Approaches in highly parameterized inversion: bgaPEST, a Bayesian geostatistical approach implementation with PEST: documentation and instructions

USGS Publications Warehouse

Fienen, Michael N.; D'Oria, Marco; Doherty, John E.; Hunt, Randall J.

2013-01-01

The application bgaPEST is a highly parameterized inversion software package implementing the Bayesian Geostatistical Approach in a framework compatible with the parameter estimation suite PEST. Highly parameterized inversion refers to cases in which parameters are distributed in space or time and are correlated with one another. The Bayesian aspect of bgaPEST is related to Bayesian probability theory in which prior information about parameters is formally revised on the basis of the calibration dataset used for the inversion. Conceptually, this approach formalizes the conditionality of estimated parameters on the specific data and model available. The geostatistical component of the method refers to the way in which prior information about the parameters is used. A geostatistical autocorrelation function is used to enforce structure on the parameters to avoid overfitting and unrealistic results. Bayesian Geostatistical Approach is designed to provide the smoothest solution that is consistent with the data. Optionally, users can specify a level of fit or estimate a balance between fit and model complexity informed by the data. Groundwater and surface-water applications are used as examples in this text, but the possible uses of bgaPEST extend to any distributed parameter applications.

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.

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

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.

Probabilistic numerical methods for PDE-constrained Bayesian inverse problems

NASA Astrophysics Data System (ADS)

Cockayne, Jon; Oates, Chris; Sullivan, Tim; Girolami, Mark

2017-06-01

This paper develops meshless methods for probabilistically describing discretisation error in the numerical solution of partial differential equations. This construction enables the solution of Bayesian inverse problems while accounting for the impact of the discretisation of the forward problem. In particular, this drives statistical inferences to be more conservative in the presence of significant solver error. Theoretical results are presented describing rates of convergence for the posteriors in both the forward and inverse problems. This method is tested on a challenging inverse problem with a nonlinear forward model.

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

Incorporating approximation error in surrogate based Bayesian inversion

NASA Astrophysics Data System (ADS)

Zhang, J.; Zeng, L.; Li, W.; Wu, L.

2015-12-01

There are increasing interests in applying surrogates for inverse Bayesian modeling to reduce repetitive evaluations of original model. In this way, the computational cost is expected to be saved. However, the approximation error of surrogate model is usually overlooked. This is partly because that it is difficult to evaluate the approximation error for many surrogates. Previous studies have shown that, the direct combination of surrogates and Bayesian methods (e.g., Markov Chain Monte Carlo, MCMC) may lead to biased estimations when the surrogate cannot emulate the highly nonlinear original system. This problem can be alleviated by implementing MCMC in a two-stage manner. However, the computational cost is still high since a relatively large number of original model simulations are required. In this study, we illustrate the importance of incorporating approximation error in inverse Bayesian modeling. Gaussian process (GP) is chosen to construct the surrogate for its convenience in approximation error evaluation. Numerical cases of Bayesian experimental design and parameter estimation for contaminant source identification are used to illustrate this idea. It is shown that, once the surrogate approximation error is well incorporated into Bayesian framework, promising results can be obtained even when the surrogate is directly used, and no further original model simulations are required.

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.

Bayesian Inversion of 2D Models from Airborne Transient EM Data

NASA Astrophysics Data System (ADS)

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

2016-12-01

The inherent non-uniqueness in most geophysical inverse problems leads to an infinite number of Earth models that fit observed data to within an adequate tolerance. To resolve this ambiguity, traditional inversion methods based on optimization techniques such as the Gauss-Newton and conjugate gradient methods rely on an additional regularization constraint on the properties that an acceptable model can possess, such as having minimal roughness. While allowing such an inversion scheme to converge on a solution, regularization makes it difficult to estimate the uncertainty associated with the model parameters. This is because regularization biases the inversion process toward certain models that satisfy the regularization constraint and away from others that don't, even when both may suitably fit the data. By contrast, a Bayesian inversion framework aims to produce not a single `most acceptable' model but an estimate of the posterior likelihood of the model parameters, given the observed data. In this work, we develop a 2D Bayesian framework for the inversion of transient electromagnetic (TEM) data. Our method relies on a reversible-jump Markov Chain Monte Carlo (RJ-MCMC) Bayesian inverse method with parallel tempering. Previous gradient-based inversion work in this area used a spatially constrained scheme wherein individual (1D) soundings were inverted together and non-uniqueness was tackled by using lateral and vertical smoothness constraints. By contrast, our work uses a 2D model space of Voronoi cells whose parameterization (including number of cells) is fully data-driven. To make the problem work practically, we approximate the forward solution for each TEM sounding using a local 1D approximation where the model is obtained from the 2D model by retrieving a vertical profile through the Voronoi cells. The implicit parsimony of the Bayesian inversion process leads to the simplest models that adequately explain the data, obviating the need for explicit smoothness constraints. In addition, credible intervals in model space are directly obtained, resolving some of the uncertainty introduced by regularization. An example application shows how the method can be used to quantify the uncertainty in airborne EM soundings for imaging subglacial brine channels and groundwater systems.

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.

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.

Bayesian Inference in Satellite Gravity Inversion

NASA Technical Reports Server (NTRS)

Kis, K. I.; Taylor, Patrick T.; Wittmann, G.; Kim, Hyung Rae; Torony, B.; Mayer-Guerr, T.

2005-01-01

To solve a geophysical inverse problem means applying measurements to determine the parameters of the selected model. The inverse problem is formulated as the Bayesian inference. The Gaussian probability density functions are applied in the Bayes's equation. The CHAMP satellite gravity data are determined at the altitude of 400 kilometer altitude over the South part of the Pannonian basin. The model of interpretation is the right vertical cylinder. The parameters of the model are obtained from the minimum problem solved by the Simplex method.

Nonlinear inversion of electrical resistivity imaging using pruning Bayesian neural networks

NASA Astrophysics Data System (ADS)

Jiang, Fei-Bo; Dai, Qian-Wei; Dong, Li

2016-06-01

Conventional artificial neural networks used to solve electrical resistivity imaging (ERI) inversion problem suffer from overfitting and local minima. To solve these problems, we propose to use a pruning Bayesian neural network (PBNN) nonlinear inversion method and a sample design method based on the K-medoids clustering algorithm. In the sample design method, the training samples of the neural network are designed according to the prior information provided by the K-medoids clustering results; thus, the training process of the neural network is well guided. The proposed PBNN, based on Bayesian regularization, is used to select the hidden layer structure by assessing the effect of each hidden neuron to the inversion results. Then, the hyperparameter α k , which is based on the generalized mean, is chosen to guide the pruning process according to the prior distribution of the training samples under the small-sample condition. The proposed algorithm is more efficient than other common adaptive regularization methods in geophysics. The inversion of synthetic data and field data suggests that the proposed method suppresses the noise in the neural network training stage and enhances the generalization. The inversion results with the proposed method are better than those of the BPNN, RBFNN, and RRBFNN inversion methods as well as the conventional least squares inversion.

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

Sparse-grid, reduced-basis Bayesian inversion: Nonaffine-parametric nonlinear equations

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

Chen, Peng, E-mail: peng@ices.utexas.edu; Schwab, Christoph, E-mail: christoph.schwab@sam.math.ethz.ch

2016-07-01

We extend the reduced basis (RB) accelerated Bayesian inversion methods for affine-parametric, linear operator equations which are considered in [16,17] to non-affine, nonlinear parametric operator equations. We generalize the analysis of sparsity of parametric forward solution maps in [20] and of Bayesian inversion in [48,49] to the fully discrete setting, including Petrov–Galerkin high-fidelity (“HiFi”) discretization of the forward maps. We develop adaptive, stochastic collocation based reduction methods for the efficient computation of reduced bases on the parametric solution manifold. The nonaffinity and nonlinearity with respect to (w.r.t.) the distributed, uncertain parameters and the unknown solution is collocated; specifically, by themore » so-called Empirical Interpolation Method (EIM). For the corresponding Bayesian inversion problems, computational efficiency is enhanced in two ways: first, expectations w.r.t. the posterior are computed by adaptive quadratures with dimension-independent convergence rates proposed in [49]; the present work generalizes [49] to account for the impact of the PG discretization in the forward maps on the convergence rates of the Quantities of Interest (QoI for short). Second, we propose to perform the Bayesian estimation only w.r.t. a parsimonious, RB approximation of the posterior density. Based on the approximation results in [49], the infinite-dimensional parametric, deterministic forward map and operator admit N-term RB and EIM approximations which converge at rates which depend only on the sparsity of the parametric forward map. In several numerical experiments, the proposed algorithms exhibit dimension-independent convergence rates which equal, at least, the currently known rate estimates for N-term approximation. We propose to accelerate Bayesian estimation by first offline construction of reduced basis surrogates of the Bayesian posterior density. The parsimonious surrogates can then be employed for online data assimilation and for Bayesian estimation. They also open a perspective for optimal experimental design.« less

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.

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 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.

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.

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.

Applying a probabilistic seismic-petrophysical inversion and two different rock-physics models for reservoir characterization in offshore Nile Delta

NASA Astrophysics Data System (ADS)

Aleardi, Mattia

2018-01-01

We apply a two-step probabilistic seismic-petrophysical inversion for the characterization of a clastic, gas-saturated, reservoir located in offshore Nile Delta. In particular, we discuss and compare the results obtained when two different rock-physics models (RPMs) are employed in the inversion. The first RPM is an empirical, linear model directly derived from the available well log data by means of an optimization procedure. The second RPM is a theoretical, non-linear model based on the Hertz-Mindlin contact theory. The first step of the inversion procedure is a Bayesian linearized amplitude versus angle (AVA) inversion in which the elastic properties, and the associated uncertainties, are inferred from pre-stack seismic data. The estimated elastic properties constitute the input to the second step that is a probabilistic petrophysical inversion in which we account for the noise contaminating the recorded seismic data and the uncertainties affecting both the derived rock-physics models and the estimated elastic parameters. In particular, a Gaussian mixture a-priori distribution is used to properly take into account the facies-dependent behavior of petrophysical properties, related to the different fluid and rock properties of the different litho-fluid classes. In the synthetic and in the field data tests, the very minor differences between the results obtained by employing the two RPMs, and the good match between the estimated properties and well log information, confirm the applicability of the inversion approach and the suitability of the two different RPMs for reservoir characterization in the investigated area.

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...

Mixed linear-non-linear inversion of crustal deformation data: Bayesian inference of model, weighting and regularization parameters

NASA Astrophysics Data System (ADS)

Fukuda, Jun'ichi; Johnson, Kaj M.

2010-06-01

We present a unified theoretical framework and solution method for probabilistic, Bayesian inversions of crustal deformation data. The inversions involve multiple data sets with unknown relative weights, model parameters that are related linearly or non-linearly through theoretic models to observations, prior information on model parameters and regularization priors to stabilize underdetermined problems. To efficiently handle non-linear inversions in which some of the model parameters are linearly related to the observations, this method combines both analytical least-squares solutions and a Monte Carlo sampling technique. In this method, model parameters that are linearly and non-linearly related to observations, relative weights of multiple data sets and relative weights of prior information and regularization priors are determined in a unified Bayesian framework. In this paper, we define the mixed linear-non-linear inverse problem, outline the theoretical basis for the method, provide a step-by-step algorithm for the inversion, validate the inversion method using synthetic data and apply the method to two real data sets. We apply the method to inversions of multiple geodetic data sets with unknown relative data weights for interseismic fault slip and locking depth. We also apply the method to the problem of estimating the spatial distribution of coseismic slip on faults with unknown fault geometry, relative data weights and smoothing regularization weight.

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 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.

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.

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.

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.

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.

Bayesian inference for disease prevalence using negative binomial group testing

PubMed Central

Pritchard, Nicholas A.; Tebbs, Joshua M.

2011-01-01

Group testing, also known as pooled testing, and inverse sampling are both widely used methods of data collection when the goal is to estimate a small proportion. Taking a Bayesian approach, we consider the new problem of estimating disease prevalence from group testing when inverse (negative binomial) sampling is used. Using different distributions to incorporate prior knowledge of disease incidence and different loss functions, we derive closed form expressions for posterior distributions and resulting point and credible interval estimators. We then evaluate our new estimators, on Bayesian and classical grounds, and apply our methods to a West Nile Virus data set. PMID:21259308

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.

Using field inversion to quantify functional errors in turbulence closures

NASA Astrophysics Data System (ADS)

Singh, Anand Pratap; Duraisamy, Karthik

2016-04-01

A data-informed approach is presented with the objective of quantifying errors and uncertainties in the functional forms of turbulence closure models. The approach creates modeling information from higher-fidelity simulations and experimental data. Specifically, a Bayesian formalism is adopted to infer discrepancies in the source terms of transport equations. A key enabling idea is the transformation of the functional inversion procedure (which is inherently infinite-dimensional) into a finite-dimensional problem in which the distribution of the unknown function is estimated at discrete mesh locations in the computational domain. This allows for the use of an efficient adjoint-driven inversion procedure. The output of the inversion is a full-field of discrepancy that provides hitherto inaccessible modeling information. The utility of the approach is demonstrated by applying it to a number of problems including channel flow, shock-boundary layer interactions, and flows with curvature and separation. In all these cases, the posterior model correlates well with the data. Furthermore, it is shown that even if limited data (such as surface pressures) are used, the accuracy of the inferred solution is improved over the entire computational domain. The results suggest that, by directly addressing the connection between physical data and model discrepancies, the field inversion approach materially enhances the value of computational and experimental data for model improvement. The resulting information can be used by the modeler as a guiding tool to design more accurate model forms, or serve as input to machine learning algorithms to directly replace deficient modeling terms.

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.

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.

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.

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

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

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.

Resolution analysis of marine seismic full waveform data by Bayesian inversion

NASA Astrophysics Data System (ADS)

Ray, A.; Sekar, A.; Hoversten, G. M.; Albertin, U.

2015-12-01

The Bayesian posterior density function (PDF) of earth models that fit full waveform seismic data convey information on the uncertainty with which the elastic model parameters are resolved. In this work, we apply the trans-dimensional reversible jump Markov Chain Monte Carlo method (RJ-MCMC) for the 1D inversion of noisy synthetic full-waveform seismic data in the frequency-wavenumber domain. While seismic full waveform inversion (FWI) is a powerful method for characterizing subsurface elastic parameters, the uncertainty in the inverted models has remained poorly known, if at all and is highly initial model dependent. The Bayesian method we use is trans-dimensional in that the number of model layers is not fixed, and flexible such that the layer boundaries are free to move around. The resulting parameterization does not require regularization to stabilize the inversion. Depth resolution is traded off with the number of layers, providing an estimate of uncertainty in elastic parameters (compressional and shear velocities Vp and Vs as well as density) with depth. We find that in the absence of additional constraints, Bayesian inversion can result in a wide range of posterior PDFs on Vp, Vs and density. These PDFs range from being clustered around the true model, to those that contain little resolution of any particular features other than those in the near surface, depending on the particular data and target geometry. We present results for a suite of different frequencies and offset ranges, examining the differences in the posterior model densities thus derived. Though these results are for a 1D earth, they are applicable to areas with simple, layered geology and provide valuable insight into the resolving capabilities of FWI, as well as highlight the challenges in solving a highly non-linear problem. The RJ-MCMC method also presents a tantalizing possibility for extension to 2D and 3D Bayesian inversion of full waveform seismic data in the future, as it objectively tackles the problem of model selection (i.e., the number of layers or cells for parameterization), which could ease the computational burden of evaluating forward models with many parameters.

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 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

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.

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.

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.

Parallelized Bayesian inversion for three-dimensional dental X-ray imaging.

PubMed

Kolehmainen, Ville; Vanne, Antti; Siltanen, Samuli; Järvenpää, Seppo; Kaipio, Jari P; Lassas, Matti; Kalke, Martti

2006-02-01

Diagnostic and operational tasks based on dental radiology often require three-dimensional (3-D) information that is not available in a single X-ray projection image. Comprehensive 3-D information about tissues can be obtained by computerized tomography (CT) imaging. However, in dental imaging a conventional CT scan may not be available or practical because of high radiation dose, low-resolution or the cost of the CT scanner equipment. In this paper, we consider a novel type of 3-D imaging modality for dental radiology. We consider situations in which projection images of the teeth are taken from a few sparsely distributed projection directions using the dentist's regular (digital) X-ray equipment and the 3-D X-ray attenuation function is reconstructed. A complication in these experiments is that the reconstruction of the 3-D structure based on a few projection images becomes an ill-posed inverse problem. Bayesian inversion is a well suited framework for reconstruction from such incomplete data. In Bayesian inversion, the ill-posed reconstruction problem is formulated in a well-posed probabilistic form in which a priori information is used to compensate for the incomplete information of the projection data. In this paper we propose a Bayesian method for 3-D reconstruction in dental radiology. The method is partially based on Kolehmainen et al. 2003. The prior model for dental structures consist of a weighted l1 and total variation (TV)-prior together with the positivity prior. The inverse problem is stated as finding the maximum a posteriori (MAP) estimate. To make the 3-D reconstruction computationally feasible, a parallelized version of an optimization algorithm is implemented for a Beowulf cluster computer. The method is tested with projection data from dental specimens and patient data. Tomosynthetic reconstructions are given as reference for the proposed method.

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.

A Comparison of a Bayesian and a Maximum Likelihood Tailored Testing Procedure.

ERIC Educational Resources Information Center

McKinley, Robert L.; Reckase, Mark D.

A study was conducted to compare tailored testing procedures based on a Bayesian ability estimation technique and on a maximum likelihood ability estimation technique. The Bayesian tailored testing procedure selected items so as to minimize the posterior variance of the ability estimate distribution, while the maximum likelihood tailored testing…

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…

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.

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.

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.

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…

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.

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.

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.

a Novel Discrete Optimal Transport Method for Bayesian Inverse Problems

NASA Astrophysics Data System (ADS)

Bui-Thanh, T.; Myers, A.; Wang, K.; Thiery, A.

2017-12-01

We present the Augmented Ensemble Transform (AET) method for generating approximate samples from a high-dimensional posterior distribution as a solution to Bayesian inverse problems. Solving large-scale inverse problems is critical for some of the most relevant and impactful scientific endeavors of our time. Therefore, constructing novel methods for solving the Bayesian inverse problem in more computationally efficient ways can have a profound impact on the science community. This research derives the novel AET method for exploring a posterior by solving a sequence of linear programming problems, resulting in a series of transport maps which map prior samples to posterior samples, allowing for the computation of moments of the posterior. We show both theoretical and numerical results, indicating this method can offer superior computational efficiency when compared to other SMC methods. Most of this efficiency is derived from matrix scaling methods to solve the linear programming problem and derivative-free optimization for particle movement. We use this method to determine inter-well connectivity in a reservoir and the associated uncertainty related to certain parameters. The attached file shows the difference between the true parameter and the AET parameter in an example 3D reservoir problem. The error is within the Morozov discrepancy allowance with lower computational cost than other particle methods.

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

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.

Bayesian model calibration of computational models in velocimetry diagnosed dynamic compression experiments.

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

Brown, Justin; Hund, Lauren

2017-02-01

Dynamic compression experiments are being performed on complicated materials using increasingly complex drivers. The data produced in these experiments are beginning to reach a regime where traditional analysis techniques break down; requiring the solution of an inverse problem. A common measurement in dynamic experiments is an interface velocity as a function of time, and often this functional output can be simulated using a hydrodynamics code. Bayesian model calibration is a statistical framework to estimate inputs into a computational model in the presence of multiple uncertainties, making it well suited to measurements of this type. In this article, we apply Bayesianmore » model calibration to high pressure (250 GPa) ramp compression measurements in tantalum. We address several issues speci c to this calibration including the functional nature of the output as well as parameter and model discrepancy identi ability. Speci cally, we propose scaling the likelihood function by an e ective sample size rather than modeling the autocorrelation function to accommodate the functional output and propose sensitivity analyses using the notion of `modularization' to assess the impact of experiment-speci c nuisance input parameters on estimates of material properties. We conclude that the proposed Bayesian model calibration procedure results in simple, fast, and valid inferences on the equation of state parameters for tantalum.« less

Mixed linear-nonlinear fault slip inversion: Bayesian inference of model, weighting, and smoothing parameters

NASA Astrophysics Data System (ADS)

Fukuda, J.; Johnson, K. M.

2009-12-01

Studies utilizing inversions of geodetic data for the spatial distribution of coseismic slip on faults typically present the result as a single fault plane and slip distribution. Commonly the geometry of the fault plane is assumed to be known a priori and the data are inverted for slip. However, sometimes there is not strong a priori information on the geometry of the fault that produced the earthquake and the data is not always strong enough to completely resolve the fault geometry. We develop a method to solve for the full posterior probability distribution of fault slip and fault geometry parameters in a Bayesian framework using Monte Carlo methods. The slip inversion problem is particularly challenging because it often involves multiple data sets with unknown relative weights (e.g. InSAR, GPS), model parameters that are related linearly (slip) and nonlinearly (fault geometry) through the theoretical model to surface observations, prior information on model parameters, and a regularization prior to stabilize the inversion. We present the theoretical framework and solution method for a Bayesian inversion that can handle all of these aspects of the problem. The method handles the mixed linear/nonlinear nature of the problem through combination of both analytical least-squares solutions and Monte Carlo methods. We first illustrate and validate the inversion scheme using synthetic data sets. We then apply the method to inversion of geodetic data from the 2003 M6.6 San Simeon, California earthquake. We show that the uncertainty in strike and dip of the fault plane is over 20 degrees. We characterize the uncertainty in the slip estimate with a volume around the mean fault solution in which the slip most likely occurred. Slip likely occurred somewhere in a volume that extends 5-10 km in either direction normal to the fault plane. We implement slip inversions with both traditional, kinematic smoothing constraints on slip and a simple physical condition of uniform stress drop.

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.

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.

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

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.

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

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.

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.

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.

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 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.

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.

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…

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.

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.

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

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.

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.

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.

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.

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.

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.

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.

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.

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.

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.

QUEST - A Bayesian adaptive psychometric method

NASA Technical Reports Server (NTRS)

Watson, A. B.; Pelli, D. G.

1983-01-01

An adaptive psychometric procedure that places each trial at the current most probable Bayesian estimate of threshold is described. The procedure takes advantage of the common finding that the human psychometric function is invariant in form when expressed as a function of log intensity. The procedure is simple, fast, and efficient, and may be easily implemented on any computer.

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.

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.

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.

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.

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 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.

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…

An adaptive importance sampling algorithm for Bayesian inversion with multimodal distributions

DOE PAGES

Li, Weixuan; Lin, Guang

2015-03-21

Parametric uncertainties are encountered in the simulations of many physical systems, and may be reduced by an inverse modeling procedure that calibrates the simulation results to observations on the real system being simulated. Following Bayes’ rule, a general approach for inverse modeling problems is to sample from the posterior distribution of the uncertain model parameters given the observations. However, the large number of repetitive forward simulations required in the sampling process could pose a prohibitive computational burden. This difficulty is particularly challenging when the posterior is multimodal. We present in this paper an adaptive importance sampling algorithm to tackle thesemore » challenges. Two essential ingredients of the algorithm are: 1) a Gaussian mixture (GM) model adaptively constructed as the proposal distribution to approximate the possibly multimodal target posterior, and 2) a mixture of polynomial chaos (PC) expansions, built according to the GM proposal, as a surrogate model to alleviate the computational burden caused by computational-demanding forward model evaluations. In three illustrative examples, the proposed adaptive importance sampling algorithm demonstrates its capabilities of automatically finding a GM proposal with an appropriate number of modes for the specific problem under study, and obtaining a sample accurately and efficiently representing the posterior with limited number of forward simulations.« less

An adaptive importance sampling algorithm for Bayesian inversion with multimodal distributions

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

Li, Weixuan; Lin, Guang, E-mail: guanglin@purdue.edu

2015-08-01

Parametric uncertainties are encountered in the simulations of many physical systems, and may be reduced by an inverse modeling procedure that calibrates the simulation results to observations on the real system being simulated. Following Bayes' rule, a general approach for inverse modeling problems is to sample from the posterior distribution of the uncertain model parameters given the observations. However, the large number of repetitive forward simulations required in the sampling process could pose a prohibitive computational burden. This difficulty is particularly challenging when the posterior is multimodal. We present in this paper an adaptive importance sampling algorithm to tackle thesemore » challenges. Two essential ingredients of the algorithm are: 1) a Gaussian mixture (GM) model adaptively constructed as the proposal distribution to approximate the possibly multimodal target posterior, and 2) a mixture of polynomial chaos (PC) expansions, built according to the GM proposal, as a surrogate model to alleviate the computational burden caused by computational-demanding forward model evaluations. In three illustrative examples, the proposed adaptive importance sampling algorithm demonstrates its capabilities of automatically finding a GM proposal with an appropriate number of modes for the specific problem under study, and obtaining a sample accurately and efficiently representing the posterior with limited number of forward simulations.« less

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.

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.

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.

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.

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.

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.

The Society of Thoracic Surgeons Composite Measure of Individual Surgeon Performance for Adult Cardiac Surgery: A Report of The Society of Thoracic Surgeons Quality Measurement Task Force.

PubMed

Shahian, David M; He, Xia; Jacobs, Jeffrey P; Kurlansky, Paul A; Badhwar, Vinay; Cleveland, Joseph C; Fazzalari, Frank L; Filardo, Giovanni; Normand, Sharon-Lise T; Furnary, Anthony P; Magee, Mitchell J; Rankin, J Scott; Welke, Karl F; Han, Jane; O'Brien, Sean M

2015-10-01

Previous composite performance measures of The Society of Thoracic Surgeons (STS) were estimated at the STS participant level, typically a hospital or group practice. The STS Quality Measurement Task Force has now developed a multiprocedural, multidimensional composite measure suitable for estimating the performance of individual surgeons. The development sample from the STS National Database included 621,489 isolated coronary artery bypass grafting procedures, isolated aortic valve replacement, aortic valve replacement plus coronary artery bypass grafting, mitral, or mitral plus coronary artery bypass grafting procedures performed by 2,286 surgeons between July 1, 2011, and June 30, 2014. Each surgeon's composite score combined their aggregate risk-adjusted mortality and major morbidity rates (each weighted inversely by their standard deviations) and reflected the proportion of case types they performed. Model parameters were estimated in a Bayesian framework. Composite star ratings were examined using 90%, 95%, or 98% Bayesian credible intervals. Measure reliability was estimated using various 3-year case thresholds. The final composite measure was defined as 0.81 × (1 minus risk-standardized mortality rate) + 0.19 × (1 minus risk-standardized complication rate). Risk-adjusted mortality (median, 2.3%; interquartile range, 1.7% to 3.0%), morbidity (median, 13.7%; interquartile range, 10.8% to 17.1%), and composite scores (median, 95.4%; interquartile range, 94.4% to 96.3%) varied substantially across surgeons. Using 98% Bayesian credible intervals, there were 207 1-star (lower performance) surgeons (9.1%), 1,701 2-star (as-expected performance) surgeons (74.4%), and 378 3-star (higher performance) surgeons (16.5%). With an eligibility threshold of 100 cases over 3 years, measure reliability was 0.81. The STS has developed a multiprocedural composite measure suitable for evaluating performance at the individual surgeon level. Copyright © 2015 The Society of Thoracic Surgeons. Published by Elsevier Inc. All rights reserved.

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.

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.

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.

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.

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.

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.

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.

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.

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.

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.

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 inverse modeling and source location of an unintended 131I release in Europe in the fall of 2011

NASA Astrophysics Data System (ADS)

Tichý, Ondřej; Šmídl, Václav; Hofman, Radek; Šindelářová, Kateřina; Hýža, Miroslav; Stohl, Andreas

2017-10-01

In the fall of 2011, iodine-131 (131I) was detected at several radionuclide monitoring stations in central Europe. After investigation, the International Atomic Energy Agency (IAEA) was informed by Hungarian authorities that 131I was released from the Institute of Isotopes Ltd. in Budapest, Hungary. It was reported that a total activity of 342 GBq of 131I was emitted between 8 September and 16 November 2011. In this study, we use the ambient concentration measurements of 131I to determine the location of the release as well as its magnitude and temporal variation. As the location of the release and an estimate of the source strength became eventually known, this accident represents a realistic test case for inversion models. For our source reconstruction, we use no prior knowledge. Instead, we estimate the source location and emission variation using only the available 131I measurements. Subsequently, we use the partial information about the source term available from the Hungarian authorities for validation of our results. For the source determination, we first perform backward runs of atmospheric transport models and obtain source-receptor sensitivity (SRS) matrices for each grid cell of our study domain. We use two dispersion models, FLEXPART and Hysplit, driven with meteorological analysis data from the global forecast system (GFS) and from European Centre for Medium-range Weather Forecasts (ECMWF) weather forecast models. Second, we use a recently developed inverse method, least-squares with adaptive prior covariance (LS-APC), to determine the 131I emissions and their temporal variation from the measurements and computed SRS matrices. For each grid cell of our simulation domain, we evaluate the probability that the release was generated in that cell using Bayesian model selection. The model selection procedure also provides information about the most suitable dispersion model for the source term reconstruction. Third, we select the most probable location of the release with its associated source term and perform a forward model simulation to study the consequences of the iodine release. Results of these procedures are compared with the known release location and reported information about its time variation. We find that our algorithm could successfully locate the actual release site. The estimated release period is also in agreement with the values reported by IAEA and the reported total released activity of 342 GBq is within the 99 % confidence interval of the posterior distribution of our most likely model.

Optimal Experimental Design of Borehole Locations for Bayesian Inference of Past Ice Sheet Surface Temperatures

NASA Astrophysics Data System (ADS)

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

2017-12-01

Borehole data are essential for calibrating ice sheet models. However, field expeditions for acquiring borehole data are often time-consuming, expensive, and dangerous. It is thus essential to plan the best sampling locations that maximize the value of data while minimizing costs and risks. We present an uncertainty quantification (UQ) workflow based on rigorous probability framework to achieve these objectives. First, we employ an optimal experimental design (OED) procedure to compute borehole locations that yield the highest expected information gain. We take into account practical considerations of location accessibility (e.g., proximity to research sites, terrain, and ice velocity may affect feasibility of drilling) and robustness (e.g., real-time constraints such as weather may force researchers to drill at sub-optimal locations near those originally planned), by incorporating a penalty reflecting accessibility as well as sensitivity to deviations from the optimal locations. Next, we extract vertical temperature profiles from these boreholes and formulate a Bayesian inverse problem to reconstruct past surface temperatures. Using a model of temperature advection/diffusion, the top boundary condition (corresponding to surface temperatures) is calibrated via efficient Markov chain Monte Carlo (MCMC). The overall procedure can then be iterated to choose new optimal borehole locations for the next expeditions.Through this work, we demonstrate powerful UQ methods for designing experiments, calibrating models, making predictions, and assessing sensitivity--all performed under an uncertain environment. We develop a theoretical framework as well as practical software within an intuitive workflow, and illustrate their usefulness for combining data and models for environmental and climate research.

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

The multicategory case of the sequential Bayesian pixel selection and estimation procedure

NASA Technical Reports Server (NTRS)

Pore, M. D.; Dennis, T. B. (Principal Investigator)

1980-01-01

A Bayesian technique for stratified proportion estimation and a sampling based on minimizing the mean squared error of this estimator were developed and tested on LANDSAT multispectral scanner data using the beta density function to model the prior distribution in the two-class case. An extention of this procedure to the k-class case is considered. A generalization of the beta function is shown to be a density function for the general case which allows the procedure to be extended.

A Rapid Item-Search Procedure for Bayesian Adaptive Testing.

DTIC Science & Technology

1977-05-01

properties of the • procedure , they migh t well introduce undesirable psychological effects on test scores (e.g., Betz & Weiss , 1976r.’ , 1976b...ge of results and adaptive ability test .~~~~ (Research Rep . 76—4). Minneapolis: University of Minnesota , Departmen t of Psychology , Psychometric...t~~[AH ~~~ ~~~~ r _ _ _ _ A RAPID ITEM -SEARC H PROCEDURE FOR BAYESIAN ADAPTIVE TESTING C. David Vale d D D Can David J . Weiss RESEARCH REPORT 77-n

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.

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.

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.

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.

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

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.

An Exploratory Study Examining the Feasibility of Using Bayesian Networks to Predict Circuit Analysis Understanding

ERIC Educational Resources Information Center

Chung, Gregory K. W. K.; Dionne, Gary B.; Kaiser, William J.

2006-01-01

Our research question was whether we could develop a feasible technique, using Bayesian networks, to diagnose gaps in student knowledge. Thirty-four college-age participants completed tasks designed to measure conceptual knowledge, procedural knowledge, and problem-solving skills related to circuit analysis. A Bayesian network was used to model…

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.

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.

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.

A hierarchical Bayesian approach to adaptive vision testing: A case study with the contrast sensitivity function.

PubMed

Gu, Hairong; Kim, Woojae; Hou, Fang; Lesmes, Luis Andres; Pitt, Mark A; Lu, Zhong-Lin; Myung, Jay I

2016-01-01

Measurement efficiency is of concern when a large number of observations are required to obtain reliable estimates for parametric models of vision. The standard entropy-based Bayesian adaptive testing procedures addressed the issue by selecting the most informative stimulus in sequential experimental trials. Noninformative, diffuse priors were commonly used in those tests. Hierarchical adaptive design optimization (HADO; Kim, Pitt, Lu, Steyvers, & Myung, 2014) further improves the efficiency of the standard Bayesian adaptive testing procedures by constructing an informative prior using data from observers who have already participated in the experiment. The present study represents an empirical validation of HADO in estimating the human contrast sensitivity function. The results show that HADO significantly improves the accuracy and precision of parameter estimates, and therefore requires many fewer observations to obtain reliable inference about contrast sensitivity, compared to the method of quick contrast sensitivity function (Lesmes, Lu, Baek, & Albright, 2010), which uses the standard Bayesian procedure. The improvement with HADO was maintained even when the prior was constructed from heterogeneous populations or a relatively small number of observers. These results of this case study support the conclusion that HADO can be used in Bayesian adaptive testing by replacing noninformative, diffuse priors with statistically justified informative priors without introducing unwanted bias.

A hierarchical Bayesian approach to adaptive vision testing: A case study with the contrast sensitivity function

PubMed Central

Gu, Hairong; Kim, Woojae; Hou, Fang; Lesmes, Luis Andres; Pitt, Mark A.; Lu, Zhong-Lin; Myung, Jay I.

2016-01-01

Measurement efficiency is of concern when a large number of observations are required to obtain reliable estimates for parametric models of vision. The standard entropy-based Bayesian adaptive testing procedures addressed the issue by selecting the most informative stimulus in sequential experimental trials. Noninformative, diffuse priors were commonly used in those tests. Hierarchical adaptive design optimization (HADO; Kim, Pitt, Lu, Steyvers, & Myung, 2014) further improves the efficiency of the standard Bayesian adaptive testing procedures by constructing an informative prior using data from observers who have already participated in the experiment. The present study represents an empirical validation of HADO in estimating the human contrast sensitivity function. The results show that HADO significantly improves the accuracy and precision of parameter estimates, and therefore requires many fewer observations to obtain reliable inference about contrast sensitivity, compared to the method of quick contrast sensitivity function (Lesmes, Lu, Baek, & Albright, 2010), which uses the standard Bayesian procedure. The improvement with HADO was maintained even when the prior was constructed from heterogeneous populations or a relatively small number of observers. These results of this case study support the conclusion that HADO can be used in Bayesian adaptive testing by replacing noninformative, diffuse priors with statistically justified informative priors without introducing unwanted bias. PMID:27105061

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.

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.

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.

A Bayesian Multinomial Probit MODEL FOR THE ANALYSIS OF PANEL CHOICE DATA.

PubMed

Fong, Duncan K H; Kim, Sunghoon; Chen, Zhe; DeSarbo, Wayne S

2016-03-01

A new Bayesian multinomial probit model is proposed for the analysis of panel choice data. Using a parameter expansion technique, we are able to devise a Markov Chain Monte Carlo algorithm to compute our Bayesian estimates efficiently. We also show that the proposed procedure enables the estimation of individual level coefficients for the single-period multinomial probit model even when the available prior information is vague. We apply our new procedure to consumer purchase data and reanalyze a well-known scanner panel dataset that reveals new substantive insights. In addition, we delineate a number of advantageous features of our proposed procedure over several benchmark models. Finally, through a simulation analysis employing a fractional factorial design, we demonstrate that the results from our proposed model are quite robust with respect to differing factors across various conditions.

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.

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.

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.

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.

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).

A Bayesian Approach to Person Fit Analysis in Item Response Theory Models. Research Report.

ERIC Educational Resources Information Center

Glas, Cees A. W.; Meijer, Rob R.

A Bayesian approach to the evaluation of person fit in item response theory (IRT) models is presented. In a posterior predictive check, the observed value on a discrepancy variable is positioned in its posterior distribution. In a Bayesian framework, a Markov Chain Monte Carlo procedure can be used to generate samples of the posterior distribution…

Estimation of parameter uncertainty for an activated sludge model using Bayesian inference: a comparison with the frequentist method.

PubMed

Zonta, Zivko J; Flotats, Xavier; Magrí, Albert

2014-08-01

The procedure commonly used for the assessment of the parameters included in activated sludge models (ASMs) relies on the estimation of their optimal value within a confidence region (i.e. frequentist inference). Once optimal values are estimated, parameter uncertainty is computed through the covariance matrix. However, alternative approaches based on the consideration of the model parameters as probability distributions (i.e. Bayesian inference), may be of interest. The aim of this work is to apply (and compare) both Bayesian and frequentist inference methods when assessing uncertainty for an ASM-type model, which considers intracellular storage and biomass growth, simultaneously. Practical identifiability was addressed exclusively considering respirometric profiles based on the oxygen uptake rate and with the aid of probabilistic global sensitivity analysis. Parameter uncertainty was thus estimated according to both the Bayesian and frequentist inferential procedures. Results were compared in order to evidence the strengths and weaknesses of both approaches. Since it was demonstrated that Bayesian inference could be reduced to a frequentist approach under particular hypotheses, the former can be considered as a more generalist methodology. Hence, the use of Bayesian inference is encouraged for tackling inferential issues in ASM environments.

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.

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

Bayesian parameter estimation for chiral effective field theory

NASA Astrophysics Data System (ADS)

Wesolowski, Sarah; Furnstahl, Richard; Phillips, Daniel; Klco, Natalie

2016-09-01

The low-energy constants (LECs) of a chiral effective field theory (EFT) interaction in the two-body sector are fit to observable data using a Bayesian parameter estimation framework. By using Bayesian prior probability distributions (pdfs), we quantify relevant physical expectations such as LEC naturalness and include them in the parameter estimation procedure. The final result is a posterior pdf for the LECs, which can be used to propagate uncertainty resulting from the fit to data to the final observable predictions. The posterior pdf also allows an empirical test of operator redundancy and other features of the potential. We compare results of our framework with other fitting procedures, interpreting the underlying assumptions in Bayesian probabilistic language. We also compare results from fitting all partial waves of the interaction simultaneously to cross section data compared to fitting to extracted phase shifts, appropriately accounting for correlations in the data. Supported in part by the NSF and DOE.

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.

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.

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.

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

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.

Bayesian reconstruction and use of anatomical a priori information for emission tomography

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

Bowsher, J.E.; Johnson, V.E.; Turkington, T.G.

1996-10-01

A Bayesian method is presented for simultaneously segmenting and reconstructing emission computed tomography (ECT) images and for incorporating high-resolution, anatomical information into those reconstructions. The anatomical information is often available from other imaging modalities such as computed tomography (CT) or magnetic resonance imaging (MRI). The Bayesian procedure models the ECT radiopharmaceutical distribution as consisting of regions, such that radiopharmaceutical activity is similar throughout each region. It estimates the number of regions, the mean activity of each region, and the region classification and mean activity of each voxel. Anatomical information is incorporated by assigning higher prior probabilities to ECT segmentations inmore » which each ECT region stays within a single anatomical region. This approach is effective because anatomical tissue type often strongly influences radiopharmaceutical uptake. The Bayesian procedure is evaluated using physically acquired single-photon emission computed tomography (SPECT) projection data and MRI for the three-dimensional (3-D) Hoffman brain phantom. A clinically realistic count level is used. A cold lesion within the brain phantom is created during the SPECT scan but not during the MRI to demonstrate that the estimation procedure can detect ECT structure that is not present anatomically.« less

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...

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.

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.

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.

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.

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.

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

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.

Bayesian analysis of non-homogeneous Markov chains: application to mental health data.

PubMed

Sung, Minje; Soyer, Refik; Nhan, Nguyen

2007-07-10

In this paper we present a formal treatment of non-homogeneous Markov chains by introducing a hierarchical Bayesian framework. Our work is motivated by the analysis of correlated categorical data which arise in assessment of psychiatric treatment programs. In our development, we introduce a Markovian structure to describe the non-homogeneity of transition patterns. In doing so, we introduce a logistic regression set-up for Markov chains and incorporate covariates in our model. We present a Bayesian model using Markov chain Monte Carlo methods and develop inference procedures to address issues encountered in the analyses of data from psychiatric treatment programs. Our model and inference procedures are implemented to some real data from a psychiatric treatment study. Copyright 2006 John Wiley & Sons, Ltd.

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.

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.

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.

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.

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

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.

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.

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.

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

The Bayesian approach to reporting GSR analysis results: some first-hand experiences

NASA Astrophysics Data System (ADS)

Charles, Sebastien; Nys, Bart

2010-06-01

The use of Bayesian principles in the reporting of forensic findings has been a matter of interest for some years. Recently, also the GSR community is gradually exploring the advantages of this method, or rather approach, for writing reports. Since last year, our GSR group is adapting reporting procedures to the use of Bayesian principles. The police and magistrates find the reports more directly accessible and useful in their part of the criminal investigation. In the lab we find that, through applying the Bayesian principles, unnecessary analyses can be eliminated and thus time can be freed on the instruments.

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...

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

2D Bayesian automated tilted-ring fitting of disc galaxies in large H I galaxy surveys: 2DBAT

NASA Astrophysics Data System (ADS)

Oh, Se-Heon; Staveley-Smith, Lister; Spekkens, Kristine; Kamphuis, Peter; Koribalski, Bärbel S.

2018-01-01

We present a novel algorithm based on a Bayesian method for 2D tilted-ring analysis of disc galaxy velocity fields. Compared to the conventional algorithms based on a chi-squared minimization procedure, this new Bayesian-based algorithm suffers less from local minima of the model parameters even with highly multimodal posterior distributions. Moreover, the Bayesian analysis, implemented via Markov Chain Monte Carlo sampling, only requires broad ranges of posterior distributions of the parameters, which makes the fitting procedure fully automated. This feature will be essential when performing kinematic analysis on the large number of resolved galaxies expected to be detected in neutral hydrogen (H I) surveys with the Square Kilometre Array and its pathfinders. The so-called 2D Bayesian Automated Tilted-ring fitter (2DBAT) implements Bayesian fits of 2D tilted-ring models in order to derive rotation curves of galaxies. We explore 2DBAT performance on (a) artificial H I data cubes built based on representative rotation curves of intermediate-mass and massive spiral galaxies, and (b) Australia Telescope Compact Array H I data from the Local Volume H I Survey. We find that 2DBAT works best for well-resolved galaxies with intermediate inclinations (20° < i < 70°), complementing 3D techniques better suited to modelling inclined galaxies.

[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.

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.

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 Estimation of the DINA Model with Gibbs Sampling

ERIC Educational Resources Information Center

Culpepper, Steven Andrew

2015-01-01

A Bayesian model formulation of the deterministic inputs, noisy "and" gate (DINA) model is presented. Gibbs sampling is employed to simulate from the joint posterior distribution of item guessing and slipping parameters, subject attribute parameters, and latent class probabilities. The procedure extends concepts in Béguin and Glas,…

Bayesian Adaptive Lasso for Ordinal Regression with Latent Variables

ERIC Educational Resources Information Center

Feng, Xiang-Nan; Wu, Hao-Tian; Song, Xin-Yuan

2017-01-01

We consider an ordinal regression model with latent variables to investigate the effects of observable and latent explanatory variables on the ordinal responses of interest. Each latent variable is characterized by correlated observed variables through a confirmatory factor analysis model. We develop a Bayesian adaptive lasso procedure to conduct…

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.

A Bayesian approach to parameter and reliability estimation in the Poisson distribution.

NASA Technical Reports Server (NTRS)

Canavos, G. C.

1972-01-01

For life testing procedures, a Bayesian analysis is developed with respect to a random intensity parameter in the Poisson distribution. Bayes estimators are derived for the Poisson parameter and the reliability function based on uniform and gamma prior distributions of that parameter. A Monte Carlo procedure is implemented to make possible an empirical mean-squared error comparison between Bayes and existing minimum variance unbiased, as well as maximum likelihood, estimators. As expected, the Bayes estimators have mean-squared errors that are appreciably smaller than those of the other two.

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.

A default Bayesian hypothesis test for mediation.

PubMed

Nuijten, Michèle B; Wetzels, Ruud; Matzke, Dora; Dolan, Conor V; Wagenmakers, Eric-Jan

2015-03-01

In order to quantify the relationship between multiple variables, researchers often carry out a mediation analysis. In such an analysis, a mediator (e.g., knowledge of a healthy diet) transmits the effect from an independent variable (e.g., classroom instruction on a healthy diet) to a dependent variable (e.g., consumption of fruits and vegetables). Almost all mediation analyses in psychology use frequentist estimation and hypothesis-testing techniques. A recent exception is Yuan and MacKinnon (Psychological Methods, 14, 301-322, 2009), who outlined a Bayesian parameter estimation procedure for mediation analysis. Here we complete the Bayesian alternative to frequentist mediation analysis by specifying a default Bayesian hypothesis test based on the Jeffreys-Zellner-Siow approach. We further extend this default Bayesian test by allowing a comparison to directional or one-sided alternatives, using Markov chain Monte Carlo techniques implemented in JAGS. All Bayesian tests are implemented in the R package BayesMed (Nuijten, Wetzels, Matzke, Dolan, & Wagenmakers, 2014).

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 ...

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.

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.

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.

Using SPM 12’s Second-Level Bayesian Inference Procedure for fMRI Analysis: Practical Guidelines for End Users

PubMed Central

Han, Hyemin; Park, Joonsuk

2018-01-01

Recent debates about the conventional traditional threshold used in the fields of neuroscience and psychology, namely P < 0.05, have spurred researchers to consider alternative ways to analyze fMRI data. A group of methodologists and statisticians have considered Bayesian inference as a candidate methodology. However, few previous studies have attempted to provide end users of fMRI analysis tools, such as SPM 12, with practical guidelines about how to conduct Bayesian inference. In the present study, we aim to demonstrate how to utilize Bayesian inference, Bayesian second-level inference in particular, implemented in SPM 12 by analyzing fMRI data available to public via NeuroVault. In addition, to help end users understand how Bayesian inference actually works in SPM 12, we examine outcomes from Bayesian second-level inference implemented in SPM 12 by comparing them with those from classical second-level inference. Finally, we provide practical guidelines about how to set the parameters for Bayesian inference and how to interpret the results, such as Bayes factors, from the inference. We also discuss the practical and philosophical benefits of Bayesian inference and directions for future research. PMID:29456498

The Role of Parametric Assumptions in Adaptive Bayesian Estimation

ERIC Educational Resources Information Center

Alcala-Quintana, Rocio; Garcia-Perez, Miguel A.

2004-01-01

Variants of adaptive Bayesian procedures for estimating the 5% point on a psychometric function were studied by simulation. Bias and standard error were the criteria to evaluate performance. The results indicated a superiority of (a) uniform priors, (b) model likelihood functions that are odd symmetric about threshold and that have parameter…

Assessment of Matrix Multiplication Learning with a Rule-Based Analytical Model--"A Bayesian Network Representation"

ERIC Educational Resources Information Center

Zhang, Zhidong

2016-01-01

This study explored an alternative assessment procedure to examine learning trajectories of matrix multiplication. It took rule-based analytical and cognitive task analysis methods specifically to break down operation rules for a given matrix multiplication. Based on the analysis results, a hierarchical Bayesian network, an assessment model,…

A Hierarchical Bayesian Procedure for Two-Mode Cluster Analysis

ERIC Educational Resources Information Center

DeSarbo, Wayne S.; Fong, Duncan K. H.; Liechty, John; Saxton, M. Kim

2004-01-01

This manuscript introduces a new Bayesian finite mixture methodology for the joint clustering of row and column stimuli/objects associated with two-mode asymmetric proximity, dominance, or profile data. That is, common clusters are derived which partition both the row and column stimuli/objects simultaneously into the same derived set of clusters.…

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.

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.

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.

Bayesian hypothesis testing for human threat conditioning research: an introduction and the condir R package

PubMed Central

Krypotos, Angelos-Miltiadis; Klugkist, Irene; Engelhard, Iris M.

2017-01-01

ABSTRACT Threat conditioning procedures have allowed the experimental investigation of the pathogenesis of Post-Traumatic Stress Disorder. The findings of these procedures have also provided stable foundations for the development of relevant intervention programs (e.g. exposure therapy). Statistical inference of threat conditioning procedures is commonly based on p-values and Null Hypothesis Significance Testing (NHST). Nowadays, however, there is a growing concern about this statistical approach, as many scientists point to the various limitations of p-values and NHST. As an alternative, the use of Bayes factors and Bayesian hypothesis testing has been suggested. In this article, we apply this statistical approach to threat conditioning data. In order to enable the easy computation of Bayes factors for threat conditioning data we present a new R package named condir, which can be used either via the R console or via a Shiny application. This article provides both a non-technical introduction to Bayesian analysis for researchers using the threat conditioning paradigm, and the necessary tools for computing Bayes factors easily. PMID:29038683

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.

Bayesian Exploratory Factor Analysis

PubMed Central

Conti, Gabriella; Frühwirth-Schnatter, Sylvia; Heckman, James J.; Piatek, Rémi

2014-01-01

This paper develops and applies a Bayesian approach to Exploratory Factor Analysis that improves on ad hoc classical approaches. Our framework relies on dedicated factor models and simultaneously determines the number of factors, the allocation of each measurement to a unique factor, and the corresponding factor loadings. Classical identification criteria are applied and integrated into our Bayesian procedure to generate models that are stable and clearly interpretable. A Monte Carlo study confirms the validity of the approach. The method is used to produce interpretable low dimensional aggregates from a high dimensional set of psychological measurements. PMID:25431517

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,...

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.

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.

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.

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.

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.

A Bayesian test for Hardy–Weinberg equilibrium of biallelic X-chromosomal markers

PubMed Central

Puig, X; Ginebra, J; Graffelman, J

2017-01-01

The X chromosome is a relatively large chromosome, harboring a lot of genetic information. Much of the statistical analysis of X-chromosomal information is complicated by the fact that males only have one copy. Recently, frequentist statistical tests for Hardy–Weinberg equilibrium have been proposed specifically for dealing with markers on the X chromosome. Bayesian test procedures for Hardy–Weinberg equilibrium for the autosomes have been described, but Bayesian work on the X chromosome in this context is lacking. This paper gives the first Bayesian approach for testing Hardy–Weinberg equilibrium with biallelic markers at the X chromosome. Marginal and joint posterior distributions for the inbreeding coefficient in females and the male to female allele frequency ratio are computed, and used for statistical inference. The paper gives a detailed account of the proposed Bayesian test, and illustrates it with data from the 1000 Genomes project. In that implementation, a novel approach to tackle multiple testing from a Bayesian perspective through posterior predictive checks is used. PMID:28900292

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.

Condition Number Regularized Covariance Estimation*

PubMed Central

Won, Joong-Ho; Lim, Johan; Kim, Seung-Jean; Rajaratnam, Bala

2012-01-01

Estimation of high-dimensional covariance matrices is known to be a difficult problem, has many applications, and is of current interest to the larger statistics community. In many applications including so-called the “large p small n” setting, the estimate of the covariance matrix is required to be not only invertible, but also well-conditioned. Although many regularization schemes attempt to do this, none of them address the ill-conditioning problem directly. In this paper, we propose a maximum likelihood approach, with the direct goal of obtaining a well-conditioned estimator. No sparsity assumption on either the covariance matrix or its inverse are are imposed, thus making our procedure more widely applicable. We demonstrate that the proposed regularization scheme is computationally efficient, yields a type of Steinian shrinkage estimator, and has a natural Bayesian interpretation. We investigate the theoretical properties of the regularized covariance estimator comprehensively, including its regularization path, and proceed to develop an approach that adaptively determines the level of regularization that is required. Finally, we demonstrate the performance of the regularized estimator in decision-theoretic comparisons and in the financial portfolio optimization setting. The proposed approach has desirable properties, and can serve as a competitive procedure, especially when the sample size is small and when a well-conditioned estimator is required. PMID:23730197

Condition Number Regularized Covariance Estimation.

PubMed

Won, Joong-Ho; Lim, Johan; Kim, Seung-Jean; Rajaratnam, Bala

2013-06-01

Estimation of high-dimensional covariance matrices is known to be a difficult problem, has many applications, and is of current interest to the larger statistics community. In many applications including so-called the "large p small n " setting, the estimate of the covariance matrix is required to be not only invertible, but also well-conditioned. Although many regularization schemes attempt to do this, none of them address the ill-conditioning problem directly. In this paper, we propose a maximum likelihood approach, with the direct goal of obtaining a well-conditioned estimator. No sparsity assumption on either the covariance matrix or its inverse are are imposed, thus making our procedure more widely applicable. We demonstrate that the proposed regularization scheme is computationally efficient, yields a type of Steinian shrinkage estimator, and has a natural Bayesian interpretation. We investigate the theoretical properties of the regularized covariance estimator comprehensively, including its regularization path, and proceed to develop an approach that adaptively determines the level of regularization that is required. Finally, we demonstrate the performance of the regularized estimator in decision-theoretic comparisons and in the financial portfolio optimization setting. The proposed approach has desirable properties, and can serve as a competitive procedure, especially when the sample size is small and when a well-conditioned estimator is required.

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

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

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.

Bayesian Analysis of Item Response Curves. Research Report 84-1. Mathematical Sciences Technical Report No. 132.

ERIC Educational Resources Information Center

Tsutakawa, Robert K.; Lin, Hsin Ying

Item response curves for a set of binary responses are studied from a Bayesian viewpoint of estimating the item parameters. For the two-parameter logistic model with normally distributed ability, restricted bivariate beta priors are used to illustrate the computation of the posterior mode via the EM algorithm. The procedure is illustrated by data…

Bayesian model checking: A comparison of tests

NASA Astrophysics Data System (ADS)

Lucy, L. B.

2018-06-01

Two procedures for checking Bayesian models are compared using a simple test problem based on the local Hubble expansion. Over four orders of magnitude, p-values derived from a global goodness-of-fit criterion for posterior probability density functions agree closely with posterior predictive p-values. The former can therefore serve as an effective proxy for the difficult-to-calculate posterior predictive p-values.

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.

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.

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.

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.

On combination of strict Bayesian principles with model reduction technique or how stochastic model calibration can become feasible for large-scale applications

NASA Astrophysics Data System (ADS)

Oladyshkin, S.; Schroeder, P.; Class, H.; Nowak, W.

2013-12-01

Predicting underground carbon dioxide (CO2) storage represents a challenging problem in a complex dynamic system. Due to lacking information about reservoir parameters, quantification of uncertainties may become the dominant question in risk assessment. Calibration on past observed data from pilot-scale test injection can improve the predictive power of the involved geological, flow, and transport models. The current work performs history matching to pressure time series from a pilot storage site operated in Europe, maintained during an injection period. Simulation of compressible two-phase flow and transport (CO2/brine) in the considered site is computationally very demanding, requiring about 12 days of CPU time for an individual model run. For that reason, brute-force approaches for calibration are not feasible. In the current work, we explore an advanced framework for history matching based on the arbitrary polynomial chaos expansion (aPC) and strict Bayesian principles. The aPC [1] offers a drastic but accurate stochastic model reduction. Unlike many previous chaos expansions, it can handle arbitrary probability distribution shapes of uncertain parameters, and can therefore handle directly the statistical information appearing during the matching procedure. We capture the dependence of model output on these multipliers with the expansion-based reduced model. In our study we keep the spatial heterogeneity suggested by geophysical methods, but consider uncertainty in the magnitude of permeability trough zone-wise permeability multipliers. Next combined the aPC with Bootstrap filtering (a brute-force but fully accurate Bayesian updating mechanism) in order to perform the matching. In comparison to (Ensemble) Kalman Filters, our method accounts for higher-order statistical moments and for the non-linearity of both the forward model and the inversion, and thus allows a rigorous quantification of calibrated model uncertainty. The usually high computational costs of accurate filtering become very feasible for our suggested aPC-based calibration framework. However, the power of aPC-based Bayesian updating strongly depends on the accuracy of prior information. In the current study, the prior assumptions on the model parameters were not satisfactory and strongly underestimate the reservoir pressure. Thus, the aPC-based response surface used in Bootstrap filtering is fitted to a distant and poorly chosen region within the parameter space. Thanks to the iterative procedure suggested in [2] we overcome this drawback with small computational costs. The iteration successively improves the accuracy of the expansion around the current estimation of the posterior distribution. The final result is a calibrated model of the site that can be used for further studies, with an excellent match to the data. References [1] Oladyshkin S. and Nowak W. Data-driven uncertainty quantification using the arbitrary polynomial chaos expansion. Reliability Engineering and System Safety, 106:179-190, 2012. [2] Oladyshkin S., Class H., Nowak W. Bayesian updating via Bootstrap filtering combined with data-driven polynomial chaos expansions: methodology and application to history matching for carbon dioxide storage in geological formations. Computational Geosciences, 17 (4), 671-687, 2013.

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.

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.

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.

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.

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.

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

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.

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.

On-line Bayesian model updating for structural health monitoring

NASA Astrophysics Data System (ADS)

Rocchetta, Roberto; Broggi, Matteo; Huchet, Quentin; Patelli, Edoardo

2018-03-01

Fatigue induced cracks is a dangerous failure mechanism which affects mechanical components subject to alternating load cycles. System health monitoring should be adopted to identify cracks which can jeopardise the structure. Real-time damage detection may fail in the identification of the cracks due to different sources of uncertainty which have been poorly assessed or even fully neglected. In this paper, a novel efficient and robust procedure is used for the detection of cracks locations and lengths in mechanical components. A Bayesian model updating framework is employed, which allows accounting for relevant sources of uncertainty. The idea underpinning the approach is to identify the most probable crack consistent with the experimental measurements. To tackle the computational cost of the Bayesian approach an emulator is adopted for replacing the computationally costly Finite Element model. To improve the overall robustness of the procedure, different numerical likelihoods, measurement noises and imprecision in the value of model parameters are analysed and their effects quantified. The accuracy of the stochastic updating and the efficiency of the numerical procedure are discussed. An experimental aluminium frame and on a numerical model of a typical car suspension arm are used to demonstrate the applicability of the approach.

Characterizing species at risk. II: Using Bayesian belief networks as decision support tools to determine species conservation categories under the Northwest Forest Plan.

Treesearch

B.G. Marcot; P.A. Hohenlohe; S. Morey; R. Holmes; R. Molina; M.C. Turley; M.H. Huff; J.A. Laurence

2006-01-01

We developed decision-aiding models as Bayesian belief networks (BBNs) that represented evaluation guidelines used to determine the appropriate conservation of hundreds of potentially rare species on federally-administered lands in the Pacific Northwest United States. The models were used in a structured assessment and paneling procedure as part of an adaptive...

A Bayesian Hybrid Adaptive Randomisation Design for Clinical Trials with Survival Outcomes.

PubMed

Moatti, M; Chevret, S; Zohar, S; Rosenberger, W F

2016-01-01

Response-adaptive randomisation designs have been proposed to improve the efficiency of phase III randomised clinical trials and improve the outcomes of the clinical trial population. In the setting of failure time outcomes, Zhang and Rosenberger (2007) developed a response-adaptive randomisation approach that targets an optimal allocation, based on a fixed sample size. The aim of this research is to propose a response-adaptive randomisation procedure for survival trials with an interim monitoring plan, based on the following optimal criterion: for fixed variance of the estimated log hazard ratio, what allocation minimizes the expected hazard of failure? We demonstrate the utility of the design by redesigning a clinical trial on multiple myeloma. To handle continuous monitoring of data, we propose a Bayesian response-adaptive randomisation procedure, where the log hazard ratio is the effect measure of interest. Combining the prior with the normal likelihood, the mean posterior estimate of the log hazard ratio allows derivation of the optimal target allocation. We perform a simulation study to assess and compare the performance of this proposed Bayesian hybrid adaptive design to those of fixed, sequential or adaptive - either frequentist or fully Bayesian - designs. Non informative normal priors of the log hazard ratio were used, as well as mixture of enthusiastic and skeptical priors. Stopping rules based on the posterior distribution of the log hazard ratio were computed. The method is then illustrated by redesigning a phase III randomised clinical trial of chemotherapy in patients with multiple myeloma, with mixture of normal priors elicited from experts. As expected, there was a reduction in the proportion of observed deaths in the adaptive vs. non-adaptive designs; this reduction was maximized using a Bayes mixture prior, with no clear-cut improvement by using a fully Bayesian procedure. The use of stopping rules allows a slight decrease in the observed proportion of deaths under the alternate hypothesis compared with the adaptive designs with no stopping rules. Such Bayesian hybrid adaptive survival trials may be promising alternatives to traditional designs, reducing the duration of survival trials, as well as optimizing the ethical concerns for patients enrolled in the trial.

A novel Bayesian respiratory motion model to estimate and resolve uncertainty in image-guided cardiac interventions.

PubMed

Peressutti, Devis; Penney, Graeme P; Housden, R James; Kolbitsch, Christoph; Gomez, Alberto; Rijkhorst, Erik-Jan; Barratt, Dean C; Rhode, Kawal S; King, Andrew P

2013-05-01

In image-guided cardiac interventions, respiratory motion causes misalignments between the pre-procedure roadmap of the heart used for guidance and the intra-procedure position of the heart, reducing the accuracy of the guidance information and leading to potentially dangerous consequences. We propose a novel technique for motion-correcting the pre-procedural information that combines a probabilistic MRI-derived affine motion model with intra-procedure real-time 3D echocardiography (echo) images in a Bayesian framework. The probabilistic model incorporates a measure of confidence in its motion estimates which enables resolution of the potentially conflicting information supplied by the model and the echo data. Unlike models proposed so far, our method allows the final motion estimate to deviate from the model-produced estimate according to the information provided by the echo images, so adapting to the complex variability of respiratory motion. The proposed method is evaluated using gold-standard MRI-derived motion fields and simulated 3D echo data for nine volunteers and real 3D live echo images for four volunteers. The Bayesian method is compared to 5 other motion estimation techniques and results show mean/max improvements in estimation accuracy of 10.6%/18.9% for simulated echo images and 20.8%/41.5% for real 3D live echo data, over the best comparative estimation method. Copyright © 2013 Elsevier B.V. All rights reserved.

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.

Assessment of groundwater quality: a fusion of geochemical and geophysical information via Bayesian neural networks.

PubMed

Maiti, Saumen; Erram, V C; Gupta, Gautam; Tiwari, Ram Krishna; Kulkarni, U D; Sangpal, R R

2013-04-01

Deplorable quality of groundwater arising from saltwater intrusion, natural leaching and anthropogenic activities is one of the major concerns for the society. Assessment of groundwater quality is, therefore, a primary objective of scientific research. Here, we propose an artificial neural network-based method set in a Bayesian neural network (BNN) framework and employ it to assess groundwater quality. The approach is based on analyzing 36 water samples and inverting up to 85 Schlumberger vertical electrical sounding data. We constructed a priori model by suitably parameterizing geochemical and geophysical data collected from the western part of India. The posterior model (post-inversion) was estimated using the BNN learning procedure and global hybrid Monte Carlo/Markov Chain Monte Carlo optimization scheme. By suitable parameterization of geochemical and geophysical parameters, we simulated 1,500 training samples, out of which 50 % samples were used for training and remaining 50 % were used for validation and testing. We show that the trained model is able to classify validation and test samples with 85 % and 80 % accuracy respectively. Based on cross-correlation analysis and Gibb's diagram of geochemical attributes, the groundwater qualities of the study area were classified into following three categories: "Very good", "Good", and "Unsuitable". The BNN model-based results suggest that groundwater quality falls mostly in the range of "Good" to "Very good" except for some places near the Arabian Sea. The new modeling results powered by uncertainty and statistical analyses would provide useful constrain, which could be utilized in monitoring and assessment of the groundwater quality.

Bayesian networks of age estimation and classification based on dental evidence: A study on the third molar mineralization.

PubMed

Sironi, Emanuele; Pinchi, Vilma; Pradella, Francesco; Focardi, Martina; Bozza, Silvia; Taroni, Franco

2018-04-01

Not only does the Bayesian approach offer a rational and logical environment for evidence evaluation in a forensic framework, but it also allows scientists to coherently deal with uncertainty related to a collection of multiple items of evidence, due to its flexible nature. Such flexibility might come at the expense of elevated computational complexity, which can be handled by using specific probabilistic graphical tools, namely Bayesian networks. In the current work, such probabilistic tools are used for evaluating dental evidence related to the development of third molars. A set of relevant properties characterizing the graphical models are discussed and Bayesian networks are implemented to deal with the inferential process laying beyond the estimation procedure, as well as to provide age estimates. Such properties include operationality, flexibility, coherence, transparence and sensitivity. A data sample composed of Italian subjects was employed for the analysis; results were in agreement with previous studies in terms of point estimate and age classification. The influence of the prior probability elicitation in terms of Bayesian estimate and classifies was also analyzed. Findings also supported the opportunity to take into consideration multiple teeth in the evaluative procedure, since it can be shown this results in an increased robustness towards the prior probability elicitation process, as well as in more favorable outcomes from a forensic perspective. Copyright © 2018 Elsevier Ltd and Faculty of Forensic and Legal Medicine. All rights reserved.

A Bayesian Approach for Sensor Optimisation in Impact Identification

PubMed Central

Mallardo, Vincenzo; Sharif Khodaei, Zahra; Aliabadi, Ferri M. H.

2016-01-01

This paper presents a Bayesian approach for optimizing the position of sensors aimed at impact identification in composite structures under operational conditions. The uncertainty in the sensor data has been represented by statistical distributions of the recorded signals. An optimisation strategy based on the genetic algorithm is proposed to find the best sensor combination aimed at locating impacts on composite structures. A Bayesian-based objective function is adopted in the optimisation procedure as an indicator of the performance of meta-models developed for different sensor combinations to locate various impact events. To represent a real structure under operational load and to increase the reliability of the Structural Health Monitoring (SHM) system, the probability of malfunctioning sensors is included in the optimisation. The reliability and the robustness of the procedure is tested with experimental and numerical examples. Finally, the proposed optimisation algorithm is applied to a composite stiffened panel for both the uniform and non-uniform probability of impact occurrence. PMID:28774064

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.

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

Bayesian networks for satellite payload testing

NASA Astrophysics Data System (ADS)

Przytula, Krzysztof W.; Hagen, Frank; Yung, Kar

1999-11-01

Satellite payloads are fast increasing in complexity, resulting in commensurate growth in cost of manufacturing and operation. A need exists for a software tool, which would assist engineers in production and operation of satellite systems. We have designed and implemented a software tool, which performs part of this task. The tool aids a test engineer in debugging satellite payloads during system testing. At this stage of satellite integration and testing both the tested payload and the testing equipment represent complicated systems consisting of a very large number of components and devices. When an error is detected during execution of a test procedure, the tool presents to the engineer a ranked list of potential sources of the error and a list of recommended further tests. The engineer decides this on this basis if to perform some of the recommended additional test or replace the suspect component. The tool has been installed in payload testing facility. The tool is based on Bayesian networks, a graphical method of representing uncertainty in terms of probabilistic influences. The Bayesian network was configured using detailed flow diagrams of testing procedures and block diagrams of the payload and testing hardware. The conditional and prior probability values were initially obtained from experts and refined in later stages of design. The Bayesian network provided a very informative model of the payload and testing equipment and inspired many new ideas regarding the future test procedures and testing equipment configurations. The tool is the first step in developing a family of tools for various phases of satellite integration and operation.

Uncertainty estimation of Intensity-Duration-Frequency relationships: A regional analysis

NASA Astrophysics Data System (ADS)

Mélèse, Victor; Blanchet, Juliette; Molinié, Gilles

2018-03-01

We propose in this article a regional study of uncertainties in IDF curves derived from point-rainfall maxima. We develop two generalized extreme value models based on the simple scaling assumption, first in the frequentist framework and second in the Bayesian framework. Within the frequentist framework, uncertainties are obtained i) from the Gaussian density stemming from the asymptotic normality theorem of the maximum likelihood and ii) with a bootstrap procedure. Within the Bayesian framework, uncertainties are obtained from the posterior densities. We confront these two frameworks on the same database covering a large region of 100, 000 km2 in southern France with contrasted rainfall regime, in order to be able to draw conclusion that are not specific to the data. The two frameworks are applied to 405 hourly stations with data back to the 1980's, accumulated in the range 3 h-120 h. We show that i) the Bayesian framework is more robust than the frequentist one to the starting point of the estimation procedure, ii) the posterior and the bootstrap densities are able to better adjust uncertainty estimation to the data than the Gaussian density, and iii) the bootstrap density give unreasonable confidence intervals, in particular for return levels associated to large return period. Therefore our recommendation goes towards the use of the Bayesian framework to compute uncertainty.

The Inverse Relation between Multiplication and Division: Concepts, Procedures, and a Cognitive Framework

ERIC Educational Resources Information Center

Robinson, Katherine M.; LeFevre, Jo-Anne

2012-01-01

Researchers have speculated that children find it more difficult to acquire conceptual understanding of the inverse relation between multiplication and division than that between addition and subtraction. We reviewed research on children and adults' use of shortcut procedures that make use of the inverse relation on two kinds of problems:…

Additive Genetic Variability and the Bayesian Alphabet

PubMed Central

Gianola, Daniel; de los Campos, Gustavo; Hill, William G.; Manfredi, Eduardo; Fernando, Rohan

2009-01-01

The use of all available molecular markers in statistical models for prediction of quantitative traits has led to what could be termed a genomic-assisted selection paradigm in animal and plant breeding. This article provides a critical review of some theoretical and statistical concepts in the context of genomic-assisted genetic evaluation of animals and crops. First, relationships between the (Bayesian) variance of marker effects in some regression models and additive genetic variance are examined under standard assumptions. Second, the connection between marker genotypes and resemblance between relatives is explored, and linkages between a marker-based model and the infinitesimal model are reviewed. Third, issues associated with the use of Bayesian models for marker-assisted selection, with a focus on the role of the priors, are examined from a theoretical angle. The sensitivity of a Bayesian specification that has been proposed (called “Bayes A”) with respect to priors is illustrated with a simulation. Methods that can solve potential shortcomings of some of these Bayesian regression procedures are discussed briefly. PMID:19620397

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.

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.

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.

Nonlinear, discrete flood event models, 1. Bayesian estimation of parameters

NASA Astrophysics Data System (ADS)

Bates, Bryson C.; Townley, Lloyd R.

1988-05-01

In this paper (Part 1), a Bayesian procedure for parameter estimation is applied to discrete flood event models. The essence of the procedure is the minimisation of a sum of squares function for models in which the computed peak discharge is nonlinear in terms of the parameters. This objective function is dependent on the observed and computed peak discharges for several storms on the catchment, information on the structure of observation error, and prior information on parameter values. The posterior covariance matrix gives a measure of the precision of the estimated parameters. The procedure is demonstrated using rainfall and runoff data from seven Australian catchments. It is concluded that the procedure is a powerful alternative to conventional parameter estimation techniques in situations where a number of floods are available for parameter estimation. Parts 2 and 3 will discuss the application of statistical nonlinearity measures and prediction uncertainty analysis to calibrated flood models. Bates (this volume) and Bates and Townley (this volume).

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

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.

Dislocation model for aseismic fault slip in the transverse ranges of Southern California

NASA Technical Reports Server (NTRS)

Cheng, A.; Jackson, D. D.; Matsuura, M.

1985-01-01

Geodetic data at a plate boundary can reveal the pattern of subsurface displacements that accompany plate motion. These displacements are modelled as the sum of rigid block motion and the elastic effects of frictional interaction between blocks. The frictional interactions are represented by uniform dislocation on each of several rectangular fault patches. The block velocities and fault parameters are then estimated from geodetic data. Bayesian inversion procedure employs prior estimates based on geological and seismological data. The method is applied to the Transverse Ranges, using prior geological and seismological data and geodetic data from the USGS trilateration networks. Geodetic data imply a displacement rate of about 20 mm/yr across the San Andreas Fault, while the geologic estimates exceed 30 mm/yr. The prior model and the final estimates both imply about 10 mm/yr crustal shortening normal to the trend of the San Andreas Fault. Aseismic fault motion is a major contributor to plate motion. The geodetic data can help to identify faults that are suffering rapid stress accumulation; in the Transverse Ranges those faults are the San Andreas and the Santa Susana.

Effect of Direct Ligament Repair and Tenodesis Reconstruction on Simulated Subtalar Joint Instability.

PubMed

Choisne, Julie; Hoch, Matthew C; Alexander, Ian; Ringleb, Stacie I

2017-03-01

Subtalar instability is associated with up to 80% of patients presenting with chronic ankle instability but is often not considered in the diagnosis or treatment. Operative procedures to repair ankle instability have shown good clinical results, but the effects of these reconstruction procedures on isolated subtalar instability are not well understood. The goal of this study was to investigate the effect of the Gould modification of the Broström procedure and a new tenodesis reconstruction procedure on ankle and subtalar joint kinematics after simulating a subtalar injury. Kinematic data were collected on 7 cadaveric ankles during inversion through the range of ankle flexion and during internal rotation. Testing was performed on the intact foot; after sectioning the calcaneofibular ligament, cervical ligament, and interosseous talocalcaneal ligament; after the Gould modification of the Broström procedure was performed; and after tenodesis was performed and sutures from the Gould modification removed. The Gould modification of the Broström procedure significantly decreased subtalar and ankle inversion motion and subtalar internal rotation compared to the unstable condition. The tenodesis method restricted internal rotation at the subtalar joint and ankle inversion compared to the intact state. Both operative procedures improved stability of the ankle complex, but tenodesis was unable to restore subtalar inversion and restricted ankle inversion in maximum plantarflexion. The Gould modification of Broström ligament repair may be a favorable operative procedure for the restoration of subtalar and ankle joint kinematics.

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.

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

Two-Port Representation of a Linear Transmission Line in the Time Domain.

DTIC Science & Technology

1980-01-01

which is a rational function. To use the Prony procedure it is necessary to inverse transform the admittance functions. For the transmission line, most...impulse is a constant, the inverse transform of Y0(s) contains an impulse of value ._ Therefore, if we were to numerically inverse transform Yo(s), we...would remove this im- pulse and inverse transform Y-(S) Y (S) 1’LR+C~ (23) The prony procedure would then be applied to the result. Of course, an impulse

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.

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).

Bayesian Scalar-on-Image Regression with Application to Association Between Intracranial DTI and Cognitive Outcomes

PubMed Central

Huang, Lei; Goldsmith, Jeff; Reiss, Philip T.; Reich, Daniel S.; Crainiceanu, Ciprian M.

2013-01-01

Diffusion tensor imaging (DTI) measures water diffusion within white matter, allowing for in vivo quantification of brain pathways. These pathways often subserve specific functions, and impairment of those functions is often associated with imaging abnormalities. As a method for predicting clinical disability from DTI images, we propose a hierarchical Bayesian “scalar-on-image” regression procedure. Our procedure introduces a latent binary map that estimates the locations of predictive voxels and penalizes the magnitude of effect sizes in these voxels, thereby resolving the ill-posed nature of the problem. By inducing a spatial prior structure, the procedure yields a sparse association map that also maintains spatial continuity of predictive regions. The method is demonstrated on a simulation study and on a study of association between fractional anisotropy and cognitive disability in a cross-sectional sample of 135 multiple sclerosis patients. PMID:23792220

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.

Round-off errors in cutting plane algorithms based on the revised simplex procedure

NASA Technical Reports Server (NTRS)

Moore, J. E.

1973-01-01

This report statistically analyzes computational round-off errors associated with the cutting plane approach to solving linear integer programming problems. Cutting plane methods require that the inverse of a sequence of matrices be computed. The problem basically reduces to one of minimizing round-off errors in the sequence of inverses. Two procedures for minimizing this problem are presented, and their influence on error accumulation is statistically analyzed. One procedure employs a very small tolerance factor to round computed values to zero. The other procedure is a numerical analysis technique for reinverting or improving the approximate inverse of a matrix. The results indicated that round-off accumulation can be effectively minimized by employing a tolerance factor which reflects the number of significant digits carried for each calculation and by applying the reinversion procedure once to each computed inverse. If 18 significant digits plus an exponent are carried for each variable during computations, then a tolerance value of 0.1 x 10 to the minus 12th power is reasonable.

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

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.

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.

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.

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.

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

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.

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.

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.

An Evaluation of Hierarchical Bayes Estimation for the Two- Parameter Logistic Model.

ERIC Educational Resources Information Center

Kim, Seock-Ho

Hierarchical Bayes procedures for the two-parameter logistic item response model were compared for estimating item parameters. Simulated data sets were analyzed using two different Bayes estimation procedures, the two-stage hierarchical Bayes estimation (HB2) and the marginal Bayesian with known hyperparameters (MB), and marginal maximum…

A Bayesian hierarchical diffusion model decomposition of performance in Approach–Avoidance Tasks

PubMed Central

Krypotos, Angelos-Miltiadis; Beckers, Tom; Kindt, Merel; Wagenmakers, Eric-Jan

2015-01-01

Common methods for analysing response time (RT) tasks, frequently used across different disciplines of psychology, suffer from a number of limitations such as the failure to directly measure the underlying latent processes of interest and the inability to take into account the uncertainty associated with each individual's point estimate of performance. Here, we discuss a Bayesian hierarchical diffusion model and apply it to RT data. This model allows researchers to decompose performance into meaningful psychological processes and to account optimally for individual differences and commonalities, even with relatively sparse data. We highlight the advantages of the Bayesian hierarchical diffusion model decomposition by applying it to performance on Approach–Avoidance Tasks, widely used in the emotion and psychopathology literature. Model fits for two experimental data-sets demonstrate that the model performs well. The Bayesian hierarchical diffusion model overcomes important limitations of current analysis procedures and provides deeper insight in latent psychological processes of interest. PMID:25491372

QUEST+: A general multidimensional Bayesian adaptive psychometric method.

PubMed

Watson, Andrew B

2017-03-01

QUEST+ is a Bayesian adaptive psychometric testing method that allows an arbitrary number of stimulus dimensions, psychometric function parameters, and trial outcomes. It is a generalization and extension of the original QUEST procedure and incorporates many subsequent developments in the area of parametric adaptive testing. With a single procedure, it is possible to implement a wide variety of experimental designs, including conventional threshold measurement; measurement of psychometric function parameters, such as slope and lapse; estimation of the contrast sensitivity function; measurement of increment threshold functions; measurement of noise-masking functions; Thurstone scale estimation using pair comparisons; and categorical ratings on linear and circular stimulus dimensions. QUEST+ provides a general method to accelerate data collection in many areas of cognitive and perceptual science.

Genome-wide regression and prediction with the BGLR statistical package.

PubMed

Pérez, Paulino; de los Campos, Gustavo

2014-10-01

Many modern genomic data analyses require implementing regressions where the number of parameters (p, e.g., the number of marker effects) exceeds sample size (n). Implementing these large-p-with-small-n regressions poses several statistical and computational challenges, some of which can be confronted using Bayesian methods. This approach allows integrating various parametric and nonparametric shrinkage and variable selection procedures in a unified and consistent manner. The BGLR R-package implements a large collection of Bayesian regression models, including parametric variable selection and shrinkage methods and semiparametric procedures (Bayesian reproducing kernel Hilbert spaces regressions, RKHS). The software was originally developed for genomic applications; however, the methods implemented are useful for many nongenomic applications as well. The response can be continuous (censored or not) or categorical (either binary or ordinal). The algorithm is based on a Gibbs sampler with scalar updates and the implementation takes advantage of efficient compiled C and Fortran routines. In this article we describe the methods implemented in BGLR, present examples of the use of the package, and discuss practical issues emerging in real-data analysis. Copyright © 2014 by the Genetics Society of America.

Efficient Posterior Probability Mapping Using Savage-Dickey Ratios

PubMed Central

Penny, William D.; Ridgway, Gerard R.

2013-01-01

Statistical Parametric Mapping (SPM) is the dominant paradigm for mass-univariate analysis of neuroimaging data. More recently, a Bayesian approach termed Posterior Probability Mapping (PPM) has been proposed as an alternative. PPM offers two advantages: (i) inferences can be made about effect size thus lending a precise physiological meaning to activated regions, (ii) regions can be declared inactive. This latter facility is most parsimoniously provided by PPMs based on Bayesian model comparisons. To date these comparisons have been implemented by an Independent Model Optimization (IMO) procedure which separately fits null and alternative models. This paper proposes a more computationally efficient procedure based on Savage-Dickey approximations to the Bayes factor, and Taylor-series approximations to the voxel-wise posterior covariance matrices. Simulations show the accuracy of this Savage-Dickey-Taylor (SDT) method to be comparable to that of IMO. Results on fMRI data show excellent agreement between SDT and IMO for second-level models, and reasonable agreement for first-level models. This Savage-Dickey test is a Bayesian analogue of the classical SPM-F and allows users to implement model comparison in a truly interactive manner. PMID:23533640

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

qPR: An adaptive partial-report procedure based on Bayesian inference.

PubMed

Baek, Jongsoo; Lesmes, Luis Andres; Lu, Zhong-Lin

2016-08-01

Iconic memory is best assessed with the partial report procedure in which an array of letters appears briefly on the screen and a poststimulus cue directs the observer to report the identity of the cued letter(s). Typically, 6-8 cue delays or 600-800 trials are tested to measure the iconic memory decay function. Here we develop a quick partial report, or qPR, procedure based on a Bayesian adaptive framework to estimate the iconic memory decay function with much reduced testing time. The iconic memory decay function is characterized by an exponential function and a joint probability distribution of its three parameters. Starting with a prior of the parameters, the method selects the stimulus to maximize the expected information gain in the next test trial. It then updates the posterior probability distribution of the parameters based on the observer's response using Bayesian inference. The procedure is reiterated until either the total number of trials or the precision of the parameter estimates reaches a certain criterion. Simulation studies showed that only 100 trials were necessary to reach an average absolute bias of 0.026 and a precision of 0.070 (both in terms of probability correct). A psychophysical validation experiment showed that estimates of the iconic memory decay function obtained with 100 qPR trials exhibited good precision (the half width of the 68.2% credible interval = 0.055) and excellent agreement with those obtained with 1,600 trials of the conventional method of constant stimuli procedure (RMSE = 0.063). Quick partial-report relieves the data collection burden in characterizing iconic memory and makes it possible to assess iconic memory in clinical populations.

qPR: An adaptive partial-report procedure based on Bayesian inference

PubMed Central

Baek, Jongsoo; Lesmes, Luis Andres; Lu, Zhong-Lin

2016-01-01

Iconic memory is best assessed with the partial report procedure in which an array of letters appears briefly on the screen and a poststimulus cue directs the observer to report the identity of the cued letter(s). Typically, 6–8 cue delays or 600–800 trials are tested to measure the iconic memory decay function. Here we develop a quick partial report, or qPR, procedure based on a Bayesian adaptive framework to estimate the iconic memory decay function with much reduced testing time. The iconic memory decay function is characterized by an exponential function and a joint probability distribution of its three parameters. Starting with a prior of the parameters, the method selects the stimulus to maximize the expected information gain in the next test trial. It then updates the posterior probability distribution of the parameters based on the observer's response using Bayesian inference. The procedure is reiterated until either the total number of trials or the precision of the parameter estimates reaches a certain criterion. Simulation studies showed that only 100 trials were necessary to reach an average absolute bias of 0.026 and a precision of 0.070 (both in terms of probability correct). A psychophysical validation experiment showed that estimates of the iconic memory decay function obtained with 100 qPR trials exhibited good precision (the half width of the 68.2% credible interval = 0.055) and excellent agreement with those obtained with 1,600 trials of the conventional method of constant stimuli procedure (RMSE = 0.063). Quick partial-report relieves the data collection burden in characterizing iconic memory and makes it possible to assess iconic memory in clinical populations. PMID:27580045

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.

Slice sampling technique in Bayesian extreme of gold price modelling

NASA Astrophysics Data System (ADS)

Rostami, Mohammad; Adam, Mohd Bakri; Ibrahim, Noor Akma; Yahya, Mohamed Hisham

2013-09-01

In this paper, a simulation study of Bayesian extreme values by using Markov Chain Monte Carlo via slice sampling algorithm is implemented. We compared the accuracy of slice sampling with other methods for a Gumbel model. This study revealed that slice sampling algorithm offers more accurate and closer estimates with less RMSE than other methods . Finally we successfully employed this procedure to estimate the parameters of Malaysia extreme gold price from 2000 to 2011.

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.

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.

Impact of censoring on learning Bayesian networks in survival modelling.

PubMed

Stajduhar, Ivan; Dalbelo-Basić, Bojana; Bogunović, Nikola

2009-11-01

Bayesian networks are commonly used for presenting uncertainty and covariate interactions in an easily interpretable way. Because of their efficient inference and ability to represent causal relationships, they are an excellent choice for medical decision support systems in diagnosis, treatment, and prognosis. Although good procedures for learning Bayesian networks from data have been defined, their performance in learning from censored survival data has not been widely studied. In this paper, we explore how to use these procedures to learn about possible interactions between prognostic factors and their influence on the variate of interest. We study how censoring affects the probability of learning correct Bayesian network structures. Additionally, we analyse the potential usefulness of the learnt models for predicting the time-independent probability of an event of interest. We analysed the influence of censoring with a simulation on synthetic data sampled from randomly generated Bayesian networks. We used two well-known methods for learning Bayesian networks from data: a constraint-based method and a score-based method. We compared the performance of each method under different levels of censoring to those of the naive Bayes classifier and the proportional hazards model. We did additional experiments on several datasets from real-world medical domains. The machine-learning methods treated censored cases in the data as event-free. We report and compare results for several commonly used model evaluation metrics. On average, the proportional hazards method outperformed other methods in most censoring setups. As part of the simulation study, we also analysed structural similarities of the learnt networks. Heavy censoring, as opposed to no censoring, produces up to a 5% surplus and up to 10% missing total arcs. It also produces up to 50% missing arcs that should originally be connected to the variate of interest. Presented methods for learning Bayesian networks from data can be used to learn from censored survival data in the presence of light censoring (up to 20%) by treating censored cases as event-free. Given intermediate or heavy censoring, the learnt models become tuned to the majority class and would thus require a different approach.

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.

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.

Development of dynamic Bayesian models for web application test management

NASA Astrophysics Data System (ADS)

Azarnova, T. V.; Polukhin, P. V.; Bondarenko, Yu V.; Kashirina, I. L.

2018-03-01

The mathematical apparatus of dynamic Bayesian networks is an effective and technically proven tool that can be used to model complex stochastic dynamic processes. According to the results of the research, mathematical models and methods of dynamic Bayesian networks provide a high coverage of stochastic tasks associated with error testing in multiuser software products operated in a dynamically changing environment. Formalized representation of the discrete test process as a dynamic Bayesian model allows us to organize the logical connection between individual test assets for multiple time slices. This approach gives an opportunity to present testing as a discrete process with set structural components responsible for the generation of test assets. Dynamic Bayesian network-based models allow us to combine in one management area individual units and testing components with different functionalities and a direct influence on each other in the process of comprehensive testing of various groups of computer bugs. The application of the proposed models provides an opportunity to use a consistent approach to formalize test principles and procedures, methods used to treat situational error signs, and methods used to produce analytical conclusions based on test results.

Weighted Iterative Bayesian Compressive Sensing (WIBCS) for High Dimensional Polynomial Surrogate Construction

NASA Astrophysics Data System (ADS)

Sargsyan, K.; Ricciuto, D. M.; Safta, C.; Debusschere, B.; Najm, H. N.; Thornton, P. E.

2016-12-01

Surrogate construction has become a routine procedure when facing computationally intensive studies requiring multiple evaluations of complex models. In particular, surrogate models, otherwise called emulators or response surfaces, replace complex models in uncertainty quantification (UQ) studies, including uncertainty propagation (forward UQ) and parameter estimation (inverse UQ). Further, surrogates based on Polynomial Chaos (PC) expansions are especially convenient for forward UQ and global sensitivity analysis, also known as variance-based decomposition. However, the PC surrogate construction strongly suffers from the curse of dimensionality. With a large number of input parameters, the number of model simulations required for accurate surrogate construction is prohibitively large. Relatedly, non-adaptive PC expansions typically include infeasibly large number of basis terms far exceeding the number of available model evaluations. We develop Weighted Iterative Bayesian Compressive Sensing (WIBCS) algorithm for adaptive basis growth and PC surrogate construction leading to a sparse, high-dimensional PC surrogate with a very few model evaluations. The surrogate is then readily employed for global sensitivity analysis leading to further dimensionality reduction. Besides numerical tests, we demonstrate the construction on the example of Accelerated Climate Model for Energy (ACME) Land Model for several output QoIs at nearly 100 FLUXNET sites covering multiple plant functional types and climates, varying 65 input parameters over broad ranges of possible values. This work is supported by the U.S. Department of Energy, Office of Science, Biological and Environmental Research, Accelerated Climate Modeling for Energy (ACME) project. Sandia National Laboratories is a multi-program laboratory managed and operated by Sandia Corporation, a wholly owned subsidiary of Lockheed Martin Corporation, for the U.S. Department of Energy's National Nuclear Security Administration under contract DE-AC04-94AL85000.

Bayesian B-spline mapping for dynamic quantitative traits.

PubMed

Xing, Jun; Li, Jiahan; Yang, Runqing; Zhou, Xiaojing; Xu, Shizhong

2012-04-01

Owing to their ability and flexibility to describe individual gene expression at different time points, random regression (RR) analyses have become a popular procedure for the genetic analysis of dynamic traits whose phenotypes are collected over time. Specifically, when modelling the dynamic patterns of gene expressions in the RR framework, B-splines have been proved successful as an alternative to orthogonal polynomials. In the so-called Bayesian B-spline quantitative trait locus (QTL) mapping, B-splines are used to characterize the patterns of QTL effects and individual-specific time-dependent environmental errors over time, and the Bayesian shrinkage estimation method is employed to estimate model parameters. Extensive simulations demonstrate that (1) in terms of statistical power, Bayesian B-spline mapping outperforms the interval mapping based on the maximum likelihood; (2) for the simulated dataset with complicated growth curve simulated by B-splines, Legendre polynomial-based Bayesian mapping is not capable of identifying the designed QTLs accurately, even when higher-order Legendre polynomials are considered and (3) for the simulated dataset using Legendre polynomials, the Bayesian B-spline mapping can find the same QTLs as those identified by Legendre polynomial analysis. All simulation results support the necessity and flexibility of B-spline in Bayesian mapping of dynamic traits. The proposed method is also applied to a real dataset, where QTLs controlling the growth trajectory of stem diameters in Populus are located.

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.

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.

Finding Groups Using Model-Based Cluster Analysis: Heterogeneous Emotional Self-Regulatory Processes and Heavy Alcohol Use Risk

ERIC Educational Resources Information Center

Mun, Eun Young; von Eye, Alexander; Bates, Marsha E.; Vaschillo, Evgeny G.

2008-01-01

Model-based cluster analysis is a new clustering procedure to investigate population heterogeneity utilizing finite mixture multivariate normal densities. It is an inferentially based, statistically principled procedure that allows comparison of nonnested models using the Bayesian information criterion to compare multiple models and identify the…

Population viability assessment of salmonids by using probabilistic networks

Treesearch

Danny C. Lee; Bruce E. Rieman

1997-01-01

Public agencies are being asked to quantitatively assess the impact of land management activities on sensitive populations of salmonids. To aid in these assessments, we developed a Bayesian viability assessment procedure (BayVAM) to help characterize land use risks to salmonids in the Pacific Northwest. This procedure incorporates a hybrid approach to viability...

Bayesian estimation of Karhunen–Loève expansions; A random subspace approach

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

Chowdhary, Kenny; Najm, Habib N.

One of the most widely-used statistical procedures for dimensionality reduction of high dimensional random fields is Principal Component Analysis (PCA), which is based on the Karhunen-Lo eve expansion (KLE) of a stochastic process with finite variance. The KLE is analogous to a Fourier series expansion for a random process, where the goal is to find an orthogonal transformation for the data such that the projection of the data onto this orthogonal subspace is optimal in the L 2 sense, i.e, which minimizes the mean square error. In practice, this orthogonal transformation is determined by performing an SVD (Singular Value Decomposition)more » on the sample covariance matrix or on the data matrix itself. Sampling error is typically ignored when quantifying the principal components, or, equivalently, basis functions of the KLE. Furthermore, it is exacerbated when the sample size is much smaller than the dimension of the random field. In this paper, we introduce a Bayesian KLE procedure, allowing one to obtain a probabilistic model on the principal components, which can account for inaccuracies due to limited sample size. The probabilistic model is built via Bayesian inference, from which the posterior becomes the matrix Bingham density over the space of orthonormal matrices. We use a modified Gibbs sampling procedure to sample on this space and then build a probabilistic Karhunen-Lo eve expansions over random subspaces to obtain a set of low-dimensional surrogates of the stochastic process. We illustrate this probabilistic procedure with a finite dimensional stochastic process inspired by Brownian motion.« less

Bayesian estimation of Karhunen–Loève expansions; A random subspace approach

DOE PAGES

Chowdhary, Kenny; Najm, Habib N.

2016-04-13

One of the most widely-used statistical procedures for dimensionality reduction of high dimensional random fields is Principal Component Analysis (PCA), which is based on the Karhunen-Lo eve expansion (KLE) of a stochastic process with finite variance. The KLE is analogous to a Fourier series expansion for a random process, where the goal is to find an orthogonal transformation for the data such that the projection of the data onto this orthogonal subspace is optimal in the L 2 sense, i.e, which minimizes the mean square error. In practice, this orthogonal transformation is determined by performing an SVD (Singular Value Decomposition)more » on the sample covariance matrix or on the data matrix itself. Sampling error is typically ignored when quantifying the principal components, or, equivalently, basis functions of the KLE. Furthermore, it is exacerbated when the sample size is much smaller than the dimension of the random field. In this paper, we introduce a Bayesian KLE procedure, allowing one to obtain a probabilistic model on the principal components, which can account for inaccuracies due to limited sample size. The probabilistic model is built via Bayesian inference, from which the posterior becomes the matrix Bingham density over the space of orthonormal matrices. We use a modified Gibbs sampling procedure to sample on this space and then build a probabilistic Karhunen-Lo eve expansions over random subspaces to obtain a set of low-dimensional surrogates of the stochastic process. We illustrate this probabilistic procedure with a finite dimensional stochastic process inspired by Brownian motion.« less

Using SAS PROC MCMC for Item Response Theory Models

PubMed Central

Samonte, Kelli

2014-01-01

Interest in using Bayesian methods for estimating item response theory models has grown at a remarkable rate in recent years. This attentiveness to Bayesian estimation has also inspired a growth in available software such as WinBUGS, R packages, BMIRT, MPLUS, and SAS PROC MCMC. This article intends to provide an accessible overview of Bayesian methods in the context of item response theory to serve as a useful guide for practitioners in estimating and interpreting item response theory (IRT) models. Included is a description of the estimation procedure used by SAS PROC MCMC. Syntax is provided for estimation of both dichotomous and polytomous IRT models, as well as a discussion on how to extend the syntax to accommodate more complex IRT models. PMID:29795834

Enhancements of Bayesian Blocks; Application to Large Light Curve Databases

NASA Technical Reports Server (NTRS)

Scargle, Jeff

2015-01-01

Bayesian Blocks are optimal piecewise linear representations (step function fits) of light-curves. The simple algorithm implementing this idea, using dynamic programming, has been extended to include more data modes and fitness metrics, multivariate analysis, and data on the circle (Studies in Astronomical Time Series Analysis. VI. Bayesian Block Representations, Scargle, Norris, Jackson and Chiang 2013, ApJ, 764, 167), as well as new results on background subtraction and refinement of the procedure for precise timing of transient events in sparse data. Example demonstrations will include exploratory analysis of the Kepler light curve archive in a search for "star-tickling" signals from extraterrestrial civilizations. (The Cepheid Galactic Internet, Learned, Kudritzki, Pakvasa1, and Zee, 2008, arXiv: 0809.0339; Walkowicz et al., in progress).

A Markov Chain Monte Carlo Inversion Approach For Inverting InSAR Data With Application To Subsurface CO2 Injection

NASA Astrophysics Data System (ADS)

Ramirez, A. L.; Foxall, W.

2011-12-01

Surface displacements caused by reservoir pressure perturbations resulting from CO2 injection can often be measured by geodetic methods such as InSAR, tilt and GPS. We have developed a Markov Chain Monte Carlo (MCMC) approach to invert surface displacements measured by InSAR to map the pressure distribution associated with CO2 injection at the In Salah Krechba field, Algeria. The MCMC inversion entails sampling the solution space by proposing a series of trial 3D pressure-plume models. In the case of In Salah, the range of allowable models is constrained by prior information provided by well and geophysical data for the reservoir and possible fluid pathways in the overburden, and injection pressures and volumes. Each trial pressure distribution source is run through a (mathematical) forward model to calculate a set of synthetic surface deformation data. The likelihood that a particular proposal represents the true source is determined from the fit of the calculated data to the InSAR measurements, and those having higher likelihoods are passed to the posterior distribution. This procedure is repeated over typically ~104 - 105 trials until the posterior distribution converges to a stable solution. The solution to each stochastic inversion is in the form of Bayesian posterior probability density function (pdf) over the range of the alternative models that are consistent with the measured data and prior information. Therefore, the solution provides not only the highest likelihood model but also a realistic estimate of the solution uncertainty. Our InSalah work considered three flow model alternatives: 1) The first model assumed that the CO2 saturation and fluid pressure changes were confined to the reservoir; 2) the second model allowed the perturbations to occur also in a damage zone inferred in the lower caprock from 3D seismic surveys; and 3) the third model allowed fluid pressure changes anywhere within the reservoir and overburden. Alternative (2) yielded optimal fits to the data in inversions of InSAR data collected in 2007. The results indicate that pressure changes developed near the injection well and then penetrated into the lower caprock along the postulated damage zone. As in many geophysical inverse problems, inversion of surface displacement data for subsurface sources of deformation is inherently uncertain and non-unique. We will also discuss the approach used to characterize solution uncertainty. This work was performed under the auspices of the U.S. Department of Energy by Lawrence Livermore National Laboratory under Contract DE-AC52-07NA27344.

Bayesian semiparametric estimation of covariate-dependent ROC curves

PubMed Central

Rodríguez, Abel; Martínez, Julissa C.

2014-01-01

Receiver operating characteristic (ROC) curves are widely used to measure the discriminating power of medical tests and other classification procedures. In many practical applications, the performance of these procedures can depend on covariates such as age, naturally leading to a collection of curves associated with different covariate levels. This paper develops a Bayesian heteroscedastic semiparametric regression model and applies it to the estimation of covariate-dependent ROC curves. More specifically, our approach uses Gaussian process priors to model the conditional mean and conditional variance of the biomarker of interest for each of the populations under study. The model is illustrated through an application to the evaluation of prostate-specific antigen for the diagnosis of prostate cancer, which contrasts the performance of our model against alternative models. PMID:24174579

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.

Real-time realizations of the Bayesian Infrasonic Source Localization Method

NASA Astrophysics Data System (ADS)

Pinsky, V.; Arrowsmith, S.; Hofstetter, A.; Nippress, A.

2015-12-01

The Bayesian Infrasonic Source Localization method (BISL), introduced by Mordak et al. (2010) and upgraded by Marcillo et al. (2014) is destined for the accurate estimation of the atmospheric event origin at local, regional and global scales by the seismic and infrasonic networks and arrays. The BISL is based on probabilistic models of the source-station infrasonic signal propagation time, picking time and azimuth estimate merged with a prior knowledge about celerity distribution. It requires at each hypothetical source location, integration of the product of the corresponding source-station likelihood functions multiplied by a prior probability density function of celerity over the multivariate parameter space. The present BISL realization is generally time-consuming procedure based on numerical integration. The computational scheme proposed simplifies the target function so that integrals are taken exactly and are represented via standard functions. This makes the procedure much faster and realizable in real-time without practical loss of accuracy. The procedure executed as PYTHON-FORTRAN code demonstrates high performance on a set of the model and real data.

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.

Verification of the helioseismology travel-time measurement technique and the inversion procedure for sound speed using artificial data

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

Parchevsky, K. V.; Zhao, J.; Hartlep, T.

We performed three-dimensional numerical simulations of the solar surface acoustic wave field for the quiet Sun and for three models with different localized sound-speed perturbations in the interior with deep, shallow, and two-layer structures. We used the simulated data generated by two solar acoustics codes that employ the same standard solar model as a background model, but utilize different integration techniques and different models of stochastic wave excitation. Acoustic travel times were measured using a time-distance helioseismology technique, and compared with predictions from ray theory frequently used for helioseismic travel-time inversions. It is found that the measured travel-time shifts agreemore » well with the helioseismic theory for sound-speed perturbations, and for the measurement procedure with and without phase-speed filtering of the oscillation signals. This testing verifies the whole measuring-filtering-inversion procedure for static sound-speed anomalies with small amplitude inside the Sun outside regions of strong magnetic field. It is shown that the phase-speed filtering, frequently used to extract specific wave packets and improve the signal-to-noise ratio, does not introduce significant systematic errors. Results of the sound-speed inversion procedure show good agreement with the perturbation models in all cases. Due to its smoothing nature, the inversion procedure may overestimate sound-speed variations in regions with sharp gradients of the sound-speed profile.« less

Inverse load calculation procedure for offshore wind turbines and application to a 5-MW wind turbine support structure: Inverse load calculation procedure for offshore wind turbines

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

Pahn, T.; Rolfes, R.; Jonkman, J.

A significant number of wind turbines installed today have reached their designed service life of 20 years, and the number will rise continuously. Most of these turbines promise a more economical performance if they operate for more than 20 years. To assess a continued operation, we have to analyze the load-bearing capacity of the support structure with respect to site-specific conditions. Such an analysis requires the comparison of the loads used for the design of the support structure with the actual loads experienced. This publication presents the application of a so-called inverse load calculation to a 5-MW wind turbine supportmore » structure. The inverse load calculation determines external loads derived from a mechanical description of the support structure and from measured structural responses. Using numerical simulations with the software fast, we investigated the influence of wind-turbine-specific effects such as the wind turbine control or the dynamic interaction between the loads and the support structure to the presented inverse load calculation procedure. fast is used to study the inverse calculation of simultaneously acting wind and wave loads, which has not been carried out until now. Furthermore, the application of the inverse load calculation procedure to a real 5-MW wind turbine support structure is demonstrated. In terms of this practical application, setting up the mechanical system for the support structure using measurement data is discussed. The paper presents results for defined load cases and assesses the accuracy of the inversely derived dynamic loads for both the simulations and the practical application.« less

Configural and component processing in simultaneous and sequential lineup procedures.

PubMed

Flowe, Heather D; Smith, Harriet M J; Karoğlu, Nilda; Onwuegbusi, Tochukwu O; Rai, Lovedeep

2016-01-01

Configural processing supports accurate face recognition, yet it has never been examined within the context of criminal identification lineups. We tested, using the inversion paradigm, the role of configural processing in lineups. Recent research has found that face discrimination accuracy in lineups is better in a simultaneous compared to a sequential lineup procedure. Therefore, we compared configural processing in simultaneous and sequential lineups to examine whether there are differences. We had participants view a crime video, and then they attempted to identify the perpetrator from a simultaneous or sequential lineup. The test faces were presented either upright or inverted, as previous research has shown that inverting test faces disrupts configural processing. The size of the inversion effect for faces was the same across lineup procedures, indicating that configural processing underlies face recognition in both procedures. Discrimination accuracy was comparable across lineup procedures in both the upright and inversion condition. Theoretical implications of the results are discussed.

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

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.

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.

Propagation of population pharmacokinetic information using a Bayesian approach: comparison with meta-analysis.

PubMed

Dokoumetzidis, Aristides; Aarons, Leon

2005-08-01

We investigated the propagation of population pharmacokinetic information across clinical studies by applying Bayesian techniques. The aim was to summarize the population pharmacokinetic estimates of a study in appropriate statistical distributions in order to use them as Bayesian priors in consequent population pharmacokinetic analyses. Various data sets of simulated and real clinical data were fitted with WinBUGS, with and without informative priors. The posterior estimates of fittings with non-informative priors were used to build parametric informative priors and the whole procedure was carried on in a consecutive manner. The posterior distributions of the fittings with informative priors where compared to those of the meta-analysis fittings of the respective combinations of data sets. Good agreement was found, for the simulated and experimental datasets when the populations were exchangeable, with the posterior distribution from the fittings with the prior to be nearly identical to the ones estimated with meta-analysis. However, when populations were not exchangeble an alternative parametric form for the prior, the natural conjugate prior, had to be used in order to have consistent results. In conclusion, the results of a population pharmacokinetic analysis may be summarized in Bayesian prior distributions that can be used consecutively with other analyses. The procedure is an alternative to meta-analysis and gives comparable results. It has the advantage that it is faster than the meta-analysis, due to the large datasets used with the latter and can be performed when the data included in the prior are not actually available.

Assessment of Manual Operation Time for the Manufacturing of Thin Film Transistor Liquid Crystal Display: A Bayesian Approach

NASA Astrophysics Data System (ADS)

Shen, Chien-wen

2009-01-01

During the processes of TFT-LCD manufacturing, steps like visual inspection of panel surface defects still heavily rely on manual operations. As the manual inspection time of TFT-LCD manufacturing could range from 4 hours to 1 day, the reliability of time forecasting is thus important for production planning, scheduling and customer response. This study would like to propose a practical and easy-to-implement prediction model through the approach of Bayesian networks for time estimation of manual operated procedures in TFT-LCD manufacturing. Given the lack of prior knowledge about manual operation time, algorithms of necessary path condition and expectation-maximization are used for structural learning and estimation of conditional probability distributions respectively. This study also applied Bayesian inference to evaluate the relationships between explanatory variables and manual operation time. With the empirical applications of this proposed forecasting model, approach of Bayesian networks demonstrates its practicability and prediction accountability.

Bayesian analyses of seasonal runoff forecasts

NASA Astrophysics Data System (ADS)

Krzysztofowicz, R.; Reese, S.

1991-12-01

Forecasts of seasonal snowmelt runoff volume provide indispensable information for rational decision making by water project operators, irrigation district managers, and farmers in the western United States. Bayesian statistical models and communication frames have been researched in order to enhance the forecast information disseminated to the users, and to characterize forecast skill from the decision maker's point of view. Four products are presented: (i) a Bayesian Processor of Forecasts, which provides a statistical filter for calibrating the forecasts, and a procedure for estimating the posterior probability distribution of the seasonal runoff; (ii) the Bayesian Correlation Score, a new measure of forecast skill, which is related monotonically to the ex ante economic value of forecasts for decision making; (iii) a statistical predictor of monthly cumulative runoffs within the snowmelt season, conditional on the total seasonal runoff forecast; and (iv) a framing of the forecast message that conveys the uncertainty associated with the forecast estimates to the users. All analyses are illustrated with numerical examples of forecasts for six gauging stations from the period 1971 1988.

Bayesian generalized least squares regression with application to log Pearson type 3 regional skew estimation

NASA Astrophysics Data System (ADS)

Reis, D. S.; Stedinger, J. R.; Martins, E. S.

2005-10-01

This paper develops a Bayesian approach to analysis of a generalized least squares (GLS) regression model for regional analyses of hydrologic data. The new approach allows computation of the posterior distributions of the parameters and the model error variance using a quasi-analytic approach. Two regional skew estimation studies illustrate the value of the Bayesian GLS approach for regional statistical analysis of a shape parameter and demonstrate that regional skew models can be relatively precise with effective record lengths in excess of 60 years. With Bayesian GLS the marginal posterior distribution of the model error variance and the corresponding mean and variance of the parameters can be computed directly, thereby providing a simple but important extension of the regional GLS regression procedures popularized by Tasker and Stedinger (1989), which is sensitive to the likely values of the model error variance when it is small relative to the sampling error in the at-site estimator.

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

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

Evaluation of the procedure 1A component of the 1980 US/Canada wheat and barley exploratory experiment

NASA Technical Reports Server (NTRS)

Chapman, G. M. (Principal Investigator); Carnes, J. G.

1981-01-01

Several techniques which use clusters generated by a new clustering algorithm, CLASSY, are proposed as alternatives to random sampling to obtain greater precision in crop proportion estimation: (1) Proportional Allocation/relative count estimator (PA/RCE) uses proportional allocation of dots to clusters on the basis of cluster size and a relative count cluster level estimate; (2) Proportional Allocation/Bayes Estimator (PA/BE) uses proportional allocation of dots to clusters and a Bayesian cluster-level estimate; and (3) Bayes Sequential Allocation/Bayesian Estimator (BSA/BE) uses sequential allocation of dots to clusters and a Bayesian cluster level estimate. Clustering in an effective method in making proportion estimates. It is estimated that, to obtain the same precision with random sampling as obtained by the proportional sampling of 50 dots with an unbiased estimator, samples of 85 or 166 would need to be taken if dot sets with AI labels (integrated procedure) or ground truth labels, respectively were input. Dot reallocation provides dot sets that are unbiased. It is recommended that these proportion estimation techniques are maintained, particularly the PA/BE because it provides the greatest precision.

Bayesian Estimation of the Spatially Varying Completeness Magnitude of Earthquake Catalogs

NASA Astrophysics Data System (ADS)

Mignan, A.; Werner, M.; Wiemer, S.; Chen, C.; Wu, Y.

2010-12-01

Assessing the completeness magnitude Mc of earthquake catalogs is an essential prerequisite for any seismicity analysis. We employ a simple model to compute Mc in space, based on the proximity to seismic stations in a network. We show that a relationship of the form Mcpred(d) = ad^b+c, with d the distance to the 5th nearest seismic station, fits the observations well. We then propose a new Mc mapping approach, the Bayesian Magnitude of Completeness (BMC) method, based on a 2-step procedure: (1) a spatial resolution optimization to minimize spatial heterogeneities and uncertainties in Mc estimates and (2) a Bayesian approach that merges prior information about Mc based on the proximity to seismic stations with locally observed values weighted by their respective uncertainties. This new methodology eliminates most weaknesses associated with current Mc mapping procedures: the radius that defines which earthquakes to include in the local magnitude distribution is chosen according to an objective criterion and there are no gaps in the spatial estimation of Mc. The method solely requires the coordinates of seismic stations. Here, we investigate the Taiwan Central Weather Bureau (CWB) earthquake catalog by computing a Mc map for the period 1994-2010.

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.

A User's Version View of a Robustified, Bayesian Weighted Least-Squares Recursive Algorithm for Interpolating AVHRR-NDVI Data: Applications to an Animated Visualization of the Phenology of a Semi-Arid Study Area

NASA Astrophysics Data System (ADS)

Hermance, J. F.; Jacob, R. W.; Bradley, B. A.; Mustard, J. F.

2005-12-01

In studying vegetation patterns remotely, the objective is to draw inferences on the development of specific or general land surface phenology (LSP) as a function of space and time by determining the behavior of a parameter (in our case NDVI), when the parameter estimate may be biased by noise, data dropouts and obfuscations from atmospheric and other effects. We describe the underpinning concepts of a procedure for a robust interpolation of NDVI data that does not have the limitations of other mathematical approaches which require orthonormal basis functions (e.g. Fourier analysis). In this approach, data need not be uniformly sampled in time, nor do we expect noise to be Gaussian-distributed. Our approach is intuitive and straightforward, and is applied here to the refined modeling of LSP using 7 years of weekly and biweekly AVHRR NDVI data for a 150 x 150 km study area in central Nevada. This site is a microcosm of a broad range of vegetation classes, from irrigated agriculture with annual NDVIvalues of up to 0.7 to playas and alkali salt flats with annual NDVI values of only 0.07. Our procedure involves a form of parameter estimation employing Bayesian statistics. In utilitarian terms, the latter procedure is a method of statistical analysis (in our case, robustified, weighted least-squares recursive curve-fitting) that incorporates a variety of prior knowledge when forming current estimates of a particular process or parameter. In addition to the standard Bayesian approach, we account for outliers due to data dropouts or obfuscations because of clouds and snow cover. An initial "starting model" for the average annual cycle and long term (7 year) trend is determined by jointly fitting a common set of complex annual harmonics and a low order polynomial to an entire multi-year time series in one step. This is not a formal Fourier series in the conventional sense, but rather a set of 4 cosine and 4 sine coefficients with fundamental periods of 12, 6, 3 and 1.5 months. Instabilities during large time gaps in the data are suppressed by introducing an expectation of minimum roughness on the fitted time series. Our next significant computational step involves a constrained least squares fit to the observed NDVI data. Residuals between the observed NDVI value and the predicted starting model are computed, and the inverse of these residuals provide the weights for a weighted least squares analysis whereby a set of annual eighth-order splines are fit to the 7 years of NDVI data. Although a series of independent 8-th order annual functionals over a period of 7 years is intrinsically unstable when there are significant data gaps, the splined versions for this specific application are quite stable due to explicit continuity conditions on the values and derivatives of the functionals across contiguous years, as well as a priori constraints on the predicted values vis-a-vis the assumed initial model. Our procedure allows us to robustly interpolate original unequally-spaced NDVI data with a new time series having the most-appropriate, user-defined time base. We apply this approach to the temporal behavior of vegetation in our 150 x 150 km study area. Such a small area, being so rich in vegetation diversity, is particularly useful to view in map form and by animated annual and multi-year time sequences, since the interrelation between phenology, topography and specific usage patterns becomes clear.

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.

Testing adaptive toolbox models: a Bayesian hierarchical approach.

PubMed

Scheibehenne, Benjamin; Rieskamp, Jörg; Wagenmakers, Eric-Jan

2013-01-01

Many theories of human cognition postulate that people are equipped with a repertoire of strategies to solve the tasks they face. This theoretical framework of a cognitive toolbox provides a plausible account of intra- and interindividual differences in human behavior. Unfortunately, it is often unclear how to rigorously test the toolbox framework. How can a toolbox model be quantitatively specified? How can the number of toolbox strategies be limited to prevent uncontrolled strategy sprawl? How can a toolbox model be formally tested against alternative theories? The authors show how these challenges can be met by using Bayesian inference techniques. By means of parameter recovery simulations and the analysis of empirical data across a variety of domains (i.e., judgment and decision making, children's cognitive development, function learning, and perceptual categorization), the authors illustrate how Bayesian inference techniques allow toolbox models to be quantitatively specified, strategy sprawl to be contained, and toolbox models to be rigorously tested against competing theories. The authors demonstrate that their approach applies at the individual level but can also be generalized to the group level with hierarchical Bayesian procedures. The suggested Bayesian inference techniques represent a theoretical and methodological advancement for toolbox theories of cognition and behavior.

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.

Bayesian Image Segmentations by Potts Prior and Loopy Belief Propagation

NASA Astrophysics Data System (ADS)

Tanaka, Kazuyuki; Kataoka, Shun; Yasuda, Muneki; Waizumi, Yuji; Hsu, Chiou-Ting

2014-12-01

This paper presents a Bayesian image segmentation model based on Potts prior and loopy belief propagation. The proposed Bayesian model involves several terms, including the pairwise interactions of Potts models, and the average vectors and covariant matrices of Gauss distributions in color image modeling. These terms are often referred to as hyperparameters in statistical machine learning theory. In order to determine these hyperparameters, we propose a new scheme for hyperparameter estimation based on conditional maximization of entropy in the Potts prior. The algorithm is given based on loopy belief propagation. In addition, we compare our conditional maximum entropy framework with the conventional maximum likelihood framework, and also clarify how the first order phase transitions in loopy belief propagations for Potts models influence our hyperparameter estimation procedures.

Isotropic probability measures in infinite dimensional spaces: Inverse problems/prior information/stochastic inversion

NASA Technical Reports Server (NTRS)

Backus, George

1987-01-01

Let R be the real numbers, R(n) the linear space of all real n-tuples, and R(infinity) the linear space of all infinite real sequences x = (x sub 1, x sub 2,...). Let P sub n :R(infinity) approaches R(n) be the projection operator with P sub n (x) = (x sub 1,...,x sub n). Let p(infinity) be a probability measure on the smallest sigma-ring of subsets of R(infinity) which includes all of the cylinder sets P sub n(-1) (B sub n), where B sub n is an arbitrary Borel subset of R(n). Let p sub n be the marginal distribution of p(infinity) on R(n), so p sub n(B sub n) = p(infinity)(P sub n to the -1(B sub n)) for each B sub n. A measure on R(n) is isotropic if it is invariant under all orthogonal transformations of R(n). All members of the set of all isotropic probability distributions on R(n) are described. The result calls into question both stochastic inversion and Bayesian inference, as currently used in many geophysical inverse problems.

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.

Tracking blue whales in the eastern tropical Pacific with an ocean-bottom seismometer and hydrophone array.

PubMed

Dunn, Robert A; Hernandez, Olga

2009-09-01

Low frequency northeastern Pacific blue whale calls were recorded near the northern East Pacific Rise (9 degrees N latitude) on 25 ocean-bottom-mounted hydrophones and three-component seismometers during a 5-day period (November 22-26, 1997). Call types A, B, C, and D were identified; the most common pattern being approximately 130-135 s repetitions of the AB sequence that, for any individual whale, persisted for hours. Up to eight individual blue whales were recorded near enough to the instruments to determine their locations and were tracked call-by-call using the B components of the calls and a Bayesian inversion procedure. For four of these eight whales, the entire call sequences and swim tracks were determined for 20-26-h periods; the other whales were tracked for much shorter periods. The eight whales moved into the area during a period of airgun activity conducted by the academic seismic ship R/V Maurice Ewing. The authors examined the whales' locations and call characteristics with respect to the periods of airgun activity. Although the data do not permit a thorough investigation of behavioral responses, no correlation in vocalization or movement with airgun activity was observed.

Inverse boundary-layer theory and comparison with experiment

NASA Technical Reports Server (NTRS)

Carter, J. E.

1978-01-01

Inverse boundary layer computational procedures, which permit nonsingular solutions at separation and reattachment, are presented. In the first technique, which is for incompressible flow, the displacement thickness is prescribed; in the second technique, for compressible flow, a perturbation mass flow is the prescribed condition. The pressure is deduced implicitly along with the solution in each of these techniques. Laminar and turbulent computations, which are typical of separated flow, are presented and comparisons are made with experimental data. In both inverse procedures, finite difference techniques are used along with Newton iteration. The resulting procedure is no more complicated than conventional boundary layer computations. These separated boundary layer techniques appear to be well suited for complete viscous-inviscid interaction computations.

Bayesian estimation of the transmissivity spatial structure from pumping test data

NASA Astrophysics Data System (ADS)

Demir, Mehmet Taner; Copty, Nadim K.; Trinchero, Paolo; Sanchez-Vila, Xavier

2017-06-01

Estimating the statistical parameters (mean, variance, and integral scale) that define the spatial structure of the transmissivity or hydraulic conductivity fields is a fundamental step for the accurate prediction of subsurface flow and contaminant transport. In practice, the determination of the spatial structure is a challenge because of spatial heterogeneity and data scarcity. In this paper, we describe a novel approach that uses time drawdown data from multiple pumping tests to determine the transmissivity statistical spatial structure. The method builds on the pumping test interpretation procedure of Copty et al. (2011) (Continuous Derivation method, CD), which uses the time-drawdown data and its time derivative to estimate apparent transmissivity values as a function of radial distance from the pumping well. A Bayesian approach is then used to infer the statistical parameters of the transmissivity field by combining prior information about the parameters and the likelihood function expressed in terms of radially-dependent apparent transmissivities determined from pumping tests. A major advantage of the proposed Bayesian approach is that the likelihood function is readily determined from randomly generated multiple realizations of the transmissivity field, without the need to solve the groundwater flow equation. Applying the method to synthetically-generated pumping test data, we demonstrate that, through a relatively simple procedure, information on the spatial structure of the transmissivity may be inferred from pumping tests data. It is also shown that the prior parameter distribution has a significant influence on the estimation procedure, given the non-uniqueness of the estimation procedure. Results also indicate that the reliability of the estimated transmissivity statistical parameters increases with the number of available pumping tests.

Reducing uncertainty in Climate Response Time Scale by Bayesian Analysis of the 8.2 ka event

NASA Astrophysics Data System (ADS)

Lorenz, A.; Held, H.; Bauer, E.; Schneider von Deimling, T.

2009-04-01

We analyze the possibility of uncertainty reduction in Climate Response Time Scale by utilizing Greenland ice-core data that contain the 8.2 ka event within a Bayesian model-data intercomparison with the Earth system model of intermediate complexity, CLIMBER-2.3. Within a stochastic version of the model it has been possible to mimic the 8.2 ka event within a plausible experimental setting and with relatively good accuracy considering the timing of the event in comparison to other modeling exercises [1]. The simulation of the centennial cold event is effectively determined by the oceanic cooling rate which depends largely on the ocean diffusivity described by diffusion coefficients of relatively wide uncertainty ranges. The idea now is to discriminate between the different values of diffusivities according to their likelihood to rightly represent the duration of the 8.2 ka event and thus to exploit the paleo data to constrain uncertainty in model parameters in analogue to [2]. Implementing this inverse Bayesian Analysis with this model the technical difficulty arises to establish the related likelihood numerically in addition to the uncertain model parameters: While mainstream uncertainty analyses can assume a quasi-Gaussian shape of likelihood, with weather fluctuating around a long term mean, the 8.2 ka event as a highly nonlinear effect precludes such an a priori assumption. As a result of this study [3] the Bayesian Analysis showed a reduction of uncertainty in vertical ocean diffusivity parameters of factor 2 compared to prior knowledge. This learning effect on the model parameters is propagated to other model outputs of interest; e.g. the inverse ocean heat capacity, which is important for the dominant time scale of climate response to anthropogenic forcing which, in combination with climate sensitivity, strongly influences the climate systems reaction for the near- and medium-term future. 1 References [1] E. Bauer, A. Ganopolski, M. Montoya: Simulation of the cold climate event 8200 years ago by meltwater outburst from lake Agassiz. Paleoceanography 19:PA3014, (2004) [2] T. Schneider von Deimling, H. Held, A. Ganopolski, S. Rahmstorf, Climate sensitivity estimated from ensemble simulations of glacial climates, Climate Dynamics 27, 149-163, DOI 10.1007/s00382-006-0126-8 (2006). [3] A. Lorenz, Diploma Thesis, U Potsdam (2007).

A Bayesian nonparametric approach to dynamical noise reduction

NASA Astrophysics Data System (ADS)

Kaloudis, Konstantinos; Hatjispyros, Spyridon J.

2018-06-01

We propose a Bayesian nonparametric approach for the noise reduction of a given chaotic time series contaminated by dynamical noise, based on Markov Chain Monte Carlo methods. The underlying unknown noise process (possibly) exhibits heavy tailed behavior. We introduce the Dynamic Noise Reduction Replicator model with which we reconstruct the unknown dynamic equations and in parallel we replicate the dynamics under reduced noise level dynamical perturbations. The dynamic noise reduction procedure is demonstrated specifically in the case of polynomial maps. Simulations based on synthetic time series are presented.

Bayesian regression models outperform partial least squares methods for predicting milk components and technological properties using infrared spectral data

PubMed Central

Ferragina, A.; de los Campos, G.; Vazquez, A. I.; Cecchinato, A.; Bittante, G.

2017-01-01

The aim of this study was to assess the performance of Bayesian models commonly used for genomic selection to predict “difficult-to-predict” dairy traits, such as milk fatty acid (FA) expressed as percentage of total fatty acids, and technological properties, such as fresh cheese yield and protein recovery, using Fourier-transform infrared (FTIR) spectral data. Our main hypothesis was that Bayesian models that can estimate shrinkage and perform variable selection may improve our ability to predict FA traits and technological traits above and beyond what can be achieved using the current calibration models (e.g., partial least squares, PLS). To this end, we assessed a series of Bayesian methods and compared their prediction performance with that of PLS. The comparison between models was done using the same sets of data (i.e., same samples, same variability, same spectral treatment) for each trait. Data consisted of 1,264 individual milk samples collected from Brown Swiss cows for which gas chromatographic FA composition, milk coagulation properties, and cheese-yield traits were available. For each sample, 2 spectra in the infrared region from 5,011 to 925 cm−1 were available and averaged before data analysis. Three Bayesian models: Bayesian ridge regression (Bayes RR), Bayes A, and Bayes B, and 2 reference models: PLS and modified PLS (MPLS) procedures, were used to calibrate equations for each of the traits. The Bayesian models used were implemented in the R package BGLR (http://cran.r-project.org/web/packages/BGLR/index.html), whereas the PLS and MPLS were those implemented in the WinISI II software (Infrasoft International LLC, State College, PA). Prediction accuracy was estimated for each trait and model using 25 replicates of a training-testing validation procedure. Compared with PLS, which is currently the most widely used calibration method, MPLS and the 3 Bayesian methods showed significantly greater prediction accuracy. Accuracy increased in moving from calibration to external validation methods, and in moving from PLS and MPLS to Bayesian methods, particularly Bayes A and Bayes B. The maximum R2 value of validation was obtained with Bayes B and Bayes A. For the FA, C10:0 (% of each FA on total FA basis) had the highest R2 (0.75, achieved with Bayes A and Bayes B), and among the technological traits, fresh cheese yield R2 of 0.82 (achieved with Bayes B). These 2 methods have proven to be useful instruments in shrinking and selecting very informative wavelengths and inferring the structure and functions of the analyzed traits. We conclude that Bayesian models are powerful tools for deriving calibration equations, and, importantly, these equations can be easily developed using existing open-source software. As part of our study, we provide scripts based on the open source R software BGLR, which can be used to train customized prediction equations for other traits or populations. PMID:26387015

Analytical Procedures for Testability.

DTIC Science & Technology

1983-01-01

Beat Internal Classifications", AD: A018516. "A System of Computer Aided Diagnosis with Blood Serum Chemistry Tests and Bayesian Statistics", AD: 786284...6 LIST OF TALS .. 1. Truth Table ......................................... 49 2. Covering Problem .............................. 93 3. Primary and...quential classification procedure in a coronary care ward is evaluated. In the toxicology field "A System of Computer Aided Diagnosis with Blood Serum

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.

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.

Inverse Thermal Analysis of Alloy 690 Laser and Hybrid Laser-GMA Welds Using Solidification-Boundary Constraints

NASA Astrophysics Data System (ADS)

Lambrakos, S. G.

2017-08-01

An inverse thermal analysis of Alloy 690 laser and hybrid laser-GMA welds is presented that uses numerical-analytical basis functions and boundary constraints based on measured solidification cross sections. In particular, the inverse analysis procedure uses three-dimensional constraint conditions such that two-dimensional projections of calculated solidification boundaries are constrained to map within experimentally measured solidification cross sections. Temperature histories calculated by this analysis are input data for computational procedures that predict solid-state phase transformations and mechanical response. These temperature histories can be used for inverse thermal analysis of welds corresponding to other welding processes whose process conditions are within similar regimes.

Global Monthly CO2 Flux Inversion Based on Results of Terrestrial Ecosystem Modeling

NASA Astrophysics Data System (ADS)

Deng, F.; Chen, J.; Peters, W.; Krol, M.

2008-12-01

Most of our understanding of the sources and sinks of atmospheric CO2 has come from inverse studies of atmospheric CO2 concentration measurements. However, the number of currently available observation stations and our ability to simulate the diurnal planetary boundary layer evolution over continental regions essentially limit the number of regions that can be reliably inverted globally, especially over continental areas. In order to overcome these restrictions, a nested inverse modeling system was developed based on the Bayesian principle for estimating carbon fluxes of 30 regions in North America and 20 regions for the rest of the globe. Inverse modeling was conducted in monthly steps using CO2 concentration measurements of 5 years (2000 - 2005) with the following two models: (a) An atmospheric transport model (TM5) is used to generate the transport matrix where the diurnal variation n of atmospheric CO2 concentration is considered to enhance the use of the afternoon-hour average CO2 concentration measurements over the continental sites. (b) A process-based terrestrial ecosystem model (BEPS) is used to produce hourly step carbon fluxes, which could minimize the limitation due to our inability to solve the inverse problem in a high resolution, as the background of our inversion. We will present our recent results achieved through a combination of the bottom-up modeling with BEPS and the top-down modeling based on TM5 driven by offline meteorological fields generated by the European Centre for Medium Range Weather Forecast (ECMFW).

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.

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.

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.

Inverts permittivity and conductivity with structural constraint in GPR FWI based on truncated Newton method

NASA Astrophysics Data System (ADS)

Ren, Qianci

2018-04-01

Full waveform inversion (FWI) of ground penetrating radar (GPR) is a promising technique to quantitatively evaluate the permittivity and conductivity of near subsurface. However, these two parameters are simultaneously inverted in the GPR FWI, increasing the difficulty to obtain accurate inversion results for both parameters. In this study, I present a structural constrained GPR FWI procedure to jointly invert the two parameters, aiming to force a structural relationship between permittivity and conductivity in the process of model reconstruction. The structural constraint is enforced by a cross-gradient function. In this procedure, the permittivity and conductivity models are inverted alternately at each iteration and updated with hierarchical frequency components in the frequency domain. The joint inverse problem is solved by the truncated Newton method which considering the effect of Hessian operator and using the approximated solution of Newton equation to be the perturbation model in the updating process. The joint inversion procedure is tested by three synthetic examples. The results show that jointly inverting permittivity and conductivity in GPR FWI effectively increases the structural similarities between the two parameters, corrects the structures of parameter models, and significantly improves the accuracy of conductivity model, resulting in a better inversion result than the individual inversion.

Inverse Thermal Analysis of Titanium GTA Welds Using Multiple Constraints

NASA Astrophysics Data System (ADS)

Lambrakos, S. G.; Shabaev, A.; Huang, L.

2015-06-01

Inverse thermal analysis of titanium gas-tungsten-arc welds using multiple constraint conditions is presented. This analysis employs a methodology that is in terms of numerical-analytical basis functions for inverse thermal analysis of steady-state energy deposition in plate structures. The results of this type of analysis provide parametric representations of weld temperature histories that can be adopted as input data to various types of computational procedures, such as those for prediction of solid-state phase transformations. In addition, these temperature histories can be used to construct parametric function representations for inverse thermal analysis of welds corresponding to other process parameters or welding processes whose process conditions are within similar regimes. The present study applies an inverse thermal analysis procedure that provides for the inclusion of constraint conditions associated with both solidification and phase transformation boundaries.

A measure of uncertainty regarding the interval constraint of normal mean elicited by two stages of a prior hierarchy.

PubMed

Kim, Hea-Jung

2014-01-01

This paper considers a hierarchical screened Gaussian model (HSGM) for Bayesian inference of normal models when an interval constraint in the mean parameter space needs to be incorporated in the modeling but when such a restriction is uncertain. An objective measure of the uncertainty, regarding the interval constraint, accounted for by using the HSGM is proposed for the Bayesian inference. For this purpose, we drive a maximum entropy prior of the normal mean, eliciting the uncertainty regarding the interval constraint, and then obtain the uncertainty measure by considering the relationship between the maximum entropy prior and the marginal prior of the normal mean in HSGM. Bayesian estimation procedure of HSGM is developed and two numerical illustrations pertaining to the properties of the uncertainty measure are provided.

Characterization of background concentrations of contaminants using a mixture of normal distributions.

PubMed

Qian, Song S; Lyons, Regan E

2006-10-01

We present a Bayesian approach for characterizing background contaminant concentration distributions using data from sites that may have been contaminated. Our method, focused on estimation, resolves several technical problems of the existing methods sanctioned by the U.S. Environmental Protection Agency (USEPA) (a hypothesis testing based method), resulting in a simple and quick procedure for estimating background contaminant concentrations. The proposed Bayesian method is applied to two data sets from a federal facility regulated under the Resource Conservation and Restoration Act. The results are compared to background distributions identified using existing methods recommended by the USEPA. The two data sets represent low and moderate levels of censorship in the data. Although an unbiased estimator is elusive, we show that the proposed Bayesian estimation method will have a smaller bias than the EPA recommended method.

Modeling Non-Gaussian Time Series with Nonparametric Bayesian Model.

PubMed

Xu, Zhiguang; MacEachern, Steven; Xu, Xinyi

2015-02-01

We present a class of Bayesian copula models whose major components are the marginal (limiting) distribution of a stationary time series and the internal dynamics of the series. We argue that these are the two features with which an analyst is typically most familiar, and hence that these are natural components with which to work. For the marginal distribution, we use a nonparametric Bayesian prior distribution along with a cdf-inverse cdf transformation to obtain large support. For the internal dynamics, we rely on the traditionally successful techniques of normal-theory time series. Coupling the two components gives us a family of (Gaussian) copula transformed autoregressive models. The models provide coherent adjustments of time scales and are compatible with many extensions, including changes in volatility of the series. We describe basic properties of the models, show their ability to recover non-Gaussian marginal distributions, and use a GARCH modification of the basic model to analyze stock index return series. The models are found to provide better fit and improved short-range and long-range predictions than Gaussian competitors. The models are extensible to a large variety of fields, including continuous time models, spatial models, models for multiple series, models driven by external covariate streams, and non-stationary models.

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.

Hierarchical Bayesian modeling of spatio-temporal patterns of lung cancer incidence risk in Georgia, USA: 2000-2007

NASA Astrophysics Data System (ADS)

Yin, Ping; Mu, Lan; Madden, Marguerite; Vena, John E.

2014-10-01

Lung cancer is the second most commonly diagnosed cancer in both men and women in Georgia, USA. However, the spatio-temporal patterns of lung cancer risk in Georgia have not been fully studied. Hierarchical Bayesian models are used here to explore the spatio-temporal patterns of lung cancer incidence risk by race and gender in Georgia for the period of 2000-2007. With the census tract level as the spatial scale and the 2-year period aggregation as the temporal scale, we compare a total of seven Bayesian spatio-temporal models including two under a separate modeling framework and five under a joint modeling framework. One joint model outperforms others based on the deviance information criterion. Results show that the northwest region of Georgia has consistently high lung cancer incidence risk for all population groups during the study period. In addition, there are inverse relationships between the socioeconomic status and the lung cancer incidence risk among all Georgian population groups, and the relationships in males are stronger than those in females. By mapping more reliable variations in lung cancer incidence risk at a relatively fine spatio-temporal scale for different Georgian population groups, our study aims to better support healthcare performance assessment, etiological hypothesis generation, and health policy making.

Bayesian Inference for NASA Probabilistic Risk and Reliability Analysis

NASA Technical Reports Server (NTRS)

Dezfuli, Homayoon; Kelly, Dana; Smith, Curtis; Vedros, Kurt; Galyean, William

2009-01-01

This document, Bayesian Inference for NASA Probabilistic Risk and Reliability Analysis, is intended to provide guidelines for the collection and evaluation of risk and reliability-related data. It is aimed at scientists and engineers familiar with risk and reliability methods and provides a hands-on approach to the investigation and application of a variety of risk and reliability data assessment methods, tools, and techniques. This document provides both: A broad perspective on data analysis collection and evaluation issues. A narrow focus on the methods to implement a comprehensive information repository. The topics addressed herein cover the fundamentals of how data and information are to be used in risk and reliability analysis models and their potential role in decision making. Understanding these topics is essential to attaining a risk informed decision making environment that is being sought by NASA requirements and procedures such as 8000.4 (Agency Risk Management Procedural Requirements), NPR 8705.05 (Probabilistic Risk Assessment Procedures for NASA Programs and Projects), and the System Safety requirements of NPR 8715.3 (NASA General Safety Program Requirements).

A genetic meta-algorithm-assisted inversion approach: hydrogeological study for the determination of volumetric rock properties and matrix and fluid parameters in unsaturated formations

NASA Astrophysics Data System (ADS)

Szabó, Norbert Péter

2018-03-01

An evolutionary inversion approach is suggested for the interpretation of nuclear and resistivity logs measured by direct-push tools in shallow unsaturated sediments. The efficiency of formation evaluation is improved by estimating simultaneously (1) the petrophysical properties that vary rapidly along a drill hole with depth and (2) the zone parameters that can be treated as constant, in one inversion procedure. In the workflow, the fractional volumes of water, air, matrix and clay are estimated in adjacent depths by linearized inversion, whereas the clay and matrix properties are updated using a float-encoded genetic meta-algorithm. The proposed inversion method provides an objective estimate of the zone parameters that appear in the tool response equations applied to solve the forward problem, which can significantly increase the reliability of the petrophysical model as opposed to setting these parameters arbitrarily. The global optimization meta-algorithm not only assures the best fit between the measured and calculated data but also gives a reliable solution, practically independent of the initial model, as laboratory data are unnecessary in the inversion procedure. The feasibility test uses engineering geophysical sounding logs observed in an unsaturated loessy-sandy formation in Hungary. The multi-borehole extension of the inversion technique is developed to determine the petrophysical properties and their estimation errors along a profile of drill holes. The genetic meta-algorithmic inversion method is recommended for hydrogeophysical logging applications of various kinds to automatically extract the volumetric ratios of rock and fluid constituents as well as the most important zone parameters in a reliable inversion procedure.

Simultaneous Determination of Structure and Event Location Using Body and Surface Wave Measurements at a Single Station: Preparation for Mars Data from the InSight Mission

NASA Astrophysics Data System (ADS)

Panning, M. P.; Banerdt, W. B.; Beucler, E.; Blanchette-Guertin, J. F.; Boese, M.; Clinton, J. F.; Drilleau, M.; James, S. R.; Kawamura, T.; Khan, A.; Lognonne, P. H.; Mocquet, A.; van Driel, M.

2015-12-01

An important challenge for the upcoming InSight mission to Mars, which will deliver a broadband seismic station to Mars along with other geophysical instruments in 2016, is to accurately determine event locations with the use of a single station. Locations are critical for the primary objective of the mission, determining the internal structure of Mars, as well as a secondary objective of measuring the activity of distribution of seismic events. As part of the mission planning process, a variety of techniques have been explored for location of marsquakes and inversion of structure, and preliminary procedures and software are already under development as part of the InSight Mars Quake and Mars Structure Services. One proposed method, involving the use of recordings of multiple-orbit surface waves, has already been tested with synthetic data and Earth recordings. This method has the strength of not requiring an a priori velocity model of Mars for quake location, but will only be practical for larger events. For smaller events where only first orbit surface waves and body waves are observable, other methods are required. In this study, we implement a transdimensional Bayesian inversion approach to simultaneously invert for basic velocity structure and location parameters (epicentral distance and origin time) using only measurements of body wave arrival times and dispersion of first orbit surface waves. The method is tested with synthetic data with expected Mars noise and Earth data for single events and groups of events and evaluated for errors in both location and structural determination, as well as tradeoffs between resolvable parameters and the effect of 3D crustal variations.

Kernel-density estimation and approximate Bayesian computation for flexible epidemiological model fitting in Python.

PubMed

Irvine, Michael A; Hollingsworth, T Déirdre

2018-05-26

Fitting complex models to epidemiological data is a challenging problem: methodologies can be inaccessible to all but specialists, there may be challenges in adequately describing uncertainty in model fitting, the complex models may take a long time to run, and it can be difficult to fully capture the heterogeneity in the data. We develop an adaptive approximate Bayesian computation scheme to fit a variety of epidemiologically relevant data with minimal hyper-parameter tuning by using an adaptive tolerance scheme. We implement a novel kernel density estimation scheme to capture both dispersed and multi-dimensional data, and directly compare this technique to standard Bayesian approaches. We then apply the procedure to a complex individual-based simulation of lymphatic filariasis, a human parasitic disease. The procedure and examples are released alongside this article as an open access library, with examples to aid researchers to rapidly fit models to data. This demonstrates that an adaptive ABC scheme with a general summary and distance metric is capable of performing model fitting for a variety of epidemiological data. It also does not require significant theoretical background to use and can be made accessible to the diverse epidemiological research community. Copyright © 2018 The Authors. Published by Elsevier B.V. All rights reserved.

Towards quantifying uncertainty in Greenland's contribution to 21st century sea-level rise

NASA Astrophysics Data System (ADS)

Perego, M.; Tezaur, I.; Price, S. F.; Jakeman, J.; Eldred, M.; Salinger, A.; Hoffman, M. J.

2015-12-01

We present recent work towards developing a methodology for quantifying uncertainty in Greenland's 21st century contribution to sea-level rise. While we focus on uncertainties associated with the optimization and calibration of the basal sliding parameter field, the methodology is largely generic and could be applied to other (or multiple) sets of uncertain model parameter fields. The first step in the workflow is the solution of a large-scale, deterministic inverse problem, which minimizes the mismatch between observed and computed surface velocities by optimizing the two-dimensional coefficient field in a linear-friction sliding law. We then expand the deviation in this coefficient field from its estimated "mean" state using a reduced basis of Karhunen-Loeve Expansion (KLE) vectors. A Bayesian calibration is used to determine the optimal coefficient values for this expansion. The prior for the Bayesian calibration can be computed using the Hessian of the deterministic inversion or using an exponential covariance kernel. The posterior distribution is then obtained using Markov Chain Monte Carlo run on an emulator of the forward model. Finally, the uncertainty in the modeled sea-level rise is obtained by performing an ensemble of forward propagation runs. We present and discuss preliminary results obtained using a moderate-resolution model of the Greenland Ice sheet. As demonstrated in previous work, the primary difficulty in applying the complete workflow to realistic, high-resolution problems is that the effective dimension of the parameter space is very large.

Imaging Anisotropic Layering with Bayesian Inversion of Multiple Data Types

NASA Astrophysics Data System (ADS)

Bodin, T.; Leiva, J.; Romanowicz, B. A.; Maupin, V.; Yuan, H.

2015-12-01

Anisotropic images of the upper-mantle are usually obtained by analyzing different types of seismic observables, such as surface wave dispersion curves or waveforms, SKS splitting data, or receiver functions. These different data types sample different volumes of the earth, they are sensitive to separate length-scales, and hence are associated with various levels of uncertainties. They are traditionally interpreted separately, and often result in incompatible models. We present a Bayesian inversion approach to jointly invert these different data types. Seismograms for SKS and P phases are directly inverted, thus avoiding intermediate processing steps such as numerical deconvolution or computation of splitting parameters. Probabilistic 1D profiles are obtained with a transdimensional Markov chain Monte Carlo scheme, in which the number of layers, as well as the presence or absence of anisotropy in each layer, are treated as unknown parameters. In this way, seismic anisotropy is only introduced if required by the data. The algorithm is used to resolve both isotropic and anisotropic layering down to a depth of 350 km beneath two seismic stations in North America in two different tectonic settings: the stable Canadian shield (station FFC), and the tectonically active southern Basin and Range Province (station TA-214A). In both cases, the lithosphere-asthenosphere boundary is clearly visible, and marked by a change in direction of the fast axis of anisotropy. Our study confirms that azimuthal anisotropy is a powerful tool for detecting layering in the upper mantle.

Multilevel Sequential2 Monte Carlo for Bayesian inverse problems

NASA Astrophysics Data System (ADS)

Latz, Jonas; Papaioannou, Iason; Ullmann, Elisabeth

2018-09-01

The identification of parameters in mathematical models using noisy observations is a common task in uncertainty quantification. We employ the framework of Bayesian inversion: we combine monitoring and observational data with prior information to estimate the posterior distribution of a parameter. Specifically, we are interested in the distribution of a diffusion coefficient of an elliptic PDE. In this setting, the sample space is high-dimensional, and each sample of the PDE solution is expensive. To address these issues we propose and analyse a novel Sequential Monte Carlo (SMC) sampler for the approximation of the posterior distribution. Classical, single-level SMC constructs a sequence of measures, starting with the prior distribution, and finishing with the posterior distribution. The intermediate measures arise from a tempering of the likelihood, or, equivalently, a rescaling of the noise. The resolution of the PDE discretisation is fixed. In contrast, our estimator employs a hierarchy of PDE discretisations to decrease the computational cost. We construct a sequence of intermediate measures by decreasing the temperature or by increasing the discretisation level at the same time. This idea builds on and generalises the multi-resolution sampler proposed in P.S. Koutsourelakis (2009) [33] where a bridging scheme is used to transfer samples from coarse to fine discretisation levels. Importantly, our choice between tempering and bridging is fully adaptive. We present numerical experiments in 2D space, comparing our estimator to single-level SMC and the multi-resolution sampler.

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.

Application of Multiple Imputation for Missing Values in Three-Way Three-Mode Multi-Environment Trial Data

PubMed Central

Tian, Ting; McLachlan, Geoffrey J.; Dieters, Mark J.; Basford, Kaye E.

2015-01-01

It is a common occurrence in plant breeding programs to observe missing values in three-way three-mode multi-environment trial (MET) data. We proposed modifications of models for estimating missing observations for these data arrays, and developed a novel approach in terms of hierarchical clustering. Multiple imputation (MI) was used in four ways, multiple agglomerative hierarchical clustering, normal distribution model, normal regression model, and predictive mean match. The later three models used both Bayesian analysis and non-Bayesian analysis, while the first approach used a clustering procedure with randomly selected attributes and assigned real values from the nearest neighbour to the one with missing observations. Different proportions of data entries in six complete datasets were randomly selected to be missing and the MI methods were compared based on the efficiency and accuracy of estimating those values. The results indicated that the models using Bayesian analysis had slightly higher accuracy of estimation performance than those using non-Bayesian analysis but they were more time-consuming. However, the novel approach of multiple agglomerative hierarchical clustering demonstrated the overall best performances. PMID:26689369

Application of Multiple Imputation for Missing Values in Three-Way Three-Mode Multi-Environment Trial Data.

PubMed

Tian, Ting; McLachlan, Geoffrey J; Dieters, Mark J; Basford, Kaye E

2015-01-01

It is a common occurrence in plant breeding programs to observe missing values in three-way three-mode multi-environment trial (MET) data. We proposed modifications of models for estimating missing observations for these data arrays, and developed a novel approach in terms of hierarchical clustering. Multiple imputation (MI) was used in four ways, multiple agglomerative hierarchical clustering, normal distribution model, normal regression model, and predictive mean match. The later three models used both Bayesian analysis and non-Bayesian analysis, while the first approach used a clustering procedure with randomly selected attributes and assigned real values from the nearest neighbour to the one with missing observations. Different proportions of data entries in six complete datasets were randomly selected to be missing and the MI methods were compared based on the efficiency and accuracy of estimating those values. The results indicated that the models using Bayesian analysis had slightly higher accuracy of estimation performance than those using non-Bayesian analysis but they were more time-consuming. However, the novel approach of multiple agglomerative hierarchical clustering demonstrated the overall best performances.

Joint analysis of input and parametric uncertainties in watershed water quality modeling: A formal Bayesian approach

NASA Astrophysics Data System (ADS)

Han, Feng; Zheng, Yi

2018-06-01

Significant Input uncertainty is a major source of error in watershed water quality (WWQ) modeling. It remains challenging to address the input uncertainty in a rigorous Bayesian framework. This study develops the Bayesian Analysis of Input and Parametric Uncertainties (BAIPU), an approach for the joint analysis of input and parametric uncertainties through a tight coupling of Markov Chain Monte Carlo (MCMC) analysis and Bayesian Model Averaging (BMA). The formal likelihood function for this approach is derived considering a lag-1 autocorrelated, heteroscedastic, and Skew Exponential Power (SEP) distributed error model. A series of numerical experiments were performed based on a synthetic nitrate pollution case and on a real study case in the Newport Bay Watershed, California. The Soil and Water Assessment Tool (SWAT) and Differential Evolution Adaptive Metropolis (DREAM(ZS)) were used as the representative WWQ model and MCMC algorithm, respectively. The major findings include the following: (1) the BAIPU can be implemented and used to appropriately identify the uncertain parameters and characterize the predictive uncertainty; (2) the compensation effect between the input and parametric uncertainties can seriously mislead the modeling based management decisions, if the input uncertainty is not explicitly accounted for; (3) the BAIPU accounts for the interaction between the input and parametric uncertainties and therefore provides more accurate calibration and uncertainty results than a sequential analysis of the uncertainties; and (4) the BAIPU quantifies the credibility of different input assumptions on a statistical basis and can be implemented as an effective inverse modeling approach to the joint inference of parameters and inputs.

Confidence set inference with a prior quadratic bound

NASA Technical Reports Server (NTRS)

Backus, George E.

1989-01-01

In the uniqueness part of a geophysical inverse problem, the observer wants to predict all likely values of P unknown numerical properties z=(z sub 1,...,z sub p) of the earth from measurement of D other numerical properties y (sup 0) = (y (sub 1) (sup 0), ..., y (sub D (sup 0)), using full or partial knowledge of the statistical distribution of the random errors in y (sup 0). The data space Y containing y(sup 0) is D-dimensional, so when the model space X is infinite-dimensional the linear uniqueness problem usually is insoluble without prior information about the correct earth model x. If that information is a quadratic bound on x, Bayesian inference (BI) and stochastic inversion (SI) inject spurious structure into x, implied by neither the data nor the quadratic bound. Confidence set inference (CSI) provides an alternative inversion technique free of this objection. Confidence set inference is illustrated in the problem of estimating the geomagnetic field B at the core-mantle boundary (CMB) from components of B measured on or above the earth's surface.

Direct Estimation of Optical Parameters From Photoacoustic Time Series in Quantitative Photoacoustic Tomography.

PubMed

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

2016-11-01

Estimation of optical absorption and scattering of a target is an inverse problem associated with quantitative photoacoustic tomography. Conventionally, the problem is expressed as two folded. First, images of initial pressure distribution created by absorption of a light pulse are formed based on acoustic boundary measurements. Then, the optical properties are determined based on these photoacoustic images. The optical stage of the inverse problem can thus suffer from, for example, artefacts caused by the acoustic stage. These could be caused by imperfections in the acoustic measurement setting, of which an example is a limited view acoustic measurement geometry. In this work, the forward model of quantitative photoacoustic tomography is treated as a coupled acoustic and optical model and the inverse problem is solved by using a Bayesian approach. Spatial distribution of the optical properties of the imaged target are estimated directly from the photoacoustic time series in varying acoustic detection and optical illumination configurations. It is numerically demonstrated, that estimation of optical properties of the imaged target is feasible in limited view acoustic detection setting.

Exploiting neurovascular coupling: a Bayesian sequential Monte Carlo approach applied to simulated EEG fNIRS data

NASA Astrophysics Data System (ADS)

Croce, Pierpaolo; Zappasodi, Filippo; Merla, Arcangelo; Chiarelli, Antonio Maria

2017-08-01

Objective. Electrical and hemodynamic brain activity are linked through the neurovascular coupling process and they can be simultaneously measured through integration of electroencephalography (EEG) and functional near-infrared spectroscopy (fNIRS). Thanks to the lack of electro-optical interference, the two procedures can be easily combined and, whereas EEG provides electrophysiological information, fNIRS can provide measurements of two hemodynamic variables, such as oxygenated and deoxygenated hemoglobin. A Bayesian sequential Monte Carlo approach (particle filter, PF) was applied to simulated recordings of electrical and neurovascular mediated hemodynamic activity, and the advantages of a unified framework were shown. Approach. Multiple neural activities and hemodynamic responses were simulated in the primary motor cortex of a subject brain. EEG and fNIRS recordings were obtained by means of forward models of volume conduction and light propagation through the head. A state space model of combined EEG and fNIRS data was built and its dynamic evolution was estimated through a Bayesian sequential Monte Carlo approach (PF). Main results. We showed the feasibility of the procedure and the improvements in both electrical and hemodynamic brain activity reconstruction when using the PF on combined EEG and fNIRS measurements. Significance. The investigated procedure allows one to combine the information provided by the two methodologies, and, by taking advantage of a physical model of the coupling between electrical and hemodynamic response, to obtain a better estimate of brain activity evolution. Despite the high computational demand, application of such an approach to in vivo recordings could fully exploit the advantages of this combined brain imaging technology.

Bayesian regression models outperform partial least squares methods for predicting milk components and technological properties using infrared spectral data.

PubMed

Ferragina, A; de los Campos, G; Vazquez, A I; Cecchinato, A; Bittante, G

2015-11-01

The aim of this study was to assess the performance of Bayesian models commonly used for genomic selection to predict "difficult-to-predict" dairy traits, such as milk fatty acid (FA) expressed as percentage of total fatty acids, and technological properties, such as fresh cheese yield and protein recovery, using Fourier-transform infrared (FTIR) spectral data. Our main hypothesis was that Bayesian models that can estimate shrinkage and perform variable selection may improve our ability to predict FA traits and technological traits above and beyond what can be achieved using the current calibration models (e.g., partial least squares, PLS). To this end, we assessed a series of Bayesian methods and compared their prediction performance with that of PLS. The comparison between models was done using the same sets of data (i.e., same samples, same variability, same spectral treatment) for each trait. Data consisted of 1,264 individual milk samples collected from Brown Swiss cows for which gas chromatographic FA composition, milk coagulation properties, and cheese-yield traits were available. For each sample, 2 spectra in the infrared region from 5,011 to 925 cm(-1) were available and averaged before data analysis. Three Bayesian models: Bayesian ridge regression (Bayes RR), Bayes A, and Bayes B, and 2 reference models: PLS and modified PLS (MPLS) procedures, were used to calibrate equations for each of the traits. The Bayesian models used were implemented in the R package BGLR (http://cran.r-project.org/web/packages/BGLR/index.html), whereas the PLS and MPLS were those implemented in the WinISI II software (Infrasoft International LLC, State College, PA). Prediction accuracy was estimated for each trait and model using 25 replicates of a training-testing validation procedure. Compared with PLS, which is currently the most widely used calibration method, MPLS and the 3 Bayesian methods showed significantly greater prediction accuracy. Accuracy increased in moving from calibration to external validation methods, and in moving from PLS and MPLS to Bayesian methods, particularly Bayes A and Bayes B. The maximum R(2) value of validation was obtained with Bayes B and Bayes A. For the FA, C10:0 (% of each FA on total FA basis) had the highest R(2) (0.75, achieved with Bayes A and Bayes B), and among the technological traits, fresh cheese yield R(2) of 0.82 (achieved with Bayes B). These 2 methods have proven to be useful instruments in shrinking and selecting very informative wavelengths and inferring the structure and functions of the analyzed traits. We conclude that Bayesian models are powerful tools for deriving calibration equations, and, importantly, these equations can be easily developed using existing open-source software. As part of our study, we provide scripts based on the open source R software BGLR, which can be used to train customized prediction equations for other traits or populations. Copyright © 2015 American Dairy Science Association. Published by Elsevier Inc. All rights reserved.

Improving estimates of N2O emissions for western and central Europe using a Bayesian inversion approach

NASA Astrophysics Data System (ADS)

Thompson, R. L.; Gerbig, C.; Roedenbeck, C.; Heimann, M.

2009-04-01

The nitrous oxide (N2O) mixing ratio has been increasing in the atmosphere since the industrial revolution, from 270 ppb in 1750 to 320 ppb in 2007 with a steady growth rate of around 0.26% since the early 1980's. The increase in N2O is worrisome for two main reasons. First, it is a greenhouse gas; this means that its atmospheric increase translates to an enhancement in radiative forcing of 0.16 ± 0.02 Wm-2 making it currently the fourth most important long-lived greenhouse gas and is predicted to soon overtake CFC's to become the third most important. Second, it plays an important role in stratospheric ozone chemistry. Human activities are the primary cause of the atmospheric N2O increase. The largest anthropogenic source of N2O is from the use of N-fertilizers in agriculture but fossil fuel combustion and industrial processes, such as adipic and nitric acid production, are also important. We present a Bayesian inversion approach for estimating N2O fluxes over central and western Europe using high frequency in-situ concentration data from the Ochsenkopf tall tower (50 °01′N, 11 °48′, 1022 masl). For the inversion, we employ a Lagrangian-type transport model, STILT, which provides source-receptor relationships at 10 km using ECMWF meteorological data. The a priori flux estimates used were from IER, for anthropogenic, and GEIA, for natural fluxes. N2O fluxes were retrieved monthly at 2 x 2 degree spatial resolution for 2007. The retrieved N2O fluxes showed significantly more spatial heterogeneity than in the a priori field and considerable seasonal variability. The timing of peak emissions was different for different regions but in general the months with the strongest emissions were May and August. Overall, the retrieved flux (anthropogenic and natural) was lower than in the a priori field.

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.

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.

Scarp degraded by linear diffusion: inverse solution for age.

USGS Publications Warehouse

Andrews, D.J.; Hanks, T.C.

1985-01-01

Under the assumption that landforms unaffected by drainage channels are degraded according to the linear diffusion equation, a procedure is developed to invert a scarp profile to find its 'diffusion age'. The inverse procedure applied to synthetic data yields the following rules of thumb. Evidence of initial scarp shape has been lost when apparent age reaches twice its initial value. A scarp that appears to have been formed by one event may have been formed by two with an interval between them as large as apparent age. The simplicity of scarp profile measurement and this inversion makes profile analysis attractive. -from Authors

High-resolution moisture profiles from full-waveform probabilistic inversion of TDR signals

NASA Astrophysics Data System (ADS)

Laloy, Eric; Huisman, Johan Alexander; Jacques, Diederik

2014-11-01

This study presents an novel Bayesian inversion scheme for high-dimensional undetermined TDR waveform inversion. The methodology quantifies uncertainty in the moisture content distribution, using a Gaussian Markov random field (GMRF) prior as regularization operator. A spatial resolution of 1 cm along a 70-cm long TDR probe is considered for the inferred moisture content. Numerical testing shows that the proposed inversion approach works very well in case of a perfect model and Gaussian measurement errors. Real-world application results are generally satisfying. For a series of TDR measurements made during imbibition and evaporation from a laboratory soil column, the average root-mean-square error (RMSE) between maximum a posteriori (MAP) moisture distribution and reference TDR measurements is 0.04 cm3 cm-3. This RMSE value reduces to less than 0.02 cm3 cm-3 for a field application in a podzol soil. The observed model-data discrepancies are primarily due to model inadequacy, such as our simplified modeling of the bulk soil electrical conductivity profile. Among the important issues that should be addressed in future work are the explicit inference of the soil electrical conductivity profile along with the other sampled variables, the modeling of the temperature-dependence of the coaxial cable properties and the definition of an appropriate statistical model of the residual errors.

Identification of transmissivity fields using a Bayesian strategy and perturbative approach

NASA Astrophysics Data System (ADS)

Zanini, Andrea; Tanda, Maria Giovanna; Woodbury, Allan D.

2017-10-01

The paper deals with the crucial problem of the groundwater parameter estimation that is the basis for efficient modeling and reclamation activities. A hierarchical Bayesian approach is developed: it uses the Akaike's Bayesian Information Criteria in order to estimate the hyperparameters (related to the covariance model chosen) and to quantify the unknown noise variance. The transmissivity identification proceeds in two steps: the first, called empirical Bayesian interpolation, uses Y* (Y = lnT) observations to interpolate Y values on a specified grid; the second, called empirical Bayesian update, improve the previous Y estimate through the addition of hydraulic head observations. The relationship between the head and the lnT has been linearized through a perturbative solution of the flow equation. In order to test the proposed approach, synthetic aquifers from literature have been considered. The aquifers in question contain a variety of boundary conditions (both Dirichelet and Neuman type) and scales of heterogeneities (σY2 = 1.0 and σY2 = 5.3). The estimated transmissivity fields were compared to the true one. The joint use of Y* and head measurements improves the estimation of Y considering both degrees of heterogeneity. Even if the variance of the strong transmissivity field can be considered high for the application of the perturbative approach, the results show the same order of approximation of the non-linear methods proposed in literature. The procedure allows to compute the posterior probability distribution of the target quantities and to quantify the uncertainty in the model prediction. Bayesian updating has advantages related both to the Monte-Carlo (MC) and non-MC approaches. In fact, as the MC methods, Bayesian updating allows computing the direct posterior probability distribution of the target quantities and as non-MC methods it has computational times in the order of seconds.

Bayesian characterization of micro-perforated panels and multi-layer absorbers

NASA Astrophysics Data System (ADS)

Schmitt, Andrew Alexander Joseph

First described by the late acoustician Dah-You Maa, micro-perforated panel (MPP) absorbers produce extremely high acoustic absorption coefficients. This is done without the use of conventional fibrous or porous materials that are often used in acoustic treatments, meaning MPP absorbers are capable of being implemented and withstanding critical situations where traditional absorbers do not suffice. The absorption function of a micro-perforated panel yields high yet relatively narrow results at certain frequencies, although wide-band absorption can be designed by stacking multiple MPP absorbers comprised of different characteristic parameters. Using Bayesian analysis, the physical properties of panel thickness, pore diameter, perforation ratio, and air depth are estimated inversely from experimental data of acoustic absorption, based on theoretical models for design of micro-perforated panels. Furthermore, this analysis helps to understand the interdependence and uncertainties of the parameters and how each affects the performance of the panel. Various micro-perforated panels are manufactured and tested in single- and double-layer absorber constructions.

Bayesian inference of ice thickness from remote-sensing data

NASA Astrophysics Data System (ADS)

Werder, Mauro A.; Huss, Matthias

2017-04-01

Knowledge about ice thickness and volume is indispensable for studying ice dynamics, future sea-level rise due to glacier melt or their contribution to regional hydrology. Accurate measurements of glacier thickness require on-site work, usually employing radar techniques. However, these field measurements are time consuming, expensive and sometime downright impossible. Conversely, measurements of the ice surface, namely elevation and flow velocity, are becoming available world-wide through remote sensing. The model of Farinotti et al. (2009) calculates ice thicknesses based on a mass conservation approach paired with shallow ice physics using estimates of the surface mass balance. The presented work applies a Bayesian inference approach to estimate the parameters of a modified version of this forward model by fitting it to both measurements of surface flow speed and of ice thickness. The inverse model outputs ice thickness as well the distribution of the error. We fit the model to ten test glaciers and ice caps and quantify the improvements of thickness estimates through the usage of surface ice flow measurements.

A Bayesian rupture model of the 2007 Mw 8.1 Solomon Islands earthquake in Southwest Pacific with coral reef displacement measurements

NASA Astrophysics Data System (ADS)

Chen, Ting; Luo, Haipeng; Furlong, Kevin P.

2017-05-01

On 1st April 2007 a Mw 8.1 megathrust earthquake occurred in the western Solomon Islands of the Southwest Pacific and generated a regional tsunami with run-up heights of up to 12 m. A Bayesian inversion model is constructed to derive fault dip angle and cumulative co-seismic and early post-seismic slip using coral reef displacement measurements, in which both data misfit and moment magnitude are used as constraints. Results show three shallow, high-slip patches concentrated along the trench from west of Ranongga Island to Rendova Island on a fault plane dipping 20°, and a maximum dip slip of 11.6 m beneath Ranongga Island. Considerable subsidence on Simbo Island outboard of the trench on the subducting plate is not well explained with this model, but may be related to the effects of afterslip and/or Simbo Island's location near the triple junction among the Australia, Woodlark and Pacific plates.

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.

Comparison Analysis of Recognition Algorithms of Forest-Cover Objects on Hyperspectral Air-Borne and Space-Borne Images

NASA Astrophysics Data System (ADS)

Kozoderov, V. V.; Kondranin, T. V.; Dmitriev, E. V.

2017-12-01

The basic model for the recognition of natural and anthropogenic objects using their spectral and textural features is described in the problem of hyperspectral air-borne and space-borne imagery processing. The model is based on improvements of the Bayesian classifier that is a computational procedure of statistical decision making in machine-learning methods of pattern recognition. The principal component method is implemented to decompose the hyperspectral measurements on the basis of empirical orthogonal functions. Application examples are shown of various modifications of the Bayesian classifier and Support Vector Machine method. Examples are provided of comparing these classifiers and a metrical classifier that operates on finding the minimal Euclidean distance between different points and sets in the multidimensional feature space. A comparison is also carried out with the " K-weighted neighbors" method that is close to the nonparametric Bayesian classifier.

Neglected chaos in international stock markets: Bayesian analysis of the joint return-volatility dynamical system

NASA Astrophysics Data System (ADS)

Tsionas, Mike G.; Michaelides, Panayotis G.

2017-09-01

We use a novel Bayesian inference procedure for the Lyapunov exponent in the dynamical system of returns and their unobserved volatility. In the dynamical system, computation of largest Lyapunov exponent by traditional methods is impossible as the stochastic nature has to be taken explicitly into account due to unobserved volatility. We apply the new techniques to daily stock return data for a group of six countries, namely USA, UK, Switzerland, Netherlands, Germany and France, from 2003 to 2014, by means of Sequential Monte Carlo for Bayesian inference. The evidence points to the direction that there is indeed noisy chaos both before and after the recent financial crisis. However, when a much simpler model is examined where the interaction between returns and volatility is not taken into consideration jointly, the hypothesis of chaotic dynamics does not receive much support by the data ("neglected chaos").

Sequential Designs Based on Bayesian Uncertainty Quantification in Sparse Representation Surrogate Modeling

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

Chen, Ray -Bing; Wang, Weichung; Jeff Wu, C. F.

A numerical method, called OBSM, was recently proposed which employs overcomplete basis functions to achieve sparse representations. While the method can handle non-stationary response without the need of inverting large covariance matrices, it lacks the capability to quantify uncertainty in predictions. We address this issue by proposing a Bayesian approach which first imposes a normal prior on the large space of linear coefficients, then applies the MCMC algorithm to generate posterior samples for predictions. From these samples, Bayesian credible intervals can then be obtained to assess prediction uncertainty. A key application for the proposed method is the efficient construction ofmore » sequential designs. Several sequential design procedures with different infill criteria are proposed based on the generated posterior samples. As a result, numerical studies show that the proposed schemes are capable of solving problems of positive point identification, optimization, and surrogate fitting.« less

Modular analysis of the probabilistic genetic interaction network.

PubMed

Hou, Lin; Wang, Lin; Qian, Minping; Li, Dong; Tang, Chao; Zhu, Yunping; Deng, Minghua; Li, Fangting

2011-03-15

Epistatic Miniarray Profiles (EMAP) has enabled the mapping of large-scale genetic interaction networks; however, the quantitative information gained from EMAP cannot be fully exploited since the data are usually interpreted as a discrete network based on an arbitrary hard threshold. To address such limitations, we adopted a mixture modeling procedure to construct a probabilistic genetic interaction network and then implemented a Bayesian approach to identify densely interacting modules in the probabilistic network. Mixture modeling has been demonstrated as an effective soft-threshold technique of EMAP measures. The Bayesian approach was applied to an EMAP dataset studying the early secretory pathway in Saccharomyces cerevisiae. Twenty-seven modules were identified, and 14 of those were enriched by gold standard functional gene sets. We also conducted a detailed comparison with state-of-the-art algorithms, hierarchical cluster and Markov clustering. The experimental results show that the Bayesian approach outperforms others in efficiently recovering biologically significant modules.

Sequential Designs Based on Bayesian Uncertainty Quantification in Sparse Representation Surrogate Modeling

DOE PAGES

Chen, Ray -Bing; Wang, Weichung; Jeff Wu, C. F.

2017-04-12

A numerical method, called OBSM, was recently proposed which employs overcomplete basis functions to achieve sparse representations. While the method can handle non-stationary response without the need of inverting large covariance matrices, it lacks the capability to quantify uncertainty in predictions. We address this issue by proposing a Bayesian approach which first imposes a normal prior on the large space of linear coefficients, then applies the MCMC algorithm to generate posterior samples for predictions. From these samples, Bayesian credible intervals can then be obtained to assess prediction uncertainty. A key application for the proposed method is the efficient construction ofmore » sequential designs. Several sequential design procedures with different infill criteria are proposed based on the generated posterior samples. As a result, numerical studies show that the proposed schemes are capable of solving problems of positive point identification, optimization, and surrogate fitting.« less

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.

High-resolution atmospheric inversion of urban CO2 emissions during the dormant season of the Indianapolis Flux Experiment (INFLUX)

NASA Astrophysics Data System (ADS)

Lauvaux, Thomas; Miles, Natasha L.; Deng, Aijun; Richardson, Scott J.; Cambaliza, Maria O.; Davis, Kenneth J.; Gaudet, Brian; Gurney, Kevin R.; Huang, Jianhua; O'Keefe, Darragh; Song, Yang; Karion, Anna; Oda, Tomohiro; Patarasuk, Risa; Razlivanov, Igor; Sarmiento, Daniel; Shepson, Paul; Sweeney, Colm; Turnbull, Jocelyn; Wu, Kai

2016-05-01

Based on a uniquely dense network of surface towers measuring continuously the atmospheric concentrations of greenhouse gases (GHGs), we developed the first comprehensive monitoring systems of CO2 emissions at high resolution over the city of Indianapolis. The urban inversion evaluated over the 2012-2013 dormant season showed a statistically significant increase of about 20% (from 4.5 to 5.7 MtC ± 0.23 MtC) compared to the Hestia CO2 emission estimate, a state-of-the-art building-level emission product. Spatial structures in prior emission errors, mostly undetermined, appeared to affect the spatial pattern in the inverse solution and the total carbon budget over the entire area by up to 15%, while the inverse solution remains fairly insensitive to the CO2 boundary inflow and to the different prior emissions (i.e., ODIAC). Preceding the surface emission optimization, we improved the atmospheric simulations using a meteorological data assimilation system also informing our Bayesian inversion system through updated observations error variances. Finally, we estimated the uncertainties associated with undetermined parameters using an ensemble of inversions. The total CO2 emissions based on the ensemble mean and quartiles (5.26-5.91 MtC) were statistically different compared to the prior total emissions (4.1 to 4.5 MtC). Considering the relatively small sensitivity to the different parameters, we conclude that atmospheric inversions are potentially able to constrain the carbon budget of the city, assuming sufficient data to measure the inflow of GHG over the city, but additional information on prior emission error structures are required to determine the spatial structures of urban emissions at high resolution.

Seismic source inversion using Green's reciprocity and a 3-D structural model for the Japanese Islands

NASA Astrophysics Data System (ADS)

Simutė, S.; Fichtner, A.

2015-12-01

We present a feasibility study for seismic source inversions using a 3-D velocity model for the Japanese Islands. The approach involves numerically calculating 3-D Green's tensors, which is made efficient by exploiting Green's reciprocity. The rationale for 3-D seismic source inversion has several aspects. For structurally complex regions, such as the Japan area, it is necessary to account for 3-D Earth heterogeneities to prevent unknown structure polluting source solutions. In addition, earthquake source characterisation can serve as a means to delineate existing faults. Source parameters obtained for more realistic Earth models can then facilitate improvements in seismic tomography and early warning systems, which are particularly important for seismically active areas, such as Japan. We have created a database of numerically computed 3-D Green's reciprocals for a 40°× 40°× 600 km size area around the Japanese Archipelago for >150 broadband stations. For this we used a regional 3-D velocity model, recently obtained from full waveform inversion. The model includes attenuation and radial anisotropy and explains seismic waveform data for periods between 10 - 80 s generally well. The aim is to perform source inversions using the database of 3-D Green's tensors. As preliminary steps, we present initial concepts to address issues that are at the basis of our approach. We first investigate to which extent Green's reciprocity works in a discrete domain. Considering substantial amounts of computed Green's tensors we address storage requirements and file formatting. We discuss the importance of the initial source model, as an intelligent choice can substantially reduce the search volume. Possibilities to perform a Bayesian inversion and ways to move to finite source inversion are also explored.

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.

Optimization of the Inverse Algorithm for Estimating the Optical Properties of Biological Materials Using Spatially-resolved Diffuse Reflectance Technique

USDA-ARS?s Scientific Manuscript database

Determination of the optical properties from intact biological materials based on diffusion approximation theory is a complicated inverse problem, and it requires proper implementation of inverse algorithm, instrumentation, and experiment. This work was aimed at optimizing the procedure of estimatin...

An Inversion Analysis of Recent Variability in CO2 Fluxes Using GOSAT and In Situ Observations

NASA Astrophysics Data System (ADS)

Wang, J. S.; Kawa, S. R.; Baker, D. F.; Collatz, G. J.

2016-12-01

About one-half of the global CO2 emissions from fossil fuel combustion and deforestation accumulates in the atmosphere, where it contributes to global warming. The rest is taken up by vegetation and the ocean. The precise contribution of the two sinks and their location and year-to-year variability are not well understood. We use two different approaches, batch Bayesian synthesis inversion and variational data assimilation, to deduce the global spatiotemporal distributions of CO2 fluxes during 2009-2010. One of our objectives is to assess different sources of uncertainties in inferred fluxes, including uncertainties in prior flux estimates and observations, and differences in inversion techniques. For prior constraints, we utilize fluxes and uncertainties from the CASA-GFED model of the terrestrial biosphere and biomass burning driven by satellite observations. We also use measurement-based ocean flux estimates and fixed fossil CO2 emissions. Our inversions incorporate column CO2 measurements from the GOSAT satellite (ACOS retrieval, bias-corrected) and in situ observations (individual flask and afternoon-average continuous observations) to estimate fluxes in 108 regions over 8-day intervals for the batch inversion and at 3° x 3.75° weekly for the variational system. Relationships between fluxes and atmospheric concentrations are derived consistently for the two inversion systems using the PCTM transport model with MERRA meteorology. We compare the posterior fluxes and uncertainties derived using different data sets and the two inversion approaches, and evaluate the posterior atmospheric concentrations against independent data including aircraft measurements. The optimized fluxes generally resemble each other and those from other studies. For example, a GOSAT-only inversion suggests a shift in the global sink from the tropics/south to the north relative to the prior and to an in-situ-only inversion. The posterior fluxes of the GOSAT inversion are better constrained in most regions than those of the in situ inversion because of the greater spatial coverage of the GOSAT observations. The GOSAT inversion also indicates a significantly smaller terrestrial sink in higher-latitude northern regions in boreal summer of 2010 relative to 2009, consistent with observed drought conditions.

Uncertainty Analysis and Parameter Estimation For Nearshore Hydrodynamic Models

NASA Astrophysics Data System (ADS)

Ardani, S.; Kaihatu, J. M.

2012-12-01

Numerical models represent deterministic approaches used for the relevant physical processes in the nearshore. Complexity of the physics of the model and uncertainty involved in the model inputs compel us to apply a stochastic approach to analyze the robustness of the model. The Bayesian inverse problem is one powerful way to estimate the important input model parameters (determined by apriori sensitivity analysis) and can be used for uncertainty analysis of the outputs. Bayesian techniques can be used to find the range of most probable parameters based on the probability of the observed data and the residual errors. In this study, the effect of input data involving lateral (Neumann) boundary conditions, bathymetry and off-shore wave conditions on nearshore numerical models are considered. Monte Carlo simulation is applied to a deterministic numerical model (the Delft3D modeling suite for coupled waves and flow) for the resulting uncertainty analysis of the outputs (wave height, flow velocity, mean sea level and etc.). Uncertainty analysis of outputs is performed by random sampling from the input probability distribution functions and running the model as required until convergence to the consistent results is achieved. The case study used in this analysis is the Duck94 experiment, which was conducted at the U.S. Army Field Research Facility at Duck, North Carolina, USA in the fall of 1994. The joint probability of model parameters relevant for the Duck94 experiments will be found using the Bayesian approach. We will further show that, by using Bayesian techniques to estimate the optimized model parameters as inputs and applying them for uncertainty analysis, we can obtain more consistent results than using the prior information for input data which means that the variation of the uncertain parameter will be decreased and the probability of the observed data will improve as well. Keywords: Monte Carlo Simulation, Delft3D, uncertainty analysis, Bayesian techniques, MCMC

Comparing Balance and Inverse Methods on Learning Conceptual and Procedural Knowledge in Equation Solving: A Cognitive Load Perspective

ERIC Educational Resources Information Center

Ngu, Bing Hiong; Phan, Huy Phuong

2016-01-01

We examined the use of balance and inverse methods in equation solving. The main difference between the balance and inverse methods lies in the operational line (e.g. +2 on both sides vs -2 becomes +2). Differential element interactivity favours the inverse method because the interaction between elements occurs on both sides of the equation for…

Quantifying Carbon Flux Estimation Errors

NASA Astrophysics Data System (ADS)

Wesloh, D.

2017-12-01

Atmospheric Bayesian inversions have been used to estimate surface carbon dioxide (CO2) fluxes from global to sub-continental scales using atmospheric mixing ratio measurements. These inversions use an atmospheric transport model, coupled to a set of fluxes, in order to simulate mixing ratios that can then be compared to the observations. The comparison is then used to update the fluxes to better match the observations in a manner consistent with the uncertainties prescribed for each. However, inversion studies disagree with each other at continental scales, prompting further investigations to examine the causes of these differences. Inter-comparison studies have shown that the errors resulting from atmospheric transport inaccuracies are comparable to those from the errors in the prior fluxes. However, not as much effort has gone into studying the origins of the errors induced by errors in the transport as by errors in the prior distribution. This study uses a mesoscale transport model to evaluate the effects of representation errors in the observations and of incorrect descriptions of the transport. To obtain realizations of these errors, we performed an Observing System Simulation Experiments (OSSEs), with the transport model used for the inversion operating at two resolutions, one typical of a global inversion and the other of a mesoscale, and with various prior flux distributions to. Transport error covariances are inferred from an ensemble of perturbed mesoscale simulations while flux error covariances are computed using prescribed distributions and magnitudes. We examine how these errors can be diagnosed in the inversion process using aircraft, ground-based, and satellite observations of meteorological variables and CO2.

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

Inverse modeling of the terrestrial carbon flux in China with flux covariance among inverted regions

NASA Astrophysics Data System (ADS)

Wang, H.; Jiang, F.; Chen, J. M.; Ju, W.; Wang, H.

2011-12-01

Quantitative understanding of the role of ocean and terrestrial biosphere in the global carbon cycle, their response and feedback to climate change is required for the future projection of the global climate. China has the largest amount of anthropogenic CO2 emission, diverse terrestrial ecosystems and an unprecedented rate of urbanization. Thus information on spatial and temporal distributions of the terrestrial carbon flux in China is of great importance in understanding the global carbon cycle. We developed a nested inversion with focus in China. Based on Transcom 22 regions for the globe, we divide China and its neighboring countries into 17 regions, making 39 regions in total for the globe. A Bayesian synthesis inversion is made to estimate the terrestrial carbon flux based on GlobalView CO2 data. In the inversion, GEOS-Chem is used as the transport model to develop the transport matrix. A terrestrial ecosystem model named BEPS is used to produce the prior surface flux to constrain the inversion. However, the sparseness of available observation stations in Asia poses a challenge to the inversion for the 17 small regions. To obtain additional constraint on the inversion, a prior flux covariance matrix is constructed using the BEPS model through analyzing the correlation in the net carbon flux among regions under variable climate conditions. The use of the covariance among different regions in the inversion effectively extends the information content of CO2 observations to more regions. The carbon flux over the 39 land and ocean regions are inverted for the period from 2004 to 2009. In order to investigate the impact of introducing the covariance matrix with non-zero off-diagonal values to the inversion, the inverted terrestrial carbon flux over China is evaluated against ChinaFlux eddy-covariance observations after applying an upscaling methodology.

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.

Uncertainty quantification for PZT bimorph actuators

NASA Astrophysics Data System (ADS)

Bravo, Nikolas; Smith, Ralph C.; Crews, John

2018-03-01

In this paper, we discuss the development of a high fidelity model for a PZT bimorph actuator used for micro-air vehicles, which includes the Robobee. We developed a high-fidelity model for the actuator using the homogenized energy model (HEM) framework, which quantifies the nonlinear, hysteretic, and rate-dependent behavior inherent to PZT in dynamic operating regimes. We then discussed an inverse problem on the model. We included local and global sensitivity analysis of the parameters in the high-fidelity model. Finally, we will discuss the results of Bayesian inference and uncertainty quantification on the HEM.

Bayesian Inversion of Concentration Data for an Unknown Number of Contaminant Sources

DTIC Science & Technology

2007-06-01

répondre aux urgences et celle de leur gestion rétrospective dirigée contre des incidents ter- roristes comprenant la dissémination secrète d’agent CBR...d’intervention d’urgence avancé pour la prédiction et l’évaluation des risques CBRN en mi- lieu urbain). Cette composante a été incorporée dans le...computationally efficient methodology for de - termination of the likelihood function for the problem, based on an adjoint representation of the source–receptor

Comparing energy sources for surgical ablation of atrial fibrillation: a Bayesian network meta-analysis of randomized, controlled trials.

PubMed

Phan, Kevin; Xie, Ashleigh; Kumar, Narendra; Wong, Sophia; Medi, Caroline; La Meir, Mark; Yan, Tristan D

2015-08-01

Simplified maze procedures involving radiofrequency, cryoenergy and microwave energy sources have been increasingly utilized for surgical treatment of atrial fibrillation as an alternative to the traditional cut-and-sew approach. In the absence of direct comparisons, a Bayesian network meta-analysis is another alternative to assess the relative effect of different treatments, using indirect evidence. A Bayesian meta-analysis of indirect evidence was performed using 16 published randomized trials identified from 6 databases. Rank probability analysis was used to rank each intervention in terms of their probability of having the best outcome. Sinus rhythm prevalence beyond the 12-month follow-up was similar between the cut-and-sew, microwave and radiofrequency approaches, which were all ranked better than cryoablation (respectively, 39, 36, and 25 vs 1%). The cut-and-sew maze was ranked worst in terms of mortality outcomes compared with microwave, radiofrequency and cryoenergy (2 vs 19, 34, and 24%, respectively). The cut-and-sew maze procedure was associated with significantly lower stroke rates compared with microwave ablation [odds ratio <0.01; 95% confidence interval 0.00, 0.82], and ranked the best in terms of pacemaker requirements compared with microwave, radiofrequency and cryoenergy (81 vs 14, and 1, <0.01% respectively). Bayesian rank probability analysis shows that the cut-and-sew approach is associated with the best outcomes in terms of sinus rhythm prevalence and stroke outcomes, and remains the gold standard approach for AF treatment. Given the limitations of indirect comparison analysis, these results should be viewed with caution and not over-interpreted. © The Author 2014. Published by Oxford University Press on behalf of the European Association for Cardio-Thoracic Surgery. All rights reserved.

A Bayesian procedure for evaluating the frequency of calibration factor updates in highway safety manual (HSM) applications.

PubMed

Saha, Dibakar; Alluri, Priyanka; Gan, Albert

2017-01-01

The Highway Safety Manual (HSM) presents statistical models to quantitatively estimate an agency's safety performance. The models were developed using data from only a few U.S. states. To account for the effects of the local attributes and temporal factors on crash occurrence, agencies are required to calibrate the HSM-default models for crash predictions. The manual suggests updating calibration factors every two to three years, or preferably on an annual basis. Given that the calibration process involves substantial time, effort, and resources, a comprehensive analysis of the required calibration factor update frequency is valuable to the agencies. Accordingly, the objective of this study is to evaluate the HSM's recommendation and determine the required frequency of calibration factor updates. A robust Bayesian estimation procedure is used to assess the variation between calibration factors computed annually, biennially, and triennially using data collected from over 2400 miles of segments and over 700 intersections on urban and suburban facilities in Florida. Bayesian model yields a posterior distribution of the model parameters that give credible information to infer whether the difference between calibration factors computed at specified intervals is credibly different from the null value which represents unaltered calibration factors between the comparison years or in other words, zero difference. The concept of the null value is extended to include the range of values that are practically equivalent to zero. Bayesian inference shows that calibration factors based on total crash frequency are required to be updated every two years in cases where the variations between calibration factors are not greater than 0.01. When the variations are between 0.01 and 0.05, calibration factors based on total crash frequency could be updated every three years. Copyright © 2016 Elsevier Ltd. All rights reserved.

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

Atmospheric temperature changes over the 20th century at very high elevations in the European Alps from englacial temperatures

NASA Astrophysics Data System (ADS)

Gilbert, A.; Vincent, C.

2013-05-01

the paucity of observations, a great deal of uncertainty remains concerning temperature changes at very high altitudes over the last century. Englacial temperature measurements performed in boreholes provide a very good indicator of atmospheric temperatures for very high elevations although they are not directly related to air temperatures. Temperature profiles from seven deep boreholes drilled at three different sites between 4240 and 4300 m above sea level in the Mont Blanc area (French Alps) have been analyzed using a heat flow model and a Bayesian inverse modeling approach. Atmospheric temperature changes over the last century were estimated by simultaneous inversion of these temperature profiles. A mean warming rate of 0.14°C/decade between 1900 and 2004 was found. This is similar to the observed regional low altitude trend in the northwestern Alps, suggesting that air temperature trends are not altitude dependent.

Characterizing a porous road pavement using surface impedance measurement: a guided numerical inversion procedure.

PubMed

Benoit, Gaëlle; Heinkélé, Christophe; Gourdon, Emmanuel

2013-12-01

This paper deals with a numerical procedure to identify the acoustical parameters of road pavement from surface impedance measurements. This procedure comprises three steps. First, a suitable equivalent fluid model for the acoustical properties porous media is chosen, the variation ranges for the model parameters are set, and a sensitivity analysis for this model is performed. Second, this model is used in the parameter inversion process, which is performed with simulated annealing in a selected frequency range. Third, the sensitivity analysis and inversion process are repeated to estimate each parameter in turn. This approach is tested on data obtained for porous bituminous concrete and using the Zwikker and Kosten equivalent fluid model. This work provides a good foundation for the development of non-destructive in situ methods for the acoustical characterization of road pavements.

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.

Evaluating the inverse reasoning account of object discovery.

PubMed

Carroll, Christopher D; Kemp, Charles

2015-06-01

People routinely make inferences about unobserved objects. A hotel guest with welts on his arms, for example, will often worry about bed bugs. The discovery of unobserved objects almost always involves a backward inference from some observed effects (e.g., welts) to unobserved causes (e.g., bed bugs). The inverse reasoning account, which is typically formalized as Bayesian inference, posits that the strength of a backward inference is closely connected to the strength of the corresponding forward inference from the unobserved causes to the observed effects. We evaluated the inverse reasoning account of object discovery in three experiments where participants were asked to discover the unobserved "attractors" and "repellers" that controlled a "particle" moving within an arena. Experiments 1 and 2 showed that participants often failed to provide the best explanations for various particle motions, even when the best explanations were simple and when participants enthusiastically endorsed these explanations when presented with them. This failure demonstrates that object discovery is critically dependent on the processes that support hypothesis generation-processes that the inverse reasoning account does not explain. Experiment 3 demonstrated that people sometimes generate explanations that are invalid even according to their own forward inferences, suggesting that the psychological processes that support forward and backward inference are less intertwined than the inverse reasoning account suggests. The experimental findings support an alternative account of object discovery in which people rely on heuristics to generate possible explanations. Copyright © 2015 Elsevier B.V. All rights reserved.

Model Comparison of Nonlinear Structural Equation Models with Fixed Covariates.

ERIC Educational Resources Information Center

Lee, Sik-Yum; Song, Xin-Yuan

2003-01-01

Proposed a new nonlinear structural equation model with fixed covariates to deal with some complicated substantive theory and developed a Bayesian path sampling procedure for model comparison. Illustrated the approach with an illustrative example using data from an international study. (SLD)

NPY Moderates the Relation between Hurricane Exposure and Generalized Anxiety Disorder in an Epidemiologic Sample of Hurricane-Exposed Adults

PubMed Central

Amstadter, Ananda B.; Koenen, Karestan C.; Ruggiero, Kenneth J.; Acierno, Ron; Galea, Sandro; Kilpatrick, Dean G.; Gelernter, Joel

2009-01-01

Background Neuropeptide Y (NPY) has been found to be anxiolytic in animals and humans. A recent study found NPY expression to be inversely correlated with trait anxiety. We examined whether rs16147, a functional single nucleotide polymorphism (SNP) in the promoter region of NPY, moderated the relationship between hurricane exposure and risk for generalized anxiety disorder (GAD) in an epidemiologic sample of adults living in areas affected by the 2004 Florida Hurricanes. Methods Data from the present study comes from 616 adults from the 2004 Florida Hurricanes study who returned buccal DNA samples via mail. Selection of participants occurred via random digit-dial procedures. Participants were interviewed via telephone about hurricane exposure and post-hurricane GAD symptoms. The outcome measure was DSM-IV GAD diagnosis, assessed via structured interview. Results Rs16147 in NPY was associated with increased risk of GAD diagnosis under conditions of high hurricane exposure (p<0.01). This gene by environment interaction remained significant after adjustment for sex, ancestry (as determined by Bayesian clustering of genotypes), and age. Conclusions NPY rs16147 modifies risk of post-disaster GAD under conditions of high stressor (hurricane) exposure. This is the first demonstration of gene-environment interaction for this locus. PMID:20037921

A Generalized Approach for the Interpretation of Geophysical Well Logs in Ground-Water Studies - Theory and Application

USGS Publications Warehouse

Paillet, Frederick L.; Crowder, R.E.

1996-01-01

Quantitative analysis of geophysical logs in ground-water studies often involves at least as broad a range of applications and variation in lithology as is typically encountered in petroleum exploration, making such logs difficult to calibrate and complicating inversion problem formulation. At the same time, data inversion and analysis depend on inversion model formulation and refinement, so that log interpretation cannot be deferred to a geophysical log specialist unless active involvement with interpretation can be maintained by such an expert over the lifetime of the project. We propose a generalized log-interpretation procedure designed to guide hydrogeologists in the interpretation of geophysical logs, and in the integration of log data into ground-water models that may be systematically refined and improved in an iterative way. The procedure is designed to maximize the effective use of three primary contributions from geophysical logs: (1) The continuous depth scale of the measurements along the well bore; (2) The in situ measurement of lithologic properties and the correlation with hydraulic properties of the formations over a finite sample volume; and (3) Multiple independent measurements that can potentially be inverted for multiple physical or hydraulic properties of interest. The approach is formulated in the context of geophysical inversion theory, and is designed to be interfaced with surface geophysical soundings and conventional hydraulic testing. The step-by-step procedures given in our generalized interpretation and inversion technique are based on both qualitative analysis designed to assist formulation of the interpretation model, and quantitative analysis used to assign numerical values to model parameters. The approach bases a decision as to whether quantitative inversion is statistically warranted by formulating an over-determined inversion. If no such inversion is consistent with the inversion model, quantitative inversion is judged not possible with the given data set. Additional statistical criteria such as the statistical significance of regressions are used to guide the subsequent calibration of geophysical data in terms of hydraulic variables in those situations where quantitative data inversion is considered appropriate.

Suggestions for presenting the results of data analyses

USGS Publications Warehouse

Anderson, David R.; Link, William A.; Johnson, Douglas H.; Burnham, Kenneth P.

2001-01-01

We give suggestions for the presentation of research results from frequentist, information-theoretic, and Bayesian analysis paradigms, followed by several general suggestions. The information-theoretic and Bayesian methods offer alternative approaches to data analysis and inference compared to traditionally used methods. Guidance is lacking on the presentation of results under these alternative procedures and on nontesting aspects of classical frequentists methods of statistical analysis. Null hypothesis testing has come under intense criticism. We recommend less reporting of the results of statistical tests of null hypotheses in cases where the null is surely false anyway, or where the null hypothesis is of little interest to science or management.

Variational Bayesian Learning for Wavelet Independent Component Analysis

NASA Astrophysics Data System (ADS)

Roussos, E.; Roberts, S.; Daubechies, I.

2005-11-01

In an exploratory approach to data analysis, it is often useful to consider the observations as generated from a set of latent generators or "sources" via a generally unknown mapping. For the noisy overcomplete case, where we have more sources than observations, the problem becomes extremely ill-posed. Solutions to such inverse problems can, in many cases, be achieved by incorporating prior knowledge about the problem, captured in the form of constraints. This setting is a natural candidate for the application of the Bayesian methodology, allowing us to incorporate "soft" constraints in a natural manner. The work described in this paper is mainly driven by problems in functional magnetic resonance imaging of the brain, for the neuro-scientific goal of extracting relevant "maps" from the data. This can be stated as a `blind' source separation problem. Recent experiments in the field of neuroscience show that these maps are sparse, in some appropriate sense. The separation problem can be solved by independent component analysis (ICA), viewed as a technique for seeking sparse components, assuming appropriate distributions for the sources. We derive a hybrid wavelet-ICA model, transforming the signals into a domain where the modeling assumption of sparsity of the coefficients with respect to a dictionary is natural. We follow a graphical modeling formalism, viewing ICA as a probabilistic generative model. We use hierarchical source and mixing models and apply Bayesian inference to the problem. This allows us to perform model selection in order to infer the complexity of the representation, as well as automatic denoising. Since exact inference and learning in such a model is intractable, we follow a variational Bayesian mean-field approach in the conjugate-exponential family of distributions, for efficient unsupervised learning in multi-dimensional settings. The performance of the proposed algorithm is demonstrated on some representative experiments.

Manual hierarchical clustering of regional geochemical data using a Bayesian finite mixture model

USGS Publications Warehouse

Ellefsen, Karl J.; Smith, David

2016-01-01

Interpretation of regional scale, multivariate geochemical data is aided by a statistical technique called “clustering.” We investigate a particular clustering procedure by applying it to geochemical data collected in the State of Colorado, United States of America. The clustering procedure partitions the field samples for the entire survey area into two clusters. The field samples in each cluster are partitioned again to create two subclusters, and so on. This manual procedure generates a hierarchy of clusters, and the different levels of the hierarchy show geochemical and geological processes occurring at different spatial scales. Although there are many different clustering methods, we use Bayesian finite mixture modeling with two probability distributions, which yields two clusters. The model parameters are estimated with Hamiltonian Monte Carlo sampling of the posterior probability density function, which usually has multiple modes. Each mode has its own set of model parameters; each set is checked to ensure that it is consistent both with the data and with independent geologic knowledge. The set of model parameters that is most consistent with the independent geologic knowledge is selected for detailed interpretation and partitioning of the field samples.

On compensation of mismatched recording conditions in the Bayesian approach for forensic automatic speaker recognition.

PubMed

Botti, F; Alexander, A; Drygajlo, A

2004-12-02

This paper deals with a procedure to compensate for mismatched recording conditions in forensic speaker recognition, using a statistical score normalization. Bayesian interpretation of the evidence in forensic automatic speaker recognition depends on three sets of recordings in order to perform forensic casework: reference (R) and control (C) recordings of the suspect, and a potential population database (P), as well as a questioned recording (QR) . The requirement of similar recording conditions between suspect control database (C) and the questioned recording (QR) is often not satisfied in real forensic cases. The aim of this paper is to investigate a procedure of normalization of scores, which is based on an adaptation of the Test-normalization (T-norm) [2] technique used in the speaker verification domain, to compensate for the mismatch. Polyphone IPSC-02 database and ASPIC (an automatic speaker recognition system developed by EPFL and IPS-UNIL in Lausanne, Switzerland) were used in order to test the normalization procedure. Experimental results for three different recording condition scenarios are presented using Tippett plots and the effect of the compensation on the evaluation of the strength of the evidence is discussed.

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

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.

Transdimensional Bayesian tomography of the lowermost mantle from shear waves

NASA Astrophysics Data System (ADS)

Richardson, C.; Mousavi, S. S.; Tkalcic, H.; Masters, G.

2017-12-01

The lowermost layer of the mantle, known as D'', is a complex region that contains significant heterogeneities on different spatial scales and a wide range of physical and chemical features such as partial melting, seismic anisotropy, and variations in thermal and chemical composition. The most powerful tools we have to probe this region are seismic waves and corresponding imaging techniques such as tomography. Recently, we developed compressional velocity tomograms of D'' using a transdimensional Bayesian inversion, where the model parameterization is not explicit and regularization is not required. This has produced a far more nuanced P-wave velocity model of D'' than that from traditional S-wave tomography. We also note that P-wave models of D'' vary much more significantly among various research groups than the corresponding S-wave models. This study therefore seeks to develop a new S-wave velocity model of D'' underneath Australia by using predominantly ScS-S differential travel times measured through waveform correlation and Bayesian transdimensional inversion to further understand and characterize heterogeneities in D''. We used events at epicentral distances between 45 and 75 degrees from stations in Australia at depths of over 200 km and with magnitudes between 6.0 and 6.7. Because of globally incomplete coverage of station and earthquake locations, a major limitation of deep earth tomography has been the explicit parameterization of the region of interest. Explicit parameterization has been foundational in most studies, but faces inherent problems of either over-smoothing the data, or allowing for too much noise. To avoid this, we use spherical Voronoi polygons, which allow for a high level of flexibility as the polygons can grow, shrink, or be altogether deleted throughout a sequence of iterations. Our technique also yields highly desired model parameter uncertainties. While there is little doubt that D'' is heterogeneous, there is still much that is unclear about the extent and spatial distribution of different heterogeneous domains, as there are open questions about their dynamics and chemical interactions in the context of the surrounding mantle and outer core. In this context, our goal is also to quantify and understand the differences between S-wave and P-wave velocity tomographic models.

Bayesian adaptive phase II screening design for combination trials.

PubMed

Cai, Chunyan; Yuan, Ying; Johnson, Valen E

2013-01-01

Trials of combination therapies for the treatment of cancer are playing an increasingly important role in the battle against this disease. To more efficiently handle the large number of combination therapies that must be tested, we propose a novel Bayesian phase II adaptive screening design to simultaneously select among possible treatment combinations involving multiple agents. Our design is based on formulating the selection procedure as a Bayesian hypothesis testing problem in which the superiority of each treatment combination is equated to a single hypothesis. During the trial conduct, we use the current values of the posterior probabilities of all hypotheses to adaptively allocate patients to treatment combinations. Simulation studies show that the proposed design substantially outperforms the conventional multiarm balanced factorial trial design. The proposed design yields a significantly higher probability for selecting the best treatment while allocating substantially more patients to efficacious treatments. The proposed design is most appropriate for the trials combining multiple agents and screening out the efficacious combination to be further investigated. The proposed Bayesian adaptive phase II screening design substantially outperformed the conventional complete factorial design. Our design allocates more patients to better treatments while providing higher power to identify the best treatment at the end of the trial.

A general framework for updating belief distributions.

PubMed

Bissiri, P G; Holmes, C C; Walker, S G

2016-11-01

We propose a framework for general Bayesian inference. We argue that a valid update of a prior belief distribution to a posterior can be made for parameters which are connected to observations through a loss function rather than the traditional likelihood function, which is recovered as a special case. Modern application areas make it increasingly challenging for Bayesians to attempt to model the true data-generating mechanism. For instance, when the object of interest is low dimensional, such as a mean or median, it is cumbersome to have to achieve this via a complete model for the whole data distribution. More importantly, there are settings where the parameter of interest does not directly index a family of density functions and thus the Bayesian approach to learning about such parameters is currently regarded as problematic. Our framework uses loss functions to connect information in the data to functionals of interest. The updating of beliefs then follows from a decision theoretic approach involving cumulative loss functions. Importantly, the procedure coincides with Bayesian updating when a true likelihood is known yet provides coherent subjective inference in much more general settings. Connections to other inference frameworks are highlighted.

Bayesian aggregation versus majority vote in the characterization of non-specific arm pain based on quantitative needle electromyography

PubMed Central

2010-01-01

Background Methods for the calculation and application of quantitative electromyographic (EMG) statistics for the characterization of EMG data detected from forearm muscles of individuals with and without pain associated with repetitive strain injury are presented. Methods A classification procedure using a multi-stage application of Bayesian inference is presented that characterizes a set of motor unit potentials acquired using needle electromyography. The utility of this technique in characterizing EMG data obtained from both normal individuals and those presenting with symptoms of "non-specific arm pain" is explored and validated. The efficacy of the Bayesian technique is compared with simple voting methods. Results The aggregate Bayesian classifier presented is found to perform with accuracy equivalent to that of majority voting on the test data, with an overall accuracy greater than 0.85. Theoretical foundations of the technique are discussed, and are related to the observations found. Conclusions Aggregation of motor unit potential conditional probability distributions estimated using quantitative electromyographic analysis, may be successfully used to perform electrodiagnostic characterization of "non-specific arm pain." It is expected that these techniques will also be able to be applied to other types of electrodiagnostic data. PMID:20156353

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.

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.

Bayesian-based integration of multisensory naturalistic perithreshold stimuli.

PubMed

Regenbogen, Christina; Johansson, Emilia; Andersson, Patrik; Olsson, Mats J; Lundström, Johan N

2016-07-29

Most studies exploring multisensory integration have used clearly perceivable stimuli. According to the principle of inverse effectiveness, the added neural and behavioral benefit of integrating clear stimuli is reduced in comparison to stimuli with degraded and less salient unisensory information. Traditionally, speed and accuracy measures have been analyzed separately with few studies merging these to gain an understanding of speed-accuracy trade-offs in multisensory integration. In two separate experiments, we assessed multisensory integration of naturalistic audio-visual objects consisting of individually-tailored perithreshold dynamic visual and auditory stimuli, presented within a multiple-choice task, using a Bayesian Hierarchical Drift Diffusion Model that combines response time and accuracy. For both experiments, unisensory stimuli were degraded to reach a 75% identification accuracy level for all individuals and stimuli to promote multisensory binding. In Experiment 1, we subsequently presented uni- and their respective bimodal stimuli followed by a 5-alternative-forced-choice task. In Experiment 2, we controlled for low-level integration and attentional differences. Both experiments demonstrated significant superadditive multisensory integration of bimodal perithreshold dynamic information. We present evidence that the use of degraded sensory stimuli may provide a link between previous findings of inverse effectiveness on a single neuron level and overt behavior. We further suggest that a combined measure of accuracy and reaction time may be a more valid and holistic approach of studying multisensory integration and propose the application of drift diffusion models for studying behavioral correlates as well as brain-behavior relationships of multisensory integration. Copyright © 2015 Elsevier Ltd. All rights reserved.

Development of microwave rainfall retrieval algorithm for climate applications

NASA Astrophysics Data System (ADS)

KIM, J. H.; Shin, D. B.

2014-12-01

With the accumulated satellite datasets for decades, it is possible that satellite-based data could contribute to sustained climate applications. Level-3 products from microwave sensors for climate applications can be obtained from several algorithms. For examples, the Microwave Emission brightness Temperature Histogram (METH) algorithm produces level-3 rainfalls directly, whereas the Goddard profiling (GPROF) algorithm first generates instantaneous rainfalls and then temporal and spatial averaging process leads to level-3 products. The rainfall algorithm developed in this study follows a similar approach to averaging instantaneous rainfalls. However, the algorithm is designed to produce instantaneous rainfalls at an optimal resolution showing reduced non-linearity in brightness temperature (TB)-rain rate(R) relations. It is found that the resolution tends to effectively utilize emission channels whose footprints are relatively larger than those of scattering channels. This algorithm is mainly composed of a-priori databases (DBs) and a Bayesian inversion module. The DB contains massive pairs of simulated microwave TBs and rain rates, obtained by WRF (version 3.4) and RTTOV (version 11.1) simulations. To improve the accuracy and efficiency of retrieval process, data mining technique is additionally considered. The entire DB is classified into eight types based on Köppen climate classification criteria using reanalysis data. Among these sub-DBs, only one sub-DB which presents the most similar physical characteristics is selected by considering the thermodynamics of input data. When the Bayesian inversion is applied to the selected DB, instantaneous rain rate with 6 hours interval is retrieved. The retrieved monthly mean rainfalls are statistically compared with CMAP and GPCP, respectively.

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.

Bayesian Methods for Determining the Importance of Effects

USDA-ARS?s Scientific Manuscript database

Criticisms have plagued the frequentist null-hypothesis significance testing (NHST) procedure since the day it was created from the Fisher Significance Test and Hypothesis Test of Jerzy Neyman and Egon Pearson. Alternatives to NHST exist in frequentist statistics, but competing methods are also avai...

New insights into old methods for identifying causal rare variants.

PubMed

Wang, Haitian; Huang, Chien-Hsun; Lo, Shaw-Hwa; Zheng, Tian; Hu, Inchi

2011-11-29

The advance of high-throughput next-generation sequencing technology makes possible the analysis of rare variants. However, the investigation of rare variants in unrelated-individuals data sets faces the challenge of low power, and most methods circumvent the difficulty by using various collapsing procedures based on genes, pathways, or gene clusters. We suggest a new way to identify causal rare variants using the F-statistic and sliced inverse regression. The procedure is tested on the data set provided by the Genetic Analysis Workshop 17 (GAW17). After preliminary data reduction, we ranked markers according to their F-statistic values. Top-ranked markers were then subjected to sliced inverse regression, and those with higher absolute coefficients in the most significant sliced inverse regression direction were selected. The procedure yields good false discovery rates for the GAW17 data and thus is a promising method for future study on rare variants.

Number Words in Young Children's Conceptual and Procedural Knowledge of Addition, Subtraction and Inversion

ERIC Educational Resources Information Center

Canobi, Katherine H.; Bethune, Narelle E.

2008-01-01

Three studies addressed children's arithmetic. First, 50 3- to 5-year-olds judged physical demonstrations of addition, subtraction and inversion, with and without number words. Second, 20 3- to 4-year-olds made equivalence judgments of additions and subtractions. Third, 60 4- to 6-year-olds solved addition, subtraction and inversion problems that…

Children's Understanding of the Inverse Relation between Multiplication and Division

ERIC Educational Resources Information Center

Robinson, Katherine M.; Dube, Adam K.

2009-01-01

Children's understanding of the inversion concept in multiplication and division problems (i.e., that on problems of the form "d multiplied by e/e" no calculations are required) was investigated. Children in Grades 6, 7, and 8 completed an inversion problem-solving task, an assessment of procedures task, and a factual knowledge task of simple…

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.

Towards a fully self-consistent inversion combining historical and paleomagnetic data for geomagnetic field reconstructions

NASA Astrophysics Data System (ADS)

Arneitz, P.; Leonhardt, R.; Fabian, K.; Egli, R.

2017-12-01

Historical and paleomagnetic data are the two main sources of information about the long-term geomagnetic field evolution. Historical observations extend to the late Middle Ages, and prior to the 19th century, they consisted mainly of pure declination measurements from navigation and orientation logs. Field reconstructions going back further in time rely solely on magnetization acquired by rocks, sediments, and archaeological artefacts. The combined dataset is characterized by a strongly inhomogeneous spatio-temporal distribution and highly variable data reliability and quality. Therefore, an adequate weighting of the data that correctly accounts for data density, type, and realistic error estimates represents the major challenge for an inversion approach. Until now, there has not been a fully self-consistent geomagnetic model that correctly recovers the variation of the geomagnetic dipole together with the higher-order spherical harmonics. Here we present a new geomagnetic field model for the last 4 kyrs based on historical, archeomagnetic and volcanic records. The iterative Bayesian inversion approach targets the implementation of reliable error treatment, which allows different record types to be combined in a fully self-consistent way. Modelling results will be presented along with a thorough analysis of model limitations, validity and sensitivity.

Bowhead whale localization using asynchronous hydrophones in the Chukchi Sea.

PubMed

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

2016-07-01

This paper estimates bowhead whale locations and uncertainties using non-linear Bayesian inversion of their modally-dispersed calls recorded on asynchronous recorders in the Chukchi Sea, Alaska. Bowhead calls were recorded on a cluster of 7 asynchronous ocean-bottom hydrophones that were separated by 0.5-9.2 km. A warping time-frequency analysis is used to extract relative mode arrival times as a function of frequency for nine frequency-modulated whale calls that dispersed in the shallow water environment. Each call was recorded on multiple hydrophones and the mode arrival times are inverted for: the whale location in the horizontal plane, source instantaneous frequency (IF), water sound-speed profile, seabed geoacoustic parameters, relative recorder clock drifts, and residual error standard deviations, all with estimated uncertainties. A simulation study shows that accurate prior environmental knowledge is not required for accurate localization as long as the inversion treats the environment as unknown. Joint inversion of multiple recorded calls is shown to substantially reduce uncertainties in location, source IF, and relative clock drift. Whale location uncertainties are estimated to be 30-160 m and relative clock drift uncertainties are 3-26 ms.

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.

Joint inversion of marine seismic AVA and CSEM data using statistical rock-physics models and Markov random fields: Stochastic inversion of AVA and CSEM data

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

Chen, J.; Hoversten, G.M.

2011-09-15

Joint inversion of seismic AVA and CSEM data requires rock-physics relationships to link seismic attributes to electrical properties. Ideally, we can connect them through reservoir parameters (e.g., porosity and water saturation) by developing physical-based models, such as Gassmann’s equations and Archie’s law, using nearby borehole logs. This could be difficult in the exploration stage because information available is typically insufficient for choosing suitable rock-physics models and for subsequently obtaining reliable estimates of the associated parameters. The use of improper rock-physics models and the inaccuracy of the estimates of model parameters may cause misleading inversion results. Conversely, it is easy tomore » derive statistical relationships among seismic and electrical attributes and reservoir parameters from distant borehole logs. In this study, we develop a Bayesian model to jointly invert seismic AVA and CSEM data for reservoir parameter estimation using statistical rock-physics models; the spatial dependence of geophysical and reservoir parameters are carried out by lithotypes through Markov random fields. We apply the developed model to a synthetic case, which simulates a CO{sub 2} monitoring application. We derive statistical rock-physics relations from borehole logs at one location and estimate seismic P- and S-wave velocity ratio, acoustic impedance, density, electrical resistivity, lithotypes, porosity, and water saturation at three different locations by conditioning to seismic AVA and CSEM data. Comparison of the inversion results with their corresponding true values shows that the correlation-based statistical rock-physics models provide significant information for improving the joint inversion results.« less

Characterizing the impact of model error in hydrologic time series recovery inverse problems

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

Hansen, Scott K.; He, Jiachuan; Vesselinov, Velimir V.

Hydrologic models are commonly over-smoothed relative to reality, owing to computational limitations and to the difficulty of obtaining accurate high-resolution information. When used in an inversion context, such models may introduce systematic biases which cannot be encapsulated by an unbiased “observation noise” term of the type assumed by standard regularization theory and typical Bayesian formulations. Despite its importance, model error is difficult to encapsulate systematically and is often neglected. In this paper, model error is considered for an important class of inverse problems that includes interpretation of hydraulic transients and contaminant source history inference: reconstruction of a time series thatmore » has been convolved against a transfer function (i.e., impulse response) that is only approximately known. Using established harmonic theory along with two results established here regarding triangular Toeplitz matrices, upper and lower error bounds are derived for the effect of systematic model error on time series recovery for both well-determined and over-determined inverse problems. It is seen that use of additional measurement locations does not improve expected performance in the face of model error. A Monte Carlo study of a realistic hydraulic reconstruction problem is presented, and the lower error bound is seen informative about expected behavior. Finally, a possible diagnostic criterion for blind transfer function characterization is also uncovered.« less

Sensitivity computation of the ell1 minimization problem and its application to dictionary design of ill-posed problems

NASA Astrophysics Data System (ADS)

Horesh, L.; Haber, E.

2009-09-01

The ell1 minimization problem has been studied extensively in the past few years. Recently, there has been a growing interest in its application for inverse problems. Most studies have concentrated in devising ways for sparse representation of a solution using a given prototype dictionary. Very few studies have addressed the more challenging problem of optimal dictionary construction, and even these were primarily devoted to the simplistic sparse coding application. In this paper, sensitivity analysis of the inverse solution with respect to the dictionary is presented. This analysis reveals some of the salient features and intrinsic difficulties which are associated with the dictionary design problem. Equipped with these insights, we propose an optimization strategy that alleviates these hurdles while utilizing the derived sensitivity relations for the design of a locally optimal dictionary. Our optimality criterion is based on local minimization of the Bayesian risk, given a set of training models. We present a mathematical formulation and an algorithmic framework to achieve this goal. The proposed framework offers the design of dictionaries for inverse problems that incorporate non-trivial, non-injective observation operators, where the data and the recovered parameters may reside in different spaces. We test our algorithm and show that it yields improved dictionaries for a diverse set of inverse problems in geophysics and medical imaging.

Inverse problems biomechanical imaging (Conference Presentation)

NASA Astrophysics Data System (ADS)

Oberai, Assad A.

2016-03-01

It is now well recognized that a host of imaging modalities (a list that includes Ultrasound, MRI, Optical Coherence Tomography, and optical microscopy) can be used to "watch" tissue as it deforms in response to an internal or external excitation. The result is a detailed map of the deformation field in the interior of the tissue. This deformation field can be used in conjunction with a material mechanical response to determine the spatial distribution of material properties of the tissue by solving an inverse problem. Images of material properties thus obtained can be used to quantify the health of the tissue. Recently, they have been used to detect, diagnose and monitor cancerous lesions, detect vulnerable plaque in arteries, diagnose liver cirrhosis, and possibly detect the onset of Alzheimer's disease. In this talk I will describe the mathematical and computational aspects of solving this class of inverse problems, and their applications in biology and medicine. In particular, I will discuss the well-posedness of these problems and quantify the amount of displacement data necessary to obtain a unique property distribution. I will describe an efficient algorithm for solving the resulting inverse problem. I will also describe some recent developments based on Bayesian inference in estimating the variance in the estimates of material properties. I will conclude with the applications of these techniques in diagnosing breast cancer and in characterizing the mechanical properties of cells with sub-cellular resolution.

Characterizing the impact of model error in hydrologic time series recovery inverse problems

DOE PAGES

Hansen, Scott K.; He, Jiachuan; Vesselinov, Velimir V.

2017-10-28

Hydrologic models are commonly over-smoothed relative to reality, owing to computational limitations and to the difficulty of obtaining accurate high-resolution information. When used in an inversion context, such models may introduce systematic biases which cannot be encapsulated by an unbiased “observation noise” term of the type assumed by standard regularization theory and typical Bayesian formulations. Despite its importance, model error is difficult to encapsulate systematically and is often neglected. In this paper, model error is considered for an important class of inverse problems that includes interpretation of hydraulic transients and contaminant source history inference: reconstruction of a time series thatmore » has been convolved against a transfer function (i.e., impulse response) that is only approximately known. Using established harmonic theory along with two results established here regarding triangular Toeplitz matrices, upper and lower error bounds are derived for the effect of systematic model error on time series recovery for both well-determined and over-determined inverse problems. It is seen that use of additional measurement locations does not improve expected performance in the face of model error. A Monte Carlo study of a realistic hydraulic reconstruction problem is presented, and the lower error bound is seen informative about expected behavior. Finally, a possible diagnostic criterion for blind transfer function characterization is also uncovered.« less

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.

Hybrid-dual-fourier tomographic algorithm for a fast three-dimensionial optical image reconstruction in turbid media

NASA Technical Reports Server (NTRS)

Alfano, Robert R. (Inventor); Cai, Wei (Inventor)

2007-01-01

A reconstruction technique for reducing computation burden in the 3D image processes, wherein the reconstruction procedure comprises an inverse and a forward model. The inverse model uses a hybrid dual Fourier algorithm that combines a 2D Fourier inversion with a 1D matrix inversion to thereby provide high-speed inverse computations. The inverse algorithm uses a hybrid transfer to provide fast Fourier inversion for data of multiple sources and multiple detectors. The forward model is based on an analytical cumulant solution of a radiative transfer equation. The accurate analytical form of the solution to the radiative transfer equation provides an efficient formalism for fast computation of the forward model.

Inverse scattering method and soliton double solution family for the general symplectic gravity model

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

Gao Yajun

A previously established Hauser-Ernst-type extended double-complex linear system is slightly modified and used to develop an inverse scattering method for the stationary axisymmetric general symplectic gravity model. The reduction procedures in this inverse scattering method are found to be fairly simple, which makes the inverse scattering method applied fine and effective. As an application, a concrete family of soliton double solutions for the considered theory is obtained.

Comparing Three Estimation Methods for the Three-Parameter Logistic IRT Model

ERIC Educational Resources Information Center

Lamsal, Sunil

2015-01-01

Different estimation procedures have been developed for the unidimensional three-parameter item response theory (IRT) model. These techniques include the marginal maximum likelihood estimation, the fully Bayesian estimation using Markov chain Monte Carlo simulation techniques, and the Metropolis-Hastings Robbin-Monro estimation. With each…

Evaluation of Bayesian Sequential Proportion Estimation Using Analyst Labels

NASA Technical Reports Server (NTRS)

Lennington, R. K.; Abotteen, K. M. (Principal Investigator)

1980-01-01

The author has identified the following significant results. A total of ten Large Area Crop Inventory Experiment Phase 3 blind sites and analyst-interpreter labels were used in a study to compare proportional estimates obtained by the Bayes sequential procedure with estimates obtained from simple random sampling and from Procedure 1. The analyst error rate using the Bayes technique was shown to be no greater than that for the simple random sampling. Also, the segment proportion estimates produced using this technique had smaller bias and mean squared errors than the estimates produced using either simple random sampling or Procedure 1.

On the uncertainty in single molecule fluorescent lifetime and energy emission measurements

NASA Technical Reports Server (NTRS)

Brown, Emery N.; Zhang, Zhenhua; Mccollom, Alex D.

1995-01-01

Time-correlated single photon counting has recently been combined with mode-locked picosecond pulsed excitation to measure the fluorescent lifetimes and energy emissions of single molecules in a flow stream. Maximum likelihood (ML) and least square methods agree and are optimal when the number of detected photons is large however, in single molecule fluorescence experiments the number of detected photons can be less than 20, 67% of those can be noise and the detection time is restricted to 10 nanoseconds. Under the assumption that the photon signal and background noise are two independent inhomogeneous poisson processes, we derive the exact joint arrival time probably density of the photons collected in a single counting experiment performed in the presence of background noise. The model obviates the need to bin experimental data for analysis, and makes it possible to analyze formally the effect of background noise on the photon detection experiment using both ML or Bayesian methods. For both methods we derive the joint and marginal probability densities of the fluorescent lifetime and fluorescent emission. the ML and Bayesian methods are compared in an analysis of simulated single molecule fluorescence experiments of Rhodamine 110 using different combinations of expected background nose and expected fluorescence emission. While both the ML or Bayesian procedures perform well for analyzing fluorescence emissions, the Bayesian methods provide more realistic measures of uncertainty in the fluorescent lifetimes. The Bayesian methods would be especially useful for measuring uncertainty in fluorescent lifetime estimates in current single molecule flow stream experiments where the expected fluorescence emission is low. Both the ML and Bayesian algorithms can be automated for applications in molecular biology.

On the Uncertainty in Single Molecule Fluorescent Lifetime and Energy Emission Measurements

NASA Technical Reports Server (NTRS)

Brown, Emery N.; Zhang, Zhenhua; McCollom, Alex D.

1996-01-01

Time-correlated single photon counting has recently been combined with mode-locked picosecond pulsed excitation to measure the fluorescent lifetimes and energy emissions of single molecules in a flow stream. Maximum likelihood (ML) and least squares methods agree and are optimal when the number of detected photons is large, however, in single molecule fluorescence experiments the number of detected photons can be less than 20, 67 percent of those can be noise, and the detection time is restricted to 10 nanoseconds. Under the assumption that the photon signal and background noise are two independent inhomogeneous Poisson processes, we derive the exact joint arrival time probability density of the photons collected in a single counting experiment performed in the presence of background noise. The model obviates the need to bin experimental data for analysis, and makes it possible to analyze formally the effect of background noise on the photon detection experiment using both ML or Bayesian methods. For both methods we derive the joint and marginal probability densities of the fluorescent lifetime and fluorescent emission. The ML and Bayesian methods are compared in an analysis of simulated single molecule fluorescence experiments of Rhodamine 110 using different combinations of expected background noise and expected fluorescence emission. While both the ML or Bayesian procedures perform well for analyzing fluorescence emissions, the Bayesian methods provide more realistic measures of uncertainty in the fluorescent lifetimes. The Bayesian methods would be especially useful for measuring uncertainty in fluorescent lifetime estimates in current single molecule flow stream experiments where the expected fluorescence emission is low. Both the ML and Bayesian algorithms can be automated for applications in molecular biology.

Recursive inversion of externally defined linear systems

NASA Technical Reports Server (NTRS)

Bach, Ralph E., Jr.; Baram, Yoram

1988-01-01

The approximate inversion of an internally unknown linear system, given by its impulse response sequence, by an inverse system having a finite impulse response, is considered. The recursive least squares procedure is shown to have an exact initialization, based on the triangular Toeplitz structure of the matrix involved. The proposed approach also suggests solutions to the problems of system identification and compensation.

Dissolution curve comparisons through the F(2) parameter, a Bayesian extension of the f(2) statistic.

PubMed

Novick, Steven; Shen, Yan; Yang, Harry; Peterson, John; LeBlond, Dave; Altan, Stan

2015-01-01

Dissolution (or in vitro release) studies constitute an important aspect of pharmaceutical drug development. One important use of such studies is for justifying a biowaiver for post-approval changes which requires establishing equivalence between the new and old product. We propose a statistically rigorous modeling approach for this purpose based on the estimation of what we refer to as the F2 parameter, an extension of the commonly used f2 statistic. A Bayesian test procedure is proposed in relation to a set of composite hypotheses that capture the similarity requirement on the absolute mean differences between test and reference dissolution profiles. Several examples are provided to illustrate the application. Results of our simulation study comparing the performance of f2 and the proposed method show that our Bayesian approach is comparable to or in many cases superior to the f2 statistic as a decision rule. Further useful extensions of the method, such as the use of continuous-time dissolution modeling, are considered.

A Bayesian Approach for Measurements of Stray Neutrons at Proton Therapy Facilities: Quantifying Neutron Dose Uncertainty.

PubMed

Dommert, M; Reginatto, M; Zboril, M; Fiedler, F; Helmbrecht, S; Enghardt, W; Lutz, B

2017-11-28

Bonner sphere measurements are typically analyzed using unfolding codes. It is well known that it is difficult to get reliable estimates of uncertainties for standard unfolding procedures. An alternative approach is to analyze the data using Bayesian parameter estimation. This method provides reliable estimates of the uncertainties of neutron spectra leading to rigorous estimates of uncertainties of the dose. We extend previous Bayesian approaches and apply the method to stray neutrons in proton therapy environments by introducing a new parameterized model which describes the main features of the expected neutron spectra. The parameterization is based on information that is available from measurements and detailed Monte Carlo simulations. The validity of this approach has been validated with results of an experiment using Bonner spheres carried out at the experimental hall of the OncoRay proton therapy facility in Dresden. © The Author 2017. Published by Oxford University Press. All rights reserved. For Permissions, please email: journals.permissions@oup.com.

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.

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.

Geostatistics and Bayesian updating for transmissivity estimation in a multiaquifer system in Manitoba, Canada.

PubMed

Kennedy, Paula L; Woodbury, Allan D

2002-01-01

In ground water flow and transport modeling, the heterogeneous nature of porous media has a considerable effect on the resulting flow and solute transport. Some method of generating the heterogeneous field from a limited dataset of uncertain measurements is required. Bayesian updating is one method that interpolates from an uncertain dataset using the statistics of the underlying probability distribution function. In this paper, Bayesian updating was used to determine the heterogeneous natural log transmissivity field for a carbonate and a sandstone aquifer in southern Manitoba. It was determined that the transmissivity in m2/sec followed a natural log normal distribution for both aquifers with a mean of -7.2 and - 8.0 for the carbonate and sandstone aquifers, respectively. The variograms were calculated using an estimator developed by Li and Lake (1994). Fractal nature was not evident in the variogram from either aquifer. The Bayesian updating heterogeneous field provided good results even in cases where little data was available. A large transmissivity zone in the sandstone aquifer was created by the Bayesian procedure, which is not a reflection of any deterministic consideration, but is a natural outcome of updating a prior probability distribution function with observations. The statistical model returns a result that is very reasonable; that is homogeneous in regions where little or no information is available to alter an initial state. No long range correlation trends or fractal behavior of the log-transmissivity field was observed in either aquifer over a distance of about 300 km.

Dynamics of Mount Somma-Vesuvius edifice: from stress field inversion to analogue and numerical modelling

NASA Astrophysics Data System (ADS)

De Matteo, Ada; Massa, Bruno; D'Auria, Luca; Castaldo, Raffaele

2017-04-01

Geological processes are generally very complex and too slow to be directly observed in their completeness; modelling procedures overcome this limit. The state of stress in the upper lithosphere is the main responsible for driving geodynamical processes; in order to retrieve the active stress field in a rock volume, stress inversion techniques can be applied on both seismological and structural datasets. This approach has been successfully applied to active tectonics as well as volcanic areas. In this context the best approach in managing heterogeneous datasets in volcanic environments consists in the analysis of spatial variations of the stress field by applying robust techniques of inversion. The study of volcanic seismicity is an efficient tool to retrieve spatial and temporal pattern of the pre-, syn- and inter-eruptive stress field: magma migration as well as dynamics of magma chamber and hydrothermal system are directly connected to the volcanic seismicity. Additionally, analysis of the temporal variations of stress field pattern in volcanoes could be a useful monitoring tool. Recently the stress field acting on several active volcanoes has been investigated by using stress inversion techniques on seismological datasets (Massa et al., 2016). The Bayesian Right Trihedra Method (BRTM; D'Auria and Massa, 2015) is able to successfully manage heterogeneous datasets allowing the identification of regional fields locally overcame by the stress field due to volcano specific dynamics. In particular, the analysis of seismicity and stress field inversion at the Somma-Vesuvius highlighted the presence of two superposed volumes characterized by different behaviour and stress field pattern: a top volume dominated by an extensional stress field, in accordance with a gravitational spreading-style of deformation, and a bottom volume related to a regional extensional stress field. In addition, in order to evaluate the dynamics of deformation, both analogue and numerical modelling are being performed. Scaled analogue models of the Somma-Vesuvius are being built accordingly with the actual geometrical asymmetry of the volcano, varying just few parameters connected to the uncertainty of the depth and thickness of a buried decoupling layer. Experiments are being monitored by an optical stereo image system, useful to build a 3D time-lapsed models used to retrieve the model deformations. Simultaneously, a time-dependent 3D Finite Element model is being carried out in a fluid-dynamic context by fixing the same parameters of the proposed analogue model. Finally, a comparative analysis is being made between the model deformations and the DInSAR measurements derived from satellite data in order to estimate the uncertain parameters (i.e., thickness and viscosity of ductile layer). Preliminary results of the analogue models fit with the hypothesis of a spreading deformation active at the Somma-Vesuvius.

Getting in shape: Reconstructing three-dimensional long-track speed skating kinematics by comparing several body pose reconstruction techniques.

PubMed

van der Kruk, E; Schwab, A L; van der Helm, F C T; Veeger, H E J

2018-03-01

In gait studies body pose reconstruction (BPR) techniques have been widely explored, but no previous protocols have been developed for speed skating, while the peculiarities of the skating posture and technique do not automatically allow for the transfer of the results of those explorations to kinematic skating data. The aim of this paper is to determine the best procedure for body pose reconstruction and inverse dynamics of speed skating, and to what extend this choice influences the estimation of joint power. The results show that an eight body segment model together with a global optimization method with revolute joint in the knee and in the lumbosacral joint, while keeping the other joints spherical, would be the most realistic model to use for the inverse kinematics in speed skating. To determine joint power, this method should be combined with a least-square error method for the inverse dynamics. Reporting on the BPR technique and the inverse dynamic method is crucial to enable comparison between studies. Our data showed an underestimation of up to 74% in mean joint power when no optimization procedure was applied for BPR and an underestimation of up to 31% in mean joint power when a bottom-up inverse dynamics method was chosen instead of a least square error approach. Although these results are aimed at speed skating, reporting on the BPR procedure and the inverse dynamics method, together with setting a golden standard should be common practice in all human movement research to allow comparison between studies. Copyright © 2018 Elsevier Ltd. All rights reserved.

Storage and Retrieval Changes that Occur in the Development and Release of PI

ERIC Educational Resources Information Center

Chechile, Richard; Butler, Keith

1975-01-01

A Bayesian statistical procedure separating storage from retrieval was used to study development and release of proactive interference in the Brown-Peterson paradigm. A theory of PI is developed stressing response competition at test time and interference in transfer between short- and long-term memory. (CHK)

Simultaneous Optimization of Decisions Using a Linear Utility Function.

ERIC Educational Resources Information Center

Vos, Hans J.

1990-01-01

An approach is presented to simultaneously optimize decision rules for combinations of elementary decisions through a framework derived from Bayesian decision theory. The developed linear utility model for selection-mastery decisions was applied to a sample of 43 first year medical students to illustrate the procedure. (SLD)

Applied Missing Data Analysis. Methodology in the Social Sciences Series

ERIC Educational Resources Information Center

Enders, Craig K.

2010-01-01

Walking readers step by step through complex concepts, this book translates missing data techniques into something that applied researchers and graduate students can understand and utilize in their own research. Enders explains the rationale and procedural details for maximum likelihood estimation, Bayesian estimation, multiple imputation, and…

An attempt at estimating Paris area CO2 emissions from atmospheric concentration measurements

NASA Astrophysics Data System (ADS)

Bréon, F. M.; Broquet, G.; Puygrenier, V.; Chevallier, F.; Xueref-Rémy, I.; Ramonet, M.; Dieudonné, E.; Lopez, M.; Schmidt, M.; Perrussel, O.; Ciais, P.

2014-04-01

Atmospheric concentration measurements are used to adjust the daily to monthly budget of CO2 emissions from the AirParif inventory of the Paris agglomeration. We use 5 atmospheric monitoring sites including one at the top of the Eiffel tower. The atmospheric inversion is based on a Bayesian approach, and relies on an atmospheric transport model with a spatial resolution of 2 km with boundary conditions from a global coarse grid transport model. The inversion tool adjusts the CO2 fluxes (anthropogenic and biogenic) with a temporal resolution of 6 h, assuming temporal correlation of emissions uncertainties within the daily cycle and from day to day, while keeping the a priori spatial distribution from the emission inventory. The inversion significantly improves the agreement between measured and modelled concentrations. However, the amplitude of the atmospheric transport errors is often large compared to the CO2 gradients between the sites that are used to estimate the fluxes, in particular for the Eiffel tower station. In addition, we sometime observe large model-measurement differences upwind from the Paris agglomeration, which confirms the large and poorly constrained contribution from distant sources and sinks included in the prescribed CO2 boundary conditions These results suggest that (i) the Eiffel measurements at 300 m above ground cannot be used with the current system and (ii) the inversion shall rely on the measured upwind-downwind gradients rather than the raw mole fraction measurements. With such setup, realistic emissions are retrieved for two 30 day periods. Similar inversions over longer periods are necessary for a proper evaluation of the results.

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.

A Depolarisation Lidar Based Method for the Determination of Liquid-Cloud Microphysical Properties.

NASA Astrophysics Data System (ADS)

Donovan, D. P.; Klein Baltink, H.; Henzing, J. S.; De Roode, S. R.; Siebesma, P.

2014-12-01

The fact that polarisation lidars measure a multiple-scattering induced depolarisation signal in liquid clouds is well-known. The depolarisation signal depends on the lidar characteristics (e.g. wavelength and field-of-view) as well as the cloud properties (e.g. liquid water content (LWC) and cloud droplet number concentration (CDNC)). Previous efforts seeking to use depolarisation information in a quantitative manner to retrieve cloud properties have been undertaken with, arguably, limited practical success. In this work we present a retrieval procedure applicable to clouds with (quasi-)linear LWC profiles and (quasi-)constant CDNC in the cloud base region. Limiting the applicability of the procedure in this manner allows us to reduce the cloud variables to two parameters (namely liquid water content lapse-rate and the CDNC). This simplification, in turn, allows us to employ a robust optimal-estimation inversion using pre-computed look-up-tables produced using lidar Monte-Carlo multiple-scattering simulations. Here, we describe the theory behind the inversion procedure and apply it to simulated observations based on large-eddy simulation model output. The inversion procedure is then applied to actual depolarisation lidar data covering to a range of cases taken from the Cabauw measurement site in the central Netherlands. The lidar results were then used to predict the corresponding cloud-base region radar reflectivities. In non-drizzling condition, it was found that the lidar inversion results can be used to predict the observed radar reflectivities with an accuracy within the radar calibration uncertainty (2-3 dBZ). This result strongly supports the accuracy of the lidar inversion results. Results of a comparison between ground-based aerosol number concentration and lidar-derived CDNC are also presented. The results are seen to be consistent with previous studies based on aircraft-based in situ measurements.

Active subspace uncertainty quantification for a polydomain ferroelectric phase-field model

NASA Astrophysics Data System (ADS)

Leon, Lider S.; Smith, Ralph C.; Miles, Paul; Oates, William S.

2018-03-01

Quantum-informed ferroelectric phase field models capable of predicting material behavior, are necessary for facilitating the development and production of many adaptive structures and intelligent systems. Uncertainty is present in these models, given the quantum scale at which calculations take place. A necessary analysis is to determine how the uncertainty in the response can be attributed to the uncertainty in the model inputs or parameters. A second analysis is to identify active subspaces within the original parameter space, which quantify directions in which the model response varies most dominantly, thus reducing sampling effort and computational cost. In this investigation, we identify an active subspace for a poly-domain ferroelectric phase-field model. Using the active variables as our independent variables, we then construct a surrogate model and perform Bayesian inference. Once we quantify the uncertainties in the active variables, we obtain uncertainties for the original parameters via an inverse mapping. The analysis provides insight into how active subspace methodologies can be used to reduce computational power needed to perform Bayesian inference on model parameters informed by experimental or simulated data.

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

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.

On the existence of maximum likelihood estimates for presence-only data

USGS Publications Warehouse

Hefley, Trevor J.; Hooten, Mevin B.

2015-01-01

It is important to identify conditions for which maximum likelihood estimates are unlikely to be identifiable from presence-only data. In data sets where the maximum likelihood estimates do not exist, penalized likelihood and Bayesian methods will produce coefficient estimates, but these are sensitive to the choice of estimation procedure and prior or penalty term. When sample size is small or it is thought that habitat preferences are strong, we propose a suite of estimation procedures researchers can consider using.