the original model. We also find that the number of projections required to construct a surrogate model is O(10)-O(10{sup 2}) less than the number of samples required by the MCMC to construct a stationary posterior distribution; thus, depending upon the epidemiological models in question, it may be possible to omit the offline creation and caching of surrogate models, prior to their use in an inverse problem. The technique is demonstrated on synthetic data as well as observations from the 1918 influenza pandemic collected at Camp Custer, Michigan.« less

On Bayesian Testing of Additive Conjoint Measurement Axioms Using Synthetic Likelihood

ERIC Educational Resources Information Center

Karabatsos, George

2017-01-01

This article introduces a Bayesian method for testing the axioms of additive conjoint measurement. The method is based on an importance sampling algorithm that performs likelihood-free, approximate Bayesian inference using a synthetic likelihood to overcome the analytical intractability of this testing problem. This new method improves upon…

Gradient-free MCMC methods for dynamic causal modelling

DOE PAGES

Sengupta, Biswa; Friston, Karl J.; Penny, Will D.

2015-03-14

Here, we compare the performance of four gradient-free MCMC samplers (random walk Metropolis sampling, slice-sampling, adaptive MCMC sampling and population-based MCMC sampling with tempering) in terms of the number of independent samples they can produce per unit computational time. For the Bayesian inversion of a single-node neural mass model, both adaptive and population-based samplers are more efficient compared with random walk Metropolis sampler or slice-sampling; yet adaptive MCMC sampling is more promising in terms of compute time. Slice-sampling yields the highest number of independent samples from the target density -- albeit at almost 1000% increase in computational time, in comparisonmore » to the most efficient algorithm (i.e., the adaptive MCMC sampler).« less

Uncertainty quantification and propagation in nuclear density functional theory

DOE PAGES

Schunck, N.; McDonnell, J. D.; Higdon, D.; ...

2015-12-23

Nuclear density functional theory (DFT) is one of the main theoretical tools used to study the properties of heavy and superheavy elements, or to describe the structure of nuclei far from stability. While on-going eff orts seek to better root nuclear DFT in the theory of nuclear forces, energy functionals remain semi-phenomenological constructions that depend on a set of parameters adjusted to experimental data in fi nite nuclei. In this study, we review recent eff orts to quantify the related uncertainties, and propagate them to model predictions. In particular, we cover the topics of parameter estimation for inverse problems, statisticalmore » analysis of model uncertainties and Bayesian inference methods. Illustrative examples are taken from the literature.« less

A Model-Based Probabilistic Inversion Framework for Wire Fault Detection Using TDR

NASA Technical Reports Server (NTRS)

Schuet, Stefan R.; Timucin, Dogan A.; Wheeler, Kevin R.

2010-01-01

Time-domain reflectometry (TDR) is one of the standard methods for diagnosing faults in electrical wiring and interconnect systems, with a long-standing history focused mainly on hardware development of both high-fidelity systems for laboratory use and portable hand-held devices for field deployment. While these devices can easily assess distance to hard faults such as sustained opens or shorts, their ability to assess subtle but important degradation such as chafing remains an open question. This paper presents a unified framework for TDR-based chafing fault detection in lossy coaxial cables by combining an S-parameter based forward modeling approach with a probabilistic (Bayesian) inference algorithm. Results are presented for the estimation of nominal and faulty cable parameters from laboratory data.

Power in Bayesian Mediation Analysis for Small Sample Research

PubMed Central

Miočević, Milica; MacKinnon, David P.; Levy, Roy

2018-01-01

It was suggested that Bayesian methods have potential for increasing power in mediation analysis (Koopman, Howe, Hollenbeck, & Sin, 2015; Yuan & MacKinnon, 2009). This paper compares the power of Bayesian credibility intervals for the mediated effect to the power of normal theory, distribution of the product, percentile, and bias-corrected bootstrap confidence intervals at N≤ 200. Bayesian methods with diffuse priors have power comparable to the distribution of the product and bootstrap methods, and Bayesian methods with informative priors had the most power. Varying degrees of precision of prior distributions were also examined. Increased precision led to greater power only when N≥ 100 and the effects were small, N < 60 and the effects were large, and N < 200 and the effects were medium. An empirical example from psychology illustrated a Bayesian analysis of the single mediator model from prior selection to interpreting results. PMID:29662296

Power in Bayesian Mediation Analysis for Small Sample Research.

PubMed

Miočević, Milica; MacKinnon, David P; Levy, Roy

2017-01-01

It was suggested that Bayesian methods have potential for increasing power in mediation analysis (Koopman, Howe, Hollenbeck, & Sin, 2015; Yuan & MacKinnon, 2009). This paper compares the power of Bayesian credibility intervals for the mediated effect to the power of normal theory, distribution of the product, percentile, and bias-corrected bootstrap confidence intervals at N≤ 200. Bayesian methods with diffuse priors have power comparable to the distribution of the product and bootstrap methods, and Bayesian methods with informative priors had the most power. Varying degrees of precision of prior distributions were also examined. Increased precision led to greater power only when N≥ 100 and the effects were small, N < 60 and the effects were large, and N < 200 and the effects were medium. An empirical example from psychology illustrated a Bayesian analysis of the single mediator model from prior selection to interpreting results.

Spatio-temporal interpolation of precipitation during monsoon periods in Pakistan

NASA Astrophysics Data System (ADS)

Hussain, Ijaz; Spöck, Gunter; Pilz, Jürgen; Yu, Hwa-Lung

2010-08-01

Spatio-temporal estimation of precipitation over a region is essential to the modeling of hydrologic processes for water resources management. The changes of magnitude and space-time heterogeneity of rainfall observations make space-time estimation of precipitation a challenging task. In this paper we propose a Box-Cox transformed hierarchical Bayesian multivariate spatio-temporal interpolation method for the skewed response variable. The proposed method is applied to estimate space-time monthly precipitation in the monsoon periods during 1974-2000, and 27-year monthly average precipitation data are obtained from 51 stations in Pakistan. The results of transformed hierarchical Bayesian multivariate spatio-temporal interpolation are compared to those of non-transformed hierarchical Bayesian interpolation by using cross-validation. The software developed by [11] is used for Bayesian non-stationary multivariate space-time interpolation. It is observed that the transformed hierarchical Bayesian method provides more accuracy than the non-transformed hierarchical Bayesian method.

A model based bayesian solution for characterization of complex damage scenarios in aerospace composite structures.

PubMed

Reed, H; Leckey, Cara A C; Dick, A; Harvey, G; Dobson, J

2018-01-01

Ultrasonic damage detection and characterization is commonly used in nondestructive evaluation (NDE) of aerospace composite components. In recent years there has been an increased development of guided wave based methods. In real materials and structures, these dispersive waves result in complicated behavior in the presence of complex damage scenarios. Model-based characterization methods utilize accurate three dimensional finite element models (FEMs) of guided wave interaction with realistic damage scenarios to aid in defect identification and classification. This work describes an inverse solution for realistic composite damage characterization by comparing the wavenumber-frequency spectra of experimental and simulated ultrasonic inspections. The composite laminate material properties are first verified through a Bayesian solution (Markov chain Monte Carlo), enabling uncertainty quantification surrounding the characterization. A study is undertaken to assess the efficacy of the proposed damage model and comparative metrics between the experimental and simulated output. The FEM is then parameterized with a damage model capable of describing the typical complex damage created by impact events in composites. The damage is characterized through a transdimensional Markov chain Monte Carlo solution, enabling a flexible damage model capable of adapting to the complex damage geometry investigated here. The posterior probability distributions of the individual delamination petals as well as the overall envelope of the damage site are determined. Copyright © 2017 Elsevier B.V. All rights reserved.

Efficient hierarchical trans-dimensional Bayesian inversion of magnetotelluric data

NASA Astrophysics Data System (ADS)

Xiang, Enming; Guo, Rongwen; Dosso, Stan E.; Liu, Jianxin; Dong, Hao; Ren, Zhengyong

2018-06-01

This paper develops an efficient hierarchical trans-dimensional (trans-D) Bayesian algorithm to invert magnetotelluric (MT) data for subsurface geoelectrical structure, with unknown geophysical model parameterization (the number of conductivity-layer interfaces) and data-error models parameterized by an auto-regressive (AR) process to account for potential error correlations. The reversible-jump Markov-chain Monte Carlo algorithm, which adds/removes interfaces and AR parameters in birth/death steps, is applied to sample the trans-D posterior probability density for model parameterization, model parameters, error variance and AR parameters, accounting for the uncertainties of model dimension and data-error statistics in the uncertainty estimates of the conductivity profile. To provide efficient sampling over the multiple subspaces of different dimensions, advanced proposal schemes are applied. Parameter perturbations are carried out in principal-component space, defined by eigen-decomposition of the unit-lag model covariance matrix, to minimize the effect of inter-parameter correlations and provide effective perturbation directions and length scales. Parameters of new layers in birth steps are proposed from the prior, instead of focused distributions centred at existing values, to improve birth acceptance rates. Parallel tempering, based on a series of parallel interacting Markov chains with successively relaxed likelihoods, is applied to improve chain mixing over model dimensions. The trans-D inversion is applied in a simulation study to examine the resolution of model structure according to the data information content. The inversion is also applied to a measured MT data set from south-central Australia.

A Comparison of the β-Substitution Method and a Bayesian Method for Analyzing Left-Censored Data

PubMed Central

Huynh, Tran; Quick, Harrison; Ramachandran, Gurumurthy; Banerjee, Sudipto; Stenzel, Mark; Sandler, Dale P.; Engel, Lawrence S.; Kwok, Richard K.; Blair, Aaron; Stewart, Patricia A.

2016-01-01

Classical statistical methods for analyzing exposure data with values below the detection limits are well described in the occupational hygiene literature, but an evaluation of a Bayesian approach for handling such data is currently lacking. Here, we first describe a Bayesian framework for analyzing censored data. We then present the results of a simulation study conducted to compare the β-substitution method with a Bayesian method for exposure datasets drawn from lognormal distributions and mixed lognormal distributions with varying sample sizes, geometric standard deviations (GSDs), and censoring for single and multiple limits of detection. For each set of factors, estimates for the arithmetic mean (AM), geometric mean, GSD, and the 95th percentile (X0.95) of the exposure distribution were obtained. We evaluated the performance of each method using relative bias, the root mean squared error (rMSE), and coverage (the proportion of the computed 95% uncertainty intervals containing the true value). The Bayesian method using non-informative priors and the β-substitution method were generally comparable in bias and rMSE when estimating the AM and GM. For the GSD and the 95th percentile, the Bayesian method with non-informative priors was more biased and had a higher rMSE than the β-substitution method, but use of more informative priors generally improved the Bayesian method’s performance, making both the bias and the rMSE more comparable to the β-substitution method. An advantage of the Bayesian method is that it provided estimates of uncertainty for these parameters of interest and good coverage, whereas the β-substitution method only provided estimates of uncertainty for the AM, and coverage was not as consistent. Selection of one or the other method depends on the needs of the practitioner, the availability of prior information, and the distribution characteristics of the measurement data. We suggest the use of Bayesian methods if the practitioner has the computational resources and prior information, as the method would generally provide accurate estimates and also provides the distributions of all of the parameters, which could be useful for making decisions in some applications. PMID:26209598

Nitrous oxide emissions estimated with the Carbon Tracker Lagrange regional inversion framework suggest the North American source comes predominantly from agricultural regions

NASA Astrophysics Data System (ADS)

Nevison, C. D.; Andrews, A. E.; Thoning, K. W.; Saikawa, E.; Dlugokencky, E. J.; Sweeney, C.; Benmergui, J. S.

2016-12-01

The Carbon Tracker Lagrange (CTL) regional inversion framework is used to estimate North American nitrous oxide (N2O) emissions of 1.6 ± 0.4 Tg N/yr over 2008-2013. More than half of the North American emissions are estimated to come from the central agricultural belt, extending from southern Canada to Texas, and are strongest in spring and early summer, consistent with a nitrogen fertilizer-driven source. The estimated N2O flux from the Midwestern corn/soybean belt and the more northerly wheat belt corresponds to 5% of synthetic + organic N fertilizer applied to those regions. While earlier regional atmospheric inversion studies have suggested that global inventories such as EDGAR may be underestimating U.S. anthropogenic N2O emissions by a factor of 3 or more, our results, integrated over a full calendar year, are generally consistent with those inventories and with global inverse model results and budget constraints. The CTL framework is a Bayesian method based on footprints from the Stochastic Time-Inverted Lagrangian Transport (STILT) model applied to atmospheric N2O data from the National Oceanic and Atmospheric Administration (NOAA) Global Greenhouse Gas Reference Network, including surface, aircraft and tall tower platforms. The CTL inversion results are sensitive to the prescribed boundary condition or background value of N2O, which is estimated based on a new Empirical BackGround (EBG) product derived from STILT back trajectories applied to NOAA data. Analysis of the N2O EBG products suggests a significant, seasonally-varying influence on surface N2O data due to the stratospheric influx of N2O-depleted air. Figure 1. Posterior annual mean N2O emissions for 2010 estimated with the CTL regional inversion framework. The locations of NOAA surface and aircraft data used in the inversion are superimposed as black circles and grey triangles, respectively. Mobile surface sites are indicated with asterisks.

Obtaining the Grobner Initialization for the Ground Flash Fraction Retrieval Algorithm

NASA Technical Reports Server (NTRS)

Solakiewicz, R.; Attele, R.; Koshak, W.

2011-01-01

At optical wavelengths and from the vantage point of space, the multiple scattering cloud medium obscures one's view and prevents one from easily determining what flashes strike the ground. However, recent investigations have made some progress examining the (easier, but still difficult) problem of estimating the ground flash fraction in a set of N flashes observed from space In the study by Koshak, a Bayesian inversion method was introduced for retrieving the fraction of ground flashes in a set of flashes observed from a (low earth orbiting or geostationary) satellite lightning imager. The method employed a constrained mixed exponential distribution model to describe the lightning optical measurements. To obtain the optimum model parameters, a scalar function of three variables (one of which is the ground flash fraction) was minimized by a numerical method. This method has formed the basis of a Ground Flash Fraction Retrieval Algorithm (GoFFRA) that is being tested as part of GOES-R GLM risk reduction.

Bayesian flood forecasting methods: A review

NASA Astrophysics Data System (ADS)

Han, Shasha; Coulibaly, Paulin

2017-08-01

Over the past few decades, floods have been seen as one of the most common and largely distributed natural disasters in the world. If floods could be accurately forecasted in advance, then their negative impacts could be greatly minimized. It is widely recognized that quantification and reduction of uncertainty associated with the hydrologic forecast is of great importance for flood estimation and rational decision making. Bayesian forecasting system (BFS) offers an ideal theoretic framework for uncertainty quantification that can be developed for probabilistic flood forecasting via any deterministic hydrologic model. It provides suitable theoretical structure, empirically validated models and reasonable analytic-numerical computation method, and can be developed into various Bayesian forecasting approaches. This paper presents a comprehensive review on Bayesian forecasting approaches applied in flood forecasting from 1999 till now. The review starts with an overview of fundamentals of BFS and recent advances in BFS, followed with BFS application in river stage forecasting and real-time flood forecasting, then move to a critical analysis by evaluating advantages and limitations of Bayesian forecasting methods and other predictive uncertainty assessment approaches in flood forecasting, and finally discusses the future research direction in Bayesian flood forecasting. Results show that the Bayesian flood forecasting approach is an effective and advanced way for flood estimation, it considers all sources of uncertainties and produces a predictive distribution of the river stage, river discharge or runoff, thus gives more accurate and reliable flood forecasts. Some emerging Bayesian forecasting methods (e.g. ensemble Bayesian forecasting system, Bayesian multi-model combination) were shown to overcome limitations of single model or fixed model weight and effectively reduce predictive uncertainty. In recent years, various Bayesian flood forecasting approaches have been developed and widely applied, but there is still room for improvements. Future research in the context of Bayesian flood forecasting should be on assimilation of various sources of newly available information and improvement of predictive performance assessment methods.

Confidence set interference with a prior quadratic bound. [in geophysics

NASA Technical Reports Server (NTRS)

Backus, George E.

1989-01-01

Neyman's (1937) theory of confidence sets is developed as a replacement for Bayesian interference (BI) and stochastic inversion (SI) when the prior information is a hard quadratic bound. It is recommended that BI and SI be replaced by confidence set interference (CSI) only in certain circumstances. The geomagnetic problem is used to illustrate the general theory of CSI.

Ambient Noise Tomography of central Java, with Transdimensional Bayesian Inversion

NASA Astrophysics Data System (ADS)

Zulhan, Zulfakriza; Saygin, Erdinc; Cummins, Phil; Widiyantoro, Sri; Nugraha, Andri Dian; Luehr, Birger-G.; Bodin, Thomas

2014-05-01

Delineating the crustal structure of central Java is crucial for understanding its complex tectonic setting. However, seismic imaging of the strong heterogeneity typical of such a tectonically active region can be challenging, particularly in the upper crust where velocity contrasts are strongest and steep body wave ray-paths provide poor resolution. We have applied ambient noise cross correlation of pair stations in central Java, Indonesia by using the MERapi Amphibious EXperiment (MERAMEX) dataset. The data were collected between May to October 2004. We used 120 of 134 temporary seismic stations for about 150 days of observation, which covered central Java. More than 5000 Rayleigh wave Green's function were extracted by cross-correlating the noise simultaneously recorded at available station pairs. We applied a fully nonlinear 2D Bayesian inversion technique to the retrieved travel times. Features in the derived tomographic images correlate well with previous studies, and some shallow structures that were not evident in previous studies are clearly imaged with Ambient Noise Tomography. The Kendeng Basin and several active volcanoes appear with very low group velocities, and anomalies with relatively high velocities can be interpreted in terms of crustal sutures and/or surface geological features.

Algorithmic procedures for Bayesian MEG/EEG source reconstruction in SPM.

PubMed

López, J D; Litvak, V; Espinosa, J J; Friston, K; Barnes, G R

2014-01-01

The MEG/EEG inverse problem is ill-posed, giving different source reconstructions depending on the initial assumption sets. Parametric Empirical Bayes allows one to implement most popular MEG/EEG inversion schemes (Minimum Norm, LORETA, etc.) within the same generic Bayesian framework. It also provides a cost-function in terms of the variational Free energy-an approximation to the marginal likelihood or evidence of the solution. In this manuscript, we revisit the algorithm for MEG/EEG source reconstruction with a view to providing a didactic and practical guide. The aim is to promote and help standardise the development and consolidation of other schemes within the same framework. We describe the implementation in the Statistical Parametric Mapping (SPM) software package, carefully explaining each of its stages with the help of a simple simulated data example. We focus on the Multiple Sparse Priors (MSP) model, which we compare with the well-known Minimum Norm and LORETA models, using the negative variational Free energy for model comparison. The manuscript is accompanied by Matlab scripts to allow the reader to test and explore the underlying algorithm. © 2013. Published by Elsevier Inc. All rights reserved.

Bayesian inversion of the global present-day GIA signal uncertainty from RSL data

NASA Astrophysics Data System (ADS)

Caron, Lambert; Ivins, Erik R.; Adhikari, Surendra; Larour, Eric

2017-04-01

Various geophysical signals measured in the process of studying the present-day climate change (such as changes in the Earth gravitational potential, ocean altimery or GPS data) include a secular Glacial Isostatic Adjustment contribution that has to be corrected for. Yet, one of the current major challenges that Glacial Isostatic Adjustment modelling is currently struggling with is to accurately determine the uncertainty of the predicted present-day GIA signal. This is especially true at the global scale, where coupling between ice history and mantle rheology greatly contributes to the non-uniqueness of the solutions. Here we propose to use more than 11000 paleo sea level records to constrain a set of GIA Bayesian inversions and thoroughly explore its parameters space. We include two linearly relaxing models to represent the mantle rheology and couple them with a scalable ice history model in order to better assess the non-uniqueness of the solutions. From the resulting estimates of the Probability Density Function, we then extract maps of uncertainty affecting the present-day vertical land motion and geoid due to GIA at the global scale, and their associated expectation of the signal.

Basics of Bayesian methods.

PubMed

Ghosh, Sujit K

2010-01-01

Bayesian methods are rapidly becoming popular tools for making statistical inference in various fields of science including biology, engineering, finance, and genetics. One of the key aspects of Bayesian inferential method is its logical foundation that provides a coherent framework to utilize not only empirical but also scientific information available to a researcher. Prior knowledge arising from scientific background, expert judgment, or previously collected data is used to build a prior distribution which is then combined with current data via the likelihood function to characterize the current state of knowledge using the so-called posterior distribution. Bayesian methods allow the use of models of complex physical phenomena that were previously too difficult to estimate (e.g., using asymptotic approximations). Bayesian methods offer a means of more fully understanding issues that are central to many practical problems by allowing researchers to build integrated models based on hierarchical conditional distributions that can be estimated even with limited amounts of data. Furthermore, advances in numerical integration methods, particularly those based on Monte Carlo methods, have made it possible to compute the optimal Bayes estimators. However, there is a reasonably wide gap between the background of the empirically trained scientists and the full weight of Bayesian statistical inference. Hence, one of the goals of this chapter is to bridge the gap by offering elementary to advanced concepts that emphasize linkages between standard approaches and full probability modeling via Bayesian methods.

Improving chemical species tomography of turbulent flows using covariance estimation.

PubMed

Grauer, Samuel J; Hadwin, Paul J; Daun, Kyle J

2017-05-01

Chemical species tomography (CST) experiments can be divided into limited-data and full-rank cases. Both require solving ill-posed inverse problems, and thus the measurement data must be supplemented with prior information to carry out reconstructions. The Bayesian framework formalizes the role of additive information, expressed as the mean and covariance of a joint-normal prior probability density function. We present techniques for estimating the spatial covariance of a flow under limited-data and full-rank conditions. Our results show that incorporating a covariance estimate into CST reconstruction via a Bayesian prior increases the accuracy of instantaneous estimates. Improvements are especially dramatic in real-time limited-data CST, which is directly applicable to many industrially relevant experiments.

The current state of Bayesian methods in medical product development: survey results and recommendations from the DIA Bayesian Scientific Working Group.

PubMed

Natanegara, Fanni; Neuenschwander, Beat; Seaman, John W; Kinnersley, Nelson; Heilmann, Cory R; Ohlssen, David; Rochester, George

2014-01-01

Bayesian applications in medical product development have recently gained popularity. Despite many advances in Bayesian methodology and computations, increase in application across the various areas of medical product development has been modest. The DIA Bayesian Scientific Working Group (BSWG), which includes representatives from industry, regulatory agencies, and academia, has adopted the vision to ensure Bayesian methods are well understood, accepted more broadly, and appropriately utilized to improve decision making and enhance patient outcomes. As Bayesian applications in medical product development are wide ranging, several sub-teams were formed to focus on various topics such as patient safety, non-inferiority, prior specification, comparative effectiveness, joint modeling, program-wide decision making, analytical tools, and education. The focus of this paper is on the recent effort of the BSWG Education sub-team to administer a Bayesian survey to statisticians across 17 organizations involved in medical product development. We summarize results of this survey, from which we provide recommendations on how to accelerate progress in Bayesian applications throughout medical product development. The survey results support findings from the literature and provide additional insight on regulatory acceptance of Bayesian methods and information on the need for a Bayesian infrastructure within an organization. The survey findings support the claim that only modest progress in areas of education and implementation has been made recently, despite substantial progress in Bayesian statistical research and software availability. Copyright © 2013 John Wiley & Sons, Ltd.

Joint inversion of geophysical data using petrophysical clustering and facies deformation wth the level set technique

NASA Astrophysics Data System (ADS)

Revil, A.

2015-12-01

Geological expertise and petrophysical relationships can be brought together to provide prior information while inverting multiple geophysical datasets. The merging of such information can result in more realistic solution in the distribution of the model parameters, reducing ipse facto the non-uniqueness of the inverse problem. We consider two level of heterogeneities: facies, described by facies boundaries and heteroegenities inside each facies determined by a correlogram. In this presentation, we pose the geophysical inverse problem in terms of Gaussian random fields with mean functions controlled by petrophysical relationships and covariance functions controlled by a prior geological cross-section, including the definition of spatial boundaries for the geological facies. The petrophysical relationship problem is formulated as a regression problem upon each facies. The inversion of the geophysical data is performed in a Bayesian framework. We demonstrate the usefulness of this strategy using a first synthetic case for which we perform a joint inversion of gravity and galvanometric resistivity data with the stations located at the ground surface. The joint inversion is used to recover the density and resistivity distributions of the subsurface. In a second step, we consider the possibility that the facies boundaries are deformable and their shapes are inverted as well. We use the level set approach to perform such deformation preserving prior topological properties of the facies throughout the inversion. With the help of prior facies petrophysical relationships and topological characteristic of each facies, we make posterior inference about multiple geophysical tomograms based on their corresponding geophysical data misfits. The method is applied to a second synthetic case showing that we can recover the heterogeneities inside the facies, the mean values for the petrophysical properties, and, to some extent, the facies boundaries using the 2D joint inversion of gravity and galvanometric resistivity data. For this 2D synthetic example, we note that the position of the facies are well-recovered except far from the ground surfce where the sensitivity is too low. The figure shows the evolution of the shape of the facies during the inversion itertion by iteration.

A Bayesian approach to earthquake source studies

NASA Astrophysics Data System (ADS)

Minson, Sarah

Bayesian sampling has several advantages over conventional optimization approaches to solving inverse problems. It produces the distribution of all possible models sampled proportionally to how much each model is consistent with the data and the specified prior information, and thus images the entire solution space, revealing the uncertainties and trade-offs in the model. Bayesian sampling is applicable to both linear and non-linear modeling, and the values of the model parameters being sampled can be constrained based on the physics of the process being studied and do not have to be regularized. However, these methods are computationally challenging for high-dimensional problems. Until now the computational expense of Bayesian sampling has been too great for it to be practicable for most geophysical problems. I present a new parallel sampling algorithm called CATMIP for Cascading Adaptive Tempered Metropolis In Parallel. This technique, based on Transitional Markov chain Monte Carlo, makes it possible to sample distributions in many hundreds of dimensions, if the forward model is fast, or to sample computationally expensive forward models in smaller numbers of dimensions. The design of the algorithm is independent of the model being sampled, so CATMIP can be applied to many areas of research. I use CATMIP to produce a finite fault source model for the 2007 Mw 7.7 Tocopilla, Chile earthquake. Surface displacements from the earthquake were recorded by six interferograms and twelve local high-rate GPS stations. Because of the wealth of near-fault data, the source process is well-constrained. I find that the near-field high-rate GPS data have significant resolving power above and beyond the slip distribution determined from static displacements. The location and magnitude of the maximum displacement are resolved. The rupture almost certainly propagated at sub-shear velocities. The full posterior distribution can be used not only to calculate source parameters but also to determine their uncertainties. So while kinematic source modeling and the estimation of source parameters is not new, with CATMIP I am able to use Bayesian sampling to determine which parts of the source process are well-constrained and which are not.

Quantifying Black Carbon emissions in high northern latitudes using an Atmospheric Bayesian Inversion

NASA Astrophysics Data System (ADS)

Evangeliou, Nikolaos; Thompson, Rona; Stohl, Andreas; Shevchenko, Vladimir P.

2016-04-01

Black carbon (BC) is the main light absorbing aerosol species and it has important impacts on air quality, weather and climate. The major source of BC is incomplete combustion of fossil fuels and the burning of biomass or bio-fuels (soot). Therefore, to understand to what extent BC affects climate change and pollutant dynamics, accurate knowledge of the emissions, distribution and variation of BC is required. Most commonly, BC emission inventory datasets are built by "bottom up" approaches based on activity data and emissions factors, but these methods are considered to have large uncertainty (Cao et al, 2006). In this study, we have used a Bayesian Inversion to estimate spatially resolved BC emissions. Emissions are estimated monthly for 2014 and over the domain from 180°W to 180°E and 50°N to 90°N. Atmospheric transport is modeled using the Lagrangian Particle Dispersion Model, FLEXPART (Stohl et al., 1998; 2005), and the inversion framework, FLEXINVERT, developed by Thompson and Stohl, (2014). The study domain is of particular interest concerning the identification and estimation of BC sources. In contrast to Europe and North America, where BC sources are comparatively well documented as a result of intense monitoring, only one station recording BC concentrations exists in the whole of Siberia. In addition, emissions from gas flaring by the oil industry have been geographically misplaced in most emission inventories and may be an important source of BC at high latitudes since a significant proportion of the total gas flared occurs at these high latitudes (Stohl et al., 2013). Our results show large differences with the existing BC inventories, whereas the estimated fluxes improve modeled BC concentrations with respect to observations. References Cao, G. et al. Atmos. Environ., 40, 6516-6527, 2006. Stohl, A. et al. Atmos. Environ., 32(24), 4245-4264, 1998. Stohl, A. et al. Atmos. Chem. Phys., 5(9), 2461-2474, 2005. Stohl, A. et al. Atmos. Chem. Phys., 13, 8833-8855, 2013. Thompson, R. L., and Stohl A. Geosci. Model Dev., 7, 2223-2242, 2014.

Model Diagnostics for Bayesian Networks

ERIC Educational Resources Information Center

Sinharay, Sandip

2006-01-01

Bayesian networks are frequently used in educational assessments primarily for learning about students' knowledge and skills. There is a lack of works on assessing fit of Bayesian networks. This article employs the posterior predictive model checking method, a popular Bayesian model checking tool, to assess fit of simple Bayesian networks. A…

Application of Bayesian Inversion for Multilayer Reservoir Mapping while Drilling Measurements

NASA Astrophysics Data System (ADS)

Wang, J.; Chen, H.; Wang, X.

2017-12-01

Real-time geosteering technology plays a key role in horizontal well development, which keeps the wellbore trajectories within target zones to maximize reservoir contact. The new generation logging while drilling (LWD) resistivity tools have longer spacing and deeper investigation depth, but meanwhile bring a new challenge to inversion of logging data that is formation model not be restricted to few possible numbers of layer such as typical three layers model. If the inappropriate starting models of deterministic and gradient-based methods are adopted may mislead geophysicists in interpretation of subsurface structure. For this purpose, to take advantage of richness of the measurements and deep depth of investigation across multiple formation boundaries, a trans-dimensional Markov chain Monte Carlo(MCMC) inversion algorithm has been developed that combines phase and attenuation measurements at various frequencies and spacings. Unlike conventional gradient-based inversion approaches, MCMC algorithm does not introduce bias from prior information and require any subjective choice of regularization parameter. A synthetic three layers model example demonstrates how the algorithm can be used to image the subsurface using the LWD data. When the tool is far from top boundary, the inversion clearly resolves the boundary position; that is where the boundary histogram shows a large peak. But the measurements cannot resolve the bottom boundary; the large spread between quantiles reflects the uncertainty associated with the bed resolution. As the tool moves closer to the top boundary, the middle layer and bottom layer are resolved and retained models are more similar, the uncertainty associated with these two beds decreases. From the spread observed between models, we can evaluate actual depth of investigation, uncertainty, and sensitivity, which is more useful then just a single best model.

A guide to Bayesian model selection for ecologists

USGS Publications Warehouse

Hooten, Mevin B.; Hobbs, N.T.

2015-01-01

The steady upward trend in the use of model selection and Bayesian methods in ecological research has made it clear that both approaches to inference are important for modern analysis of models and data. However, in teaching Bayesian methods and in working with our research colleagues, we have noticed a general dissatisfaction with the available literature on Bayesian model selection and multimodel inference. Students and researchers new to Bayesian methods quickly find that the published advice on model selection is often preferential in its treatment of options for analysis, frequently advocating one particular method above others. The recent appearance of many articles and textbooks on Bayesian modeling has provided welcome background on relevant approaches to model selection in the Bayesian framework, but most of these are either very narrowly focused in scope or inaccessible to ecologists. Moreover, the methodological details of Bayesian model selection approaches are spread thinly throughout the literature, appearing in journals from many different fields. Our aim with this guide is to condense the large body of literature on Bayesian approaches to model selection and multimodel inference and present it specifically for quantitative ecologists as neutrally as possible. We also bring to light a few important and fundamental concepts relating directly to model selection that seem to have gone unnoticed in the ecological literature. Throughout, we provide only a minimal discussion of philosophy, preferring instead to examine the breadth of approaches as well as their practical advantages and disadvantages. This guide serves as a reference for ecologists using Bayesian methods, so that they can better understand their options and can make an informed choice that is best aligned with their goals for inference.

EDITORIAL: Inverse Problems in Engineering

NASA Astrophysics Data System (ADS)

West, Robert M.; Lesnic, Daniel

2007-01-01

Presented here are 11 noteworthy papers selected from the Fifth International Conference on Inverse Problems in Engineering: Theory and Practice held in Cambridge, UK during 11-15 July 2005. The papers have been peer-reviewed to the usual high standards of this journal and the contributions of reviewers are much appreciated. The conference featured a good balance of the fundamental mathematical concepts of inverse problems with a diverse range of important and interesting applications, which are represented here by the selected papers. Aspects of finite-element modelling and the performance of inverse algorithms are investigated by Autrique et al and Leduc et al. Statistical aspects are considered by Emery et al and Watzenig et al with regard to Bayesian parameter estimation and inversion using particle filters. Electrostatic applications are demonstrated by van Berkel and Lionheart and also Nakatani et al. Contributions to the applications of electrical techniques and specifically electrical tomographies are provided by Wakatsuki and Kagawa, Kim et al and Kortschak et al. Aspects of inversion in optical tomography are investigated by Wright et al and Douiri et al. The authors are representative of the worldwide interest in inverse problems relating to engineering applications and their efforts in producing these excellent papers will be appreciated by many readers of this journal.

Hierarchical Bayesian method for mapping biogeochemical hot spots using induced polarization imaging

DOE PAGES

Wainwright, Haruko M.; Flores Orozco, Adrian; Bucker, Matthias; ...

2016-01-29

In floodplain environments, a naturally reduced zone (NRZ) is considered to be a common biogeochemical hot spot, having distinct microbial and geochemical characteristics. Although important for understanding their role in mediating floodplain biogeochemical processes, mapping the subsurface distribution of NRZs over the dimensions of a floodplain is challenging, as conventional wellbore data are typically spatially limited and the distribution of NRZs is heterogeneous. In this work, we present an innovative methodology for the probabilistic mapping of NRZs within a three-dimensional (3-D) subsurface domain using induced polarization imaging, which is a noninvasive geophysical technique. Measurements consist of surface geophysical surveys andmore » drilling-recovered sediments at the U.S. Department of Energy field site near Rifle, CO (USA). Inversion of surface time domain-induced polarization (TDIP) data yielded 3-D images of the complex electrical resistivity, in terms of magnitude and phase, which are associated with mineral precipitation and other lithological properties. By extracting the TDIP data values colocated with wellbore lithological logs, we found that the NRZs have a different distribution of resistivity and polarization from the other aquifer sediments. To estimate the spatial distribution of NRZs, we developed a Bayesian hierarchical model to integrate the geophysical and wellbore data. In addition, the resistivity images were used to estimate hydrostratigraphic interfaces under the floodplain. Validation results showed that the integration of electrical imaging and wellbore data using a Bayesian hierarchical model was capable of mapping spatially heterogeneous interfaces and NRZ distributions thereby providing a minimally invasive means to parameterize a hydrobiogeochemical model of the floodplain.« less

Improving the Accuracy of Planet Occurrence Rates from Kepler Using Approximate Bayesian Computation

NASA Astrophysics Data System (ADS)

Hsu, Danley C.; Ford, Eric B.; Ragozzine, Darin; Morehead, Robert C.

2018-05-01

We present a new framework to characterize the occurrence rates of planet candidates identified by Kepler based on hierarchical Bayesian modeling, approximate Bayesian computing (ABC), and sequential importance sampling. For this study, we adopt a simple 2D grid in planet radius and orbital period as our model and apply our algorithm to estimate occurrence rates for Q1–Q16 planet candidates orbiting solar-type stars. We arrive at significantly increased planet occurrence rates for small planet candidates (R p < 1.25 R ⊕) at larger orbital periods (P > 80 day) compared to the rates estimated by the more common inverse detection efficiency method (IDEM). Our improved methodology estimates that the occurrence rate density of small planet candidates in the habitable zone of solar-type stars is {1.6}-0.5+1.2 per factor of 2 in planet radius and orbital period. Additionally, we observe a local minimum in the occurrence rate for strong planet candidates marginalized over orbital period between 1.5 and 2 R ⊕ that is consistent with previous studies. For future improvements, the forward modeling approach of ABC is ideally suited to incorporating multiple populations, such as planets, astrophysical false positives, and pipeline false alarms, to provide accurate planet occurrence rates and uncertainties. Furthermore, ABC provides a practical statistical framework for answering complex questions (e.g., frequency of different planetary architectures) and providing sound uncertainties, even in the face of complex selection effects, observational biases, and follow-up strategies. In summary, ABC offers a powerful tool for accurately characterizing a wide variety of astrophysical populations.

A Comparison of the β-Substitution Method and a Bayesian Method for Analyzing Left-Censored Data.

PubMed

Huynh, Tran; Quick, Harrison; Ramachandran, Gurumurthy; Banerjee, Sudipto; Stenzel, Mark; Sandler, Dale P; Engel, Lawrence S; Kwok, Richard K; Blair, Aaron; Stewart, Patricia A

2016-01-01

Classical statistical methods for analyzing exposure data with values below the detection limits are well described in the occupational hygiene literature, but an evaluation of a Bayesian approach for handling such data is currently lacking. Here, we first describe a Bayesian framework for analyzing censored data. We then present the results of a simulation study conducted to compare the β-substitution method with a Bayesian method for exposure datasets drawn from lognormal distributions and mixed lognormal distributions with varying sample sizes, geometric standard deviations (GSDs), and censoring for single and multiple limits of detection. For each set of factors, estimates for the arithmetic mean (AM), geometric mean, GSD, and the 95th percentile (X0.95) of the exposure distribution were obtained. We evaluated the performance of each method using relative bias, the root mean squared error (rMSE), and coverage (the proportion of the computed 95% uncertainty intervals containing the true value). The Bayesian method using non-informative priors and the β-substitution method were generally comparable in bias and rMSE when estimating the AM and GM. For the GSD and the 95th percentile, the Bayesian method with non-informative priors was more biased and had a higher rMSE than the β-substitution method, but use of more informative priors generally improved the Bayesian method's performance, making both the bias and the rMSE more comparable to the β-substitution method. An advantage of the Bayesian method is that it provided estimates of uncertainty for these parameters of interest and good coverage, whereas the β-substitution method only provided estimates of uncertainty for the AM, and coverage was not as consistent. Selection of one or the other method depends on the needs of the practitioner, the availability of prior information, and the distribution characteristics of the measurement data. We suggest the use of Bayesian methods if the practitioner has the computational resources and prior information, as the method would generally provide accurate estimates and also provides the distributions of all of the parameters, which could be useful for making decisions in some applications. © The Author 2015. Published by Oxford University Press on behalf of the British Occupational Hygiene Society.

Three-dimensional mapping of the local interstellar medium with composite data

NASA Astrophysics Data System (ADS)

Capitanio, L.; Lallement, R.; Vergely, J. L.; Elyajouri, M.; Monreal-Ibero, A.

2017-10-01

Context. Three-dimensional maps of the Galactic interstellar medium are general astrophysical tools. Reddening maps may be based on the inversion of color excess measurements for individual target stars or on statistical methods using stellar surveys. Three-dimensional maps based on diffuse interstellar bands (DIBs) have also been produced. All methods benefit from the advent of massive surveys and may benefit from Gaia data. Aims: All of the various methods and databases have their own advantages and limitations. Here we present a first attempt to combine different datasets and methods to improve the local maps. Methods: We first updated our previous local dust maps based on a regularized Bayesian inversion of individual color excess data by replacing Hipparcos or photometric distances with Gaia Data Release 1 values when available. Secondly, we complemented this database with a series of ≃5000 color excess values estimated from the strength of the λ15273 DIB toward stars possessing a Gaia parallax. The DIB strengths were extracted from SDSS/APOGEE spectra. Third, we computed a low-resolution map based on a grid of Pan-STARRS reddening measurements by means of a new hierarchical technique and used this map as the prior distribution during the inversion of the two other datasets. Results: The use of Gaia parallaxes introduces significant changes in some areas and globally increases the compactness of the structures. Additional DIB-based data make it possible to assign distances to clouds located behind closer opaque structures and do not introduce contradictory information for the close structures. A more realistic prior distribution instead of a plane-parallel homogeneous distribution helps better define the structures. We validated the results through comparisons with other maps and with soft X-ray data. Conclusions: Our study demonstrates that the combination of various tracers is a potential tool for more accurate maps. An online tool makes it possible to retrieve maps and reddening estimations. Our online tool is available at http://stilism.obspm.fr

Imaging irregular magma reservoirs with InSAR and GPS observations: Application to Kilauea and Copahue volcanoes

NASA Astrophysics Data System (ADS)

Lundgren, P.; Camacho, A.; Poland, M. P.; Miklius, A.; Samsonov, S. V.; Milillo, P.

2013-12-01

The availability of synthetic aperture radar (SAR) interferometry (InSAR) data has increased our awareness of the complexity of volcano deformation sources. InSAR's spatial completeness helps identify or clarify source process mechanisms at volcanoes (i.e. Mt. Etna east flank motion; Lazufre crustal magma body; Kilauea dike complexity) and also improves potential model realism. In recent years, Bayesian inference methods have gained widespread use because of their ability to constrain not only source model parameters, but also their uncertainties. They are computationally intensive, however, which tends to limit them to a few geometrically rather simple source representations (for example, spheres). An alternative approach involves solving for irregular pressure and/or density sources from a three-dimensional (3-D) grid of source/density cells. This method has the ability to solve for arbitrarily shaped bodies of constant absolute pressure/density difference. We compare results for both Bayesian (a Markov chain Monte Carlo algorithm) and the irregular source methods for two volcanoes: Kilauea, Hawaii, and Copahue, Argentina-Chile border. Kilauea has extensive InSAR and GPS databases from which to explore the results for the irregular method with respect to the Bayesian approach, prior models, and an extensive set of ancillary data. One caveat, however, is the current restriction in the irregular model inversion to volume-pressure sources (and at a single excess pressure change), which limits its application in cases where sources such as faults or dikes are present. Preliminary results for Kilauea summit deflation during the March 2011 Kamoamoa eruption suggests a northeast-elongated magma body lying roughly 1-1.5 km below the surface. Copahue is a southern Andes volcano that has been inflating since early 2012, with intermittent summit eruptive activity since late 2012. We have an extensive InSAR time series from RADARSAT-2 and COSMO-SkyMed data, although both are from descending tracks. Preliminary modeling suggests a very irregular magma body that extends from the volcanic edifice to less than 5 km depth and located slightly north of the summit at shallow depths but to the ENE at greater depths. In our preliminary analysis, we find that there are potential limitations and trade-offs in the Bayesian results that suggest the simplicity of the assumed analytic source may generate systematic biases in source parameters. Instead, the irregular 3-D solution appears to provide greater realism, but is limited in the number and type of sources that can be modeled.

Evidence reasoning method for constructing conditional probability tables in a Bayesian network of multimorbidity.

PubMed

Du, Yuanwei; Guo, Yubin

2015-01-01

The intrinsic mechanism of multimorbidity is difficult to recognize and prediction and diagnosis are difficult to carry out accordingly. Bayesian networks can help to diagnose multimorbidity in health care, but it is difficult to obtain the conditional probability table (CPT) because of the lack of clinically statistical data. Today, expert knowledge and experience are increasingly used in training Bayesian networks in order to help predict or diagnose diseases, but the CPT in Bayesian networks is usually irrational or ineffective for ignoring realistic constraints especially in multimorbidity. In order to solve these problems, an evidence reasoning (ER) approach is employed to extract and fuse inference data from experts using a belief distribution and recursive ER algorithm, based on which evidence reasoning method for constructing conditional probability tables in Bayesian network of multimorbidity is presented step by step. A multimorbidity numerical example is used to demonstrate the method and prove its feasibility and application. Bayesian network can be determined as long as the inference assessment is inferred by each expert according to his/her knowledge or experience. Our method is more effective than existing methods for extracting expert inference data accurately and is fused effectively for constructing CPTs in a Bayesian network of multimorbidity.

Invited commentary: Lost in estimation--searching for alternatives to markov chains to fit complex Bayesian models.

PubMed

Molitor, John

2012-03-01

Bayesian methods have seen an increase in popularity in a wide variety of scientific fields, including epidemiology. One of the main reasons for their widespread application is the power of the Markov chain Monte Carlo (MCMC) techniques generally used to fit these models. As a result, researchers often implicitly associate Bayesian models with MCMC estimation procedures. However, Bayesian models do not always require Markov-chain-based methods for parameter estimation. This is important, as MCMC estimation methods, while generally quite powerful, are complex and computationally expensive and suffer from convergence problems related to the manner in which they generate correlated samples used to estimate probability distributions for parameters of interest. In this issue of the Journal, Cole et al. (Am J Epidemiol. 2012;175(5):368-375) present an interesting paper that discusses non-Markov-chain-based approaches to fitting Bayesian models. These methods, though limited, can overcome some of the problems associated with MCMC techniques and promise to provide simpler approaches to fitting Bayesian models. Applied researchers will find these estimation approaches intuitively appealing and will gain a deeper understanding of Bayesian models through their use. However, readers should be aware that other non-Markov-chain-based methods are currently in active development and have been widely published in other fields.

A Bayesian approach to meta-analysis of plant pathology studies.

PubMed

Mila, A L; Ngugi, H K

2011-01-01

Bayesian statistical methods are used for meta-analysis in many disciplines, including medicine, molecular biology, and engineering, but have not yet been applied for quantitative synthesis of plant pathology studies. In this paper, we illustrate the key concepts of Bayesian statistics and outline the differences between Bayesian and classical (frequentist) methods in the way parameters describing population attributes are considered. We then describe a Bayesian approach to meta-analysis and present a plant pathological example based on studies evaluating the efficacy of plant protection products that induce systemic acquired resistance for the management of fire blight of apple. In a simple random-effects model assuming a normal distribution of effect sizes and no prior information (i.e., a noninformative prior), the results of the Bayesian meta-analysis are similar to those obtained with classical methods. Implementing the same model with a Student's t distribution and a noninformative prior for the effect sizes, instead of a normal distribution, yields similar results for all but acibenzolar-S-methyl (Actigard) which was evaluated only in seven studies in this example. Whereas both the classical (P = 0.28) and the Bayesian analysis with a noninformative prior (95% credibility interval [CRI] for the log response ratio: -0.63 to 0.08) indicate a nonsignificant effect for Actigard, specifying a t distribution resulted in a significant, albeit variable, effect for this product (CRI: -0.73 to -0.10). These results confirm the sensitivity of the analytical outcome (i.e., the posterior distribution) to the choice of prior in Bayesian meta-analyses involving a limited number of studies. We review some pertinent literature on more advanced topics, including modeling of among-study heterogeneity, publication bias, analyses involving a limited number of studies, and methods for dealing with missing data, and show how these issues can be approached in a Bayesian framework. Bayesian meta-analysis can readily include information not easily incorporated in classical methods, and allow for a full evaluation of competing models. Given the power and flexibility of Bayesian methods, we expect them to become widely adopted for meta-analysis of plant pathology studies.

A Hierarchical Multivariate Bayesian Approach to Ensemble Model output Statistics in Atmospheric Prediction

DTIC Science & Technology

2017-09-01

efficacy of statistical post-processing methods downstream of these dynamical model components with a hierarchical multivariate Bayesian approach to...Bayesian hierarchical modeling, Markov chain Monte Carlo methods , Metropolis algorithm, machine learning, atmospheric prediction 15. NUMBER OF PAGES...scale processes. However, this dissertation explores the efficacy of statistical post-processing methods downstream of these dynamical model components

Refining mortality estimates in shark demographic analyses: a Bayesian inverse matrix approach.

PubMed

Smart, Jonathan J; Punt, André E; White, William T; Simpfendorfer, Colin A

2018-01-18

Leslie matrix models are an important analysis tool in conservation biology that are applied to a diversity of taxa. The standard approach estimates the finite rate of population growth (λ) from a set of vital rates. In some instances, an estimate of λ is available, but the vital rates are poorly understood and can be solved for using an inverse matrix approach. However, these approaches are rarely attempted due to prerequisites of information on the structure of age or stage classes. This study addressed this issue by using a combination of Monte Carlo simulations and the sample-importance-resampling (SIR) algorithm to solve the inverse matrix problem without data on population structure. This approach was applied to the grey reef shark (Carcharhinus amblyrhynchos) from the Great Barrier Reef (GBR) in Australia to determine the demography of this population. Additionally, these outputs were applied to another heavily fished population from Papua New Guinea (PNG) that requires estimates of λ for fisheries management. The SIR analysis determined that natural mortality (M) and total mortality (Z) based on indirect methods have previously been overestimated for C. amblyrhynchos, leading to an underestimated λ. The updated Z distributions determined using SIR provided λ estimates that matched an empirical λ for the GBR population and corrected obvious error in the demographic parameters for the PNG population. This approach provides opportunity for the inverse matrix approach to be applied more broadly to situations where information on population structure is lacking. © 2018 by the Ecological Society of America.

Carbon balance of China constrained by CONTRAIL aircraft CO2 measurements

NASA Astrophysics Data System (ADS)

Jiang, F.; Wang, H. M.; Chen, J. M.; Machida, T.; Zhou, L. X.; Ju, W. M.; Matsueda, H.; Sawa, Y.

2014-03-01

Terrestrial CO2 flux estimates in China using atmospheric inversion method are beset with considerable uncertainties because very few atmospheric CO2 concentration measurements are available. In order to improve these estimates, nested atmospheric CO2 inversion during 2002-2008 is performed in this study using passenger aircraft-based CO2 measurements over Eurasia from the Comprehensive Observation Network for Trace gases by Airliner (CONTRAIL) project. The inversion system includes 43 regions with a focus on China, and is based on the Bayesian synthesis approach and the TM5 transport model. The terrestrial ecosystem carbon flux modeled by the BEPS model and the ocean exchange simulated by the OPA-PISCES-T model are considered as the prior fluxes. The impacts of CONTRAIL CO2 data on inverted China terrestrial carbon fluxes are quantified, the improvement of the inverted fluxes after adding CONTRAIL CO2 data are rationed against climate factors and evaluated by comparing the simulated atmospheric CO2 concentrations with three independent surface CO2 measurements in China. Results show that with the addition of CONTRAIL CO2 data, the inverted carbon sink in China increases while those in South and Southeast Asia decrease. Meanwhile, the posterior uncertainties over these regions are all reduced. CONTRAIL CO2 data also have a large effect on the inter-annual variation of carbon sinks in China, leading to a better correlation between the carbon sink and the annual mean climate factors. Evaluations against the CO2 measurements at three sites in China also show that the CONTRAIL CO2 measurements have improved the inversion results.

Application of Bayesian Approach in Cancer Clinical Trial

PubMed Central

Bhattacharjee, Atanu

2014-01-01

The application of Bayesian approach in clinical trials becomes more useful over classical method. It is beneficial from design to analysis phase. The straight forward statement is possible to obtain through Bayesian about the drug treatment effect. Complex computational problems are simple to handle with Bayesian techniques. The technique is only feasible to performing presence of prior information of the data. The inference is possible to establish through posterior estimates. However, some limitations are present in this method. The objective of this work was to explore the several merits and demerits of Bayesian approach in cancer research. The review of the technique will be helpful for the clinical researcher involved in the oncology to explore the limitation and power of Bayesian techniques. PMID:29147387

Impact of meteorological inflow uncertainty on tracer transport and source estimation in urban atmospheres

DOE Office of Scientific and Technical Information (OSTI.GOV)

Lucas, Donald D.; Gowardhan, Akshay; Cameron-Smith, Philip

2015-08-08

Here, a computational Bayesian inverse technique is used to quantify the effects of meteorological inflow uncertainty on tracer transport and source estimation in a complex urban environment. We estimate a probability distribution of meteorological inflow by comparing wind observations to Monte Carlo simulations from the Aeolus model. Aeolus is a computational fluid dynamics model that simulates atmospheric and tracer flow around buildings and structures at meter-scale resolution. Uncertainty in the inflow is propagated through forward and backward Lagrangian dispersion calculations to determine the impact on tracer transport and the ability to estimate the release location of an unknown source. Ourmore » uncertainty methods are compared against measurements from an intensive observation period during the Joint Urban 2003 tracer release experiment conducted in Oklahoma City.« less

Gradient-free MCMC methods for dynamic causal modelling.

PubMed

Sengupta, Biswa; Friston, Karl J; Penny, Will D

2015-05-15

In this technical note we compare the performance of four gradient-free MCMC samplers (random walk Metropolis sampling, slice-sampling, adaptive MCMC sampling and population-based MCMC sampling with tempering) in terms of the number of independent samples they can produce per unit computational time. For the Bayesian inversion of a single-node neural mass model, both adaptive and population-based samplers are more efficient compared with random walk Metropolis sampler or slice-sampling; yet adaptive MCMC sampling is more promising in terms of compute time. Slice-sampling yields the highest number of independent samples from the target density - albeit at almost 1000% increase in computational time, in comparison to the most efficient algorithm (i.e., the adaptive MCMC sampler). Copyright © 2015 The Authors. Published by Elsevier Inc. All rights reserved.

Improved characterisation and modelling of measurement errors in electrical resistivity tomography (ERT) surveys

NASA Astrophysics Data System (ADS)

Tso, Chak-Hau Michael; Kuras, Oliver; Wilkinson, Paul B.; Uhlemann, Sebastian; Chambers, Jonathan E.; Meldrum, Philip I.; Graham, James; Sherlock, Emma F.; Binley, Andrew

2017-11-01

Measurement errors can play a pivotal role in geophysical inversion. Most inverse models require users to prescribe or assume a statistical model of data errors before inversion. Wrongly prescribed errors can lead to over- or under-fitting of data; however, the derivation of models of data errors is often neglected. With the heightening interest in uncertainty estimation within hydrogeophysics, better characterisation and treatment of measurement errors is needed to provide improved image appraisal. Here we focus on the role of measurement errors in electrical resistivity tomography (ERT). We have analysed two time-lapse ERT datasets: one contains 96 sets of direct and reciprocal data collected from a surface ERT line within a 24 h timeframe; the other is a two-year-long cross-borehole survey at a UK nuclear site with 246 sets of over 50,000 measurements. Our study includes the characterisation of the spatial and temporal behaviour of measurement errors using autocorrelation and correlation coefficient analysis. We find that, in addition to well-known proportionality effects, ERT measurements can also be sensitive to the combination of electrodes used, i.e. errors may not be uncorrelated as often assumed. Based on these findings, we develop a new error model that allows grouping based on electrode number in addition to fitting a linear model to transfer resistance. The new model explains the observed measurement errors better and shows superior inversion results and uncertainty estimates in synthetic examples. It is robust, because it groups errors together based on the electrodes used to make the measurements. The new model can be readily applied to the diagonal data weighting matrix widely used in common inversion methods, as well as to the data covariance matrix in a Bayesian inversion framework. We demonstrate its application using extensive ERT monitoring datasets from the two aforementioned sites.

Action understanding as inverse planning.

PubMed

Baker, Chris L; Saxe, Rebecca; Tenenbaum, Joshua B

2009-12-01

Humans are adept at inferring the mental states underlying other agents' actions, such as goals, beliefs, desires, emotions and other thoughts. We propose a computational framework based on Bayesian inverse planning for modeling human action understanding. The framework represents an intuitive theory of intentional agents' behavior based on the principle of rationality: the expectation that agents will plan approximately rationally to achieve their goals, given their beliefs about the world. The mental states that caused an agent's behavior are inferred by inverting this model of rational planning using Bayesian inference, integrating the likelihood of the observed actions with the prior over mental states. This approach formalizes in precise probabilistic terms the essence of previous qualitative approaches to action understanding based on an "intentional stance" [Dennett, D. C. (1987). The intentional stance. Cambridge, MA: MIT Press] or a "teleological stance" [Gergely, G., Nádasdy, Z., Csibra, G., & Biró, S. (1995). Taking the intentional stance at 12 months of age. Cognition, 56, 165-193]. In three psychophysical experiments using animated stimuli of agents moving in simple mazes, we assess how well different inverse planning models based on different goal priors can predict human goal inferences. The results provide quantitative evidence for an approximately rational inference mechanism in human goal inference within our simplified stimulus paradigm, and for the flexible nature of goal representations that human observers can adopt. We discuss the implications of our experimental results for human action understanding in real-world contexts, and suggest how our framework might be extended to capture other kinds of mental state inferences, such as inferences about beliefs, or inferring whether an entity is an intentional agent.

Radial anisotropy of Northeast Asia inferred from Bayesian inversions of ambient noise data

NASA Astrophysics Data System (ADS)

Lee, S. J.; Kim, S.; Rhie, J.

2017-12-01

The eastern margin of the Eurasia plate exhibits complex tectonic settings due to interactions with the subducting Pacific and Philippine Sea plates and the colliding India plate. Distributed extensional basins and intraplate volcanoes, and their heterogeneous features in the region are not easily explained with a simple mechanism. Observations of radial anisotropy in the entire lithosphere and the part of the asthenosphere provide the most effective evidence for the deformation of the lithosphere and the associated variation of the lithosphere-asthenosphere boundary (LAB). To infer anisotropic structures of crustal and upper-mantle in this region, radial anisotropy is measured using ambient noise data. In a continuation of previous Rayleigh wave tomography study in Northeast Asia, we conduct Love wave tomography to determine radial anisotropy using the Bayesian inversion techniques. Continuous seismic noise recordings of 237 broad-band seismic stations are used and more than 55,000 group and phase velocities of fundamental mode are measured for periods of 5-60 s. Total 8 different types of dispersion maps of Love wave from this study (period 10-60 s), Rayleigh wave from previous tomographic study (Kim et al., 2016; period 8-70 s) and longer period data (period 70-200 s) from a global model (Ekstrom, 2011) are jointly inverted using a hierarchical and transdimensional Bayesian technique. For each grid-node, boundary depths, velocities and anisotropy parameters of layers are sampled simultaneously on the assumption of the layered half-space model. The constructed 3-D radial anisotropy model provides much more details about the crust and upper mantle anisotropic structures, and about the complex undulation of the LAB.

Comparing interval estimates for small sample ordinal CFA models

PubMed Central

Natesan, Prathiba

2015-01-01

Robust maximum likelihood (RML) and asymptotically generalized least squares (AGLS) methods have been recommended for fitting ordinal structural equation models. Studies show that some of these methods underestimate standard errors. However, these studies have not investigated the coverage and bias of interval estimates. An estimate with a reasonable standard error could still be severely biased. This can only be known by systematically investigating the interval estimates. The present study compares Bayesian, RML, and AGLS interval estimates of factor correlations in ordinal confirmatory factor analysis models (CFA) for small sample data. Six sample sizes, 3 factor correlations, and 2 factor score distributions (multivariate normal and multivariate mildly skewed) were studied. Two Bayesian prior specifications, informative and relatively less informative were studied. Undercoverage of confidence intervals and underestimation of standard errors was common in non-Bayesian methods. Underestimated standard errors may lead to inflated Type-I error rates. Non-Bayesian intervals were more positive biased than negatively biased, that is, most intervals that did not contain the true value were greater than the true value. Some non-Bayesian methods had non-converging and inadmissible solutions for small samples and non-normal data. Bayesian empirical standard error estimates for informative and relatively less informative priors were closer to the average standard errors of the estimates. The coverage of Bayesian credibility intervals was closer to what was expected with overcoverage in a few cases. Although some Bayesian credibility intervals were wider, they reflected the nature of statistical uncertainty that comes with the data (e.g., small sample). Bayesian point estimates were also more accurate than non-Bayesian estimates. The results illustrate the importance of analyzing coverage and bias of interval estimates, and how ignoring interval estimates can be misleading. Therefore, editors and policymakers should continue to emphasize the inclusion of interval estimates in research. PMID:26579002

Comparing interval estimates for small sample ordinal CFA models.

PubMed

Natesan, Prathiba

2015-01-01

Robust maximum likelihood (RML) and asymptotically generalized least squares (AGLS) methods have been recommended for fitting ordinal structural equation models. Studies show that some of these methods underestimate standard errors. However, these studies have not investigated the coverage and bias of interval estimates. An estimate with a reasonable standard error could still be severely biased. This can only be known by systematically investigating the interval estimates. The present study compares Bayesian, RML, and AGLS interval estimates of factor correlations in ordinal confirmatory factor analysis models (CFA) for small sample data. Six sample sizes, 3 factor correlations, and 2 factor score distributions (multivariate normal and multivariate mildly skewed) were studied. Two Bayesian prior specifications, informative and relatively less informative were studied. Undercoverage of confidence intervals and underestimation of standard errors was common in non-Bayesian methods. Underestimated standard errors may lead to inflated Type-I error rates. Non-Bayesian intervals were more positive biased than negatively biased, that is, most intervals that did not contain the true value were greater than the true value. Some non-Bayesian methods had non-converging and inadmissible solutions for small samples and non-normal data. Bayesian empirical standard error estimates for informative and relatively less informative priors were closer to the average standard errors of the estimates. The coverage of Bayesian credibility intervals was closer to what was expected with overcoverage in a few cases. Although some Bayesian credibility intervals were wider, they reflected the nature of statistical uncertainty that comes with the data (e.g., small sample). Bayesian point estimates were also more accurate than non-Bayesian estimates. The results illustrate the importance of analyzing coverage and bias of interval estimates, and how ignoring interval estimates can be misleading. Therefore, editors and policymakers should continue to emphasize the inclusion of interval estimates in research.

A new prior for bayesian anomaly detection: application to biosurveillance.

PubMed

Shen, Y; Cooper, G F

2010-01-01

Bayesian anomaly detection computes posterior probabilities of anomalous events by combining prior beliefs and evidence from data. However, the specification of prior probabilities can be challenging. This paper describes a Bayesian prior in the context of disease outbreak detection. The goal is to provide a meaningful, easy-to-use prior that yields a posterior probability of an outbreak that performs at least as well as a standard frequentist approach. If this goal is achieved, the resulting posterior could be usefully incorporated into a decision analysis about how to act in light of a possible disease outbreak. This paper describes a Bayesian method for anomaly detection that combines learning from data with a semi-informative prior probability over patterns of anomalous events. A univariate version of the algorithm is presented here for ease of illustration of the essential ideas. The paper describes the algorithm in the context of disease-outbreak detection, but it is general and can be used in other anomaly detection applications. For this application, the semi-informative prior specifies that an increased count over baseline is expected for the variable being monitored, such as the number of respiratory chief complaints per day at a given emergency department. The semi-informative prior is derived based on the baseline prior, which is estimated from using historical data. The evaluation reported here used semi-synthetic data to evaluate the detection performance of the proposed Bayesian method and a control chart method, which is a standard frequentist algorithm that is closest to the Bayesian method in terms of the type of data it uses. The disease-outbreak detection performance of the Bayesian method was statistically significantly better than that of the control chart method when proper baseline periods were used to estimate the baseline behavior to avoid seasonal effects. When using longer baseline periods, the Bayesian method performed as well as the control chart method. The time complexity of the Bayesian algorithm is linear in the number of the observed events being monitored, due to a novel, closed-form derivation that is introduced in the paper. This paper introduces a novel prior probability for Bayesian outbreak detection that is expressive, easy-to-apply, computationally efficient, and performs as well or better than a standard frequentist method.

Bayesian data augmentation methods for the synthesis of qualitative and quantitative research findings

PubMed Central

Crandell, Jamie L.; Voils, Corrine I.; Chang, YunKyung; Sandelowski, Margarete

2010-01-01

The possible utility of Bayesian methods for the synthesis of qualitative and quantitative research has been repeatedly suggested but insufficiently investigated. In this project, we developed and used a Bayesian method for synthesis, with the goal of identifying factors that influence adherence to HIV medication regimens. We investigated the effect of 10 factors on adherence. Recognizing that not all factors were examined in all studies, we considered standard methods for dealing with missing data and chose a Bayesian data augmentation method. We were able to summarize, rank, and compare the effects of each of the 10 factors on medication adherence. This is a promising methodological development in the synthesis of qualitative and quantitative research. PMID:21572970

Practical Bayesian tomography

NASA Astrophysics Data System (ADS)

Granade, Christopher; Combes, Joshua; Cory, D. G.

2016-03-01

In recent years, Bayesian methods have been proposed as a solution to a wide range of issues in quantum state and process tomography. State-of-the-art Bayesian tomography solutions suffer from three problems: numerical intractability, a lack of informative prior distributions, and an inability to track time-dependent processes. Here, we address all three problems. First, we use modern statistical methods, as pioneered by Huszár and Houlsby (2012 Phys. Rev. A 85 052120) and by Ferrie (2014 New J. Phys. 16 093035), to make Bayesian tomography numerically tractable. Our approach allows for practical computation of Bayesian point and region estimators for quantum states and channels. Second, we propose the first priors on quantum states and channels that allow for including useful experimental insight. Finally, we develop a method that allows tracking of time-dependent states and estimates the drift and diffusion processes affecting a state. We provide source code and animated visual examples for our methods.

Bayesian data analysis in observational comparative effectiveness research: rationale and examples.

PubMed

Olson, William H; Crivera, Concetta; Ma, Yi-Wen; Panish, Jessica; Mao, Lian; Lynch, Scott M

2013-11-01

Many comparative effectiveness research and patient-centered outcomes research studies will need to be observational for one or both of two reasons: first, randomized trials are expensive and time-consuming; and second, only observational studies can answer some research questions. It is generally recognized that there is a need to increase the scientific validity and efficiency of observational studies. Bayesian methods for the design and analysis of observational studies are scientifically valid and offer many advantages over frequentist methods, including, importantly, the ability to conduct comparative effectiveness research/patient-centered outcomes research more efficiently. Bayesian data analysis is being introduced into outcomes studies that we are conducting. Our purpose here is to describe our view of some of the advantages of Bayesian methods for observational studies and to illustrate both realized and potential advantages by describing studies we are conducting in which various Bayesian methods have been or could be implemented.

Markov Chain Monte Carlo Methods for Bayesian Data Analysis in Astronomy

NASA Astrophysics Data System (ADS)

Sharma, Sanjib

2017-08-01

Markov Chain Monte Carlo based Bayesian data analysis has now become the method of choice for analyzing and interpreting data in almost all disciplines of science. In astronomy, over the last decade, we have also seen a steady increase in the number of papers that employ Monte Carlo based Bayesian analysis. New, efficient Monte Carlo based methods are continuously being developed and explored. In this review, we first explain the basics of Bayesian theory and discuss how to set up data analysis problems within this framework. Next, we provide an overview of various Monte Carlo based methods for performing Bayesian data analysis. Finally, we discuss advanced ideas that enable us to tackle complex problems and thus hold great promise for the future. We also distribute downloadable computer software (available at https://github.com/sanjibs/bmcmc/ ) that implements some of the algorithms and examples discussed here.

Prediction in Health Domain Using Bayesian Networks Optimization Based on Induction Learning Techniques

NASA Astrophysics Data System (ADS)

Felgaer, Pablo; Britos, Paola; García-Martínez, Ramón

A Bayesian network is a directed acyclic graph in which each node represents a variable and each arc a probabilistic dependency; they are used to provide: a compact form to represent the knowledge and flexible methods of reasoning. Obtaining it from data is a learning process that is divided in two steps: structural learning and parametric learning. In this paper we define an automatic learning method that optimizes the Bayesian networks applied to classification, using a hybrid method of learning that combines the advantages of the induction techniques of the decision trees (TDIDT-C4.5) with those of the Bayesian networks. The resulting method is applied to prediction in health domain.

Bayesian Analysis of Longitudinal Data Using Growth Curve Models

ERIC Educational Resources Information Center

Zhang, Zhiyong; Hamagami, Fumiaki; Wang, Lijuan Lijuan; Nesselroade, John R.; Grimm, Kevin J.

2007-01-01

Bayesian methods for analyzing longitudinal data in social and behavioral research are recommended for their ability to incorporate prior information in estimating simple and complex models. We first summarize the basics of Bayesian methods before presenting an empirical example in which we fit a latent basis growth curve model to achievement data…

Efficient Bayesian hierarchical functional data analysis with basis function approximations using Gaussian-Wishart processes.

PubMed

Yang, Jingjing; Cox, Dennis D; Lee, Jong Soo; Ren, Peng; Choi, Taeryon

2017-12-01

Functional data are defined as realizations of random functions (mostly smooth functions) varying over a continuum, which are usually collected on discretized grids with measurement errors. In order to accurately smooth noisy functional observations and deal with the issue of high-dimensional observation grids, we propose a novel Bayesian method based on the Bayesian hierarchical model with a Gaussian-Wishart process prior and basis function representations. We first derive an induced model for the basis-function coefficients of the functional data, and then use this model to conduct posterior inference through Markov chain Monte Carlo methods. Compared to the standard Bayesian inference that suffers serious computational burden and instability in analyzing high-dimensional functional data, our method greatly improves the computational scalability and stability, while inheriting the advantage of simultaneously smoothing raw observations and estimating the mean-covariance functions in a nonparametric way. In addition, our method can naturally handle functional data observed on random or uncommon grids. Simulation and real studies demonstrate that our method produces similar results to those obtainable by the standard Bayesian inference with low-dimensional common grids, while efficiently smoothing and estimating functional data with random and high-dimensional observation grids when the standard Bayesian inference fails. In conclusion, our method can efficiently smooth and estimate high-dimensional functional data, providing one way to resolve the curse of dimensionality for Bayesian functional data analysis with Gaussian-Wishart processes. © 2017, The International Biometric Society.

Accessing the uncertainties of seismic velocity and anisotropy structure of Northern Great Plains using a transdimensional Bayesian approach

NASA Astrophysics Data System (ADS)

Gao, C.; Lekic, V.

2017-12-01

Seismic imaging utilizing complementary seismic data provides unique insight on the formation, evolution and current structure of continental lithosphere. While numerous efforts have improved the resolution of seismic structure, the quantification of uncertainties remains challenging due to the non-linearity and the non-uniqueness of geophysical inverse problem. In this project, we use a reverse jump Markov chain Monte Carlo (rjMcMC) algorithm to incorporate seismic observables including Rayleigh and Love wave dispersion, Ps and Sp receiver function to invert for shear velocity (Vs), compressional velocity (Vp), density, and radial anisotropy of the lithospheric structure. The Bayesian nature and the transdimensionality of this approach allow the quantification of the model parameter uncertainties while keeping the models parsimonious. Both synthetic test and inversion of actual data for Ps and Sp receiver functions are performed. We quantify the information gained in different inversions by calculating the Kullback-Leibler divergence. Furthermore, we explore the ability of Rayleigh and Love wave dispersion data to constrain radial anisotropy. We show that when multiple types of model parameters (Vsv, Vsh, and Vp) are inverted simultaneously, the constraints on radial anisotropy are limited by relatively large data uncertainties and trade-off strongly with Vp. We then perform joint inversion of the surface wave dispersion (SWD) and Ps, Sp receiver functions, and show that the constraints on both isotropic Vs and radial anisotropy are significantly improved. To achieve faster convergence of the rjMcMC, we propose a progressive inclusion scheme, and invert SWD measurements and receiver functions from about 400 USArray stations in the Northern Great Plains. We start by only using SWD data due to its fast convergence rate. We then use the average of the ensemble as a starting model for the joint inversion, which is able to resolve distinct seismic signatures of geological structures including the trans-Hudson orogen, Wyoming craton and Yellowstone hotspot. Various analyses are done to access the uncertainties of the seismic velocities and Moho depths. We also address the importance of careful data processing of receiver functions by illustrating artifacts due to unmodelled sediment reverberations.

Bayesian techniques for analyzing group differences in the Iowa Gambling Task: A case study of intuitive and deliberate decision-makers.

PubMed

Steingroever, Helen; Pachur, Thorsten; Šmíra, Martin; Lee, Michael D

2018-06-01

The Iowa Gambling Task (IGT) is one of the most popular experimental paradigms for comparing complex decision-making across groups. Most commonly, IGT behavior is analyzed using frequentist tests to compare performance across groups, and to compare inferred parameters of cognitive models developed for the IGT. Here, we present a Bayesian alternative based on Bayesian repeated-measures ANOVA for comparing performance, and a suite of three complementary model-based methods for assessing the cognitive processes underlying IGT performance. The three model-based methods involve Bayesian hierarchical parameter estimation, Bayes factor model comparison, and Bayesian latent-mixture modeling. We illustrate these Bayesian methods by applying them to test the extent to which differences in intuitive versus deliberate decision style are associated with differences in IGT performance. The results show that intuitive and deliberate decision-makers behave similarly on the IGT, and the modeling analyses consistently suggest that both groups of decision-makers rely on similar cognitive processes. Our results challenge the notion that individual differences in intuitive and deliberate decision styles have a broad impact on decision-making. They also highlight the advantages of Bayesian methods, especially their ability to quantify evidence in favor of the null hypothesis, and that they allow model-based analyses to incorporate hierarchical and latent-mixture structures.

How to Detect the Location and Time of a Covert Chemical Attack: A Bayesian Approach

DTIC Science & Technology

2009-12-01

Inverse Problems, Design and Optimization Symposium 2004. Rio de Janeiro , Brazil. Chan, R., and Yee, E. (1997). A simple model for the probability...sensor interpretation applications and has been successfully applied, for example, to estimate the source strength of pollutant releases in multi...coagulation, and second-order pollutant diffusion in sorption- desorption, are not linear. Furthermore, wide uncertainty bounds exist for several of

Dealing with non-unique and non-monotonic response in particle sizing instruments

NASA Astrophysics Data System (ADS)

Rosenberg, Phil

2017-04-01

A number of instruments used as de-facto standards for measuring particle size distributions are actually incapable of uniquely determining the size of an individual particle. This is due to non-unique or non-monotonic response functions. Optical particle counters have non monotonic response due to oscillations in the Mie response curves, especially for large aerosol and small cloud droplets. Scanning mobility particle sizers respond identically to two particles where the ratio of particle size to particle charge is approximately the same. Images of two differently sized cloud or precipitation particles taken by an optical array probe can have similar dimensions or shadowed area depending upon where they are in the imaging plane. A number of methods exist to deal with these issues, including assuming that positive and negative errors cancel, smoothing response curves, integrating regions in measurement space before conversion to size space and matrix inversion. Matrix inversion (also called kernel inversion) has the advantage that it determines the size distribution which best matches the observations, given specific information about the instrument (a matrix which specifies the probability that a particle of a given size will be measured in a given instrument size bin). In this way it maximises use of the information in the measurements. However this technique can be confused by poor counting statistics which can cause erroneous results and negative concentrations. Also an effective method for propagating uncertainties is yet to be published or routinely implemented. Her we present a new alternative which overcomes these issues. We use Bayesian methods to determine the probability that a given size distribution is correct given a set of instrument data and then we use Markov Chain Monte Carlo methods to sample this many dimensional probability distribution function to determine the expectation and (co)variances - hence providing a best guess and an uncertainty for the size distribution which includes contributions from the non-unique response curve, counting statistics and can propagate calibration uncertainties.

Distributed micro-releases of bioterror pathogens : threat characterizations and epidemiology from uncertain patient observables.

DOE Office of Scientific and Technical Information (OSTI.GOV)

Wolf, Michael M.; Marzouk, Youssef M.; Adams, Brian M.

2008-10-01

Terrorist attacks using an aerosolized pathogen preparation have gained credibility as a national security concern since the anthrax attacks of 2001. The ability to characterize the parameters of such attacks, i.e., to estimate the number of people infected, the time of infection, the average dose received, and the rate of disease spread in contemporary American society (for contagious diseases), is important when planning a medical response. For non-contagious diseases, we address the characterization problem by formulating a Bayesian inverse problem predicated on a short time-series of diagnosed patients exhibiting symptoms. To keep the approach relevant for response planning, we limitmore » ourselves to 3.5 days of data. In computational tests performed for anthrax, we usually find these observation windows sufficient, especially if the outbreak model employed in the inverse problem is accurate. For contagious diseases, we formulated a Bayesian inversion technique to infer both pathogenic transmissibility and the social network from outbreak observations, ensuring that the two determinants of spreading are identified separately. We tested this technique on data collected from a 1967 smallpox epidemic in Abakaliki, Nigeria. We inferred, probabilistically, different transmissibilities in the structured Abakaliki population, the social network, and the chain of transmission. Finally, we developed an individual-based epidemic model to realistically simulate the spread of a rare (or eradicated) disease in a modern society. This model incorporates the mixing patterns observed in an (American) urban setting and accepts, as model input, pathogenic transmissibilities estimated from historical outbreaks that may have occurred in socio-economic environments with little resemblance to contemporary society. Techniques were also developed to simulate disease spread on static and sampled network reductions of the dynamic social networks originally in the individual-based model, yielding faster, though approximate, network-based epidemic models. These reduced-order models are useful in scenario analysis for medical response planning, as well as in computationally intensive inverse problems.« less

Generalized Uncertainty Quantification for Linear Inverse Problems in X-ray Imaging

DOE Office of Scientific and Technical Information (OSTI.GOV)

Fowler, Michael James

2014-04-25

In industrial and engineering applications, X-ray radiography has attained wide use as a data collection protocol for the assessment of material properties in cases where direct observation is not possible. The direct measurement of nuclear materials, particularly when they are under explosive or implosive loading, is not feasible, and radiography can serve as a useful tool for obtaining indirect measurements. In such experiments, high energy X-rays are pulsed through a scene containing material of interest, and a detector records a radiograph by measuring the radiation that is not attenuated in the scene. One approach to the analysis of these radiographsmore » is to model the imaging system as an operator that acts upon the object being imaged to produce a radiograph. In this model, the goal is to solve an inverse problem to reconstruct the values of interest in the object, which are typically material properties such as density or areal density. The primary objective in this work is to provide quantitative solutions with uncertainty estimates for three separate applications in X-ray radiography: deconvolution, Abel inversion, and radiation spot shape reconstruction. For each problem, we introduce a new hierarchical Bayesian model for determining a posterior distribution on the unknowns and develop efficient Markov chain Monte Carlo (MCMC) methods for sampling from the posterior. A Poisson likelihood, based on a noise model for photon counts at the detector, is combined with a prior tailored to each application: an edge-localizing prior for deconvolution; a smoothing prior with non-negativity constraints for spot reconstruction; and a full covariance sampling prior based on a Wishart hyperprior for Abel inversion. After developing our methods in a general setting, we demonstrate each model on both synthetically generated datasets, including those from a well known radiation transport code, and real high energy radiographs taken at two U. S. Department of Energy laboratories.« less

Estimation of Regional Carbon Balance from Atmospheric Observations

NASA Astrophysics Data System (ADS)

Denning, S.; Uliasz, M.; Skidmore, J.

2002-12-01

Variations in the concentration of CO2 and other trace gases in time and space contain information about sources and sinks at regional scales. Several methods have been developed to quantitatively extract this information from atmospheric measurements. Mass-balance techniques depend on the ability to repeatedly sample the same mass of air, which involves careful attention to airmass trajectories. Inverse and adjoint techniques rely on decomposition of the source field into quasi-independent "basis functions" that are propagated through transport models and then used to synthesize optimal linear combinations that best match observations. A recently proposed method for regional flux estimation from continuous measurements at tall towers relies on time-mean vertical gradients, and requires careful trajectory analysis to map the estimates onto regional ecosystems. Each of these techniques is likely to be applied to measurements made during the North American Carbon Program. We have also explored the use of Bayesian synthesis inversion at regional scales, using a Lagrangian particle dispersion model driven by mesoscale transport fields. Influence functions were calculated for each hypothetical observation in a realistic diurnally-varying flow. These influence functions were then treated as basis functions for the purpose of separate inversions for daytime photosynthesis and 24-hour mean ecosystem respiration. Our results highlight the importance of estimating CO2 fluxes through the lateral boundaries of the model. Respiration fluxes were well constrained by one or two hypothetical towers, regardless of inflow fluxes. Time-varying assimilation fluxes were less well constrained, and much more dependent on knowledge of inflow fluxes. The small net difference between respiration and photosynthesis was the most difficult to determine, being extremely sensitive to knowledge of inflow fluxes. Finally, we explored the feasibility of directly incorporating mid-day concentration values measured at surface-layer flux towers in global inversions for regional surface fluxes. We found that such data would substantially improve the observational constraint on current carbon cycle models, especially if applied selectively to a well-designed subset of the current network of flux towers.

Simultaneous inversion of intrinsic and scattering attenuation parameters incorporating multiple scattering effect

NASA Astrophysics Data System (ADS)

Ogiso, M.

2017-12-01

Heterogeneous attenuation structure is important for not only understanding the earth structure and seismotectonics, but also ground motion prediction. Attenuation of ground motion in high frequency range is often characterized by the distribution of intrinsic and scattering attenuation parameters (intrinsic Q and scattering coefficient). From the viewpoint of ground motion prediction, both intrinsic and scattering attenuation affect the maximum amplitude of ground motion while scattering attenuation also affect the duration time of ground motion. Hence, estimation of both attenuation parameters will lead to sophisticate the ground motion prediction. In this study, we try to estimate both parameters in southwestern Japan in a tomographic manner. We will conduct envelope fitting of seismic coda since coda has sensitivity to both intrinsic attenuation and scattering coefficients. Recently, Takeuchi (2016) successfully calculated differential envelope when these parameters have fluctuations. We adopted his equations to calculate partial derivatives of these parameters since we did not need to assume homogeneous velocity structure. Matrix for inversion of structural parameters would become too huge to solve in a straightforward manner. Hence, we adopted ART-type Bayesian Reconstruction Method (Hirahara, 1998) to project the difference of envelopes to structural parameters iteratively. We conducted checkerboard reconstruction test. We assumed checkerboard pattern of 0.4 degree interval in horizontal direction and 20 km in depth direction. Reconstructed structures well reproduced the assumed pattern in shallower part while not in deeper part. Since the inversion kernel has large sensitivity around source and stations, resolution in deeper part would be limited due to the sparse distribution of earthquakes. To apply the inversion method which described above to actual waveforms, we have to correct the effects of source and site amplification term. We consider these issues to estimate the actual intrinsic and scattering structures of the target region.Acknowledgment We used the waveforms of Hi-net, NIED. This study was supported by the Earthquake Research Institute of the University of Tokyo cooperative research program.

Underworld results as a triple (shopping list, posterior, priors)

NASA Astrophysics Data System (ADS)

Quenette, S. M.; Moresi, L. N.; Abramson, D.

2013-12-01

When studying long-term lithosphere deformation and other such large-scale, spatially distinct and behaviour rich problems, there is a natural trade-off between the meaning of a model, the observations used to validate the model and the ability to compute over this space. For example, many models of varying lithologies, rheological properties and underlying physics may reasonably match (or not match) observables. To compound this problem, each realisation is computationally intensive, requiring high resolution, algorithm tuning and code tuning to contemporary computer hardware. It is often intractable to use sampling based assimilation methods, but with better optimisation, the window of tractability becomes wider. The ultimate goal is to find a sweet-spot where a formal assimilation method is used, and where a model affines to observations. Its natural to think of this as an inverse problem, in which the underlying physics may be fixed and the rheological properties and possibly the lithologies themselves are unknown. What happens when we push this approach and treat some portion of the underlying physics as an unknown? At its extreme this is an intractable problem. However, there is an analogy here with how we develop software for these scientific problems. What happens when we treat the changing part of a largely complete code as an unknown, where the changes are working towards this sweet-spot? When posed as a Bayesian inverse problem the result is a triple - the model changes, the real priors and the real posterior. Not only does this give meaning to the process by which a code changes, it forms a mathematical bridge from an inverse problem to compiler optimisations given such changes. As a stepping stone example we show a regional scale heat flow model with constraining observations, and the inverse process including increasingly complexity in the software. The implementation uses Underworld-GT (Underworld plus research extras to import geology and export geothermic measures, etc). Underworld uses StGermain an early (partial) implementation of the theories described here.

Sequential Probability Ratio Test for Collision Avoidance Maneuver Decisions

NASA Technical Reports Server (NTRS)

Carpenter, J. Russell; Markley, F. Landis

2010-01-01

When facing a conjunction between space objects, decision makers must chose whether to maneuver for collision avoidance or not. We apply a well-known decision procedure, the sequential probability ratio test, to this problem. We propose two approaches to the problem solution, one based on a frequentist method, and the other on a Bayesian method. The frequentist method does not require any prior knowledge concerning the conjunction, while the Bayesian method assumes knowledge of prior probability densities. Our results show that both methods achieve desired missed detection rates, but the frequentist method's false alarm performance is inferior to the Bayesian method's

Constraining climate sensitivity and continental versus seafloor weathering using an inverse geological carbon cycle model.

PubMed

Krissansen-Totton, Joshua; Catling, David C

2017-05-22

The relative influences of tectonics, continental weathering and seafloor weathering in controlling the geological carbon cycle are unknown. Here we develop a new carbon cycle model that explicitly captures the kinetics of seafloor weathering to investigate carbon fluxes and the evolution of atmospheric CO 2 and ocean pH since 100 Myr ago. We compare model outputs to proxy data, and rigorously constrain model parameters using Bayesian inverse methods. Assuming our forward model is an accurate representation of the carbon cycle, to fit proxies the temperature dependence of continental weathering must be weaker than commonly assumed. We find that 15-31 °C (1σ) surface warming is required to double the continental weathering flux, versus 3-10 °C in previous work. In addition, continental weatherability has increased 1.7-3.3 times since 100 Myr ago, demanding explanation by uplift and sea-level changes. The average Earth system climate sensitivity is  K (1σ) per CO 2 doubling, which is notably higher than fast-feedback estimates. These conclusions are robust to assumptions about outgassing, modern fluxes and seafloor weathering kinetics.

Constraining climate sensitivity and continental versus seafloor weathering using an inverse geological carbon cycle model

PubMed Central

Krissansen-Totton, Joshua; Catling, David C.

2017-01-01

The relative influences of tectonics, continental weathering and seafloor weathering in controlling the geological carbon cycle are unknown. Here we develop a new carbon cycle model that explicitly captures the kinetics of seafloor weathering to investigate carbon fluxes and the evolution of atmospheric CO2 and ocean pH since 100 Myr ago. We compare model outputs to proxy data, and rigorously constrain model parameters using Bayesian inverse methods. Assuming our forward model is an accurate representation of the carbon cycle, to fit proxies the temperature dependence of continental weathering must be weaker than commonly assumed. We find that 15–31 °C (1σ) surface warming is required to double the continental weathering flux, versus 3–10 °C in previous work. In addition, continental weatherability has increased 1.7–3.3 times since 100 Myr ago, demanding explanation by uplift and sea-level changes. The average Earth system climate sensitivity is  K (1σ) per CO2 doubling, which is notably higher than fast-feedback estimates. These conclusions are robust to assumptions about outgassing, modern fluxes and seafloor weathering kinetics. PMID:28530231

On the Empirical Importance of the Conditional Skewness Assumption in Modelling the Relationship between Risk and Return

NASA Astrophysics Data System (ADS)

Pipień, M.

2008-09-01

We present the results of an application of Bayesian inference in testing the relation between risk and return on the financial instruments. On the basis of the Intertemporal Capital Asset Pricing Model, proposed by Merton we built a general sampling distribution suitable in analysing this relationship. The most important feature of our assumptions is that the skewness of the conditional distribution of returns is used as an alternative source of relation between risk and return. This general specification relates to Skewed Generalized Autoregressive Conditionally Heteroscedastic-in-Mean model. In order to make conditional distribution of financial returns skewed we considered the unified approach based on the inverse probability integral transformation. In particular, we applied hidden truncation mechanism, inverse scale factors, order statistics concept, Beta and Bernstein distribution transformations and also a constructive method. Based on the daily excess returns on the Warsaw Stock Exchange Index we checked the empirical importance of the conditional skewness assumption on the relation between risk and return on the Warsaw Stock Market. We present posterior probabilities of all competing specifications as well as the posterior analysis of the positive sign of the tested relationship.

Informative priors on fetal fraction increase power of the noninvasive prenatal screen.

PubMed

Xu, Hanli; Wang, Shaowei; Ma, Lin-Lin; Huang, Shuai; Liang, Lin; Liu, Qian; Liu, Yang-Yang; Liu, Ke-Di; Tan, Ze-Min; Ban, Hao; Guan, Yongtao; Lu, Zuhong

2017-11-09

PurposeNoninvasive prenatal screening (NIPS) sequences a mixture of the maternal and fetal cell-free DNA. Fetal trisomy can be detected by examining chromosomal dosages estimated from sequencing reads. The traditional method uses the Z-test, which compares a subject against a set of euploid controls, where the information of fetal fraction is not fully utilized. Here we present a Bayesian method that leverages informative priors on the fetal fraction.MethodOur Bayesian method combines the Z-test likelihood and informative priors of the fetal fraction, which are learned from the sex chromosomes, to compute Bayes factors. Bayesian framework can account for nongenetic risk factors through the prior odds, and our method can report individual positive/negative predictive values.ResultsOur Bayesian method has more power than the Z-test method. We analyzed 3,405 NIPS samples and spotted at least 9 (of 51) possible Z-test false positives.ConclusionBayesian NIPS is more powerful than the Z-test method, is able to account for nongenetic risk factors through prior odds, and can report individual positive/negative predictive values.Genetics in Medicine advance online publication, 9 November 2017; doi:10.1038/gim.2017.186.

Comparison of spatiotemporal prediction models of daily exposure of individuals to ambient nitrogen dioxide and ozone in Montreal, Canada.

PubMed

Buteau, Stephane; Hatzopoulou, Marianne; Crouse, Dan L; Smargiassi, Audrey; Burnett, Richard T; Logan, Travis; Cavellin, Laure Deville; Goldberg, Mark S

2017-07-01

In previous studies investigating the short-term health effects of ambient air pollution the exposure metric that is often used is the daily average across monitors, thus assuming that all individuals have the same daily exposure. Studies that incorporate space-time exposures of individuals are essential to further our understanding of the short-term health effects of ambient air pollution. As part of a longitudinal cohort study of the acute effects of air pollution that incorporated subject-specific information and medical histories of subjects throughout the follow-up, the purpose of this study was to develop and compare different prediction models using data from fixed-site monitors and other monitoring campaigns to estimate daily, spatially-resolved concentrations of ozone (O 3 ) and nitrogen dioxide (NO 2 ) of participants' residences in Montreal, 1991-2002. We used the following methods to predict spatially-resolved daily concentrations of O 3 and NO 2 for each geographic region in Montreal (defined by three-character postal code areas): (1) assigning concentrations from the nearest monitor; (2) spatial interpolation using inverse-distance weighting; (3) back-extrapolation from a land-use regression model from a dense monitoring survey, and; (4) a combination of a land-use and Bayesian maximum entropy model. We used a variety of indices of agreement to compare estimates of exposure assigned from the different methods, notably scatterplots of pairwise predictions, distribution of differences and computation of the absolute agreement intraclass correlation (ICC). For each pairwise prediction, we also produced maps of the ICCs by these regions indicating the spatial variability in the degree of agreement. We found some substantial differences in agreement across pairs of methods in daily mean predicted concentrations of O 3 and NO 2 . On a given day and postal code area the difference in the concentration assigned could be as high as 131ppb for O 3 and 108ppb for NO 2 . For both pollutants, better agreement was found between predictions from the nearest monitor and the inverse-distance weighting interpolation methods, with ICCs of 0.89 (95% confidence interval (CI): 0.89, 0.89) for O 3 and 0.81 (95%CI: 0.80, 0.81) for NO 2 , respectively. For this pair of methods the maximum difference on a given day and postal code area was 36ppb for O 3 and 74ppb for NO 2 . The back-extrapolation method showed a higher degree of disagreement with the nearest monitor approach, inverse-distance weighting interpolation, and the Bayesian maximum entropy model, which were strongly constrained by the sparse monitoring network. The maps showed that the patterns of agreement differed across the postal code areas and the variability depended on the pair of methods compared and the pollutants. For O 3 , but not NO 2 , postal areas showing greater disagreement were mostly located near the city centre and along highways, especially in maps involving the back-extrapolation method. In view of the substantial differences in daily concentrations of O 3 and NO 2 predicted by the different methods, we suggest that analyses of the health effects from air pollution should make use of multiple exposure assessment methods. Although we cannot make any recommendations as to which is the most valid method, models that make use of higher spatially resolved data, such as from dense exposure surveys or from high spatial resolution satellite data, likely provide the most valid estimates. Copyright © 2017 Elsevier Inc. All rights reserved.

Determination of confidence limits for experiments with low numbers of counts. [Poisson-distributed photon counts from astrophysical sources

NASA Technical Reports Server (NTRS)

Kraft, Ralph P.; Burrows, David N.; Nousek, John A.

1991-01-01

Two different methods, classical and Bayesian, for determining confidence intervals involving Poisson-distributed data are compared. Particular consideration is given to cases where the number of counts observed is small and is comparable to the mean number of background counts. Reasons for preferring the Bayesian over the classical method are given. Tables of confidence limits calculated by the Bayesian method are provided for quick reference.

Comparison between the basic least squares and the Bayesian approach for elastic constants identification

NASA Astrophysics Data System (ADS)

Gogu, C.; Haftka, R.; LeRiche, R.; Molimard, J.; Vautrin, A.; Sankar, B.

2008-11-01

The basic formulation of the least squares method, based on the L2 norm of the misfit, is still widely used today for identifying elastic material properties from experimental data. An alternative statistical approach is the Bayesian method. We seek here situations with significant difference between the material properties found by the two methods. For a simple three bar truss example we illustrate three such situations in which the Bayesian approach leads to more accurate results: different magnitude of the measurements, different uncertainty in the measurements and correlation among measurements. When all three effects add up, the Bayesian approach can have a large advantage. We then compared the two methods for identification of elastic constants from plate vibration natural frequencies.

Bayesian methods in reliability

NASA Astrophysics Data System (ADS)

Sander, P.; Badoux, R.

1991-11-01

The present proceedings from a course on Bayesian methods in reliability encompasses Bayesian statistical methods and their computational implementation, models for analyzing censored data from nonrepairable systems, the traits of repairable systems and growth models, the use of expert judgment, and a review of the problem of forecasting software reliability. Specific issues addressed include the use of Bayesian methods to estimate the leak rate of a gas pipeline, approximate analyses under great prior uncertainty, reliability estimation techniques, and a nonhomogeneous Poisson process. Also addressed are the calibration sets and seed variables of expert judgment systems for risk assessment, experimental illustrations of the use of expert judgment for reliability testing, and analyses of the predictive quality of software-reliability growth models such as the Weibull order statistics.

A Bayesian Modeling Approach for Estimation of a Shape-Free Groundwater Age Distribution using Multiple Tracers

DOE PAGES

Massoudieh, Arash; Visser, Ate; Sharifi, Soroosh; ...

2013-10-15

The mixing of groundwaters with different ages in aquifers, groundwater age is more appropriately represented by a distribution rather than a scalar number. To infer a groundwater age distribution from environmental tracers, a mathematical form is often assumed for the shape of the distribution and the parameters of the mathematical distribution are estimated using deterministic or stochastic inverse methods. We found that the prescription of the mathematical form limits the exploration of the age distribution to the shapes that can be described by the selected distribution. In this paper, the use of freeform histograms as groundwater age distributions is evaluated.more » A Bayesian Markov Chain Monte Carlo approach is used to estimate the fraction of groundwater in each histogram bin. This method was able to capture the shape of a hypothetical gamma distribution from the concentrations of four age tracers. The number of bins that can be considered in this approach is limited based on the number of tracers available. The histogram method was also tested on tracer data sets from Holten (The Netherlands; 3H, 3He, 85Kr, 39Ar) and the La Selva Biological Station (Costa-Rica; SF 6, CFCs, 3H, 4He and 14C), and compared to a number of mathematical forms. According to standard Bayesian measures of model goodness, the best mathematical distribution performs better than the histogram distributions in terms of the ability to capture the observed tracer data relative to their complexity. Among the histogram distributions, the four bin histogram performs better in most of the cases. The Monte Carlo simulations showed strong correlations in the posterior estimates of bin contributions, indicating that these bins cannot be well constrained using the available age tracers. The fact that mathematical forms overall perform better than the freeform histogram does not undermine the benefit of the freeform approach, especially for the cases where a larger amount of observed data is available and when the real groundwater distribution is more complex than can be represented by simple mathematical forms.« less

A Bayesian Modeling Approach for Estimation of a Shape-Free Groundwater Age Distribution using Multiple Tracers

DOE Office of Scientific and Technical Information (OSTI.GOV)

Massoudieh, Arash; Visser, Ate; Sharifi, Soroosh

The mixing of groundwaters with different ages in aquifers, groundwater age is more appropriately represented by a distribution rather than a scalar number. To infer a groundwater age distribution from environmental tracers, a mathematical form is often assumed for the shape of the distribution and the parameters of the mathematical distribution are estimated using deterministic or stochastic inverse methods. We found that the prescription of the mathematical form limits the exploration of the age distribution to the shapes that can be described by the selected distribution. In this paper, the use of freeform histograms as groundwater age distributions is evaluated.more » A Bayesian Markov Chain Monte Carlo approach is used to estimate the fraction of groundwater in each histogram bin. This method was able to capture the shape of a hypothetical gamma distribution from the concentrations of four age tracers. The number of bins that can be considered in this approach is limited based on the number of tracers available. The histogram method was also tested on tracer data sets from Holten (The Netherlands; 3H, 3He, 85Kr, 39Ar) and the La Selva Biological Station (Costa-Rica; SF 6, CFCs, 3H, 4He and 14C), and compared to a number of mathematical forms. According to standard Bayesian measures of model goodness, the best mathematical distribution performs better than the histogram distributions in terms of the ability to capture the observed tracer data relative to their complexity. Among the histogram distributions, the four bin histogram performs better in most of the cases. The Monte Carlo simulations showed strong correlations in the posterior estimates of bin contributions, indicating that these bins cannot be well constrained using the available age tracers. The fact that mathematical forms overall perform better than the freeform histogram does not undermine the benefit of the freeform approach, especially for the cases where a larger amount of observed data is available and when the real groundwater distribution is more complex than can be represented by simple mathematical forms.« less

A Bayesian geostatistical approach for evaluating the uncertainty of contaminant mass discharges from point sources

NASA Astrophysics Data System (ADS)

Troldborg, M.; Nowak, W.; Binning, P. J.; Bjerg, P. L.

2012-12-01

Estimates of mass discharge (mass/time) are increasingly being used when assessing risks of groundwater contamination and designing remedial systems at contaminated sites. Mass discharge estimates are, however, prone to rather large uncertainties as they integrate uncertain spatial distributions of both concentration and groundwater flow velocities. For risk assessments or any other decisions that are being based on mass discharge estimates, it is essential to address these uncertainties. We present a novel Bayesian geostatistical approach for quantifying the uncertainty of the mass discharge across a multilevel control plane. The method decouples the flow and transport simulation and has the advantage of avoiding the heavy computational burden of three-dimensional numerical flow and transport simulation coupled with geostatistical inversion. It may therefore be of practical relevance to practitioners compared to existing methods that are either too simple or computationally demanding. The method is based on conditional geostatistical simulation and accounts for i) heterogeneity of both the flow field and the concentration distribution through Bayesian geostatistics (including the uncertainty in covariance functions), ii) measurement uncertainty, and iii) uncertain source zone geometry and transport parameters. The method generates multiple equally likely realizations of the spatial flow and concentration distribution, which all honour the measured data at the control plane. The flow realizations are generated by analytical co-simulation of the hydraulic conductivity and the hydraulic gradient across the control plane. These realizations are made consistent with measurements of both hydraulic conductivity and head at the site. An analytical macro-dispersive transport solution is employed to simulate the mean concentration distribution across the control plane, and a geostatistical model of the Box-Cox transformed concentration data is used to simulate observed deviations from this mean solution. By combining the flow and concentration realizations, a mass discharge probability distribution is obtained. Tests show that the decoupled approach is both efficient and able to provide accurate uncertainty estimates. The method is demonstrated on a Danish field site contaminated with chlorinated ethenes. For this site, we show that including a physically meaningful concentration trend and the co-simulation of hydraulic conductivity and hydraulic gradient across the transect helps constrain the mass discharge uncertainty. The number of sampling points required for accurate mass discharge estimation and the relative influence of different data types on mass discharge uncertainty is discussed.

An introduction to Bayesian statistics in health psychology.

PubMed

Depaoli, Sarah; Rus, Holly M; Clifton, James P; van de Schoot, Rens; Tiemensma, Jitske

2017-09-01

The aim of the current article is to provide a brief introduction to Bayesian statistics within the field of health psychology. Bayesian methods are increasing in prevalence in applied fields, and they have been shown in simulation research to improve the estimation accuracy of structural equation models, latent growth curve (and mixture) models, and hierarchical linear models. Likewise, Bayesian methods can be used with small sample sizes since they do not rely on large sample theory. In this article, we discuss several important components of Bayesian statistics as they relate to health-based inquiries. We discuss the incorporation and impact of prior knowledge into the estimation process and the different components of the analysis that should be reported in an article. We present an example implementing Bayesian estimation in the context of blood pressure changes after participants experienced an acute stressor. We conclude with final thoughts on the implementation of Bayesian statistics in health psychology, including suggestions for reviewing Bayesian manuscripts and grant proposals. We have also included an extensive amount of online supplementary material to complement the content presented here, including Bayesian examples using many different software programmes and an extensive sensitivity analysis examining the impact of priors.

Bayesian dose-response analysis for epidemiological studies with complex uncertainty in dose estimation.

PubMed

Kwon, Deukwoo; Hoffman, F Owen; Moroz, Brian E; Simon, Steven L

2016-02-10

Most conventional risk analysis methods rely on a single best estimate of exposure per person, which does not allow for adjustment for exposure-related uncertainty. Here, we propose a Bayesian model averaging method to properly quantify the relationship between radiation dose and disease outcomes by accounting for shared and unshared uncertainty in estimated dose. Our Bayesian risk analysis method utilizes multiple realizations of sets (vectors) of doses generated by a two-dimensional Monte Carlo simulation method that properly separates shared and unshared errors in dose estimation. The exposure model used in this work is taken from a study of the risk of thyroid nodules among a cohort of 2376 subjects who were exposed to fallout from nuclear testing in Kazakhstan. We assessed the performance of our method through an extensive series of simulations and comparisons against conventional regression risk analysis methods. When the estimated doses contain relatively small amounts of uncertainty, the Bayesian method using multiple a priori plausible draws of dose vectors gave similar results to the conventional regression-based methods of dose-response analysis. However, when large and complex mixtures of shared and unshared uncertainties are present, the Bayesian method using multiple dose vectors had significantly lower relative bias than conventional regression-based risk analysis methods and better coverage, that is, a markedly increased capability to include the true risk coefficient within the 95% credible interval of the Bayesian-based risk estimate. An evaluation of the dose-response using our method is presented for an epidemiological study of thyroid disease following radiation exposure. Copyright © 2015 John Wiley & Sons, Ltd.

Bayesian selection of misspecified models is overconfident and may cause spurious posterior probabilities for phylogenetic trees.

PubMed

Yang, Ziheng; Zhu, Tianqi

2018-02-20

The Bayesian method is noted to produce spuriously high posterior probabilities for phylogenetic trees in analysis of large datasets, but the precise reasons for this overconfidence are unknown. In general, the performance of Bayesian selection of misspecified models is poorly understood, even though this is of great scientific interest since models are never true in real data analysis. Here we characterize the asymptotic behavior of Bayesian model selection and show that when the competing models are equally wrong, Bayesian model selection exhibits surprising and polarized behaviors in large datasets, supporting one model with full force while rejecting the others. If one model is slightly less wrong than the other, the less wrong model will eventually win when the amount of data increases, but the method may become overconfident before it becomes reliable. We suggest that this extreme behavior may be a major factor for the spuriously high posterior probabilities for evolutionary trees. The philosophical implications of our results to the application of Bayesian model selection to evaluate opposing scientific hypotheses are yet to be explored, as are the behaviors of non-Bayesian methods in similar situations.

Acoustic emission based damage localization in composites structures using Bayesian identification

NASA Astrophysics Data System (ADS)

Kundu, A.; Eaton, M. J.; Al-Jumali, S.; Sikdar, S.; Pullin, R.

2017-05-01

Acoustic emission based damage detection in composite structures is based on detection of ultra high frequency packets of acoustic waves emitted from damage sources (such as fibre breakage, fatigue fracture, amongst others) with a network of distributed sensors. This non-destructive monitoring scheme requires solving an inverse problem where the measured signals are linked back to the location of the source. This in turn enables rapid deployment of mitigative measures. The presence of significant amount of uncertainty associated with the operating conditions and measurements makes the problem of damage identification quite challenging. The uncertainties stem from the fact that the measured signals are affected by the irregular geometries, manufacturing imprecision, imperfect boundary conditions, existing damages/structural degradation, amongst others. This work aims to tackle these uncertainties within a framework of automated probabilistic damage detection. The method trains a probabilistic model of the parametrized input and output model of the acoustic emission system with experimental data to give probabilistic descriptors of damage locations. A response surface modelling the acoustic emission as a function of parametrized damage signals collected from sensors would be calibrated with a training dataset using Bayesian inference. This is used to deduce damage locations in the online monitoring phase. During online monitoring, the spatially correlated time data is utilized in conjunction with the calibrated acoustic emissions model to infer the probabilistic description of the acoustic emission source within a hierarchical Bayesian inference framework. The methodology is tested on a composite structure consisting of carbon fibre panel with stiffeners and damage source behaviour has been experimentally simulated using standard H-N sources. The methodology presented in this study would be applicable in the current form to structural damage detection under varying operational loads and would be investigated in future studies.

Advances in the microrheology of complex fluids

NASA Astrophysics Data System (ADS)

Waigh, Thomas Andrew

2016-07-01

New developments in the microrheology of complex fluids are considered. Firstly the requirements for a simple modern particle tracking microrheology experiment are introduced, the error analysis methods associated with it and the mathematical techniques required to calculate the linear viscoelasticity. Progress in microrheology instrumentation is then described with respect to detectors, light sources, colloidal probes, magnetic tweezers, optical tweezers, diffusing wave spectroscopy, optical coherence tomography, fluorescence correlation spectroscopy, elastic- and quasi-elastic scattering techniques, 3D tracking, single molecule methods, modern microscopy methods and microfluidics. New theoretical techniques are also reviewed such as Bayesian analysis, oversampling, inversion techniques, alternative statistical tools for tracks (angular correlations, first passage probabilities, the kurtosis, motor protein step segmentation etc), issues in micro/macro rheological agreement and two particle methodologies. Applications where microrheology has begun to make some impact are also considered including semi-flexible polymers, gels, microorganism biofilms, intracellular methods, high frequency viscoelasticity, comb polymers, active motile fluids, blood clots, colloids, granular materials, polymers, liquid crystals and foods. Two large emergent areas of microrheology, non-linear microrheology and surface microrheology are also discussed.

Applying Bayesian statistics to the study of psychological trauma: A suggestion for future research.

PubMed

Yalch, Matthew M

2016-03-01

Several contemporary researchers have noted the virtues of Bayesian methods of data analysis. Although debates continue about whether conventional or Bayesian statistics is the "better" approach for researchers in general, there are reasons why Bayesian methods may be well suited to the study of psychological trauma in particular. This article describes how Bayesian statistics offers practical solutions to the problems of data non-normality, small sample size, and missing data common in research on psychological trauma. After a discussion of these problems and the effects they have on trauma research, this article explains the basic philosophical and statistical foundations of Bayesian statistics and how it provides solutions to these problems using an applied example. Results of the literature review and the accompanying example indicates the utility of Bayesian statistics in addressing problems common in trauma research. Bayesian statistics provides a set of methodological tools and a broader philosophical framework that is useful for trauma researchers. Methodological resources are also provided so that interested readers can learn more. (c) 2016 APA, all rights reserved).

Bayesian data analysis for newcomers.

PubMed

Kruschke, John K; Liddell, Torrin M

2018-02-01

This article explains the foundational concepts of Bayesian data analysis using virtually no mathematical notation. Bayesian ideas already match your intuitions from everyday reasoning and from traditional data analysis. Simple examples of Bayesian data analysis are presented that illustrate how the information delivered by a Bayesian analysis can be directly interpreted. Bayesian approaches to null-value assessment are discussed. The article clarifies misconceptions about Bayesian methods that newcomers might have acquired elsewhere. We discuss prior distributions and explain how they are not a liability but an important asset. We discuss the relation of Bayesian data analysis to Bayesian models of mind, and we briefly discuss what methodological problems Bayesian data analysis is not meant to solve. After you have read this article, you should have a clear sense of how Bayesian data analysis works and the sort of information it delivers, and why that information is so intuitive and useful for drawing conclusions from data.

Bayes in biological anthropology.

PubMed

Konigsberg, Lyle W; Frankenberg, Susan R

2013-12-01

In this article, we both contend and illustrate that biological anthropologists, particularly in the Americas, often think like Bayesians but act like frequentists when it comes to analyzing a wide variety of data. In other words, while our research goals and perspectives are rooted in probabilistic thinking and rest on prior knowledge, we often proceed to use statistical hypothesis tests and confidence interval methods unrelated (or tenuously related) to the research questions of interest. We advocate for applying Bayesian analyses to a number of different bioanthropological questions, especially since many of the programming and computational challenges to doing so have been overcome in the past two decades. To facilitate such applications, this article explains Bayesian principles and concepts, and provides concrete examples of Bayesian computer simulations and statistics that address questions relevant to biological anthropology, focusing particularly on bioarchaeology and forensic anthropology. It also simultaneously reviews the use of Bayesian methods and inference within the discipline to date. This article is intended to act as primer to Bayesian methods and inference in biological anthropology, explaining the relationships of various methods to likelihoods or probabilities and to classical statistical models. Our contention is not that traditional frequentist statistics should be rejected outright, but that there are many situations where biological anthropology is better served by taking a Bayesian approach. To this end it is hoped that the examples provided in this article will assist researchers in choosing from among the broad array of statistical methods currently available. Copyright © 2013 Wiley Periodicals, Inc.

iSEDfit: Bayesian spectral energy distribution modeling of galaxies

NASA Astrophysics Data System (ADS)

Moustakas, John

2017-08-01

iSEDfit uses Bayesian inference to extract the physical properties of galaxies from their observed broadband photometric spectral energy distribution (SED). In its default mode, the inputs to iSEDfit are the measured photometry (fluxes and corresponding inverse variances) and a measurement of the galaxy redshift. Alternatively, iSEDfit can be used to estimate photometric redshifts from the input photometry alone. After the priors have been specified, iSEDfit calculates the marginalized posterior probability distributions for the physical parameters of interest, including the stellar mass, star-formation rate, dust content, star formation history, and stellar metallicity. iSEDfit also optionally computes K-corrections and produces multiple "quality assurance" (QA) plots at each stage of the modeling procedure to aid in the interpretation of the prior parameter choices and subsequent fitting results. The software is distributed as part of the impro IDL suite.

Careful with Those Priors: A Note on Bayesian Estimation in Two-Parameter Logistic Item Response Theory Models

ERIC Educational Resources Information Center

Marcoulides, Katerina M.

2018-01-01

This study examined the use of Bayesian analysis methods for the estimation of item parameters in a two-parameter logistic item response theory model. Using simulated data under various design conditions with both informative and non-informative priors, the parameter recovery of Bayesian analysis methods were examined. Overall results showed that…

Tree Biomass Estimation of Chinese fir (Cunninghamia lanceolata) Based on Bayesian Method

PubMed Central

Zhang, Jianguo

2013-01-01

Chinese fir (Cunninghamia lanceolata (Lamb.) Hook.) is the most important conifer species for timber production with huge distribution area in southern China. Accurate estimation of biomass is required for accounting and monitoring Chinese forest carbon stocking. In the study, allometric equation was used to analyze tree biomass of Chinese fir. The common methods for estimating allometric model have taken the classical approach based on the frequency interpretation of probability. However, many different biotic and abiotic factors introduce variability in Chinese fir biomass model, suggesting that parameters of biomass model are better represented by probability distributions rather than fixed values as classical method. To deal with the problem, Bayesian method was used for estimating Chinese fir biomass model. In the Bayesian framework, two priors were introduced: non-informative priors and informative priors. For informative priors, 32 biomass equations of Chinese fir were collected from published literature in the paper. The parameter distributions from published literature were regarded as prior distributions in Bayesian model for estimating Chinese fir biomass. Therefore, the Bayesian method with informative priors was better than non-informative priors and classical method, which provides a reasonable method for estimating Chinese fir biomass. PMID:24278198

Tree biomass estimation of Chinese fir (Cunninghamia lanceolata) based on Bayesian method.

PubMed

Zhang, Xiongqing; Duan, Aiguo; Zhang, Jianguo

2013-01-01

Chinese fir (Cunninghamia lanceolata (Lamb.) Hook.) is the most important conifer species for timber production with huge distribution area in southern China. Accurate estimation of biomass is required for accounting and monitoring Chinese forest carbon stocking. In the study, allometric equation W = a(D2H)b was used to analyze tree biomass of Chinese fir. The common methods for estimating allometric model have taken the classical approach based on the frequency interpretation of probability. However, many different biotic and abiotic factors introduce variability in Chinese fir biomass model, suggesting that parameters of biomass model are better represented by probability distributions rather than fixed values as classical method. To deal with the problem, Bayesian method was used for estimating Chinese fir biomass model. In the Bayesian framework, two priors were introduced: non-informative priors and informative priors. For informative priors, 32 biomass equations of Chinese fir were collected from published literature in the paper. The parameter distributions from published literature were regarded as prior distributions in Bayesian model for estimating Chinese fir biomass. Therefore, the Bayesian method with informative priors was better than non-informative priors and classical method, which provides a reasonable method for estimating Chinese fir biomass.

Application of a data-mining method based on Bayesian networks to lesion-deficit analysis

NASA Technical Reports Server (NTRS)

Herskovits, Edward H.; Gerring, Joan P.

2003-01-01

Although lesion-deficit analysis (LDA) has provided extensive information about structure-function associations in the human brain, LDA has suffered from the difficulties inherent to the analysis of spatial data, i.e., there are many more variables than subjects, and data may be difficult to model using standard distributions, such as the normal distribution. We herein describe a Bayesian method for LDA; this method is based on data-mining techniques that employ Bayesian networks to represent structure-function associations. These methods are computationally tractable, and can represent complex, nonlinear structure-function associations. When applied to the evaluation of data obtained from a study of the psychiatric sequelae of traumatic brain injury in children, this method generates a Bayesian network that demonstrates complex, nonlinear associations among lesions in the left caudate, right globus pallidus, right side of the corpus callosum, right caudate, and left thalamus, and subsequent development of attention-deficit hyperactivity disorder, confirming and extending our previous statistical analysis of these data. Furthermore, analysis of simulated data indicates that methods based on Bayesian networks may be more sensitive and specific for detecting associations among categorical variables than methods based on chi-square and Fisher exact statistics.

Monte Carlo Bayesian inference on a statistical model of sub-gridcolumn moisture variability using high-resolution cloud observations. Part 2: Sensitivity tests and results

PubMed Central

Norris, Peter M.; da Silva, Arlindo M.

2018-01-01

Part 1 of this series presented a Monte Carlo Bayesian method for constraining a complex statistical model of global circulation model (GCM) sub-gridcolumn moisture variability using high-resolution Moderate Resolution Imaging Spectroradiometer (MODIS) cloud data, thereby permitting parameter estimation and cloud data assimilation for large-scale models. This article performs some basic testing of this new approach, verifying that it does indeed reduce mean and standard deviation biases significantly with respect to the assimilated MODIS cloud optical depth, brightness temperature and cloud-top pressure and that it also improves the simulated rotational–Raman scattering cloud optical centroid pressure (OCP) against independent (non-assimilated) retrievals from the Ozone Monitoring Instrument (OMI). Of particular interest, the Monte Carlo method does show skill in the especially difficult case where the background state is clear but cloudy observations exist. In traditional linearized data assimilation methods, a subsaturated background cannot produce clouds via any infinitesimal equilibrium perturbation, but the Monte Carlo approach allows non-gradient-based jumps into regions of non-zero cloud probability. In the example provided, the method is able to restore marine stratocumulus near the Californian coast, where the background state has a clear swath. This article also examines a number of algorithmic and physical sensitivities of the new method and provides guidance for its cost-effective implementation. One obvious difficulty for the method, and other cloud data assimilation methods as well, is the lack of information content in passive-radiometer-retrieved cloud observables on cloud vertical structure, beyond cloud-top pressure and optical thickness, thus necessitating strong dependence on the background vertical moisture structure. It is found that a simple flow-dependent correlation modification from Riishojgaard provides some help in this respect, by better honouring inversion structures in the background state. PMID:29618848

Monte Carlo Bayesian Inference on a Statistical Model of Sub-Gridcolumn Moisture Variability Using High-Resolution Cloud Observations. Part 2: Sensitivity Tests and Results

NASA Technical Reports Server (NTRS)

Norris, Peter M.; da Silva, Arlindo M.

2016-01-01

Part 1 of this series presented a Monte Carlo Bayesian method for constraining a complex statistical model of global circulation model (GCM) sub-gridcolumn moisture variability using high-resolution Moderate Resolution Imaging Spectroradiometer (MODIS) cloud data, thereby permitting parameter estimation and cloud data assimilation for large-scale models. This article performs some basic testing of this new approach, verifying that it does indeed reduce mean and standard deviation biases significantly with respect to the assimilated MODIS cloud optical depth, brightness temperature and cloud-top pressure and that it also improves the simulated rotational-Raman scattering cloud optical centroid pressure (OCP) against independent (non-assimilated) retrievals from the Ozone Monitoring Instrument (OMI). Of particular interest, the Monte Carlo method does show skill in the especially difficult case where the background state is clear but cloudy observations exist. In traditional linearized data assimilation methods, a subsaturated background cannot produce clouds via any infinitesimal equilibrium perturbation, but the Monte Carlo approach allows non-gradient-based jumps into regions of non-zero cloud probability. In the example provided, the method is able to restore marine stratocumulus near the Californian coast, where the background state has a clear swath. This article also examines a number of algorithmic and physical sensitivities of the new method and provides guidance for its cost-effective implementation. One obvious difficulty for the method, and other cloud data assimilation methods as well, is the lack of information content in passive-radiometer-retrieved cloud observables on cloud vertical structure, beyond cloud-top pressure and optical thickness, thus necessitating strong dependence on the background vertical moisture structure. It is found that a simple flow-dependent correlation modification from Riishojgaard provides some help in this respect, by better honouring inversion structures in the background state.

Monte Carlo Bayesian inference on a statistical model of sub-gridcolumn moisture variability using high-resolution cloud observations. Part 2: Sensitivity tests and results.

PubMed

Norris, Peter M; da Silva, Arlindo M

2016-07-01

Part 1 of this series presented a Monte Carlo Bayesian method for constraining a complex statistical model of global circulation model (GCM) sub-gridcolumn moisture variability using high-resolution Moderate Resolution Imaging Spectroradiometer (MODIS) cloud data, thereby permitting parameter estimation and cloud data assimilation for large-scale models. This article performs some basic testing of this new approach, verifying that it does indeed reduce mean and standard deviation biases significantly with respect to the assimilated MODIS cloud optical depth, brightness temperature and cloud-top pressure and that it also improves the simulated rotational-Raman scattering cloud optical centroid pressure (OCP) against independent (non-assimilated) retrievals from the Ozone Monitoring Instrument (OMI). Of particular interest, the Monte Carlo method does show skill in the especially difficult case where the background state is clear but cloudy observations exist. In traditional linearized data assimilation methods, a subsaturated background cannot produce clouds via any infinitesimal equilibrium perturbation, but the Monte Carlo approach allows non-gradient-based jumps into regions of non-zero cloud probability. In the example provided, the method is able to restore marine stratocumulus near the Californian coast, where the background state has a clear swath. This article also examines a number of algorithmic and physical sensitivities of the new method and provides guidance for its cost-effective implementation. One obvious difficulty for the method, and other cloud data assimilation methods as well, is the lack of information content in passive-radiometer-retrieved cloud observables on cloud vertical structure, beyond cloud-top pressure and optical thickness, thus necessitating strong dependence on the background vertical moisture structure. It is found that a simple flow-dependent correlation modification from Riishojgaard provides some help in this respect, by better honouring inversion structures in the background state.

Decoding of Ankle Flexion and Extension from Cortical Current Sources Estimated from Non-invasive Brain Activity Recording Methods.

PubMed

Mejia Tobar, Alejandra; Hyoudou, Rikiya; Kita, Kahori; Nakamura, Tatsuhiro; Kambara, Hiroyuki; Ogata, Yousuke; Hanakawa, Takashi; Koike, Yasuharu; Yoshimura, Natsue

2017-01-01

The classification of ankle movements from non-invasive brain recordings can be applied to a brain-computer interface (BCI) to control exoskeletons, prosthesis, and functional electrical stimulators for the benefit of patients with walking impairments. In this research, ankle flexion and extension tasks at two force levels in both legs, were classified from cortical current sources estimated by a hierarchical variational Bayesian method, using electroencephalography (EEG) and functional magnetic resonance imaging (fMRI) recordings. The hierarchical prior for the current source estimation from EEG was obtained from activated brain areas and their intensities from an fMRI group (second-level) analysis. The fMRI group analysis was performed on regions of interest defined over the primary motor cortex, the supplementary motor area, and the somatosensory area, which are well-known to contribute to movement control. A sparse logistic regression method was applied for a nine-class classification (eight active tasks and a resting control task) obtaining a mean accuracy of 65.64% for time series of current sources, estimated from the EEG and the fMRI signals using a variational Bayesian method, and a mean accuracy of 22.19% for the classification of the pre-processed of EEG sensor signals, with a chance level of 11.11%. The higher classification accuracy of current sources, when compared to EEG classification accuracy, was attributed to the high number of sources and the different signal patterns obtained in the same vertex for different motor tasks. Since the inverse filter estimation for current sources can be done offline with the present method, the present method is applicable to real-time BCIs. Finally, due to the highly enhanced spatial distribution of current sources over the brain cortex, this method has the potential to identify activation patterns to design BCIs for the control of an affected limb in patients with stroke, or BCIs from motor imagery in patients with spinal cord injury.

The inverse problem of brain energetics: ketone bodies as alternative substrates

NASA Astrophysics Data System (ADS)

Calvetti, D.; Occhipinti, R.; Somersalo, E.

2008-07-01

Little is known about brain energy metabolism under ketosis, although there is evidence that ketone bodies have a neuroprotective role in several neurological disorders. We investigate the inverse problem of estimating reaction fluxes and transport rates in the different cellular compartments of the brain, when the data amounts to a few measured arterial venous concentration differences. By using a recently developed methodology to perform Bayesian Flux Balance Analysis and a new five compartment model of the astrocyte-glutamatergic neuron cellular complex, we are able to identify the preferred biochemical pathways during shortage of glucose and in the presence of ketone bodies in the arterial blood. The analysis is performed in a minimally biased way, therefore revealing the potential of this methodology for hypothesis testing.

Age estimation by assessment of pulp chamber volume: a Bayesian network for the evaluation of dental evidence.

PubMed

Sironi, Emanuele; Taroni, Franco; Baldinotti, Claudio; Nardi, Cosimo; Norelli, Gian-Aristide; Gallidabino, Matteo; Pinchi, Vilma

2017-11-14

The present study aimed to investigate the performance of a Bayesian method in the evaluation of dental age-related evidence collected by means of a geometrical approximation procedure of the pulp chamber volume. Measurement of this volume was based on three-dimensional cone beam computed tomography images. The Bayesian method was applied by means of a probabilistic graphical model, namely a Bayesian network. Performance of that method was investigated in terms of accuracy and bias of the decisional outcomes. Influence of an informed elicitation of the prior belief of chronological age was also studied by means of a sensitivity analysis. Outcomes in terms of accuracy were adequate with standard requirements for forensic adult age estimation. Findings also indicated that the Bayesian method does not show a particular tendency towards under- or overestimation of the age variable. Outcomes of the sensitivity analysis showed that results on estimation are improved with a ration elicitation of the prior probabilities of age.

Water Residence Time estimation by 1D deconvolution in the form of a l2 -regularized inverse problem with smoothness, positivity and causality constraints

NASA Astrophysics Data System (ADS)

Meresescu, Alina G.; Kowalski, Matthieu; Schmidt, Frédéric; Landais, François

2018-06-01

The Water Residence Time distribution is the equivalent of the impulse response of a linear system allowing the propagation of water through a medium, e.g. the propagation of rain water from the top of the mountain towards the aquifers. We consider the output aquifer levels as the convolution between the input rain levels and the Water Residence Time, starting with an initial aquifer base level. The estimation of Water Residence Time is important for a better understanding of hydro-bio-geochemical processes and mixing properties of wetlands used as filters in ecological applications, as well as protecting fresh water sources for wells from pollutants. Common methods of estimating the Water Residence Time focus on cross-correlation, parameter fitting and non-parametric deconvolution methods. Here we propose a 1D full-deconvolution, regularized, non-parametric inverse problem algorithm that enforces smoothness and uses constraints of causality and positivity to estimate the Water Residence Time curve. Compared to Bayesian non-parametric deconvolution approaches, it has a fast runtime per test case; compared to the popular and fast cross-correlation method, it produces a more precise Water Residence Time curve even in the case of noisy measurements. The algorithm needs only one regularization parameter to balance between smoothness of the Water Residence Time and accuracy of the reconstruction. We propose an approach on how to automatically find a suitable value of the regularization parameter from the input data only. Tests on real data illustrate the potential of this method to analyze hydrological datasets.

[Bayesian approach for the cost-effectiveness evaluation of healthcare technologies].

PubMed

Berchialla, Paola; Gregori, Dario; Brunello, Franco; Veltri, Andrea; Petrinco, Michele; Pagano, Eva

2009-01-01

The development of Bayesian statistical methods for the assessment of the cost-effectiveness of health care technologies is reviewed. Although many studies adopt a frequentist approach, several authors have advocated the use of Bayesian methods in health economics. Emphasis has been placed on the advantages of the Bayesian approach, which include: (i) the ability to make more intuitive and meaningful inferences; (ii) the ability to tackle complex problems, such as allowing for the inclusion of patients who generate no cost, thanks to the availability of powerful computational algorithms; (iii) the importance of a full use of quantitative and structural prior information to produce realistic inferences. Much literature comparing the cost-effectiveness of two treatments is based on the incremental cost-effectiveness ratio. However, new methods are arising with the purpose of decision making. These methods are based on a net benefits approach. In the present context, the cost-effectiveness acceptability curves have been pointed out to be intrinsically Bayesian in their formulation. They plot the probability of a positive net benefit against the threshold cost of a unit increase in efficacy.A case study is presented in order to illustrate the Bayesian statistics in the cost-effectiveness analysis. Emphasis is placed on the cost-effectiveness acceptability curves. Advantages and disadvantages of the method described in this paper have been compared to frequentist methods and discussed.

Bayesian forecasting and uncertainty quantifying of stream flows using Metropolis-Hastings Markov Chain Monte Carlo algorithm

NASA Astrophysics Data System (ADS)

Wang, Hongrui; Wang, Cheng; Wang, Ying; Gao, Xiong; Yu, Chen

2017-06-01

This paper presents a Bayesian approach using Metropolis-Hastings Markov Chain Monte Carlo algorithm and applies this method for daily river flow rate forecast and uncertainty quantification for Zhujiachuan River using data collected from Qiaotoubao Gage Station and other 13 gage stations in Zhujiachuan watershed in China. The proposed method is also compared with the conventional maximum likelihood estimation (MLE) for parameter estimation and quantification of associated uncertainties. While the Bayesian method performs similarly in estimating the mean value of daily flow rate, it performs over the conventional MLE method on uncertainty quantification, providing relatively narrower reliable interval than the MLE confidence interval and thus more precise estimation by using the related information from regional gage stations. The Bayesian MCMC method might be more favorable in the uncertainty analysis and risk management.

The Psychology of Bayesian Reasoning

DTIC Science & Technology

2014-10-21

The psychology of Bayesian reasoning David R. Mandel* Socio-Cognitive Systems Section, Defence Research and Development Canada and Department...belief revision, subjective probability, human judgment, psychological methods. Most psychological research on Bayesian reasoning since the 1970s has...attention to some important problems with the conventional approach to studying Bayesian reasoning in psychology that has been dominant since the

Bayesian survival analysis in clinical trials: What methods are used in practice?

PubMed

Brard, Caroline; Le Teuff, Gwénaël; Le Deley, Marie-Cécile; Hampson, Lisa V

2017-02-01

Background Bayesian statistics are an appealing alternative to the traditional frequentist approach to designing, analysing, and reporting of clinical trials, especially in rare diseases. Time-to-event endpoints are widely used in many medical fields. There are additional complexities to designing Bayesian survival trials which arise from the need to specify a model for the survival distribution. The objective of this article was to critically review the use and reporting of Bayesian methods in survival trials. Methods A systematic review of clinical trials using Bayesian survival analyses was performed through PubMed and Web of Science databases. This was complemented by a full text search of the online repositories of pre-selected journals. Cost-effectiveness, dose-finding studies, meta-analyses, and methodological papers using clinical trials were excluded. Results In total, 28 articles met the inclusion criteria, 25 were original reports of clinical trials and 3 were re-analyses of a clinical trial. Most trials were in oncology (n = 25), were randomised controlled (n = 21) phase III trials (n = 13), and half considered a rare disease (n = 13). Bayesian approaches were used for monitoring in 14 trials and for the final analysis only in 14 trials. In the latter case, Bayesian survival analyses were used for the primary analysis in four cases, for the secondary analysis in seven cases, and for the trial re-analysis in three cases. Overall, 12 articles reported fitting Bayesian regression models (semi-parametric, n = 3; parametric, n = 9). Prior distributions were often incompletely reported: 20 articles did not define the prior distribution used for the parameter of interest. Over half of the trials used only non-informative priors for monitoring and the final analysis (n = 12) when it was specified. Indeed, no articles fitting Bayesian regression models placed informative priors on the parameter of interest. The prior for the treatment effect was based on historical data in only four trials. Decision rules were pre-defined in eight cases when trials used Bayesian monitoring, and in only one case when trials adopted a Bayesian approach to the final analysis. Conclusion Few trials implemented a Bayesian survival analysis and few incorporated external data into priors. There is scope to improve the quality of reporting of Bayesian methods in survival trials. Extension of the Consolidated Standards of Reporting Trials statement for reporting Bayesian clinical trials is recommended.

Carbon balance of China constrained by CONTRAIL aircraft CO2 measurements

NASA Astrophysics Data System (ADS)

Jiang, F.; Wang, H. M.; Chen, J. M.; Machida, T.; Zhou, L. X.; Ju, W. M.; Matsueda, H.; Sawa, Y.

2014-09-01

Terrestrial carbon dioxide (CO2) flux estimates in China using atmospheric inversion method are beset with considerable uncertainties because very few atmospheric CO2 concentration measurements are available. In order to improve these estimates, nested atmospheric CO2 inversion during 2002-2008 is performed in this study using passenger aircraft-based CO2 measurements over Eurasia from the Comprehensive Observation Network for Trace gases by Airliner (CONTRAIL) project. The inversion system includes 43 regions with a focus on China, and is based on the Bayesian synthesis approach and the TM5 transport model. The terrestrial ecosystem carbon flux modeled by the Boreal Ecosystems Productivity Simulator (BEPS) model and the ocean exchange simulated by the OPA-PISCES-T model are considered as the prior fluxes. The impacts of CONTRAIL CO2 data on inverted China terrestrial carbon fluxes are quantified, the improvement of the inverted fluxes after adding CONTRAIL CO2 data are rationed against climate factors and evaluated by comparing the simulated atmospheric CO2 concentrations with three independent surface CO2 measurements in China. Results show that with the addition of CONTRAIL CO2 data, the inverted carbon sink in China increases while those in South and Southeast Asia decrease. Meanwhile, the posterior uncertainties over these regions are all reduced (2-12%). CONTRAIL CO2 data also have a large effect on the inter-annual variation of carbon sinks in China, leading to a better correlation between the carbon sink and the annual mean climate factors. Evaluations against the CO2 measurements at three sites in China also show that the CONTRAIL CO2 measurements may have improved the inversion results.

Constraining the Magmatic System at Mount St. Helens (2004-2008) Using Bayesian Inversion With Physics-Based Models Including Gas Escape and Crystallization

DOE Office of Scientific and Technical Information (OSTI.GOV)

Wong, Ying -Qi; Segall, Paul; Bradley, Andrew

Physics-based models of volcanic eruptions track conduit processes as functions of depth and time. When used in inversions, these models permit integration of diverse geological and geophysical data sets to constrain important parameters of magmatic systems. We develop a 1-D steady state conduit model for effusive eruptions including equilibrium crystallization and gas transport through the conduit and compare with the quasi-steady dome growth phase of Mount St. Helens in 2005. Viscosity increase resulting from pressure-dependent crystallization leads to a natural transition from viscous flow to frictional sliding on the conduit margin. Erupted mass flux depends strongly on wall rock andmore » magma permeabilities due to their impact on magma density. Including both lateral and vertical gas transport reveals competing effects that produce nonmonotonic behavior in the mass flux when increasing magma permeability. Using this physics-based model in a Bayesian inversion, we link data sets from Mount St. Helens such as extrusion flux and earthquake depths with petrological data to estimate unknown model parameters, including magma chamber pressure and water content, magma permeability constants, conduit radius, and friction along the conduit walls. Even with this relatively simple model and limited data, we obtain improved constraints on important model parameters. We find that the magma chamber had low (<5 wt %) total volatiles and that the magma permeability scale is well constrained at ~10 –11.4m 2 to reproduce observed dome rock porosities. Here, compared with previous results, higher magma overpressure and lower wall friction are required to compensate for increased viscous resistance while keeping extrusion rate at the observed value.« less

Methane emissions in East Asia for 2000-2011 estimated using an atmospheric Bayesian inversion

NASA Astrophysics Data System (ADS)

Thompson, R. L.; Stohl, A.; Zhou, L. X.; Dlugokencky, E.; Fukuyama, Y.; Tohjima, Y.; Kim, S.-Y.; Lee, H.; Nisbet, E. G.; Fisher, R. E.; Lowry, D.; Weiss, R. F.; Prinn, R. G.; O'Doherty, S.; Young, D.; White, J. W. C.

2015-05-01

We present methane (CH4) emissions for East Asia from a Bayesian inversion of CH4 mole fraction and stable isotope (δ13C-CH4) measurements. Emissions were estimated at monthly resolution from 2000 to 2011. A posteriori, the total emission for East Asia increased from 43 ± 4 to 59 ± 4 Tg yr-1 between 2000 and 2011, owing largely to the increase in emissions from China, from 39 ± 4 to 54 ± 4 Tg yr-1, while emissions in other East Asian countries remained relatively stable. For China, South Korea, and Japan, the total emissions were smaller than the prior estimates (i.e., Emission Database for Global Atmospheric Research 4.2 FT2010 for anthropogenic emissions) by an average of 29%, 20%, and 23%, respectively. For Mongolia, Taiwan, and North Korea, the total emission was less than 2 Tg yr-1 and was not significantly different from the prior. The largest reductions in emissions, compared to the prior, occurred in summer in regions important for rice agriculture suggesting that this source is overestimated in the prior. Furthermore, an analysis of the isotope data suggests that the prior underestimates emissions from landfills and ruminant animals for winter 2010 to spring 2011 (no data available for other times). The inversion also found a lower average emission trend for China, 1.2 Tg yr-1 compared to 2.8 Tg yr-1 in the prior. This trend was not constant, however, and increased significantly after 2005, up to 2.0 Tg yr-1. Overall, the changes in emissions from China explain up to 40% of the increase in global emissions in the 2000s.

Constraining the Magmatic System at Mount St. Helens (2004-2008) Using Bayesian Inversion With Physics-Based Models Including Gas Escape and Crystallization

NASA Astrophysics Data System (ADS)

Wong, Ying-Qi; Segall, Paul; Bradley, Andrew; Anderson, Kyle

2017-10-01

Physics-based models of volcanic eruptions track conduit processes as functions of depth and time. When used in inversions, these models permit integration of diverse geological and geophysical data sets to constrain important parameters of magmatic systems. We develop a 1-D steady state conduit model for effusive eruptions including equilibrium crystallization and gas transport through the conduit and compare with the quasi-steady dome growth phase of Mount St. Helens in 2005. Viscosity increase resulting from pressure-dependent crystallization leads to a natural transition from viscous flow to frictional sliding on the conduit margin. Erupted mass flux depends strongly on wall rock and magma permeabilities due to their impact on magma density. Including both lateral and vertical gas transport reveals competing effects that produce nonmonotonic behavior in the mass flux when increasing magma permeability. Using this physics-based model in a Bayesian inversion, we link data sets from Mount St. Helens such as extrusion flux and earthquake depths with petrological data to estimate unknown model parameters, including magma chamber pressure and water content, magma permeability constants, conduit radius, and friction along the conduit walls. Even with this relatively simple model and limited data, we obtain improved constraints on important model parameters. We find that the magma chamber had low (<5 wt %) total volatiles and that the magma permeability scale is well constrained at ˜10-11.4m2 to reproduce observed dome rock porosities. Compared with previous results, higher magma overpressure and lower wall friction are required to compensate for increased viscous resistance while keeping extrusion rate at the observed value.

Constraining the Magmatic System at Mount St. Helens (2004-2008) Using Bayesian Inversion With Physics-Based Models Including Gas Escape and Crystallization

DOE PAGES

Wong, Ying -Qi; Segall, Paul; Bradley, Andrew; ...

2017-10-04

Physics-based models of volcanic eruptions track conduit processes as functions of depth and time. When used in inversions, these models permit integration of diverse geological and geophysical data sets to constrain important parameters of magmatic systems. We develop a 1-D steady state conduit model for effusive eruptions including equilibrium crystallization and gas transport through the conduit and compare with the quasi-steady dome growth phase of Mount St. Helens in 2005. Viscosity increase resulting from pressure-dependent crystallization leads to a natural transition from viscous flow to frictional sliding on the conduit margin. Erupted mass flux depends strongly on wall rock andmore » magma permeabilities due to their impact on magma density. Including both lateral and vertical gas transport reveals competing effects that produce nonmonotonic behavior in the mass flux when increasing magma permeability. Using this physics-based model in a Bayesian inversion, we link data sets from Mount St. Helens such as extrusion flux and earthquake depths with petrological data to estimate unknown model parameters, including magma chamber pressure and water content, magma permeability constants, conduit radius, and friction along the conduit walls. Even with this relatively simple model and limited data, we obtain improved constraints on important model parameters. We find that the magma chamber had low (<5 wt %) total volatiles and that the magma permeability scale is well constrained at ~10 –11.4m 2 to reproduce observed dome rock porosities. Here, compared with previous results, higher magma overpressure and lower wall friction are required to compensate for increased viscous resistance while keeping extrusion rate at the observed value.« less

Constraining the magmatic system at Mount St. Helens (2004–2008) using Bayesian inversion with physics-based models including gas escape and crystallization

USGS Publications Warehouse

Wong, Ying-Qi; Segall, Paul; Bradley, Andrew; Anderson, Kyle R.

2017-01-01

Physics-based models of volcanic eruptions track conduit processes as functions of depth and time. When used in inversions, these models permit integration of diverse geological and geophysical data sets to constrain important parameters of magmatic systems. We develop a 1-D steady state conduit model for effusive eruptions including equilibrium crystallization and gas transport through the conduit and compare with the quasi-steady dome growth phase of Mount St. Helens in 2005. Viscosity increase resulting from pressure-dependent crystallization leads to a natural transition from viscous flow to frictional sliding on the conduit margin. Erupted mass flux depends strongly on wall rock and magma permeabilities due to their impact on magma density. Including both lateral and vertical gas transport reveals competing effects that produce nonmonotonic behavior in the mass flux when increasing magma permeability. Using this physics-based model in a Bayesian inversion, we link data sets from Mount St. Helens such as extrusion flux and earthquake depths with petrological data to estimate unknown model parameters, including magma chamber pressure and water content, magma permeability constants, conduit radius, and friction along the conduit walls. Even with this relatively simple model and limited data, we obtain improved constraints on important model parameters. We find that the magma chamber had low (<5wt%) total volatiles and that the magma permeability scale is well constrained at ~10-11.4 m2 to reproduce observed dome rock porosities. Compared with previous results, higher magma overpressure and lower wall friction are required to compensate for increased viscous resistance while keeping extrusion rate at the observed value.

Stochastic Inversion of 2D Magnetotelluric Data

DOE Office of Scientific and Technical Information (OSTI.GOV)

Chen, Jinsong

2010-07-01

The algorithm is developed to invert 2D magnetotelluric (MT) data based on sharp boundary parametrization using a Bayesian framework. Within the algorithm, we consider the locations and the resistivity of regions formed by the interfaces are as unknowns. We use a parallel, adaptive finite-element algorithm to forward simulate frequency-domain MT responses of 2D conductivity structure. Those unknown parameters are spatially correlated and are described by a geostatistical model. The joint posterior probability distribution function is explored by Markov Chain Monte Carlo (MCMC) sampling methods. The developed stochastic model is effective for estimating the interface locations and resistivity. Most importantly, itmore » provides details uncertainty information on each unknown parameter. Hardware requirements: PC, Supercomputer, Multi-platform, Workstation; Software requirements C and Fortan; Operation Systems/version is Linux/Unix or Windows« less

3D tomographic reconstruction using geometrical models

NASA Astrophysics Data System (ADS)

Battle, Xavier L.; Cunningham, Gregory S.; Hanson, Kenneth M.

1997-04-01

We address the issue of reconstructing an object of constant interior density in the context of 3D tomography where there is prior knowledge about the unknown shape. We explore the direct estimation of the parameters of a chosen geometrical model from a set of radiographic measurements, rather than performing operations (segmentation for example) on a reconstructed volume. The inverse problem is posed in the Bayesian framework. A triangulated surface describes the unknown shape and the reconstruction is computed with a maximum a posteriori (MAP) estimate. The adjoint differentiation technique computes the derivatives needed for the optimization of the model parameters. We demonstrate the usefulness of the approach and emphasize the techniques of designing forward and adjoint codes. We use the system response of the University of Arizona Fast SPECT imager to illustrate this method by reconstructing the shape of a heart phantom.

Is probabilistic bias analysis approximately Bayesian?

PubMed Central

MacLehose, Richard F.; Gustafson, Paul

2011-01-01

Case-control studies are particularly susceptible to differential exposure misclassification when exposure status is determined following incident case status. Probabilistic bias analysis methods have been developed as ways to adjust standard effect estimates based on the sensitivity and specificity of exposure misclassification. The iterative sampling method advocated in probabilistic bias analysis bears a distinct resemblance to a Bayesian adjustment; however, it is not identical. Furthermore, without a formal theoretical framework (Bayesian or frequentist), the results of a probabilistic bias analysis remain somewhat difficult to interpret. We describe, both theoretically and empirically, the extent to which probabilistic bias analysis can be viewed as approximately Bayesian. While the differences between probabilistic bias analysis and Bayesian approaches to misclassification can be substantial, these situations often involve unrealistic prior specifications and are relatively easy to detect. Outside of these special cases, probabilistic bias analysis and Bayesian approaches to exposure misclassification in case-control studies appear to perform equally well. PMID:22157311

Estimating methane emissions in California's urban and rural regions using multitower observations

DOE PAGES

Jeong, Seongeun; Newman, Sally; Zhang, Jingsong; ...

2016-11-05

Here, we present an analysis of methane (CH 4) emissions using atmospheric observations from 36 thirteen sites in California during June 2013 – May 2014. A hierarchical Bayesian inversion 37 method is used to estimate CH 4 emissions for spatial regions (0.3° pixels for major regions) by 38 comparing measured CH 4 mixing ratios with transport model (WRF-STILT) predictions based 39 on seasonally varying California-specific CH 4 prior emission models. The transport model is 40 assessed using a combination of meteorological and carbon monoxide (CO) measurements 41 coupled with the gridded California Air Resources Board (CARB) carbon monoxide (CO) 42more » emission inventory. Hierarchical Bayesian inversion suggests that state annual anthropogenic 43 CH 4 emissions are 2.42 ± 0.49 Tg CH 4/yr (at 95% confidence, including transport bias 44 uncertainty), higher (1.2 - 1.8 times) than the CARB current inventory (1.64 Tg CH 4/yr in 2013). 45 We note that the estimated CH 4 emissions drop to 1.0 - 1.6 times the CARB inventory if we 46 correct for the 10% median CH 4 emissions assuming the bias in CO analysis is applicable to 47 CH 4. The CH 4 emissions from the Central Valley and urban regions (San Francisco Bay and 48 South Coast Air Basins) account for ~58% and 26% of the total posterior emissions, 49 respectively. This study suggests that the livestock sector is likely the major contributor to the 50 state total CH 4 emissions, in agreement with CARB’s inventory. Attribution to source sectors for 51 sub-regions of California using additional trace gas species would further improve the 52 quantification of California’s CH 4 emissions and mitigation efforts towards the California Global 53 Warming Solutions Act of 2006 (AB-32).« less

Estimating methane emissions in California's urban and rural regions using multitower observations

DOE Office of Scientific and Technical Information (OSTI.GOV)

Jeong, Seongeun; Newman, Sally; Zhang, Jingsong

Here, we present an analysis of methane (CH 4) emissions using atmospheric observations from 36 thirteen sites in California during June 2013 – May 2014. A hierarchical Bayesian inversion 37 method is used to estimate CH 4 emissions for spatial regions (0.3° pixels for major regions) by 38 comparing measured CH 4 mixing ratios with transport model (WRF-STILT) predictions based 39 on seasonally varying California-specific CH 4 prior emission models. The transport model is 40 assessed using a combination of meteorological and carbon monoxide (CO) measurements 41 coupled with the gridded California Air Resources Board (CARB) carbon monoxide (CO) 42more » emission inventory. Hierarchical Bayesian inversion suggests that state annual anthropogenic 43 CH 4 emissions are 2.42 ± 0.49 Tg CH 4/yr (at 95% confidence, including transport bias 44 uncertainty), higher (1.2 - 1.8 times) than the CARB current inventory (1.64 Tg CH 4/yr in 2013). 45 We note that the estimated CH 4 emissions drop to 1.0 - 1.6 times the CARB inventory if we 46 correct for the 10% median CH 4 emissions assuming the bias in CO analysis is applicable to 47 CH 4. The CH 4 emissions from the Central Valley and urban regions (San Francisco Bay and 48 South Coast Air Basins) account for ~58% and 26% of the total posterior emissions, 49 respectively. This study suggests that the livestock sector is likely the major contributor to the 50 state total CH 4 emissions, in agreement with CARB’s inventory. Attribution to source sectors for 51 sub-regions of California using additional trace gas species would further improve the 52 quantification of California’s CH 4 emissions and mitigation efforts towards the California Global 53 Warming Solutions Act of 2006 (AB-32).« less

Stochastic DT-MRI connectivity mapping on the GPU.

PubMed

McGraw, Tim; Nadar, Mariappan

2007-01-01

We present a method for stochastic fiber tract mapping from diffusion tensor MRI (DT-MRI) implemented on graphics hardware. From the simulated fibers we compute a connectivity map that gives an indication of the probability that two points in the dataset are connected by a neuronal fiber path. A Bayesian formulation of the fiber model is given and it is shown that the inversion method can be used to construct plausible connectivity. An implementation of this fiber model on the graphics processing unit (GPU) is presented. Since the fiber paths can be stochastically generated independently of one another, the algorithm is highly parallelizable. This allows us to exploit the data-parallel nature of the GPU fragment processors. We also present a framework for the connectivity computation on the GPU. Our implementation allows the user to interactively select regions of interest and observe the evolving connectivity results during computation. Results are presented from the stochastic generation of over 250,000 fiber steps per iteration at interactive frame rates on consumer-grade graphics hardware.

A Bayesian approach to microwave precipitation profile retrieval

NASA Technical Reports Server (NTRS)

Evans, K. Franklin; Turk, Joseph; Wong, Takmeng; Stephens, Graeme L.

1995-01-01

A multichannel passive microwave precipitation retrieval algorithm is developed. Bayes theorem is used to combine statistical information from numerical cloud models with forward radiative transfer modeling. A multivariate lognormal prior probability distribution contains the covariance information about hydrometeor distribution that resolves the nonuniqueness inherent in the inversion process. Hydrometeor profiles are retrieved by maximizing the posterior probability density for each vector of observations. The hydrometeor profile retrieval method is tested with data from the Advanced Microwave Precipitation Radiometer (10, 19, 37, and 85 GHz) of convection over ocean and land in Florida. The CP-2 multiparameter radar data are used to verify the retrieved profiles. The results show that the method can retrieve approximate hydrometeor profiles, with larger errors over land than water. There is considerably greater accuracy in the retrieval of integrated hydrometeor contents than of profiles. Many of the retrieval errors are traced to problems with the cloud model microphysical information, and future improvements to the algorithm are suggested.

Bayesian forecasting and uncertainty quantifying of stream flows using Metropolis–Hastings Markov Chain Monte Carlo algorithm

DOE PAGES

Wang, Hongrui; Wang, Cheng; Wang, Ying; ...

2017-04-05

This paper presents a Bayesian approach using Metropolis-Hastings Markov Chain Monte Carlo algorithm and applies this method for daily river flow rate forecast and uncertainty quantification for Zhujiachuan River using data collected from Qiaotoubao Gage Station and other 13 gage stations in Zhujiachuan watershed in China. The proposed method is also compared with the conventional maximum likelihood estimation (MLE) for parameter estimation and quantification of associated uncertainties. While the Bayesian method performs similarly in estimating the mean value of daily flow rate, it performs over the conventional MLE method on uncertainty quantification, providing relatively narrower reliable interval than the MLEmore » confidence interval and thus more precise estimation by using the related information from regional gage stations. As a result, the Bayesian MCMC method might be more favorable in the uncertainty analysis and risk management.« less

Accounting for uncertain fault geometry in earthquake source inversions - I: theory and simplified application

NASA Astrophysics Data System (ADS)

Ragon, Théa; Sladen, Anthony; Simons, Mark

2018-05-01

The ill-posed nature of earthquake source estimation derives from several factors including the quality and quantity of available observations and the fidelity of our forward theory. Observational errors are usually accounted for in the inversion process. Epistemic errors, which stem from our simplified description of the forward problem, are rarely dealt with despite their potential to bias the estimate of a source model. In this study, we explore the impact of uncertainties related to the choice of a fault geometry in source inversion problems. The geometry of a fault structure is generally reduced to a set of parameters, such as position, strike and dip, for one or a few planar fault segments. While some of these parameters can be solved for, more often they are fixed to an uncertain value. We propose a practical framework to address this limitation by following a previously implemented method exploring the impact of uncertainties on the elastic properties of our models. We develop a sensitivity analysis to small perturbations of fault dip and position. The uncertainties in fault geometry are included in the inverse problem under the formulation of the misfit covariance matrix that combines both prediction and observation uncertainties. We validate this approach with the simplified case of a fault that extends infinitely along strike, using both Bayesian and optimization formulations of a static inversion. If epistemic errors are ignored, predictions are overconfident in the data and source parameters are not reliably estimated. In contrast, inclusion of uncertainties in fault geometry allows us to infer a robust posterior source model. Epistemic uncertainties can be many orders of magnitude larger than observational errors for great earthquakes (Mw > 8). Not accounting for uncertainties in fault geometry may partly explain observed shallow slip deficits for continental earthquakes. Similarly, ignoring the impact of epistemic errors can also bias estimates of near surface slip and predictions of tsunamis induced by megathrust earthquakes. (Mw > 8)

Joint Bayesian inference for near-surface explosion yield

NASA Astrophysics Data System (ADS)

Bulaevskaya, V.; Ford, S. R.; Ramirez, A. L.; Rodgers, A. J.

2016-12-01

A near-surface explosion generates seismo-acoustic motion that is related to its yield. However, the recorded motion is affected by near-source effects such as depth-of-burial, and propagation-path effects such as variable geology. We incorporate these effects in a forward model relating yield to seismo-acoustic motion, and use Bayesian inference to estimate yield given recordings of the seismo-acoustic wavefield. The Bayesian approach to this inverse problem allows us to obtain the probability distribution of plausible yield values and thus quantify the uncertainty in the yield estimate. Moreover, the sensitivity of the acoustic signal falls as a function of the depth-of-burial, while the opposite relationship holds for the seismic signal. Therefore, using both the acoustic and seismic wavefield data allows us to avoid the trade-offs associated with using only one of these signals alone. In addition, our inference framework allows for correlated features of the same data type (seismic or acoustic) to be incorporated in the estimation of yield in order to make use of as much information from the same waveform as possible. We demonstrate our approach with a historical dataset and a contemporary field experiment.

Bayesian methods for characterizing unknown parameters of material models

DOE PAGES

Emery, J. M.; Grigoriu, M. D.; Field Jr., R. V.

2016-02-04

A Bayesian framework is developed for characterizing the unknown parameters of probabilistic models for material properties. In this framework, the unknown parameters are viewed as random and described by their posterior distributions obtained from prior information and measurements of quantities of interest that are observable and depend on the unknown parameters. The proposed Bayesian method is applied to characterize an unknown spatial correlation of the conductivity field in the definition of a stochastic transport equation and to solve this equation by Monte Carlo simulation and stochastic reduced order models (SROMs). As a result, the Bayesian method is also employed tomore » characterize unknown parameters of material properties for laser welds from measurements of peak forces sustained by these welds.« less

Bayesian methods for characterizing unknown parameters of material models

DOE Office of Scientific and Technical Information (OSTI.GOV)

Emery, J. M.; Grigoriu, M. D.; Field Jr., R. V.

A Bayesian framework is developed for characterizing the unknown parameters of probabilistic models for material properties. In this framework, the unknown parameters are viewed as random and described by their posterior distributions obtained from prior information and measurements of quantities of interest that are observable and depend on the unknown parameters. The proposed Bayesian method is applied to characterize an unknown spatial correlation of the conductivity field in the definition of a stochastic transport equation and to solve this equation by Monte Carlo simulation and stochastic reduced order models (SROMs). As a result, the Bayesian method is also employed tomore » characterize unknown parameters of material properties for laser welds from measurements of peak forces sustained by these welds.« less

Bayesian randomized clinical trials: From fixed to adaptive design.

PubMed

Yin, Guosheng; Lam, Chi Kin; Shi, Haolun

2017-08-01

Randomized controlled studies are the gold standard for phase III clinical trials. Using α-spending functions to control the overall type I error rate, group sequential methods are well established and have been dominating phase III studies. Bayesian randomized design, on the other hand, can be viewed as a complement instead of competitive approach to the frequentist methods. For the fixed Bayesian design, the hypothesis testing can be cast in the posterior probability or Bayes factor framework, which has a direct link to the frequentist type I error rate. Bayesian group sequential design relies upon Bayesian decision-theoretic approaches based on backward induction, which is often computationally intensive. Compared with the frequentist approaches, Bayesian methods have several advantages. The posterior predictive probability serves as a useful and convenient tool for trial monitoring, and can be updated at any time as the data accrue during the trial. The Bayesian decision-theoretic framework possesses a direct link to the decision making in the practical setting, and can be modeled more realistically to reflect the actual cost-benefit analysis during the drug development process. Other merits include the possibility of hierarchical modeling and the use of informative priors, which would lead to a more comprehensive utilization of information from both historical and longitudinal data. From fixed to adaptive design, we focus on Bayesian randomized controlled clinical trials and make extensive comparisons with frequentist counterparts through numerical studies. Copyright © 2017 Elsevier Inc. All rights reserved.

Improved source inversion from joint measurements of translational and rotational ground motions

NASA Astrophysics Data System (ADS)

Donner, S.; Bernauer, M.; Reinwald, M.; Hadziioannou, C.; Igel, H.

2017-12-01

Waveform inversion for seismic point (moment tensor) and kinematic sources is a standard procedure. However, especially in the local and regional distances a lack of appropriate velocity models, the sparsity of station networks, or a low signal-to-noise ratio combined with more complex waveforms hamper the successful retrieval of reliable source solutions. We assess the potential of rotational ground motion recordings to increase the resolution power and reduce non-uniquenesses for point and kinematic source solutions. Based on synthetic waveform data, we perform a Bayesian (i.e. probabilistic) inversion. Thus, we avoid the subjective selection of the most reliable solution according the lowest misfit or other constructed criterion. In addition, we obtain unbiased measures of resolution and possible trade-offs. Testing different earthquake mechanisms and scenarios, we can show that the resolution of the source solutions can be improved significantly. Especially depth dependent components show significant improvement. Next to synthetic data of station networks, we also tested sparse-network and single station cases.

Hybrid inversions of CO2 fluxes at regional scale applied to network design

NASA Astrophysics Data System (ADS)

Kountouris, Panagiotis; Gerbig, Christoph; -Thomas Koch, Frank

2013-04-01

Long term observations of atmospheric greenhouse gas measuring stations, located at representative regions over the continent, improve our understanding of greenhouse gas sources and sinks. These mixing ratio measurements can be linked to surface fluxes by atmospheric transport inversions. Within the upcoming years new stations are to be deployed, which requires decision making tools with respect to the location and the density of the network. We are developing a method to assess potential greenhouse gas observing networks in terms of their ability to recover specific target quantities. As target quantities we use CO2 fluxes aggregated to specific spatial and temporal scales. We introduce a high resolution inverse modeling framework, which attempts to combine advantages from pixel based inversions with those of a carbon cycle data assimilation system (CCDAS). The hybrid inversion system consists of the Lagrangian transport model STILT, the diagnostic biosphere model VPRM and a Bayesian inversion scheme. We aim to retrieve the spatiotemporal distribution of net ecosystem exchange (NEE) at a high spatial resolution (10 km x 10 km) by inverting for spatially and temporally varying scaling factors for gross ecosystem exchange (GEE) and respiration (R) rather than solving for the fluxes themselves. Thus the state space includes parameters for controlling photosynthesis and respiration, but unlike in a CCDAS it allows for spatial and temporal variations, which can be expressed as NEE(x,y,t) = λG(x,y,t) GEE(x,y,t) + λR(x,y,t) R(x,y,t) . We apply spatially and temporally correlated uncertainties by using error covariance matrices with non-zero off-diagonal elements. Synthetic experiments will test our system and select the optimal a priori error covariance by using different spatial and temporal correlation lengths on the error statistics of the a priori covariance and comparing the optimized fluxes against the 'known truth'. As 'known truth' we use independent fluxes generated from a different biosphere model (BIOME-BGC). Initially we perform single-station inversions for Ochsenkopf tall tower located in Germany. Further expansion of the inversion framework to multiple stations and its application to network design will address the questions of how well a set of network stations can constrain a given target quantity, and whether there are objective criteria to select an optimal configuration for new stations that maximizes the uncertainty reduction.

A menu-driven software package of Bayesian nonparametric (and parametric) mixed models for regression analysis and density estimation.

PubMed

Karabatsos, George

2017-02-01

Most of applied statistics involves regression analysis of data. In practice, it is important to specify a regression model that has minimal assumptions which are not violated by data, to ensure that statistical inferences from the model are informative and not misleading. This paper presents a stand-alone and menu-driven software package, Bayesian Regression: Nonparametric and Parametric Models, constructed from MATLAB Compiler. Currently, this package gives the user a choice from 83 Bayesian models for data analysis. They include 47 Bayesian nonparametric (BNP) infinite-mixture regression models; 5 BNP infinite-mixture models for density estimation; and 31 normal random effects models (HLMs), including normal linear models. Each of the 78 regression models handles either a continuous, binary, or ordinal dependent variable, and can handle multi-level (grouped) data. All 83 Bayesian models can handle the analysis of weighted observations (e.g., for meta-analysis), and the analysis of left-censored, right-censored, and/or interval-censored data. Each BNP infinite-mixture model has a mixture distribution assigned one of various BNP prior distributions, including priors defined by either the Dirichlet process, Pitman-Yor process (including the normalized stable process), beta (two-parameter) process, normalized inverse-Gaussian process, geometric weights prior, dependent Dirichlet process, or the dependent infinite-probits prior. The software user can mouse-click to select a Bayesian model and perform data analysis via Markov chain Monte Carlo (MCMC) sampling. After the sampling completes, the software automatically opens text output that reports MCMC-based estimates of the model's posterior distribution and model predictive fit to the data. Additional text and/or graphical output can be generated by mouse-clicking other menu options. This includes output of MCMC convergence analyses, and estimates of the model's posterior predictive distribution, for selected functionals and values of covariates. The software is illustrated through the BNP regression analysis of real data.

Itô-SDE MCMC method for Bayesian characterization of errors associated with data limitations in stochastic expansion methods for uncertainty quantification

NASA Astrophysics Data System (ADS)

Arnst, M.; Abello Álvarez, B.; Ponthot, J.-P.; Boman, R.

2017-11-01

This paper is concerned with the characterization and the propagation of errors associated with data limitations in polynomial-chaos-based stochastic methods for uncertainty quantification. Such an issue can arise in uncertainty quantification when only a limited amount of data is available. When the available information does not suffice to accurately determine the probability distributions that must be assigned to the uncertain variables, the Bayesian method for assigning these probability distributions becomes attractive because it allows the stochastic model to account explicitly for insufficiency of the available information. In previous work, such applications of the Bayesian method had already been implemented by using the Metropolis-Hastings and Gibbs Markov Chain Monte Carlo (MCMC) methods. In this paper, we present an alternative implementation, which uses an alternative MCMC method built around an Itô stochastic differential equation (SDE) that is ergodic for the Bayesian posterior. We draw together from the mathematics literature a number of formal properties of this Itô SDE that lend support to its use in the implementation of the Bayesian method, and we describe its discretization, including the choice of the free parameters, by using the implicit Euler method. We demonstrate the proposed methodology on a problem of uncertainty quantification in a complex nonlinear engineering application relevant to metal forming.

Probabilistic inference using linear Gaussian importance sampling for hybrid Bayesian networks

NASA Astrophysics Data System (ADS)

Sun, Wei; Chang, K. C.

2005-05-01

Probabilistic inference for Bayesian networks is in general NP-hard using either exact algorithms or approximate methods. However, for very complex networks, only the approximate methods such as stochastic sampling could be used to provide a solution given any time constraint. There are several simulation methods currently available. They include logic sampling (the first proposed stochastic method for Bayesian networks, the likelihood weighting algorithm) the most commonly used simulation method because of its simplicity and efficiency, the Markov blanket scoring method, and the importance sampling algorithm. In this paper, we first briefly review and compare these available simulation methods, then we propose an improved importance sampling algorithm called linear Gaussian importance sampling algorithm for general hybrid model (LGIS). LGIS is aimed for hybrid Bayesian networks consisting of both discrete and continuous random variables with arbitrary distributions. It uses linear function and Gaussian additive noise to approximate the true conditional probability distribution for continuous variable given both its parents and evidence in a Bayesian network. One of the most important features of the newly developed method is that it can adaptively learn the optimal important function from the previous samples. We test the inference performance of LGIS using a 16-node linear Gaussian model and a 6-node general hybrid model. The performance comparison with other well-known methods such as Junction tree (JT) and likelihood weighting (LW) shows that LGIS-GHM is very promising.

BAYESIAN ESTIMATION OF THERMONUCLEAR REACTION RATES

DOE Office of Scientific and Technical Information (OSTI.GOV)

Iliadis, C.; Anderson, K. S.; Coc, A.

The problem of estimating non-resonant astrophysical S -factors and thermonuclear reaction rates, based on measured nuclear cross sections, is of major interest for nuclear energy generation, neutrino physics, and element synthesis. Many different methods have been applied to this problem in the past, almost all of them based on traditional statistics. Bayesian methods, on the other hand, are now in widespread use in the physical sciences. In astronomy, for example, Bayesian statistics is applied to the observation of extrasolar planets, gravitational waves, and Type Ia supernovae. However, nuclear physics, in particular, has been slow to adopt Bayesian methods. We presentmore » astrophysical S -factors and reaction rates based on Bayesian statistics. We develop a framework that incorporates robust parameter estimation, systematic effects, and non-Gaussian uncertainties in a consistent manner. The method is applied to the reactions d(p, γ ){sup 3}He, {sup 3}He({sup 3}He,2p){sup 4}He, and {sup 3}He( α , γ ){sup 7}Be, important for deuterium burning, solar neutrinos, and Big Bang nucleosynthesis.« less

Reconstruction of the water table from self-potential data: a bayesian approach.

PubMed

Jardani, A; Revil, A; Barrash, W; Crespy, A; Rizzo, E; Straface, S; Cardiff, M; Malama, B; Miller, C; Johnson, T

2009-01-01

Ground water flow associated with pumping and injection tests generates self-potential signals that can be measured at the ground surface and used to estimate the pattern of ground water flow at depth. We propose an inversion of the self-potential signals that accounts for the heterogeneous nature of the aquifer and a relationship between the electrical resistivity and the streaming current coupling coefficient. We recast the inversion of the self-potential data into a Bayesian framework. Synthetic tests are performed showing the advantage in using self-potential signals in addition to in situ measurements of the potentiometric levels to reconstruct the shape of the water table. This methodology is applied to a new data set from a series of coordinated hydraulic tomography, self-potential, and electrical resistivity tomography experiments performed at the Boise Hydrogeophysical Research Site, Idaho. In particular, we examine one of the dipole hydraulic tests and its reciprocal to show the sensitivity of the self-potential signals to variations of the potentiometric levels under steady-state conditions. However, because of the high pumping rate, the response was also influenced by the Reynolds number, especially near the pumping well for a given test. Ground water flow in the inertial laminar flow regime is responsible for nonlinearity that is not yet accounted for in self-potential tomography. Numerical modeling addresses the sensitivity of the self-potential response to this problem.

Source Partitioning of Methane Emissions and its Seasonality in the U.S. Midwest

NASA Astrophysics Data System (ADS)

Chen, Zichong; Griffis, Timothy J.; Baker, John M.; Millet, Dylan B.; Wood, Jeffrey D.; Dlugokencky, Edward J.; Andrews, Arlyn E.; Sweeney, Colm; Hu, Cheng; Kolka, Randall K.

2018-02-01

The methane (CH4) budget and its source partitioning are poorly constrained in the Midwestern United States. We used tall tower (185 m) aerodynamic flux measurements and atmospheric scale factor Bayesian inversions to constrain the monthly budget and to partition the total budget into natural (e.g., wetlands) and anthropogenic (e.g., livestock, waste, and natural gas) sources for the period June 2016 to September 2017. Aerodynamic flux observations indicated that the landscape was a CH4 source with a mean annual CH4 flux of +13.7 ± 0.34 nmol m-2 s-1 and was rarely a net sink. The scale factor Bayesian inversion analyses revealed a mean annual source of +12.3 ± 2.1 nmol m-2 s-1. Flux partitioning revealed that the anthropogenic source (7.8 ± 1.6 Tg CH4 yr-1) was 1.5 times greater than the bottom-up gridded United States Environmental Protection Agency inventory, in which livestock and oil/gas sources were underestimated by 1.8-fold and 1.3-fold, respectively. Wetland emissions (4.0 ± 1.2 Tg CH4 yr-1) were the second largest source, accounting for 34% of the total budget. The temporal variability of total CH4 emissions was dominated by wetlands with peak emissions occurring in August. In contrast, emissions from oil/gas and other anthropogenic sources showed relatively weak seasonality.

Bayesian analysis of rare events

NASA Astrophysics Data System (ADS)

Straub, Daniel; Papaioannou, Iason; Betz, Wolfgang

2016-06-01

In many areas of engineering and science there is an interest in predicting the probability of rare events, in particular in applications related to safety and security. Increasingly, such predictions are made through computer models of physical systems in an uncertainty quantification framework. Additionally, with advances in IT, monitoring and sensor technology, an increasing amount of data on the performance of the systems is collected. This data can be used to reduce uncertainty, improve the probability estimates and consequently enhance the management of rare events and associated risks. Bayesian analysis is the ideal method to include the data into the probabilistic model. It ensures a consistent probabilistic treatment of uncertainty, which is central in the prediction of rare events, where extrapolation from the domain of observation is common. We present a framework for performing Bayesian updating of rare event probabilities, termed BUS. It is based on a reinterpretation of the classical rejection-sampling approach to Bayesian analysis, which enables the use of established methods for estimating probabilities of rare events. By drawing upon these methods, the framework makes use of their computational efficiency. These methods include the First-Order Reliability Method (FORM), tailored importance sampling (IS) methods and Subset Simulation (SuS). In this contribution, we briefly review these methods in the context of the BUS framework and investigate their applicability to Bayesian analysis of rare events in different settings. We find that, for some applications, FORM can be highly efficient and is surprisingly accurate, enabling Bayesian analysis of rare events with just a few model evaluations. In a general setting, BUS implemented through IS and SuS is more robust and flexible.

Bayesian design criteria: computation, comparison, and application to a pharmacokinetic and a pharmacodynamic model.

PubMed

Merlé, Y; Mentré, F

1995-02-01

In this paper 3 criteria to design experiments for Bayesian estimation of the parameters of nonlinear models with respect to their parameters, when a prior distribution is available, are presented: the determinant of the Bayesian information matrix, the determinant of the pre-posterior covariance matrix, and the expected information provided by an experiment. A procedure to simplify the computation of these criteria is proposed in the case of continuous prior distributions and is compared with the criterion obtained from a linearization of the model about the mean of the prior distribution for the parameters. This procedure is applied to two models commonly encountered in the area of pharmacokinetics and pharmacodynamics: the one-compartment open model with bolus intravenous single-dose injection and the Emax model. They both involve two parameters. Additive as well as multiplicative gaussian measurement errors are considered with normal prior distributions. Various combinations of the variances of the prior distribution and of the measurement error are studied. Our attention is restricted to designs with limited numbers of measurements (1 or 2 measurements). This situation often occurs in practice when Bayesian estimation is performed. The optimal Bayesian designs that result vary with the variances of the parameter distribution and with the measurement error. The two-point optimal designs sometimes differ from the D-optimal designs for the mean of the prior distribution and may consist of replicating measurements. For the studied cases, the determinant of the Bayesian information matrix and its linearized form lead to the same optimal designs. In some cases, the pre-posterior covariance matrix can be far from its lower bound, namely, the inverse of the Bayesian information matrix, especially for the Emax model and a multiplicative measurement error. The expected information provided by the experiment and the determinant of the pre-posterior covariance matrix generally lead to the same designs except for the Emax model and the multiplicative measurement error. Results show that these criteria can be easily computed and that they could be incorporated in modules for designing experiments.

Quantum Mechanics, Pattern Recognition, and the Mammalian Brain

NASA Astrophysics Data System (ADS)

Chapline, George

2008-10-01

Although the usual way of representing Markov processes is time asymmetric, there is a way of describing Markov processes, due to Schrodinger, which is time symmetric. This observation provides a link between quantum mechanics and the layered Bayesian networks that are often used in automated pattern recognition systems. In particular, there is a striking formal similarity between quantum mechanics and a particular type of Bayesian network, the Helmholtz machine, which provides a plausible model for how the mammalian brain recognizes important environmental situations. One interesting aspect of this relationship is that the "wake-sleep" algorithm for training a Helmholtz machine is very similar to the problem of finding the potential for the multi-channel Schrodinger equation. As a practical application of this insight it may be possible to use inverse scattering techniques to study the relationship between human brain wave patterns, pattern recognition, and learning. We also comment on whether there is a relationship between quantum measurements and consciousness.

Civil Engineering Applications of Ground Penetrating Radar Recent Advances @ the ELEDIA Research Center

NASA Astrophysics Data System (ADS)

Salucci, Marco; Tenuti, Lorenza; Nardin, Cristina; Oliveri, Giacomo; Viani, Federico; Rocca, Paolo; Massa, Andrea

2014-05-01

The application of non-destructive testing and evaluation (NDT/NDE) methodologies in civil engineering has raised a growing interest during the last years because of its potential impact in several different scenarios. As a consequence, Ground Penetrating Radar (GPR) technologies have been widely adopted as an instrument for the inspection of the structural stability of buildings and for the detection of cracks and voids. In this framework, the development and validation of GPR algorithms and methodologies represents one of the most active research areas within the ELEDIA Research Center of the University of Trento. More in detail, great efforts have been devoted towards the development of inversion techniques based on the integration of deterministic and stochastic search algorithms with multi-focusing strategies. These approaches proved to be effective in mitigating the effects of both nonlinearity and ill-posedness of microwave imaging problems, which represent the well-known issues arising in GPR inverse scattering formulations. More in detail, a regularized multi-resolution approach based on the Inexact Newton Method (INM) has been recently applied to subsurface prospecting, showing a remarkable advantage over a single-resolution implementation [1]. Moreover, the use of multi-frequency or frequency-hopping strategies to exploit the information coming from GPR data collected in time domain and transformed into its frequency components has been proposed as well. In this framework, the effectiveness of the multi-resolution multi-frequency techniques has been proven on synthetic data generated with numerical models such as GprMax [2]. The application of inversion algorithms based on Bayesian Compressive Sampling (BCS) [3][4] to GPR is currently under investigation, as well, in order to exploit their capability to provide satisfactory reconstructions in presence of single and multiple sparse scatterers [3][4]. Furthermore, multi-scaling approaches exploiting level-set-based optimization have been developed for the qualitative reconstruction of multiple and disconnected homogeneous scatterers [5]. Finally, the real-time detection and classification of subsurface scatterers has been investigated by means of learning-by-examples (LBE) techniques, such as Support Vector Machines (SVM) [6]. Acknowledgment - This work was partially supported by COST Action TU1208 'Civil Engineering Applications of Ground Penetrating Radar' References [1] M. Salucci, D. Sartori, N. Anselmi, A. Randazzo, G. Oliveri, and A. Massa, 'Imaging Buried Objects within the Second-Order Born Approximation through a Multiresolution Regularized Inexact-Newton Method', 2013 International Symposium on Electromagnetic Theory (EMTS), (Hiroshima, Japan), May 20-24 2013 (invited). [2] A. Giannopoulos, 'Modelling ground penetrating radar by GprMax', Construct. Build. Mater., vol. 19, no. 10, pp.755 -762 2005 [3] L. Poli, G. Oliveri, P. Rocca, and A. Massa, "Bayesian compressive sensing approaches for the reconstruction of two-dimensional sparse scatterers under TE illumination," IEEE Trans. Geosci. Remote Sensing, vol. 51, no. 5, pp. 2920-2936, May. 2013. [4] L. Poli, G. Oliveri, and A. Massa, "Imaging sparse metallic cylinders through a Local Shape Function Bayesian Compressive Sensing approach," Journal of Optical Society of America A, vol. 30, no. 6, pp. 1261-1272, 2013. [5] M. Benedetti, D. Lesselier, M. Lambert, and A. Massa, "Multiple shapes reconstruction by means of multi-region level sets," IEEE Trans. Geosci. Remote Sensing, vol. 48, no. 5, pp. 2330-2342, May 2010. [6] L. Lizzi, F. Viani, P. Rocca, G. Oliveri, M. Benedetti and A. Massa, "Three-dimensional real-time localization of subsurface objects - From theory to experimental validation," 2009 IEEE International Geoscience and Remote Sensing Symposium, vol. 2, pp. II-121-II-124, 12-17 July 2009.

Improved inference in Bayesian segmentation using Monte Carlo sampling: application to hippocampal subfield volumetry.

PubMed

Iglesias, Juan Eugenio; Sabuncu, Mert Rory; Van Leemput, Koen

2013-10-01

Many segmentation algorithms in medical image analysis use Bayesian modeling to augment local image appearance with prior anatomical knowledge. Such methods often contain a large number of free parameters that are first estimated and then kept fixed during the actual segmentation process. However, a faithful Bayesian analysis would marginalize over such parameters, accounting for their uncertainty by considering all possible values they may take. Here we propose to incorporate this uncertainty into Bayesian segmentation methods in order to improve the inference process. In particular, we approximate the required marginalization over model parameters using computationally efficient Markov chain Monte Carlo techniques. We illustrate the proposed approach using a recently developed Bayesian method for the segmentation of hippocampal subfields in brain MRI scans, showing a significant improvement in an Alzheimer's disease classification task. As an additional benefit, the technique also allows one to compute informative "error bars" on the volume estimates of individual structures. Copyright © 2013 Elsevier B.V. All rights reserved.

Improved Inference in Bayesian Segmentation Using Monte Carlo Sampling: Application to Hippocampal Subfield Volumetry

PubMed Central

Iglesias, Juan Eugenio; Sabuncu, Mert Rory; Leemput, Koen Van

2013-01-01

Many segmentation algorithms in medical image analysis use Bayesian modeling to augment local image appearance with prior anatomical knowledge. Such methods often contain a large number of free parameters that are first estimated and then kept fixed during the actual segmentation process. However, a faithful Bayesian analysis would marginalize over such parameters, accounting for their uncertainty by considering all possible values they may take. Here we propose to incorporate this uncertainty into Bayesian segmentation methods in order to improve the inference process. In particular, we approximate the required marginalization over model parameters using computationally efficient Markov chain Monte Carlo techniques. We illustrate the proposed approach using a recently developed Bayesian method for the segmentation of hippocampal subfields in brain MRI scans, showing a significant improvement in an Alzheimer’s disease classification task. As an additional benefit, the technique also allows one to compute informative “error bars” on the volume estimates of individual structures. PMID:23773521

Multielevation calibration of frequency-domain electromagnetic data

USGS Publications Warehouse

Minsley, Burke J.; Kass, M. Andy; Hodges, Greg; Smith, Bruce D.

2014-01-01

Systematic calibration errors must be taken into account because they can substantially impact the accuracy of inverted subsurface resistivity models derived from frequency-domain electromagnetic data, resulting in potentially misleading interpretations. We have developed an approach that uses data acquired at multiple elevations over the same location to assess calibration errors. A significant advantage is that this method does not require prior knowledge of subsurface properties from borehole or ground geophysical data (though these can be readily incorporated if available), and is, therefore, well suited to remote areas. The multielevation data were used to solve for calibration parameters and a single subsurface resistivity model that are self consistent over all elevations. The deterministic and Bayesian formulations of the multielevation approach illustrate parameter sensitivity and uncertainty using synthetic- and field-data examples. Multiplicative calibration errors (gain and phase) were found to be better resolved at high frequencies and when data were acquired over a relatively conductive area, whereas additive errors (bias) were reasonably resolved over conductive and resistive areas at all frequencies. The Bayesian approach outperformed the deterministic approach when estimating calibration parameters using multielevation data at a single location; however, joint analysis of multielevation data at multiple locations using the deterministic algorithm yielded the most accurate estimates of calibration parameters. Inversion results using calibration-corrected data revealed marked improvement in misfit, lending added confidence to the interpretation of these models.

Multilevel Sequential Monte Carlo Samplers for Normalizing Constants

DOE PAGES

Moral, Pierre Del; Jasra, Ajay; Law, Kody J. H.; ...

2017-08-24

This article considers the sequential Monte Carlo (SMC) approximation of ratios of normalizing constants associated to posterior distributions which in principle rely on continuum models. Therefore, the Monte Carlo estimation error and the discrete approximation error must be balanced. A multilevel strategy is utilized to substantially reduce the cost to obtain a given error level in the approximation as compared to standard estimators. Two estimators are considered and relative variance bounds are given. The theoretical results are numerically illustrated for two Bayesian inverse problems arising from elliptic partial differential equations (PDEs). The examples involve the inversion of observations of themore » solution of (i) a 1-dimensional Poisson equation to infer the diffusion coefficient, and (ii) a 2-dimensional Poisson equation to infer the external forcing.« less

Iterative Bayesian Estimation of Travel Times on Urban Arterials: Fusing Loop Detector and Probe Vehicle Data.

PubMed

Liu, Kai; Cui, Meng-Ying; Cao, Peng; Wang, Jiang-Bo

2016-01-01

On urban arterials, travel time estimation is challenging especially from various data sources. Typically, fusing loop detector data and probe vehicle data to estimate travel time is a troublesome issue while considering the data issue of uncertain, imprecise and even conflicting. In this paper, we propose an improved data fusing methodology for link travel time estimation. Link travel times are simultaneously pre-estimated using loop detector data and probe vehicle data, based on which Bayesian fusion is then applied to fuse the estimated travel times. Next, Iterative Bayesian estimation is proposed to improve Bayesian fusion by incorporating two strategies: 1) substitution strategy which replaces the lower accurate travel time estimation from one sensor with the current fused travel time; and 2) specially-designed conditions for convergence which restrict the estimated travel time in a reasonable range. The estimation results show that, the proposed method outperforms probe vehicle data based method, loop detector based method and single Bayesian fusion, and the mean absolute percentage error is reduced to 4.8%. Additionally, iterative Bayesian estimation performs better for lighter traffic flows when the variability of travel time is practically higher than other periods.

Iterative Bayesian Estimation of Travel Times on Urban Arterials: Fusing Loop Detector and Probe Vehicle Data

PubMed Central

Cui, Meng-Ying; Cao, Peng; Wang, Jiang-Bo

2016-01-01

On urban arterials, travel time estimation is challenging especially from various data sources. Typically, fusing loop detector data and probe vehicle data to estimate travel time is a troublesome issue while considering the data issue of uncertain, imprecise and even conflicting. In this paper, we propose an improved data fusing methodology for link travel time estimation. Link travel times are simultaneously pre-estimated using loop detector data and probe vehicle data, based on which Bayesian fusion is then applied to fuse the estimated travel times. Next, Iterative Bayesian estimation is proposed to improve Bayesian fusion by incorporating two strategies: 1) substitution strategy which replaces the lower accurate travel time estimation from one sensor with the current fused travel time; and 2) specially-designed conditions for convergence which restrict the estimated travel time in a reasonable range. The estimation results show that, the proposed method outperforms probe vehicle data based method, loop detector based method and single Bayesian fusion, and the mean absolute percentage error is reduced to 4.8%. Additionally, iterative Bayesian estimation performs better for lighter traffic flows when the variability of travel time is practically higher than other periods. PMID:27362654

Application of Bayesian Maximum Entropy Filter in parameter calibration of groundwater flow model in PingTung Plain

NASA Astrophysics Data System (ADS)

Cheung, Shao-Yong; Lee, Chieh-Han; Yu, Hwa-Lung

2017-04-01

Due to the limited hydrogeological observation data and high levels of uncertainty within, parameter estimation of the groundwater model has been an important issue. There are many methods of parameter estimation, for example, Kalman filter provides a real-time calibration of parameters through measurement of groundwater monitoring wells, related methods such as Extended Kalman Filter and Ensemble Kalman Filter are widely applied in groundwater research. However, Kalman Filter method is limited to linearity. This study propose a novel method, Bayesian Maximum Entropy Filtering, which provides a method that can considers the uncertainty of data in parameter estimation. With this two methods, we can estimate parameter by given hard data (certain) and soft data (uncertain) in the same time. In this study, we use Python and QGIS in groundwater model (MODFLOW) and development of Extended Kalman Filter and Bayesian Maximum Entropy Filtering in Python in parameter estimation. This method may provide a conventional filtering method and also consider the uncertainty of data. This study was conducted through numerical model experiment to explore, combine Bayesian maximum entropy filter and a hypothesis for the architecture of MODFLOW groundwater model numerical estimation. Through the virtual observation wells to simulate and observe the groundwater model periodically. The result showed that considering the uncertainty of data, the Bayesian maximum entropy filter will provide an ideal result of real-time parameters estimation.

Patterns of genetic variation across inversions: geographic variation in the In(2L)t inversion in populations of Drosophila melanogaster from eastern Australia.

PubMed

Kennington, W Jason; Hoffmann, Ary A

2013-05-20

Chromosomal inversions are increasingly being recognized as important in adaptive shifts and are expected to influence patterns of genetic variation, but few studies have examined genetic patterns in inversion polymorphisms across and within populations. Here, we examine genetic variation at 20 microsatellite loci and the alcohol dehydrogenase gene (Adh) located within and near the In(2L)t inversion of Drosophila melanogaster at three different sites along a latitudinal cline on the east coast of Australia. We found significant genetic differentiation between the standard and inverted chromosomal arrangements at each site as well as significant, but smaller differences among sites in the same arrangement. Genetic differentiation between pairs of sites was higher for inverted chromosomes than standard chromosomes, while inverted chromosomes had lower levels of genetic variation even well away from inversion breakpoints. Bayesian clustering analysis provided evidence of genetic exchange between chromosomal arrangements at each site. The strong differentiation between arrangements and reduced variation in the inverted chromosomes are likely to reflect ongoing selection at multiple loci within the inverted region. They may also reflect lower effective population sizes of In(2L)t chromosomes and colonization of Australia, although there was no consistent evidence of a recent bottleneck and simulations suggest that differences between arrangements would not persist unless rates of gene exchange between them were low. Genetic patterns therefore support the notion of selection and linkage disequilibrium contributing to inversion polymorphisms, although more work is needed to determine whether there are spatially varying targets of selection within this inversion. They also support the idea that the allelic content within an inversion can vary between geographic locations.

Bayesian calibration for forensic age estimation.

PubMed

Ferrante, Luigi; Skrami, Edlira; Gesuita, Rosaria; Cameriere, Roberto

2015-05-10

Forensic medicine is increasingly called upon to assess the age of individuals. Forensic age estimation is mostly required in relation to illegal immigration and identification of bodies or skeletal remains. A variety of age estimation methods are based on dental samples and use of regression models, where the age of an individual is predicted by morphological tooth changes that take place over time. From the medico-legal point of view, regression models, with age as the dependent random variable entail that age tends to be overestimated in the young and underestimated in the old. To overcome this bias, we describe a new full Bayesian calibration method (asymmetric Laplace Bayesian calibration) for forensic age estimation that uses asymmetric Laplace distribution as the probability model. The method was compared with three existing approaches (two Bayesian and a classical method) using simulated data. Although its accuracy was comparable with that of the other methods, the asymmetric Laplace Bayesian calibration appears to be significantly more reliable and robust in case of misspecification of the probability model. The proposed method was also applied to a real dataset of values of the pulp chamber of the right lower premolar measured on x-ray scans of individuals of known age. Copyright © 2015 John Wiley & Sons, Ltd.

Assessment of parametric uncertainty for groundwater reactive transport modeling,

USGS Publications Warehouse

Shi, Xiaoqing; Ye, Ming; Curtis, Gary P.; Miller, Geoffery L.; Meyer, Philip D.; Kohler, Matthias; Yabusaki, Steve; Wu, Jichun

2014-01-01

The validity of using Gaussian assumptions for model residuals in uncertainty quantification of a groundwater reactive transport model was evaluated in this study. Least squares regression methods explicitly assume Gaussian residuals, and the assumption leads to Gaussian likelihood functions, model parameters, and model predictions. While the Bayesian methods do not explicitly require the Gaussian assumption, Gaussian residuals are widely used. This paper shows that the residuals of the reactive transport model are non-Gaussian, heteroscedastic, and correlated in time; characterizing them requires using a generalized likelihood function such as the formal generalized likelihood function developed by Schoups and Vrugt (2010). For the surface complexation model considered in this study for simulating uranium reactive transport in groundwater, parametric uncertainty is quantified using the least squares regression methods and Bayesian methods with both Gaussian and formal generalized likelihood functions. While the least squares methods and Bayesian methods with Gaussian likelihood function produce similar Gaussian parameter distributions, the parameter distributions of Bayesian uncertainty quantification using the formal generalized likelihood function are non-Gaussian. In addition, predictive performance of formal generalized likelihood function is superior to that of least squares regression and Bayesian methods with Gaussian likelihood function. The Bayesian uncertainty quantification is conducted using the differential evolution adaptive metropolis (DREAM(zs)) algorithm; as a Markov chain Monte Carlo (MCMC) method, it is a robust tool for quantifying uncertainty in groundwater reactive transport models. For the surface complexation model, the regression-based local sensitivity analysis and Morris- and DREAM(ZS)-based global sensitivity analysis yield almost identical ranking of parameter importance. The uncertainty analysis may help select appropriate likelihood functions, improve model calibration, and reduce predictive uncertainty in other groundwater reactive transport and environmental modeling.

Bayesian Statistics for Biological Data: Pedigree Analysis

ERIC Educational Resources Information Center

Stanfield, William D.; Carlton, Matthew A.

2004-01-01

The use of Bayes' formula is applied to the biological problem of pedigree analysis to show that the Bayes' formula and non-Bayesian or "classical" methods of probability calculation give different answers. First year college students of biology can be introduced to the Bayesian statistics.

A comparison of interpolation methods for predicting spatial variability of soil organic matter content in Eastern Croatia

NASA Astrophysics Data System (ADS)

Đurđević, Boris; Jug, Irena; Jug, Danijel; Vukadinović, Vesna; Bogunović, Igor; Brozović, Bojana; Stipešević, Bojan

2017-04-01

Soil organic matter (SOM) plays crucial role in soil health and productivity and represents one of the key functions for determining soil degradation and soil suitability for crop production. Nowadays, continuing decline of organic matter in soils in agroecosystems, due to inappropriate agricultural practice (burning and removal of crop residue, overgrazing, inappropriate tillage, etc.) and environmental conditions (climate change, extreme weather conditions, erosion) leads to devastating soil degradation processes and decreases soil productivity. The main objectives of this research is to compare three different interpolation methods (Inverse Distance Weighting IDW, Ordinary kriging OK and Empirical Bayesian Kriging EBK) and provide best spatial predictor in order to ensure detailed analysis of the agricultural land in Osijek-Baranja County, Croatia. A number of 9,099 soil samples have been compiled from layer 0-30 cm and analyzed in laboratory. The average value of SOM in the study area was 2.66%, while 70.7 % of samples had SOM value below 3% in Osijek-Baranja County. Among the applied methods, the lowest root mean square error was recorded under Empirical Bayesian Kriging method which had most accurately assessed soil organic matter. The main advantage of EBK is that the process of creating a valid kriging model is automated so the manual parameter adjusting is eliminated, and this resulted with reduced uncertainty of EBK model. Conducted interpolation and visualization of data showed that 85.7% of agricultural land in Osijek-Baranja County has SOM content lower than 3%, which may indicate some sort of soil degradation process. By using interpolation methods combined with visualization of data, we can detect problematic areas much easier and with additional analysis, suggest measures to repair degraded soils. This kind of approach to problem solving in agriculture can be applied on various agroecological conditions and can significantly facilitate and accelerate the decision-making process, and thus directly affect the profitability and sustainability of agricultural production.

A Bayesian Framework for Coupled Estimation of Key Unknown Parameters of Land Water and Energy Balance Equations

NASA Astrophysics Data System (ADS)

Farhadi, L.; Abdolghafoorian, A.

2015-12-01

The land surface is a key component of climate system. It controls the partitioning of available energy at the surface between sensible and latent heat, and partitioning of available water between evaporation and runoff. Water and energy cycle are intrinsically coupled through evaporation, which represents a heat exchange as latent heat flux. Accurate estimation of fluxes of heat and moisture are of significant importance in many fields such as hydrology, climatology and meteorology. In this study we develop and apply a Bayesian framework for estimating the key unknown parameters of terrestrial water and energy balance equations (i.e. moisture and heat diffusion) and their uncertainty in land surface models. These equations are coupled through flux of evaporation. The estimation system is based on the adjoint method for solving a least-squares optimization problem. The cost function consists of aggregated errors on state (i.e. moisture and temperature) with respect to observation and parameters estimation with respect to prior values over the entire assimilation period. This cost function is minimized with respect to parameters to identify models of sensible heat, latent heat/evaporation and drainage and runoff. Inverse of Hessian of the cost function is an approximation of the posterior uncertainty of parameter estimates. Uncertainty of estimated fluxes is estimated by propagating the uncertainty for linear and nonlinear function of key parameters through the method of First Order Second Moment (FOSM). Uncertainty analysis is used in this method to guide the formulation of a well-posed estimation problem. Accuracy of the method is assessed at point scale using surface energy and water fluxes generated by the Simultaneous Heat and Water (SHAW) model at the selected AmeriFlux stations. This method can be applied to diverse climates and land surface conditions with different spatial scales, using remotely sensed measurements of surface moisture and temperature states

Win-Stay, Lose-Sample: a simple sequential algorithm for approximating Bayesian inference.

PubMed

Bonawitz, Elizabeth; Denison, Stephanie; Gopnik, Alison; Griffiths, Thomas L

2014-11-01

People can behave in a way that is consistent with Bayesian models of cognition, despite the fact that performing exact Bayesian inference is computationally challenging. What algorithms could people be using to make this possible? We show that a simple sequential algorithm "Win-Stay, Lose-Sample", inspired by the Win-Stay, Lose-Shift (WSLS) principle, can be used to approximate Bayesian inference. We investigate the behavior of adults and preschoolers on two causal learning tasks to test whether people might use a similar algorithm. These studies use a "mini-microgenetic method", investigating how people sequentially update their beliefs as they encounter new evidence. Experiment 1 investigates a deterministic causal learning scenario and Experiments 2 and 3 examine how people make inferences in a stochastic scenario. The behavior of adults and preschoolers in these experiments is consistent with our Bayesian version of the WSLS principle. This algorithm provides both a practical method for performing Bayesian inference and a new way to understand people's judgments. Copyright © 2014 Elsevier Inc. All rights reserved.

Bayes and the Law

PubMed Central

Fenton, Norman; Neil, Martin; Berger, Daniel

2016-01-01

Although the last forty years has seen considerable growth in the use of statistics in legal proceedings, it is primarily classical statistical methods rather than Bayesian methods that have been used. Yet the Bayesian approach avoids many of the problems of classical statistics and is also well suited to a broader range of problems. This paper reviews the potential and actual use of Bayes in the law and explains the main reasons for its lack of impact on legal practice. These include misconceptions by the legal community about Bayes’ theorem, over-reliance on the use of the likelihood ratio and the lack of adoption of modern computational methods. We argue that Bayesian Networks (BNs), which automatically produce the necessary Bayesian calculations, provide an opportunity to address most concerns about using Bayes in the law. PMID:27398389