Trans-dimensional and hierarchical Bayesian approaches toward rigorous estimation of seismic sources and structures in the Northeast Asia

NASA Astrophysics Data System (ADS)

Kim, Seongryong; Tkalčić, Hrvoje; Mustać, Marija; Rhie, Junkee; Ford, Sean

2016-04-01

A framework is presented within which we provide rigorous estimations for seismic sources and structures in the Northeast Asia. We use Bayesian inversion methods, which enable statistical estimations of models and their uncertainties based on data information. Ambiguities in error statistics and model parameterizations are addressed by hierarchical and trans-dimensional (trans-D) techniques, which can be inherently implemented in the Bayesian inversions. Hence reliable estimation of model parameters and their uncertainties is possible, thus avoiding arbitrary regularizations and parameterizations. Hierarchical and trans-D inversions are performed to develop a three-dimensional velocity model using ambient noise data. To further improve the model, we perform joint inversions with receiver function data using a newly developed Bayesian method. For the source estimation, a novel moment tensor inversion method is presented and applied to regional waveform data of the North Korean nuclear explosion tests. By the combination of new Bayesian techniques and the structural model, coupled with meaningful uncertainties related to each of the processes, more quantitative monitoring and discrimination of seismic events is possible.

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

Dynamic modeling of neuronal responses in fMRI using cubature Kalman filtering

PubMed Central

Havlicek, Martin; Friston, Karl J.; Jan, Jiri; Brazdil, Milan; Calhoun, Vince D.

2011-01-01

This paper presents a new approach to inverting (fitting) models of coupled dynamical systems based on state-of-the-art (cubature) Kalman filtering. Crucially, this inversion furnishes posterior estimates of both the hidden states and parameters of a system, including any unknown exogenous input. Because the underlying generative model is formulated in continuous time (with a discrete observation process) it can be applied to a wide variety of models specified with either ordinary or stochastic differential equations. These are an important class of models that are particularly appropriate for biological time-series, where the underlying system is specified in terms of kinetics or dynamics (i.e., dynamic causal models). We provide comparative evaluations with generalized Bayesian filtering (dynamic expectation maximization) and demonstrate marked improvements in accuracy and computational efficiency. We compare the schemes using a series of difficult (nonlinear) toy examples and conclude with a special focus on hemodynamic models of evoked brain responses in fMRI. Our scheme promises to provide a significant advance in characterizing the functional architectures of distributed neuronal systems, even in the absence of known exogenous (experimental) input; e.g., resting state fMRI studies and spontaneous fluctuations in electrophysiological studies. Importantly, unlike current Bayesian filters (e.g. DEM), our scheme provides estimates of time-varying parameters, which we will exploit in future work on the adaptation and enabling of connections in the brain. PMID:21396454

The anatomy of choice: active inference and agency.

PubMed

Friston, Karl; Schwartenbeck, Philipp; Fitzgerald, Thomas; Moutoussis, Michael; Behrens, Timothy; Dolan, Raymond J

2013-01-01

This paper considers agency in the setting of embodied or active inference. In brief, we associate a sense of agency with prior beliefs about action and ask what sorts of beliefs underlie optimal behavior. In particular, we consider prior beliefs that action minimizes the Kullback-Leibler (KL) divergence between desired states and attainable states in the future. This allows one to formulate bounded rationality as approximate Bayesian inference that optimizes a free energy bound on model evidence. We show that constructs like expected utility, exploration bonuses, softmax choice rules and optimism bias emerge as natural consequences of this formulation. Previous accounts of active inference have focused on predictive coding and Bayesian filtering schemes for minimizing free energy. Here, we consider variational Bayes as an alternative scheme that provides formal constraints on the computational anatomy of inference and action-constraints that are remarkably consistent with neuroanatomy. Furthermore, this scheme contextualizes optimal decision theory and economic (utilitarian) formulations as pure inference problems. For example, expected utility theory emerges as a special case of free energy minimization, where the sensitivity or inverse temperature (of softmax functions and quantal response equilibria) has a unique and Bayes-optimal solution-that minimizes free energy. This sensitivity corresponds to the precision of beliefs about behavior, such that attainable goals are afforded a higher precision or confidence. In turn, this means that optimal behavior entails a representation of confidence about outcomes that are under an agent's control.

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.

The anatomy of choice: dopamine and decision-making

PubMed Central

Friston, Karl; Schwartenbeck, Philipp; FitzGerald, Thomas; Moutoussis, Michael; Behrens, Timothy; Dolan, Raymond J.

2014-01-01

This paper considers goal-directed decision-making in terms of embodied or active inference. We associate bounded rationality with approximate Bayesian inference that optimizes a free energy bound on model evidence. Several constructs such as expected utility, exploration or novelty bonuses, softmax choice rules and optimism bias emerge as natural consequences of free energy minimization. Previous accounts of active inference have focused on predictive coding. In this paper, we consider variational Bayes as a scheme that the brain might use for approximate Bayesian inference. This scheme provides formal constraints on the computational anatomy of inference and action, which appear to be remarkably consistent with neuroanatomy. Active inference contextualizes optimal decision theory within embodied inference, where goals become prior beliefs. For example, expected utility theory emerges as a special case of free energy minimization, where the sensitivity or inverse temperature (associated with softmax functions and quantal response equilibria) has a unique and Bayes-optimal solution. Crucially, this sensitivity corresponds to the precision of beliefs about behaviour. The changes in precision during variational updates are remarkably reminiscent of empirical dopaminergic responses—and they may provide a new perspective on the role of dopamine in assimilating reward prediction errors to optimize decision-making. PMID:25267823

The anatomy of choice: dopamine and decision-making.

PubMed

Friston, Karl; Schwartenbeck, Philipp; FitzGerald, Thomas; Moutoussis, Michael; Behrens, Timothy; Dolan, Raymond J

2014-11-05

This paper considers goal-directed decision-making in terms of embodied or active inference. We associate bounded rationality with approximate Bayesian inference that optimizes a free energy bound on model evidence. Several constructs such as expected utility, exploration or novelty bonuses, softmax choice rules and optimism bias emerge as natural consequences of free energy minimization. Previous accounts of active inference have focused on predictive coding. In this paper, we consider variational Bayes as a scheme that the brain might use for approximate Bayesian inference. This scheme provides formal constraints on the computational anatomy of inference and action, which appear to be remarkably consistent with neuroanatomy. Active inference contextualizes optimal decision theory within embodied inference, where goals become prior beliefs. For example, expected utility theory emerges as a special case of free energy minimization, where the sensitivity or inverse temperature (associated with softmax functions and quantal response equilibria) has a unique and Bayes-optimal solution. Crucially, this sensitivity corresponds to the precision of beliefs about behaviour. The changes in precision during variational updates are remarkably reminiscent of empirical dopaminergic responses-and they may provide a new perspective on the role of dopamine in assimilating reward prediction errors to optimize decision-making.

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.

Bayesian linearized amplitude-versus-frequency inversion for quality factor and its application

NASA Astrophysics Data System (ADS)

Yang, Xinchao; Teng, Long; Li, Jingnan; Cheng, Jiubing

2018-06-01

We propose a straightforward attenuation inversion method by utilizing the amplitude-versus-frequency (AVF) characteristics of seismic data. A new linearized approximation equation of the angle and frequency dependent reflectivity in viscoelastic media is derived. We then use the presented equation to implement the Bayesian linear AVF inversion. The inversion result includes not only P-wave and S-wave velocities, and densities, but also P-wave and S-wave quality factors. Synthetic tests show that the AVF inversion surpasses the AVA inversion for quality factor estimation. However, a higher signal noise ratio (SNR) of data is necessary for the AVF inversion. To show its feasibility, we apply both the new Bayesian AVF inversion and conventional AVA inversion to a tight gas reservoir data in Sichuan Basin in China. Considering the SNR of the field data, a combination of AVF inversion for attenuation parameters and AVA inversion for elastic parameters is recommended. The result reveals that attenuation estimations could serve as a useful complement in combination with the AVA inversion results for the detection of tight gas reservoirs.

Rigorous Approach in Investigation of Seismic Structure and Source Characteristicsin Northeast Asia: Hierarchical and Trans-dimensional Bayesian Inversion

NASA Astrophysics Data System (ADS)

Mustac, M.; Kim, S.; Tkalcic, H.; Rhie, J.; Chen, Y.; Ford, S. R.; Sebastian, N.

2015-12-01

Conventional approaches to inverse problems suffer from non-linearity and non-uniqueness in estimations of seismic structures and source properties. Estimated results and associated uncertainties are often biased by applied regularizations and additional constraints, which are commonly introduced to solve such problems. Bayesian methods, however, provide statistically meaningful estimations of models and their uncertainties constrained by data information. In addition, hierarchical and trans-dimensional (trans-D) techniques are inherently implemented in the Bayesian framework to account for involved error statistics and model parameterizations, and, in turn, allow more rigorous estimations of the same. Here, we apply Bayesian methods throughout the entire inference process to estimate seismic structures and source properties in Northeast Asia including east China, the Korean peninsula, and the Japanese islands. Ambient noise analysis is first performed to obtain a base three-dimensional (3-D) heterogeneity model using continuous broadband waveforms from more than 300 stations. As for the tomography of surface wave group and phase velocities in the 5-70 s band, we adopt a hierarchical and trans-D Bayesian inversion method using Voronoi partition. The 3-D heterogeneity model is further improved by joint inversions of teleseismic receiver functions and dispersion data using a newly developed high-efficiency Bayesian technique. The obtained model is subsequently used to prepare 3-D structural Green's functions for the source characterization. A hierarchical Bayesian method for point source inversion using regional complete waveform data is applied to selected events from the region. The seismic structure and source characteristics with rigorously estimated uncertainties from the novel Bayesian methods provide enhanced monitoring and discrimination of seismic events in northeast Asia.

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.

Spatially constrained Bayesian inversion of frequency- and time-domain electromagnetic data from the Tellus projects

NASA Astrophysics Data System (ADS)

Kiyan, Duygu; Rath, Volker; Delhaye, Robert

2017-04-01

The frequency- and time-domain airborne electromagnetic (AEM) data collected under the Tellus projects of the Geological Survey of Ireland (GSI) which represent a wealth of information on the multi-dimensional electrical structure of Ireland's near-surface. Our project, which was funded by GSI under the framework of their Short Call Research Programme, aims to develop and implement inverse techniques based on various Bayesian methods for these densely sampled data. We have developed a highly flexible toolbox using Python language for the one-dimensional inversion of AEM data along the flight lines. The computational core is based on an adapted frequency- and time-domain forward modelling core derived from the well-tested open-source code AirBeo, which was developed by the CSIRO (Australia) and the AMIRA consortium. Three different inversion methods have been implemented: (i) Tikhonov-type inversion including optimal regularisation methods (Aster el al., 2012; Zhdanov, 2015), (ii) Bayesian MAP inversion in parameter and data space (e.g. Tarantola, 2005), and (iii) Full Bayesian inversion with Markov Chain Monte Carlo (Sambridge and Mosegaard, 2002; Mosegaard and Sambridge, 2002), all including different forms of spatial constraints. The methods have been tested on synthetic and field data. This contribution will introduce the toolbox and present case studies on the AEM data from the Tellus projects.

The anatomy of choice: active inference and agency

PubMed Central

Friston, Karl; Schwartenbeck, Philipp; FitzGerald, Thomas; Moutoussis, Michael; Behrens, Timothy; Dolan, Raymond J.

2013-01-01

This paper considers agency in the setting of embodied or active inference. In brief, we associate a sense of agency with prior beliefs about action and ask what sorts of beliefs underlie optimal behavior. In particular, we consider prior beliefs that action minimizes the Kullback–Leibler (KL) divergence between desired states and attainable states in the future. This allows one to formulate bounded rationality as approximate Bayesian inference that optimizes a free energy bound on model evidence. We show that constructs like expected utility, exploration bonuses, softmax choice rules and optimism bias emerge as natural consequences of this formulation. Previous accounts of active inference have focused on predictive coding and Bayesian filtering schemes for minimizing free energy. Here, we consider variational Bayes as an alternative scheme that provides formal constraints on the computational anatomy of inference and action—constraints that are remarkably consistent with neuroanatomy. Furthermore, this scheme contextualizes optimal decision theory and economic (utilitarian) formulations as pure inference problems. For example, expected utility theory emerges as a special case of free energy minimization, where the sensitivity or inverse temperature (of softmax functions and quantal response equilibria) has a unique and Bayes-optimal solution—that minimizes free energy. This sensitivity corresponds to the precision of beliefs about behavior, such that attainable goals are afforded a higher precision or confidence. In turn, this means that optimal behavior entails a representation of confidence about outcomes that are under an agent's control. PMID:24093015

Dynamic modeling of neuronal responses in fMRI using cubature Kalman filtering.

PubMed

Havlicek, Martin; Friston, Karl J; Jan, Jiri; Brazdil, Milan; Calhoun, Vince D

2011-06-15

This paper presents a new approach to inverting (fitting) models of coupled dynamical systems based on state-of-the-art (cubature) Kalman filtering. Crucially, this inversion furnishes posterior estimates of both the hidden states and parameters of a system, including any unknown exogenous input. Because the underlying generative model is formulated in continuous time (with a discrete observation process) it can be applied to a wide variety of models specified with either ordinary or stochastic differential equations. These are an important class of models that are particularly appropriate for biological time-series, where the underlying system is specified in terms of kinetics or dynamics (i.e., dynamic causal models). We provide comparative evaluations with generalized Bayesian filtering (dynamic expectation maximization) and demonstrate marked improvements in accuracy and computational efficiency. We compare the schemes using a series of difficult (nonlinear) toy examples and conclude with a special focus on hemodynamic models of evoked brain responses in fMRI. Our scheme promises to provide a significant advance in characterizing the functional architectures of distributed neuronal systems, even in the absence of known exogenous (experimental) input; e.g., resting state fMRI studies and spontaneous fluctuations in electrophysiological studies. Importantly, unlike current Bayesian filters (e.g. DEM), our scheme provides estimates of time-varying parameters, which we will exploit in future work on the adaptation and enabling of connections in the brain. Copyright © 2011 Elsevier Inc. All rights reserved.

Bayesian approach to inverse statistical mechanics.

PubMed

Habeck, Michael

2014-05-01

Inverse statistical mechanics aims to determine particle interactions from ensemble properties. This article looks at this inverse problem from a Bayesian perspective and discusses several statistical estimators to solve it. In addition, a sequential Monte Carlo algorithm is proposed that draws the interaction parameters from their posterior probability distribution. The posterior probability involves an intractable partition function that is estimated along with the interactions. The method is illustrated for inverse problems of varying complexity, including the estimation of a temperature, the inverse Ising problem, maximum entropy fitting, and the reconstruction of molecular interaction potentials.

Bayesian approach to inverse statistical mechanics

NASA Astrophysics Data System (ADS)

Habeck, Michael

2014-05-01

Inverse statistical mechanics aims to determine particle interactions from ensemble properties. This article looks at this inverse problem from a Bayesian perspective and discusses several statistical estimators to solve it. In addition, a sequential Monte Carlo algorithm is proposed that draws the interaction parameters from their posterior probability distribution. The posterior probability involves an intractable partition function that is estimated along with the interactions. The method is illustrated for inverse problems of varying complexity, including the estimation of a temperature, the inverse Ising problem, maximum entropy fitting, and the reconstruction of molecular interaction potentials.

Quantifying Uncertainty in Near Surface Electromagnetic Imaging Using Bayesian Methods

NASA Astrophysics Data System (ADS)

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

2017-12-01

Geoscientists commonly use electromagnetic methods to image the Earth's near surface. Field measurements of EM fields are made (often with the aid an artificial EM source) and then used to infer near surface electrical conductivity via a process known as inversion. In geophysics, the standard inversion tool kit is robust and can provide an estimate of the Earth's near surface conductivity that is both geologically reasonable and compatible with the measured field data. However, standard inverse methods struggle to provide a sense of the uncertainty in the estimate they provide. This is because the task of finding an Earth model that explains the data to within measurement error is non-unique - that is, there are many, many such models; but the standard methods provide only one "answer." An alternative method, known as Bayesian inversion, seeks to explore the full range of Earth model parameters that can adequately explain the measured data, rather than attempting to find a single, "ideal" model. Bayesian inverse methods can therefore provide a quantitative assessment of the uncertainty inherent in trying to infer near surface conductivity from noisy, measured field data. This study applies a Bayesian inverse method (called trans-dimensional Markov chain Monte Carlo) to transient airborne EM data previously collected over Taylor Valley - one of the McMurdo Dry Valleys in Antarctica. Our results confirm the reasonableness of previous estimates (made using standard methods) of near surface conductivity beneath Taylor Valley. In addition, we demonstrate quantitatively the uncertainty associated with those estimates. We demonstrate that Bayesian inverse methods can provide quantitative uncertainty to estimates of near surface conductivity.

Bayesian cloud detection for MERIS, AATSR, and their combination

NASA Astrophysics Data System (ADS)

Hollstein, A.; Fischer, J.; Carbajal Henken, C.; Preusker, R.

2015-04-01

A broad range of different of Bayesian cloud detection schemes is applied to measurements from the Medium Resolution Imaging Spectrometer (MERIS), the Advanced Along-Track Scanning Radiometer (AATSR), and their combination. The cloud detection schemes were designed to be numerically efficient and suited for the processing of large numbers of data. Results from the classical and naive approach to Bayesian cloud masking are discussed for MERIS and AATSR as well as for their combination. A sensitivity study on the resolution of multidimensional histograms, which were post-processed by Gaussian smoothing, shows how theoretically insufficient numbers of truth data can be used to set up accurate classical Bayesian cloud masks. Sets of exploited features from single and derived channels are numerically optimized and results for naive and classical Bayesian cloud masks are presented. The application of the Bayesian approach is discussed in terms of reproducing existing algorithms, enhancing existing algorithms, increasing the robustness of existing algorithms, and on setting up new classification schemes based on manually classified scenes.

Bayesian Nonlinear Assimilation of Eulerian and Lagrangian Coastal Flow Data

DTIC Science & Technology

2015-09-30

Lagrangian Coastal Flow Data Dr. Pierre F.J. Lermusiaux Department of Mechanical Engineering Center for Ocean Science and Engineering Massachusetts...Develop and apply theory, schemes and computational systems for rigorous Bayesian nonlinear assimilation of Eulerian and Lagrangian coastal flow data...coastal ocean fields, both in Eulerian and Lagrangian forms. - Further develop and implement our GMM-DO schemes for robust Bayesian nonlinear estimation

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.

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

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.

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.

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.

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

PubMed

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

2017-02-01

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

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

PubMed

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

2009-02-01

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

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

Generalised filtering and stochastic DCM for fMRI.

PubMed

Li, Baojuan; Daunizeau, Jean; Stephan, Klaas E; Penny, Will; Hu, Dewen; Friston, Karl

2011-09-15

This paper is about the fitting or inversion of dynamic causal models (DCMs) of fMRI time series. It tries to establish the validity of stochastic DCMs that accommodate random fluctuations in hidden neuronal and physiological states. We compare and contrast deterministic and stochastic DCMs, which do and do not ignore random fluctuations or noise on hidden states. We then compare stochastic DCMs, which do and do not ignore conditional dependence between hidden states and model parameters (generalised filtering and dynamic expectation maximisation, respectively). We first characterise state-noise by comparing the log evidence of models with different a priori assumptions about its amplitude, form and smoothness. Face validity of the inversion scheme is then established using data simulated with and without state-noise to ensure that DCM can identify the parameters and model that generated the data. Finally, we address construct validity using real data from an fMRI study of internet addiction. Our analyses suggest the following. (i) The inversion of stochastic causal models is feasible, given typical fMRI data. (ii) State-noise has nontrivial amplitude and smoothness. (iii) Stochastic DCM has face validity, in the sense that Bayesian model comparison can distinguish between data that have been generated with high and low levels of physiological noise and model inversion provides veridical estimates of effective connectivity. (iv) Relaxing conditional independence assumptions can have greater construct validity, in terms of revealing group differences not disclosed by variational schemes. Finally, we note that the ability to model endogenous or random fluctuations on hidden neuronal (and physiological) states provides a new and possibly more plausible perspective on how regionally specific signals in fMRI are generated. Copyright © 2011. Published by Elsevier Inc.

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

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.

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.

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.

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.

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.

Estimating uncertainty of Full Waveform Inversion with Ensemble-based methods

NASA Astrophysics Data System (ADS)

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

2017-12-01

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

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.

A combined reconstruction-classification method for diffuse optical tomography.

PubMed

Hiltunen, P; Prince, S J D; Arridge, S

2009-11-07

We present a combined classification and reconstruction algorithm for diffuse optical tomography (DOT). DOT is a nonlinear ill-posed inverse problem. Therefore, some regularization is needed. We present a mixture of Gaussians prior, which regularizes the DOT reconstruction step. During each iteration, the parameters of a mixture model are estimated. These associate each reconstructed pixel with one of several classes based on the current estimate of the optical parameters. This classification is exploited to form a new prior distribution to regularize the reconstruction step and update the optical parameters. The algorithm can be described as an iteration between an optimization scheme with zeroth-order variable mean and variance Tikhonov regularization and an expectation-maximization scheme for estimation of the model parameters. We describe the algorithm in a general Bayesian framework. Results from simulated test cases and phantom measurements show that the algorithm enhances the contrast of the reconstructed images with good spatial accuracy. The probabilistic classifications of each image contain only a few misclassified pixels.

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.

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.

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.

Bayesian cloud detection for MERIS, AATSR, and their combination

NASA Astrophysics Data System (ADS)

Hollstein, A.; Fischer, J.; Carbajal Henken, C.; Preusker, R.

2014-11-01

A broad range of different of Bayesian cloud detection schemes is applied to measurements from the Medium Resolution Imaging Spectrometer (MERIS), the Advanced Along-Track Scanning Radiometer (AATSR), and their combination. The cloud masks were designed to be numerically efficient and suited for the processing of large amounts of data. Results from the classical and naive approach to Bayesian cloud masking are discussed for MERIS and AATSR as well as for their combination. A sensitivity study on the resolution of multidimensional histograms, which were post-processed by Gaussian smoothing, shows how theoretically insufficient amounts of truth data can be used to set up accurate classical Bayesian cloud masks. Sets of exploited features from single and derived channels are numerically optimized and results for naive and classical Bayesian cloud masks are presented. The application of the Bayesian approach is discussed in terms of reproducing existing algorithms, enhancing existing algorithms, increasing the robustness of existing algorithms, and on setting up new classification schemes based on manually classified scenes.

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

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

A Bayesian network coding scheme for annotating biomedical information presented to genetic counseling clients.

PubMed

Green, Nancy

2005-04-01

We developed a Bayesian network coding scheme for annotating biomedical content in layperson-oriented clinical genetics documents. The coding scheme supports the representation of probabilistic and causal relationships among concepts in this domain, at a high enough level of abstraction to capture commonalities among genetic processes and their relationship to health. We are using the coding scheme to annotate a corpus of genetic counseling patient letters as part of the requirements analysis and knowledge acquisition phase of a natural language generation project. This paper describes the coding scheme and presents an evaluation of intercoder reliability for its tag set. In addition to giving examples of use of the coding scheme for analysis of discourse and linguistic features in this genre, we suggest other uses for it in analysis of layperson-oriented text and dialogue in medical communication.

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

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.

Efficient realization of 3D joint inversion of seismic and magnetotelluric data with cross gradient structure constraint

NASA Astrophysics Data System (ADS)

Luo, H.; Zhang, H.; Gao, J.

2016-12-01

Seismic and magnetotelluric (MT) imaging methods are generally used to characterize subsurface structures at various scales. The two methods are complementary to each other and the integration of them is helpful for more reliably determining the resistivity and velocity models of the target region. Because of the difficulty in finding empirical relationship between resistivity and velocity parameters, Gallardo and Meju [2003] proposed a joint inversion method enforcing resistivity and velocity models consistent in structure, which is realized by minimizing cross gradients between two models. However, it is extremely challenging to combine two different inversion systems together along with the cross gradient constraints. For this reason, Gallardo [2007] proposed a joint inversion scheme that decouples the seismic and MT inversion systems by iteratively performing seismic and MT inversions as well as cross gradient minimization separately. This scheme avoids the complexity of combining two different systems together but it suffers the issue of balancing between data fitting and structure constraint. In this study, we have developed a new joint inversion scheme that avoids the problem encountered by the scheme of Gallardo [2007]. In the new scheme, seismic and MT inversions are still separately performed but the cross gradient minimization is also constrained by model perturbations from separate inversions. In this way, the new scheme still avoids the complexity of combining two different systems together and at the same time the balance between data fitting and structure consistency constraint can be enforced. We have tested our joint inversion algorithm for both 2D and 3D cases. Synthetic tests show that joint inversion better reconstructed the velocity and resistivity models than separate inversions. Compared to separate inversions, joint inversion can remove artifacts in the resistivity model and can improve the resolution for deeper resistivity structures. We will also show results applying the new joint seismic and MT inversion scheme to southwest China, where several MT profiles are available and earthquakes are very active.

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.

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.

A unified inversion scheme to process multifrequency measurements of various dispersive electromagnetic properties

NASA Astrophysics Data System (ADS)

Han, Y.; Misra, S.

2018-04-01

Multi-frequency measurement of a dispersive electromagnetic (EM) property, such as electrical conductivity, dielectric permittivity, or magnetic permeability, is commonly analyzed for purposes of material characterization. Such an analysis requires inversion of the multi-frequency measurement based on a specific relaxation model, such as Cole-Cole model or Pelton's model. We develop a unified inversion scheme that can be coupled to various type of relaxation models to independently process multi-frequency measurement of varied EM properties for purposes of improved EM-based geomaterial characterization. The proposed inversion scheme is firstly tested in few synthetic cases in which different relaxation models are coupled into the inversion scheme and then applied to multi-frequency complex conductivity, complex resistivity, complex permittivity, and complex impedance measurements. The method estimates up to seven relaxation-model parameters exhibiting convergence and accuracy for random initializations of the relaxation-model parameters within up to 3-orders of magnitude variation around the true parameter values. The proposed inversion method implements a bounded Levenberg algorithm with tuning initial values of damping parameter and its iterative adjustment factor, which are fixed in all the cases shown in this paper and irrespective of the type of measured EM property and the type of relaxation model. Notably, jump-out step and jump-back-in step are implemented as automated methods in the inversion scheme to prevent the inversion from getting trapped around local minima and to honor physical bounds of model parameters. The proposed inversion scheme can be easily used to process various types of EM measurements without major changes to the inversion scheme.

Two Dimensional Finite Element Based Magnetotelluric Inversion using Singular Value Decomposition Method on Transverse Electric Mode

NASA Astrophysics Data System (ADS)

Tjong, Tiffany; Yihaa’ Roodhiyah, Lisa; Nurhasan; Sutarno, Doddy

2018-04-01

In this work, an inversion scheme was performed using a vector finite element (VFE) based 2-D magnetotelluric (MT) forward modelling. We use an inversion scheme with Singular value decomposition (SVD) method toimprove the accuracy of MT inversion.The inversion scheme was applied to transverse electric (TE) mode of MT. SVD method was used in this inversion to decompose the Jacobian matrices. Singular values which obtained from the decomposition process were analyzed. This enabled us to determine the importance of data and therefore to define a threshold for truncation process. The truncation of singular value in inversion processcould improve the resulted model.

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.

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

NASA Astrophysics Data System (ADS)

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

2018-06-01

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

Bayesian 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.

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…

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.

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…

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.

Hierarchy Bayesian model based services awareness of high-speed optical access networks

NASA Astrophysics Data System (ADS)

Bai, Hui-feng

2018-03-01

As the speed of optical access networks soars with ever increasing multiple services, the service-supporting ability of optical access networks suffers greatly from the shortage of service awareness. Aiming to solve this problem, a hierarchy Bayesian model based services awareness mechanism is proposed for high-speed optical access networks. This approach builds a so-called hierarchy Bayesian model, according to the structure of typical optical access networks. Moreover, the proposed scheme is able to conduct simple services awareness operation in each optical network unit (ONU) and to perform complex services awareness from the whole view of system in optical line terminal (OLT). Simulation results show that the proposed scheme is able to achieve better quality of services (QoS), in terms of packet loss rate and time delay.

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.

Randomized path optimization for thevMitigated counter detection of UAVS

DTIC Science & Technology

2017-06-01

using Bayesian filtering . The KL divergence is used to compare the probability density of aircraft termination to a normal distribution around the...Bayesian filtering . The KL divergence is used to compare the probability density of aircraft termination to a normal distribution around the true terminal...algorithm’s success. A recursive Bayesian filtering scheme is used to assimilate noisy measurements of the UAVs position to predict its terminal location. We

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.

Structural and parameteric uncertainty quantification in cloud microphysics parameterization schemes

NASA Astrophysics Data System (ADS)

van Lier-Walqui, M.; Morrison, H.; Kumjian, M. R.; Prat, O. P.; Martinkus, C.

2017-12-01

Atmospheric model parameterization schemes employ approximations to represent the effects of unresolved processes. These approximations are a source of error in forecasts, caused in part by considerable uncertainty about the optimal value of parameters within each scheme -- parameteric uncertainty. Furthermore, there is uncertainty regarding the best choice of the overarching structure of the parameterization scheme -- structrual uncertainty. Parameter estimation can constrain the first, but may struggle with the second because structural choices are typically discrete. We address this problem in the context of cloud microphysics parameterization schemes by creating a flexible framework wherein structural and parametric uncertainties can be simultaneously constrained. Our scheme makes no assuptions about drop size distribution shape or the functional form of parametrized process rate terms. Instead, these uncertainties are constrained by observations using a Markov Chain Monte Carlo sampler within a Bayesian inference framework. Our scheme, the Bayesian Observationally-constrained Statistical-physical Scheme (BOSS), has flexibility to predict various sets of prognostic drop size distribution moments as well as varying complexity of process rate formulations. We compare idealized probabilistic forecasts from versions of BOSS with varying levels of structural complexity. This work has applications in ensemble forecasts with model physics uncertainty, data assimilation, and cloud microphysics process studies.

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.

A Bayesian least squares support vector machines based framework for fault diagnosis and failure prognosis

NASA Astrophysics Data System (ADS)

Khawaja, Taimoor Saleem

A high-belief low-overhead Prognostics and Health Management (PHM) system is desired for online real-time monitoring of complex non-linear systems operating in a complex (possibly non-Gaussian) noise environment. This thesis presents a Bayesian Least Squares Support Vector Machine (LS-SVM) based framework for fault diagnosis and failure prognosis in nonlinear non-Gaussian systems. The methodology assumes the availability of real-time process measurements, definition of a set of fault indicators and the existence of empirical knowledge (or historical data) to characterize both nominal and abnormal operating conditions. An efficient yet powerful Least Squares Support Vector Machine (LS-SVM) algorithm, set within a Bayesian Inference framework, not only allows for the development of real-time algorithms for diagnosis and prognosis but also provides a solid theoretical framework to address key concepts related to classification for diagnosis and regression modeling for prognosis. SVM machines are founded on the principle of Structural Risk Minimization (SRM) which tends to find a good trade-off between low empirical risk and small capacity. The key features in SVM are the use of non-linear kernels, the absence of local minima, the sparseness of the solution and the capacity control obtained by optimizing the margin. The Bayesian Inference framework linked with LS-SVMs allows a probabilistic interpretation of the results for diagnosis and prognosis. Additional levels of inference provide the much coveted features of adaptability and tunability of the modeling parameters. The two main modules considered in this research are fault diagnosis and failure prognosis. With the goal of designing an efficient and reliable fault diagnosis scheme, a novel Anomaly Detector is suggested based on the LS-SVM machines. The proposed scheme uses only baseline data to construct a 1-class LS-SVM machine which, when presented with online data is able to distinguish between normal behavior and any abnormal or novel data during real-time operation. The results of the scheme are interpreted as a posterior probability of health (1 - probability of fault). As shown through two case studies in Chapter 3, the scheme is well suited for diagnosing imminent faults in dynamical non-linear systems. Finally, the failure prognosis scheme is based on an incremental weighted Bayesian LS-SVR machine. It is particularly suited for online deployment given the incremental nature of the algorithm and the quick optimization problem solved in the LS-SVR algorithm. By way of kernelization and a Gaussian Mixture Modeling (GMM) scheme, the algorithm can estimate "possibly" non-Gaussian posterior distributions for complex non-linear systems. An efficient regression scheme associated with the more rigorous core algorithm allows for long-term predictions, fault growth estimation with confidence bounds and remaining useful life (RUL) estimation after a fault is detected. The leading contributions of this thesis are (a) the development of a novel Bayesian Anomaly Detector for efficient and reliable Fault Detection and Identification (FDI) based on Least Squares Support Vector Machines, (b) the development of a data-driven real-time architecture for long-term Failure Prognosis using Least Squares Support Vector Machines, (c) Uncertainty representation and management using Bayesian Inference for posterior distribution estimation and hyper-parameter tuning, and finally (d) the statistical characterization of the performance of diagnosis and prognosis algorithms in order to relate the efficiency and reliability of the proposed schemes.

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

NASA Astrophysics Data System (ADS)

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

2017-08-01

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

Bayesian inversion using a geologically realistic and discrete model space

NASA Astrophysics Data System (ADS)

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

2017-12-01

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

Integrating laboratory creep compaction data with numerical fault models: A Bayesian framework

USGS Publications Warehouse

Fitzenz, D.D.; Jalobeanu, A.; Hickman, S.H.

2007-01-01

We developed a robust Bayesian inversion scheme to plan and analyze laboratory creep compaction experiments. We chose a simple creep law that features the main parameters of interest when trying to identify rate-controlling mechanisms from experimental data. By integrating the chosen creep law or an approximation thereof, one can use all the data, either simultaneously or in overlapping subsets, thus making more complete use of the experiment data and propagating statistical variations in the data through to the final rate constants. Despite the nonlinearity of the problem, with this technique one can retrieve accurate estimates of both the stress exponent and the activation energy, even when the porosity time series data are noisy. Whereas adding observation points and/or experiments reduces the uncertainty on all parameters, enlarging the range of temperature or effective stress significantly reduces the covariance between stress exponent and activation energy. We apply this methodology to hydrothermal creep compaction data on quartz to obtain a quantitative, semiempirical law for fault zone compaction in the interseismic period. Incorporating this law into a simple direct rupture model, we find marginal distributions of the time to failure that are robust with respect to errors in the initial fault zone porosity. Copyright 2007 by the American Geophysical Union.

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

NASA Astrophysics Data System (ADS)

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

2017-12-01

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

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.

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

NASA Astrophysics Data System (ADS)

An, M.; Assumpcao, M.

2003-12-01

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

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.

Model Parameterization and P-wave AVA Direct Inversion for Young's Impedance

NASA Astrophysics Data System (ADS)

Zong, Zhaoyun; Yin, Xingyao

2017-05-01

AVA inversion is an important tool for elastic parameters estimation to guide the lithology prediction and "sweet spot" identification of hydrocarbon reservoirs. The product of the Young's modulus and density (named as Young's impedance in this study) is known as an effective lithology and brittleness indicator of unconventional hydrocarbon reservoirs. Density is difficult to predict from seismic data, which renders the estimation of the Young's impedance inaccurate in conventional approaches. In this study, a pragmatic seismic AVA inversion approach with only P-wave pre-stack seismic data is proposed to estimate the Young's impedance to avoid the uncertainty brought by density. First, based on the linearized P-wave approximate reflectivity equation in terms of P-wave and S-wave moduli, the P-wave approximate reflectivity equation in terms of the Young's impedance is derived according to the relationship between P-wave modulus, S-wave modulus, Young's modulus and Poisson ratio. This equation is further compared to the exact Zoeppritz equation and the linearized P-wave approximate reflectivity equation in terms of P- and S-wave velocities and density, which illustrates that this equation is accurate enough to be used for AVA inversion when the incident angle is within the critical angle. Parameter sensitivity analysis illustrates that the high correlation between the Young's impedance and density render the estimation of the Young's impedance difficult. Therefore, a de-correlation scheme is used in the pragmatic AVA inversion with Bayesian inference to estimate Young's impedance only with pre-stack P-wave seismic data. Synthetic examples demonstrate that the proposed approach is able to predict the Young's impedance stably even with moderate noise and the field data examples verify the effectiveness of the proposed approach in Young's impedance estimation and "sweet spots" evaluation.

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.

A Grobner Basis Solution for Lightning Ground Flash Fraction Retrieval

NASA Technical Reports Server (NTRS)

Solakiewicz, Richard; Attele, Rohan; Koshak, William

2011-01-01

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

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.

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.

Bayesian Lagrangian Data Assimilation and Drifter Deployment Strategies

NASA Astrophysics Data System (ADS)

Dutt, A.; Lermusiaux, P. F. J.

2017-12-01

Ocean currents transport a variety of natural (e.g. water masses, phytoplankton, zooplankton, sediments, etc.) and man-made materials and other objects (e.g. pollutants, floating debris, search and rescue, etc.). Lagrangian Coherent Structures (LCSs) or the most influential/persistent material lines in a flow, provide a robust approach to characterize such Lagrangian transports and organize classic trajectories. Using the flow-map stochastic advection and a dynamically-orthogonal decomposition, we develop uncertainty prediction schemes for both Eulerian and Lagrangian variables. We then extend our Bayesian Gaussian Mixture Model (GMM)-DO filter to a joint Eulerian-Lagrangian Bayesian data assimilation scheme. The resulting nonlinear filter allows the simultaneous non-Gaussian estimation of Eulerian variables (e.g. velocity, temperature, salinity, etc.) and Lagrangian variables (e.g. drifter/float positions, trajectories, LCSs, etc.). Its results are showcased using a double-gyre flow with a random frequency, a stochastic flow past a cylinder, and realistic ocean examples. We further show how our Bayesian mutual information and adaptive sampling equations provide a rigorous efficient methodology to plan optimal drifter deployment strategies and predict the optimal times, locations, and types of measurements to be collected.

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.

Defining Probability in Sex Offender Risk Assessment.

PubMed

Elwood, Richard W

2016-12-01

There is ongoing debate and confusion over using actuarial scales to predict individuals' risk of sexual recidivism. Much of the debate comes from not distinguishing Frequentist from Bayesian definitions of probability. Much of the confusion comes from applying Frequentist probability to individuals' risk. By definition, only Bayesian probability can be applied to the single case. The Bayesian concept of probability resolves most of the confusion and much of the debate in sex offender risk assessment. Although Bayesian probability is well accepted in risk assessment generally, it has not been widely used to assess the risk of sex offenders. I review the two concepts of probability and show how the Bayesian view alone provides a coherent scheme to conceptualize individuals' risk of sexual recidivism.

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

NASA Astrophysics Data System (ADS)

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

2017-12-01

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

Locally Bayesian Learning with Applications to Retrospective Revaluation and Highlighting

ERIC Educational Resources Information Center

Kruschke, John K.

2006-01-01

A scheme is described for locally Bayesian parameter updating in models structured as successions of component functions. The essential idea is to back-propagate the target data to interior modules, such that an interior component's target is the input to the next component that maximizes the probability of the next component's target. Each layer…

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.

Acoustic emission based damage localization in composites structures using Bayesian identification

NASA Astrophysics Data System (ADS)

Kundu, A.; Eaton, M. J.; Al-Jumali, S.; Sikdar, S.; Pullin, R.

2017-05-01

Acoustic emission based damage detection in composite structures is based on detection of ultra high frequency packets of acoustic waves emitted from damage sources (such as fibre breakage, fatigue fracture, amongst others) with a network of distributed sensors. This non-destructive monitoring scheme requires solving an inverse problem where the measured signals are linked back to the location of the source. This in turn enables rapid deployment of mitigative measures. The presence of significant amount of uncertainty associated with the operating conditions and measurements makes the problem of damage identification quite challenging. The uncertainties stem from the fact that the measured signals are affected by the irregular geometries, manufacturing imprecision, imperfect boundary conditions, existing damages/structural degradation, amongst others. This work aims to tackle these uncertainties within a framework of automated probabilistic damage detection. The method trains a probabilistic model of the parametrized input and output model of the acoustic emission system with experimental data to give probabilistic descriptors of damage locations. A response surface modelling the acoustic emission as a function of parametrized damage signals collected from sensors would be calibrated with a training dataset using Bayesian inference. This is used to deduce damage locations in the online monitoring phase. During online monitoring, the spatially correlated time data is utilized in conjunction with the calibrated acoustic emissions model to infer the probabilistic description of the acoustic emission source within a hierarchical Bayesian inference framework. The methodology is tested on a composite structure consisting of carbon fibre panel with stiffeners and damage source behaviour has been experimentally simulated using standard H-N sources. The methodology presented in this study would be applicable in the current form to structural damage detection under varying operational loads and would be investigated in future studies.

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.

Comparison of two integration methods for dynamic causal modeling of electrophysiological data.

PubMed

Lemaréchal, Jean-Didier; George, Nathalie; David, Olivier

2018-06-01

Dynamic causal modeling (DCM) is a methodological approach to study effective connectivity among brain regions. Based on a set of observations and a biophysical model of brain interactions, DCM uses a Bayesian framework to estimate the posterior distribution of the free parameters of the model (e.g. modulation of connectivity) and infer architectural properties of the most plausible model (i.e. model selection). When modeling electrophysiological event-related responses, the estimation of the model relies on the integration of the system of delay differential equations (DDEs) that describe the dynamics of the system. In this technical note, we compared two numerical schemes for the integration of DDEs. The first, and standard, scheme approximates the DDEs (more precisely, the state of the system, with respect to conduction delays among brain regions) using ordinary differential equations (ODEs) and solves it with a fixed step size. The second scheme uses a dedicated DDEs solver with adaptive step sizes to control error, making it theoretically more accurate. To highlight the effects of the approximation used by the first integration scheme in regard to parameter estimation and Bayesian model selection, we performed simulations of local field potentials using first, a simple model comprising 2 regions and second, a more complex model comprising 6 regions. In these simulations, the second integration scheme served as the standard to which the first one was compared. Then, the performances of the two integration schemes were directly compared by fitting a public mismatch negativity EEG dataset with different models. The simulations revealed that the use of the standard DCM integration scheme was acceptable for Bayesian model selection but underestimated the connectivity parameters and did not allow an accurate estimation of conduction delays. Fitting to empirical data showed that the models systematically obtained an increased accuracy when using the second integration scheme. We conclude that inference on connectivity strength and delay based on DCM for EEG/MEG requires an accurate integration scheme. Copyright © 2018 The Authors. Published by Elsevier Inc. All rights reserved.

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 model reduction and empirical Bayes for group (DCM) studies

PubMed Central

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

2016-01-01

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

Regularization of soft-X-ray imaging in the DIII-D tokamak

DOE PAGES

Wingen, A.; Shafer, M. W.; Unterberg, E. A.; ...

2015-03-02

We developed an image inversion scheme for the soft X-ray imaging system (SXRIS) diagnostic at the DIII-D tokamak in order to obtain the local soft X-ray emission at a poloidal cross-section from the spatially line-integrated image taken by the SXRIS camera. The scheme uses the Tikhonov regularization method since the inversion problem is generally ill-posed. The regularization technique uses the generalized singular value decomposition to determine a solution that depends on a free regularization parameter. The latter has to be chosen carefully, and the so called {\\it L-curve} method to find the optimum regularization parameter is outlined. A representative testmore » image is used to study the properties of the inversion scheme with respect to inversion accuracy, amount/strength of regularization, image noise and image resolution. Moreover, the optimum inversion parameters are identified, while the L-curve method successfully computes the optimum regularization parameter. Noise is found to be the most limiting issue, but sufficient regularization is still possible at noise to signal ratios up to 10%-15%. Finally, the inversion scheme is applied to measured SXRIS data and the line-integrated SXRIS image is successfully inverted.« less

Hydraulic Conductivity Estimation using Bayesian Model Averaging and Generalized Parameterization

NASA Astrophysics Data System (ADS)

Tsai, F. T.; Li, X.

2006-12-01

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

Dimension-independent likelihood-informed MCMC

DOE PAGES

Cui, Tiangang; Law, Kody J. H.; Marzouk, Youssef M.

2015-10-08

Many Bayesian inference problems require exploring the posterior distribution of highdimensional parameters that represent the discretization of an underlying function. Our work introduces a family of Markov chain Monte Carlo (MCMC) samplers that can adapt to the particular structure of a posterior distribution over functions. There are two distinct lines of research that intersect in the methods we develop here. First, we introduce a general class of operator-weighted proposal distributions that are well defined on function space, such that the performance of the resulting MCMC samplers is independent of the discretization of the function. Second, by exploiting local Hessian informationmore » and any associated lowdimensional structure in the change from prior to posterior distributions, we develop an inhomogeneous discretization scheme for the Langevin stochastic differential equation that yields operator-weighted proposals adapted to the non-Gaussian structure of the posterior. The resulting dimension-independent and likelihood-informed (DILI) MCMC samplers may be useful for a large class of high-dimensional problems where the target probability measure has a density with respect to a Gaussian reference measure. Finally, we use two nonlinear inverse problems in order to demonstrate the efficiency of these DILI samplers: an elliptic PDE coefficient inverse problem and path reconstruction in a conditioned diffusion.« less

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.

Development of the WRF-CO2 4D-Var assimilation system v1.0

NASA Astrophysics Data System (ADS)

Zheng, Tao; French, Nancy H. F.; Baxter, Martin

2018-05-01

Regional atmospheric CO2 inversions commonly use Lagrangian particle trajectory model simulations to calculate the required influence function, which quantifies the sensitivity of a receptor to flux sources. In this paper, an adjoint-based four-dimensional variational (4D-Var) assimilation system, WRF-CO2 4D-Var, is developed to provide an alternative approach. This system is developed based on the Weather Research and Forecasting (WRF) modeling system, including the system coupled to chemistry (WRF-Chem), with tangent linear and adjoint codes (WRFPLUS), and with data assimilation (WRFDA), all in version 3.6. In WRF-CO2 4D-Var, CO2 is modeled as a tracer and its feedback to meteorology is ignored. This configuration allows most WRF physical parameterizations to be used in the assimilation system without incurring a large amount of code development. WRF-CO2 4D-Var solves for the optimized CO2 flux scaling factors in a Bayesian framework. Two variational optimization schemes are implemented for the system: the first uses the limited memory Broyden-Fletcher-Goldfarb-Shanno (BFGS) minimization algorithm (L-BFGS-B) and the second uses the Lanczos conjugate gradient (CG) in an incremental approach. WRFPLUS forward, tangent linear, and adjoint models are modified to include the physical and dynamical processes involved in the atmospheric transport of CO2. The system is tested by simulations over a domain covering the continental United States at 48 km × 48 km grid spacing. The accuracy of the tangent linear and adjoint models is assessed by comparing against finite difference sensitivity. The system's effectiveness for CO2 inverse modeling is tested using pseudo-observation data. The results of the sensitivity and inverse modeling tests demonstrate the potential usefulness of WRF-CO2 4D-Var for regional CO2 inversions.

Applications of Bayesian Procrustes shape analysis to ensemble radar reflectivity nowcast verification

NASA Astrophysics Data System (ADS)

Fox, Neil I.; Micheas, Athanasios C.; Peng, Yuqiang

2016-07-01

This paper introduces the use of Bayesian full Procrustes shape analysis in object-oriented meteorological applications. In particular, the Procrustes methodology is used to generate mean forecast precipitation fields from a set of ensemble forecasts. This approach has advantages over other ensemble averaging techniques in that it can produce a forecast that retains the morphological features of the precipitation structures and present the range of forecast outcomes represented by the ensemble. The production of the ensemble mean avoids the problems of smoothing that result from simple pixel or cell averaging, while producing credible sets that retain information on ensemble spread. Also in this paper, the full Bayesian Procrustes scheme is used as an object verification tool for precipitation forecasts. This is an extension of a previously presented Procrustes shape analysis based verification approach into a full Bayesian format designed to handle the verification of precipitation forecasts that match objects from an ensemble of forecast fields to a single truth image. The methodology is tested on radar reflectivity nowcasts produced in the Warning Decision Support System - Integrated Information (WDSS-II) by varying parameters in the K-means cluster tracking 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.

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.

Online Variational Bayesian Filtering-Based Mobile Target Tracking in Wireless Sensor Networks

PubMed Central

Zhou, Bingpeng; Chen, Qingchun; Li, Tiffany Jing; Xiao, Pei

2014-01-01

The received signal strength (RSS)-based online tracking for a mobile node in wireless sensor networks (WSNs) is investigated in this paper. Firstly, a multi-layer dynamic Bayesian network (MDBN) is introduced to characterize the target mobility with either directional or undirected movement. In particular, it is proposed to employ the Wishart distribution to approximate the time-varying RSS measurement precision's randomness due to the target movement. It is shown that the proposed MDBN offers a more general analysis model via incorporating the underlying statistical information of both the target movement and observations, which can be utilized to improve the online tracking capability by exploiting the Bayesian statistics. Secondly, based on the MDBN model, a mean-field variational Bayesian filtering (VBF) algorithm is developed to realize the online tracking of a mobile target in the presence of nonlinear observations and time-varying RSS precision, wherein the traditional Bayesian filtering scheme cannot be directly employed. Thirdly, a joint optimization between the real-time velocity and its prior expectation is proposed to enable online velocity tracking in the proposed online tacking scheme. Finally, the associated Bayesian Cramer–Rao Lower Bound (BCRLB) analysis and numerical simulations are conducted. Our analysis unveils that, by exploiting the potential state information via the general MDBN model, the proposed VBF algorithm provides a promising solution to the online tracking of a mobile node in WSNs. In addition, it is shown that the final tracking accuracy linearly scales with its expectation when the RSS measurement precision is time-varying. PMID:25393784

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.

Localisation of an Unknown Number of Land Mines Using a Network of Vapour Detectors

PubMed Central

Chhadé, Hiba Haj; Abdallah, Fahed; Mougharbel, Imad; Gning, Amadou; Julier, Simon; Mihaylova, Lyudmila

2014-01-01

We consider the problem of localising an unknown number of land mines using concentration information provided by a wireless sensor network. A number of vapour sensors/detectors, deployed in the region of interest, are able to detect the concentration of the explosive vapours, emanating from buried land mines. The collected data is communicated to a fusion centre. Using a model for the transport of the explosive chemicals in the air, we determine the unknown number of sources using a Principal Component Analysis (PCA)-based technique. We also formulate the inverse problem of determining the positions and emission rates of the land mines using concentration measurements provided by the wireless sensor network. We present a solution for this problem based on a probabilistic Bayesian technique using a Markov chain Monte Carlo sampling scheme, and we compare it to the least squares optimisation approach. Experiments conducted on simulated data show the effectiveness of the proposed approach. PMID:25384008

Location of Sinabung volcano magma chamber on 2013 using lavenberg-marquardt inversion scheme

NASA Astrophysics Data System (ADS)

Kumalasari, R.; Srigutomo, W.; Djamal, M.; Meilano, I.; Gunawan, H.

2018-05-01

Sinabung Volcano has been monitoring using GPS after his eruption on August 2010. We Applied Levenberg-Marquardt Inversion Scheme to GPS data on 2013 because deformation of Sinabung Volcano in this year show an inflation and deflation, first we applied Levenberg-Marquardt to velocity data on 23 January 2013 then we applied Levenberg-Marquardt Inversion Scheme to data on 31 December 2013. From our analysis we got the depth of the pressure source modeling results that indicate some possibilities that Sinabung has a deep magma chamber about 15km and also shallow magma chamber about 1km from the surface.

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

PubMed

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

2016-03-01

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

Estimation for coefficient of variation of an extension of the exponential distribution under type-II censoring scheme

NASA Astrophysics Data System (ADS)

Bakoban, Rana A.

2017-08-01

The coefficient of variation [CV] has several applications in applied statistics. So in this paper, we adopt Bayesian and non-Bayesian approaches for the estimation of CV under type-II censored data from extension exponential distribution [EED]. The point and interval estimate of the CV are obtained for each of the maximum likelihood and parametric bootstrap techniques. Also the Bayesian approach with the help of MCMC method is presented. A real data set is presented and analyzed, hence the obtained results are used to assess the obtained theoretical results.

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.

Three-dimensional Gravity Inversion with a New Gradient Scheme on Unstructured Grids

NASA Astrophysics Data System (ADS)

Sun, S.; Yin, C.; Gao, X.; Liu, Y.; Zhang, B.

2017-12-01

Stabilized gradient-based methods have been proved to be efficient for inverse problems. Based on these methods, setting gradient close to zero can effectively minimize the objective function. Thus the gradient of objective function determines the inversion results. By analyzing the cause of poor resolution on depth in gradient-based gravity inversion methods, we find that imposing depth weighting functional in conventional gradient can improve the depth resolution to some extent. However, the improvement is affected by the regularization parameter and the effect of the regularization term becomes smaller with increasing depth (shown as Figure 1 (a)). In this paper, we propose a new gradient scheme for gravity inversion by introducing a weighted model vector. The new gradient can improve the depth resolution more efficiently, which is independent of the regularization parameter, and the effect of regularization term will not be weakened when depth increases. Besides, fuzzy c-means clustering method and smooth operator are both used as regularization terms to yield an internal consecutive inverse model with sharp boundaries (Sun and Li, 2015). We have tested our new gradient scheme with unstructured grids on synthetic data to illustrate the effectiveness of the algorithm. Gravity forward modeling with unstructured grids is based on the algorithm proposed by Okbe (1979). We use a linear conjugate gradient inversion scheme to solve the inversion problem. The numerical experiments show a great improvement in depth resolution compared with regular gradient scheme, and the inverse model is compact at all depths (shown as Figure 1 (b)). AcknowledgeThis research is supported by Key Program of National Natural Science Foundation of China (41530320), China Natural Science Foundation for Young Scientists (41404093), and Key National Research Project of China (2016YFC0303100, 2017YFC0601900). ReferencesSun J, Li Y. 2015. Multidomain petrophysically constrained inversion and geology differentiation using guided fuzzy c-means clustering. Geophysics, 80(4): ID1-ID18. Okabe M. 1979. Analytical expressions for gravity anomalies due to homogeneous polyhedral bodies and translations into magnetic anomalies. Geophysics, 44(4), 730-741.

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.

A comparison of Monte Carlo-based Bayesian parameter estimation methods for stochastic models of genetic networks

PubMed Central

Zaikin, Alexey; Míguez, Joaquín

2017-01-01

We compare three state-of-the-art Bayesian inference methods for the estimation of the unknown parameters in a stochastic model of a genetic network. In particular, we introduce a stochastic version of the paradigmatic synthetic multicellular clock model proposed by Ullner et al., 2007. By introducing dynamical noise in the model and assuming that the partial observations of the system are contaminated by additive noise, we enable a principled mechanism to represent experimental uncertainties in the synthesis of the multicellular system and pave the way for the design of probabilistic methods for the estimation of any unknowns in the model. Within this setup, we tackle the Bayesian estimation of a subset of the model parameters. Specifically, we compare three Monte Carlo based numerical methods for the approximation of the posterior probability density function of the unknown parameters given a set of partial and noisy observations of the system. The schemes we assess are the particle Metropolis-Hastings (PMH) algorithm, the nonlinear population Monte Carlo (NPMC) method and the approximate Bayesian computation sequential Monte Carlo (ABC-SMC) scheme. We present an extensive numerical simulation study, which shows that while the three techniques can effectively solve the problem there are significant differences both in estimation accuracy and computational efficiency. PMID:28797087

Automated rapid finite fault inversion for megathrust earthquakes: Application to the Maule (2010), Iquique (2014) and Illapel (2015) great earthquakes

NASA Astrophysics Data System (ADS)

Benavente, Roberto; Cummins, Phil; Dettmer, Jan

2016-04-01

Rapid estimation of the spatial and temporal rupture characteristics of large megathrust earthquakes by finite fault inversion is important for disaster mitigation. For example, estimates of the spatio-temporal evolution of rupture can be used to evaluate population exposure to tsunami waves and ground shaking soon after the event by providing more accurate predictions than possible with point source approximations. In addition, rapid inversion results can reveal seismic source complexity to guide additional, more detailed subsequent studies. This work develops a method to rapidly estimate the slip distribution of megathrust events while reducing subjective parameter choices by automation. The method is simple yet robust and we show that it provides excellent preliminary rupture models as soon as 30 minutes for three great earthquakes in the South-American subduction zone. This may slightly change for other regions depending on seismic station coverage but method can be applied to any subduction region. The inversion is based on W-phase data since it is rapidly and widely available and of low amplitude which avoids clipping at close stations for large events. In addition, prior knowledge of the slab geometry (e.g. SLAB 1.0) is applied and rapid W-phase point source information (time delay and centroid location) is used to constrain the fault geometry and extent. Since the linearization by multiple time window (MTW) parametrization requires regularization, objective smoothing is achieved by the discrepancy principle in two fully automated steps. First, the residuals are estimated assuming unknown noise levels, and second, seeking a subsequent solution which fits the data to noise level. The MTW scheme is applied with positivity constraints and a solution is obtained by an efficient non-negative least squares solver. Systematic application of the algorithm to the Maule (2010), Iquique (2014) and Illapel (2015) events illustrates that rapid finite fault inversion with teleseismic data is feasible and provides meaningful results. The results for the three events show excellent data fits and are consistent with other solutions showing most of the slip occurring close to the trench for the Maule an Illapel events and some deeper slip for the Iquique event. Importantly, the Illapel source model predicts tsunami waveforms of close agreement with observed waveforms. Finally, we develop a new Bayesian approach to approximate uncertainties as part of the rapid inversion scheme with positivity constraints. Uncertainties are estimated by approximating the posterior distribution as a multivariate log-normal distribution. While solving for the posterior adds some additional computational cost, we illustrate that uncertainty estimation is important for meaningful interpretation of finite fault models.

Displacement data assimilation

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

Rosenthal, W. Steven; Venkataramani, Shankar; Mariano, Arthur J.

We show that modifying a Bayesian data assimilation scheme by incorporating kinematically-consistent displacement corrections produces a scheme that is demonstrably better at estimating partially observed state vectors in a setting where feature information is important. While the displacement transformation is generic, here we implement it within an ensemble Kalman Filter framework and demonstrate its effectiveness in tracking stochastically perturbed vortices.

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.

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.

A Higher Order Iterative Method for Computing the Drazin Inverse

PubMed Central

Soleymani, F.; Stanimirović, Predrag S.

2013-01-01

A method with high convergence rate for finding approximate inverses of nonsingular matrices is suggested and established analytically. An extension of the introduced computational scheme to general square matrices is defined. The extended method could be used for finding the Drazin inverse. The application of the scheme on large sparse test matrices alongside the use in preconditioning of linear system of equations will be presented to clarify the contribution of the paper. PMID:24222747

Quantifying shallow subsurface water and heat dynamics using coupled hydrological-thermal-geophysical inversion

DOE PAGES

Tran, Anh Phuong; Dafflon, Baptiste; Hubbard, Susan S.; ...

2016-04-25

Improving our ability to estimate the parameters that control water and heat fluxes in the shallow subsurface is particularly important due to their strong control on recharge, evaporation and biogeochemical processes. The objectives of this study are to develop and test a new inversion scheme to simultaneously estimate subsurface hydrological, thermal and petrophysical parameters using hydrological, thermal and electrical resistivity tomography (ERT) data. The inversion scheme-which is based on a nonisothermal, multiphase hydrological model-provides the desired subsurface property estimates in high spatiotemporal resolution. A particularly novel aspect of the inversion scheme is the explicit incorporation of the dependence of themore » subsurface electrical resistivity on both moisture and temperature. The scheme was applied to synthetic case studies, as well as to real datasets that were autonomously collected at a biogeochemical field study site in Rifle, Colorado. At the Rifle site, the coupled hydrological-thermal-geophysical inversion approach well predicted the matric potential, temperature and apparent resistivity with the Nash-Sutcliffe efficiency criterion greater than 0.92. Synthetic studies found that neglecting the subsurface temperature variability, and its effect on the electrical resistivity in the hydrogeophysical inversion, may lead to an incorrect estimation of the hydrological parameters. The approach is expected to be especially useful for the increasing number of studies that are taking advantage of autonomously collected ERT and soil measurements to explore complex terrestrial system dynamics.« less

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.

Implementing wavelet inverse-transform processor with surface acoustic wave device.

PubMed

Lu, Wenke; Zhu, Changchun; Liu, Qinghong; Zhang, Jingduan

2013-02-01

The objective of this research was to investigate the implementation schemes of the wavelet inverse-transform processor using surface acoustic wave (SAW) device, the length function of defining the electrodes, and the possibility of solving the load resistance and the internal resistance for the wavelet inverse-transform processor using SAW device. In this paper, we investigate the implementation schemes of the wavelet inverse-transform processor using SAW device. In the implementation scheme that the input interdigital transducer (IDT) and output IDT stand in a line, because the electrode-overlap envelope of the input IDT is identical with the one of the output IDT (i.e. the two transducers are identical), the product of the input IDT's frequency response and the output IDT's frequency response can be implemented, so that the wavelet inverse-transform processor can be fabricated. X-112(0)Y LiTaO(3) is used as a substrate material to fabricate the wavelet inverse-transform processor. The size of the wavelet inverse-transform processor using this implementation scheme is small, so its cost is low. First, according to the envelope function of the wavelet function, the length function of the electrodes is defined, then, the lengths of the electrodes can be calculated from the length function of the electrodes, finally, the input IDT and output IDT can be designed according to the lengths and widths for the electrodes. In this paper, we also present the load resistance and the internal resistance as the two problems of the wavelet inverse-transform processor using SAW devices. The solutions to these problems are achieved in this study. When the amplifiers are subjected to the input end and output end for the wavelet inverse-transform processor, they can eliminate the influence of the load resistance and the internal resistance on the output voltage of the wavelet inverse-transform processor using SAW device. Copyright © 2012 Elsevier B.V. All rights reserved.

Hybrid inversions of CO2 fluxes at regional scale applied to network design

NASA Astrophysics Data System (ADS)

Kountouris, Panagiotis; Gerbig, Christoph; -Thomas Koch, Frank

2013-04-01

Long term observations of atmospheric greenhouse gas measuring stations, located at representative regions over the continent, improve our understanding of greenhouse gas sources and sinks. These mixing ratio measurements can be linked to surface fluxes by atmospheric transport inversions. Within the upcoming years new stations are to be deployed, which requires decision making tools with respect to the location and the density of the network. We are developing a method to assess potential greenhouse gas observing networks in terms of their ability to recover specific target quantities. As target quantities we use CO2 fluxes aggregated to specific spatial and temporal scales. We introduce a high resolution inverse modeling framework, which attempts to combine advantages from pixel based inversions with those of a carbon cycle data assimilation system (CCDAS). The hybrid inversion system consists of the Lagrangian transport model STILT, the diagnostic biosphere model VPRM and a Bayesian inversion scheme. We aim to retrieve the spatiotemporal distribution of net ecosystem exchange (NEE) at a high spatial resolution (10 km x 10 km) by inverting for spatially and temporally varying scaling factors for gross ecosystem exchange (GEE) and respiration (R) rather than solving for the fluxes themselves. Thus the state space includes parameters for controlling photosynthesis and respiration, but unlike in a CCDAS it allows for spatial and temporal variations, which can be expressed as NEE(x,y,t) = λG(x,y,t) GEE(x,y,t) + λR(x,y,t) R(x,y,t) . We apply spatially and temporally correlated uncertainties by using error covariance matrices with non-zero off-diagonal elements. Synthetic experiments will test our system and select the optimal a priori error covariance by using different spatial and temporal correlation lengths on the error statistics of the a priori covariance and comparing the optimized fluxes against the 'known truth'. As 'known truth' we use independent fluxes generated from a different biosphere model (BIOME-BGC). Initially we perform single-station inversions for Ochsenkopf tall tower located in Germany. Further expansion of the inversion framework to multiple stations and its application to network design will address the questions of how well a set of network stations can constrain a given target quantity, and whether there are objective criteria to select an optimal configuration for new stations that maximizes the uncertainty reduction.

Self-optimized construction of transition rate matrices from accelerated atomistic simulations with Bayesian uncertainty quantification

NASA Astrophysics Data System (ADS)

Swinburne, Thomas D.; Perez, Danny

2018-05-01

A massively parallel method to build large transition rate matrices from temperature-accelerated molecular dynamics trajectories is presented. Bayesian Markov model analysis is used to estimate the expected residence time in the known state space, providing crucial uncertainty quantification for higher-scale simulation schemes such as kinetic Monte Carlo or cluster dynamics. The estimators are additionally used to optimize where exploration is performed and the degree of temperature acceleration on the fly, giving an autonomous, optimal procedure to explore the state space of complex systems. The method is tested against exactly solvable models and used to explore the dynamics of C15 interstitial defects in iron. Our uncertainty quantification scheme allows for accurate modeling of the evolution of these defects over timescales of several seconds.

PRIFIRA: General regularization using prior-conditioning for fast radio interferometric imaging†

NASA Astrophysics Data System (ADS)

Naghibzadeh, Shahrzad; van der Veen, Alle-Jan

2018-06-01

Image formation in radio astronomy is a large-scale inverse problem that is inherently ill-posed. We present a general algorithmic framework based on a Bayesian-inspired regularized maximum likelihood formulation of the radio astronomical imaging problem with a focus on diffuse emission recovery from limited noisy correlation data. The algorithm is dubbed PRIor-conditioned Fast Iterative Radio Astronomy (PRIFIRA) and is based on a direct embodiment of the regularization operator into the system by right preconditioning. The resulting system is then solved using an iterative method based on projections onto Krylov subspaces. We motivate the use of a beamformed image (which includes the classical "dirty image") as an efficient prior-conditioner. Iterative reweighting schemes generalize the algorithmic framework and can account for different regularization operators that encourage sparsity of the solution. The performance of the proposed method is evaluated based on simulated one- and two-dimensional array arrangements as well as actual data from the core stations of the Low Frequency Array radio telescope antenna configuration, and compared to state-of-the-art imaging techniques. We show the generality of the proposed method in terms of regularization schemes while maintaining a competitive reconstruction quality with the current reconstruction techniques. Furthermore, we show that exploiting Krylov subspace methods together with the proper noise-based stopping criteria results in a great improvement in imaging efficiency.

Delamination detection using methods of computational intelligence

NASA Astrophysics Data System (ADS)

Ihesiulor, Obinna K.; Shankar, Krishna; Zhang, Zhifang; Ray, Tapabrata

2012-11-01

Abstract Reliable delamination prediction scheme is indispensable in order to prevent potential risks of catastrophic failures in composite structures. The existence of delaminations changes the vibration characteristics of composite laminates and hence such indicators can be used to quantify the health characteristics of laminates. An approach for online health monitoring of in-service composite laminates is presented in this paper that relies on methods based on computational intelligence. Typical changes in the observed vibration characteristics (i.e. change in natural frequencies) are considered as inputs to identify the existence, location and magnitude of delaminations. The performance of the proposed approach is demonstrated using numerical models of composite laminates. Since this identification problem essentially involves the solution of an optimization problem, the use of finite element (FE) methods as the underlying tool for analysis turns out to be computationally expensive. A surrogate assisted optimization approach is hence introduced to contain the computational time within affordable limits. An artificial neural network (ANN) model with Bayesian regularization is used as the underlying approximation scheme while an improved rate of convergence is achieved using a memetic algorithm. However, building of ANN surrogate models usually requires large training datasets. K-means clustering is effectively employed to reduce the size of datasets. ANN is also used via inverse modeling to determine the position, size and location of delaminations using changes in measured natural frequencies. The results clearly highlight the efficiency and the robustness of the approach.

Constraining the Sulfur Dioxide Degassing Flux from Turrialba Volcano, Costa Rica Using Unmanned Aerial System Measurements

NASA Technical Reports Server (NTRS)

Xi, Xin; Johnson, Matthew S.; Jeong, Seongeun; Fladeland, Matthew; Pieri, David; Diaz, Jorge Andres; Bland, Geoffrey L.

2016-01-01

Observed sulfur dioxide (SO2)mixing ratios onboard unmanned aerial systems (UAS) duringMarch 11-13, 2013 are used to constrain the three-day averaged SO2 degassing flux fromTurrialba volcanowithin a Bayesian inverse modeling framework. A mesoscale model coupled with Lagrangian stochastic particle backward trajectories is used to quantify the source-receptor relationships at very high spatial resolutions (i.e., b1 km). The model shows better performance in reproducing the near-surface meteorological properties and observed SO2 variations when using a first-order closure non-local planetary boundary layer (PBL) scheme. The optimized SO2 degassing fluxes vary from 0.59 +/- 0.37 to 0.83 +/- 0.33 kt d-1 depending on the PBL scheme used. These fluxes are in good agreement with ground-based gas flux measurements, and correspond to corrective scale factors of 8-12 to the posteruptive SO2 degassing rate in the AeroCom emission inventory. The maximum a posteriori solution for the SO2 flux is highly sensitive to the specification of prior and observational errors, and relatively insensitive to the SO2 loss term and temporal averaging of observations. Our results indicate relatively low degassing activity but sustained sulfur emissions from Turrialba volcano to the troposphere during March 2013. This study demonstrates the utility of low-cost small UAS platforms for volcanic gas composition and flux analysis.

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

PubMed

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

2017-12-01

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

2D magnetotelluric inversion using reflection seismic images as constraints and application in the COSC project

NASA Astrophysics Data System (ADS)

Kalscheuer, Thomas; Yan, Ping; Hedin, Peter; Garcia Juanatey, Maria d. l. A.

2017-04-01

We introduce a new constrained 2D magnetotelluric (MT) inversion scheme, in which the local weights of the regularization operator with smoothness constraints are based directly on the envelope attribute of a reflection seismic image. The weights resemble those of a previously published seismic modification of the minimum gradient support method introducing a global stabilization parameter. We measure the directional gradients of the seismic envelope to modify the horizontal and vertical smoothness constraints separately. An appropriate choice of the new stabilization parameter is based on a simple trial-and-error procedure. Our proposed constrained inversion scheme was easily implemented in an existing Gauss-Newton inversion package. From a theoretical perspective, we compare our new constrained inversion to similar constrained inversion methods, which are based on image theory and seismic attributes. Successful application of the proposed inversion scheme to the MT field data of the Collisional Orogeny in the Scandinavian Caledonides (COSC) project using constraints from the envelope attribute of the COSC reflection seismic profile (CSP) helped to reduce the uncertainty of the interpretation of the main décollement. Thus, the new model gave support to the proposed location of a future borehole COSC-2 which is supposed to penetrate the main décollement and the underlying Precambrian basement.

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

NASA Astrophysics Data System (ADS)

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

2013-08-01

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

2.5D transient electromagnetic inversion with OCCAM method

NASA Astrophysics Data System (ADS)

Li, R.; Hu, X.

2016-12-01

In the application of time-domain electromagnetic method (TEM), some multidimensional inversion schemes are applied for imaging in the past few decades to overcome great error produced by 1D model inversion when the subsurface structure is complex. The current mainstream multidimensional inversion for EM data, with the finite-difference time-domain (FDTD) forward method, mainly implemented by Nonlinear Conjugate Gradient (NLCG). But the convergence rate of NLCG heavily depends on Lagrange multiplier and maybe fail to converge. We use the OCCAM inversion method to avoid the weakness. OCCAM inversion is proven to be a more stable and reliable method to image the subsurface 2.5D electrical conductivity. Firstly, we simulate the 3D transient EM fields governed by Maxwell's equations with FDTD method. Secondly, we use the OCCAM inversion scheme with the appropriate objective error functional we established to image the 2.5D structure. And the data space OCCAM's inversion (DASOCC) strategy based on OCCAM scheme were given in this paper. The sensitivity matrix is calculated with the method of time-integrated back-propagated fields. Imaging result of example model shown in Fig. 1 have proven that the OCCAM scheme is an efficient inversion method for TEM with FDTD method. The processes of the inversion iterations have shown the great ability of convergence with few iterations. Summarizing the process of the imaging, we can make the following conclusions. Firstly, the 2.5D imaging in FDTD system with OCCAM inversion demonstrates that we could get desired imaging results for the resistivity structure in the homogeneous half-space. Secondly, the imaging results usually do not over-depend on the initial model, but the iteration times can be reduced distinctly if the background resistivity of initial model get close to the truthful model. So it is batter to set the initial model based on the other geologic information in the application. When the background resistivity fit the truthful model well, the imaging of anomalous body only need a few iteration steps. Finally, the speed of imaging vertical boundaries is slower than the speed of imaging the horizontal boundaries.

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.

A mesostate-space model for EEG and MEG.

PubMed

Daunizeau, Jean; Friston, Karl J

2007-10-15

We present a multi-scale generative model for EEG, that entails a minimum number of assumptions about evoked brain responses, namely: (1) bioelectric activity is generated by a set of distributed sources, (2) the dynamics of these sources can be modelled as random fluctuations about a small number of mesostates, (3) mesostates evolve in a temporal structured way and are functionally connected (i.e. influence each other), and (4) the number of mesostates engaged by a cognitive task is small (e.g. between one and a few). A Variational Bayesian learning scheme is described that furnishes the posterior density on the models parameters and its evidence. Since the number of meso-sources specifies the model, the model evidence can be used to compare models and find the optimum number of meso-sources. In addition to estimating the dynamics at each cortical dipole, the mesostate-space model and its inversion provide a description of brain activity at the level of the mesostates (i.e. in terms of the dynamics of meso-sources that are distributed over dipoles). The inclusion of a mesostate level allows one to compute posterior probability maps of each dipole being active (i.e. belonging to an active mesostate). Critically, this model accommodates constraints on the number of meso-sources, while retaining the flexibility of distributed source models in explaining data. In short, it bridges the gap between standard distributed and equivalent current dipole models. Furthermore, because it is explicitly spatiotemporal, the model can embed any stochastic dynamical causal model (e.g. a neural mass model) as a Markov process prior on the mesostate dynamics. The approach is evaluated and compared to standard inverse EEG techniques, using synthetic data and real data. The results demonstrate the added-value of the mesostate-space model and its variational inversion.

On a comparison of two schemes in sequential data assimilation

NASA Astrophysics Data System (ADS)

Grishina, Anastasiia A.; Penenko, Alexey V.

2017-11-01

This paper is focused on variational data assimilation as an approach to mathematical modeling. Realization of the approach requires a sequence of connected inverse problems with different sets of observational data to be solved. Two variational data assimilation schemes, "implicit" and "explicit", are considered in the article. Their equivalence is shown and the numerical results are given on a basis of non-linear Robertson system. To avoid the "inverse problem crime" different schemes were used to produce synthetic measurement and to solve the data assimilation problem.

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

A full potential inverse method based on a density linearization scheme for wing design

NASA Technical Reports Server (NTRS)

Shankar, V.

1982-01-01

A mixed analysis inverse procedure based on the full potential equation in conservation form was developed to recontour a given base wing to produce density linearization scheme in applying the pressure boundary condition in terms of the velocity potential. The FL030 finite volume analysis code was modified to include the inverse option. The new surface shape information, associated with the modified pressure boundary condition, is calculated at a constant span station based on a mass flux integration. The inverse method is shown to recover the original shape when the analysis pressure is not altered. Inverse calculations for weakening of a strong shock system and for a laminar flow control (LFC) pressure distribution are presented. Two methods for a trailing edge closure model are proposed for further study.

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

USGS Publications Warehouse

Anderson, Kyle; Segall, Paul

2013-01-01

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

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

A new family of high-order compact upwind difference schemes with good spectral resolution

NASA Astrophysics Data System (ADS)

Zhou, Qiang; Yao, Zhaohui; He, Feng; Shen, M. Y.

2007-12-01

This paper presents a new family of high-order compact upwind difference schemes. Unknowns included in the proposed schemes are not only the values of the function but also those of its first and higher derivatives. Derivative terms in the schemes appear only on the upwind side of the stencil. One can calculate all the first derivatives exactly as one solves explicit schemes when the boundary conditions of the problem are non-periodic. When the proposed schemes are applied to periodic problems, only periodic bi-diagonal matrix inversions or periodic block-bi-diagonal matrix inversions are required. Resolution optimization is used to enhance the spectral representation of the first derivative, and this produces a scheme with the highest spectral accuracy among all known compact schemes. For non-periodic boundary conditions, boundary schemes constructed in virtue of the assistant scheme make the schemes not only possess stability for any selective length scale on every point in the computational domain but also satisfy the principle of optimal resolution. Also, an improved shock-capturing method is developed. Finally, both the effectiveness of the new hybrid method and the accuracy of the proposed schemes are verified by executing four benchmark test cases.

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.

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.

On Space-Time Inversion Invariance and its Relation to Non-Dissipatedness of a CESE Core Scheme

NASA Technical Reports Server (NTRS)

Chang, Sin-Chung

2006-01-01

The core motivating ideas of the space-time CESE method are clearly presented and critically analyzed. It is explained why these ideas result in all the simplifying and enabling features of the CESE method. A thorough discussion of the a scheme, a two-level non-dissipative CESE solver of a simple advection equation with two independent mesh variables and two equations per mesh point is also presented. It is shown that the scheme possesses some rather intriguing properties such as: (i) its two independent mesh variables separately satisfy two decoupled three-level leapfrog schemes and (ii) it shares with the leapfrog scheme the same amplification factors, even though the a scheme and the leapfrog scheme have completely different origins and structures. It is also explained why the leapfrog scheme is not as robust as the a scheme. The amplification factors/matrices of several non-dissipative schemes are carefully studied and the key properties that contribute to their non-dissipatedness are clearly spelled out. Finally we define and establish space-time inversion (STI) invariance for several non-dissipative schemes and show that their non-dissipatedness is a result of their STI invariance.

An adaptive coupling strategy for joint inversions that use petrophysical information as constraints

NASA Astrophysics Data System (ADS)

Heincke, Björn; Jegen, Marion; Moorkamp, Max; Hobbs, Richard W.; Chen, Jin

2017-01-01

Joint inversion strategies for geophysical data have become increasingly popular as they allow for the efficient combination of complementary information from different data sets. The algorithm used for the joint inversion needs to be flexible in its description of the subsurface so as to be able to handle the diverse nature of the data. Hence, joint inversion schemes are needed that 1) adequately balance data from the different methods, 2) have stable convergence behavior, 3) consider the different resolution power of the methods used and 4) link the parameter models in a way that they are suited for a wide range of applications. Here, we combine active source seismic P-wave tomography, gravity and magnetotelluric (MT) data in a petrophysical joint inversion that accounts for these issues. Data from the different methods are inverted separately but are linked through constraints accounting for parameter relationships. An advantage of performing the inversions separately is that no relative weighting between the data sets is required. To avoid perturbing the convergence behavior of the inversions by the coupling, the strengths of the constraints are readjusted at each iteration. The criterion we use to control the adaption of the coupling strengths is based on variations in the objective functions of the individual inversions from one to the next iteration. Adaption of the coupling strengths makes the joint inversion scheme also applicable to subsurface conditions, where assumed relationships are not valid everywhere, because the individual inversions decouple if it is not possible to reach adequately low data misfits for the made assumptions. In addition, the coupling constraints depend on the relative resolutions of the methods, which leads to an improved convergence behavior of the joint inversion. Another benefit of the proposed scheme is that structural information can easily be incorporated in the petrophysical joint inversion (no additional terms are added in the objective functions) by using mutually controlled structural weights for the smoothing constraints. We test our scheme using data generated from a synthetic 2-D sub-basalt model. We observe that the adaption of the coupling strengths makes the convergence of the inversions very robust (data misfits of all methods are close to the target misfits) and that final results are always close to the true models independent of the parameter choices. Finally, the scheme is applied on real data sets from the Faroe-Shetland Basin to image a basaltic sequence and underlying structures. The presence of a borehole and a 3-D reflection seismic survey in this region allows direct comparison and, hence, evaluate the quality of the joint inversion results. The results from joint inversion are more consistent with results from other studies than the ones from the corresponding individual inversions and the shape of the basaltic sequence is better resolved. However, due to the limited resolution of the individual methods used it was not possible to resolve structures underneath the basalt in detail, indicating that additional geophysical information (e.g. CSEM, reflection onsets) needs to be included.

Using Bayesian Networks for Candidate Generation in Consistency-based Diagnosis

NASA Technical Reports Server (NTRS)

Narasimhan, Sriram; Mengshoel, Ole

2008-01-01

Consistency-based diagnosis relies heavily on the assumption that discrepancies between model predictions and sensor observations can be detected accurately. When sources of uncertainty like sensor noise and model abstraction exist robust schemes have to be designed to make a binary decision on whether predictions are consistent with observations. This risks the occurrence of false alarms and missed alarms when an erroneous decision is made. Moreover when multiple sensors (with differing sensing properties) are available the degree of match between predictions and observations can be used to guide the search for fault candidates. In this paper we propose a novel approach to handle this problem using Bayesian networks. In the consistency- based diagnosis formulation, automatically generated Bayesian networks are used to encode a probabilistic measure of fit between predictions and observations. A Bayesian network inference algorithm is used to compute most probable fault candidates.

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.

A reversible-jump Markov chain Monte Carlo algorithm for 1D inversion of magnetotelluric data

NASA Astrophysics Data System (ADS)

Mandolesi, Eric; Ogaya, Xenia; Campanyà, Joan; Piana Agostinetti, Nicola

2018-04-01

This paper presents a new computer code developed to solve the 1D magnetotelluric (MT) inverse problem using a Bayesian trans-dimensional Markov chain Monte Carlo algorithm. MT data are sensitive to the depth-distribution of rock electric conductivity (or its reciprocal, resistivity). The solution provided is a probability distribution - the so-called posterior probability distribution (PPD) for the conductivity at depth, together with the PPD of the interface depths. The PPD is sampled via a reversible-jump Markov Chain Monte Carlo (rjMcMC) algorithm, using a modified Metropolis-Hastings (MH) rule to accept or discard candidate models along the chains. As the optimal parameterization for the inversion process is generally unknown a trans-dimensional approach is used to allow the dataset itself to indicate the most probable number of parameters needed to sample the PPD. The algorithm is tested against two simulated datasets and a set of MT data acquired in the Clare Basin (County Clare, Ireland). For the simulated datasets the correct number of conductive layers at depth and the associated electrical conductivity values is retrieved, together with reasonable estimates of the uncertainties on the investigated parameters. Results from the inversion of field measurements are compared with results obtained using a deterministic method and with well-log data from a nearby borehole. The PPD is in good agreement with the well-log data, showing as a main structure a high conductive layer associated with the Clare Shale formation. In this study, we demonstrate that our new code go beyond algorithms developend using a linear inversion scheme, as it can be used: (1) to by-pass the subjective choices in the 1D parameterizations, i.e. the number of horizontal layers in the 1D parameterization, and (2) to estimate realistic uncertainties on the retrieved parameters. The algorithm is implemented using a simple MPI approach, where independent chains run on isolated CPU, to take full advantage of parallel computer architectures. In case of a large number of data, a master/slave appoach can be used, where the master CPU samples the parameter space and the slave CPUs compute forward solutions.

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.

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.

Application of viscous-inviscid interaction methods to transonic turbulent flows

NASA Technical Reports Server (NTRS)

Lee, D.; Pletcher, R. H.

1986-01-01

Two different viscous-inviscid interaction schemes were developed for the analysis of steady, turbulent, transonic, separated flows over axisymmetric bodies. The viscous and inviscid solutions are coupled through the displacement concept using a transpiration velocity approach. In the semi-inverse interaction scheme, the viscous and inviscid equations are solved in an explicitly separate manner and the displacement thickness distribution is iteratively updated by a simple coupling algorithm. In the simultaneous interaction method, local solutions of viscous and inviscid equations are treated simultaneously, and the displacement thickness is treated as an unknown and is obtained as a part of the solution through a global iteration procedure. The inviscid flow region is described by a direct finite-difference solution of a velocity potential equation in conservative form. The potential equation is solved on a numerically generated mesh by an approximate factorization (AF2) scheme in the semi-inverse interaction method and by a successive line overrelaxation (SLOR) scheme in the simultaneous interaction method. The boundary-layer equations are used for the viscous flow region. The continuity and momentum equations are solved inversely in a coupled manner using a fully implicit finite-difference scheme.

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).

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

On epicardial potential reconstruction using regularization schemes with the L1-norm data term.

PubMed

Shou, Guofa; Xia, Ling; Liu, Feng; Jiang, Mingfeng; Crozier, Stuart

2011-01-07

The electrocardiographic (ECG) inverse problem is ill-posed and usually solved by regularization schemes. These regularization methods, such as the Tikhonov method, are often based on the L2-norm data and constraint terms. However, L2-norm-based methods inherently provide smoothed inverse solutions that are sensitive to measurement errors, and also lack the capability of localizing and distinguishing multiple proximal cardiac electrical sources. This paper presents alternative regularization schemes employing the L1-norm data term for the reconstruction of epicardial potentials (EPs) from measured body surface potentials (BSPs). During numerical implementation, the iteratively reweighted norm algorithm was applied to solve the L1-norm-related schemes, and measurement noises were considered in the BSP data. The proposed L1-norm data term-based regularization schemes (with L1 and L2 penalty terms of the normal derivative constraint (labelled as L1TV and L1L2)) were compared with the L2-norm data terms (Tikhonov with zero-order and normal derivative constraints, labelled as ZOT and FOT, and the total variation method labelled as L2TV). The studies demonstrated that, with averaged measurement noise, the inverse solutions provided by the L1L2 and FOT algorithms have less relative error values. However, when larger noise occurred in some electrodes (for example, signal lost during measurement), the L1TV and L1L2 methods can obtain more accurate EPs in a robust manner. Therefore the L1-norm data term-based solutions are generally less perturbed by measurement noises, suggesting that the new regularization scheme is promising for providing practical ECG inverse solutions.

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.

Fast model updating coupling Bayesian inference and PGD model reduction

NASA Astrophysics Data System (ADS)

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

2018-04-01

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

A Bayesian Assessment of Seismic Semi-Periodicity Forecasts

NASA Astrophysics Data System (ADS)

Nava, F.; Quinteros, C.; Glowacka, E.; Frez, J.

2016-01-01

Among the schemes for earthquake forecasting, the search for semi-periodicity during large earthquakes in a given seismogenic region plays an important role. When considering earthquake forecasts based on semi-periodic sequence identification, the Bayesian formalism is a useful tool for: (1) assessing how well a given earthquake satisfies a previously made forecast; (2) re-evaluating the semi-periodic sequence probability; and (3) testing other prior estimations of the sequence probability. A comparison of Bayesian estimates with updated estimates of semi-periodic sequences that incorporate new data not used in the original estimates shows extremely good agreement, indicating that: (1) the probability that a semi-periodic sequence is not due to chance is an appropriate estimate for the prior sequence probability estimate; and (2) the Bayesian formalism does a very good job of estimating corrected semi-periodicity probabilities, using slightly less data than that used for updated estimates. The Bayesian approach is exemplified explicitly by its application to the Parkfield semi-periodic forecast, and results are given for its application to other forecasts in Japan and Venezuela.

Entropic Inference

NASA Astrophysics Data System (ADS)

Caticha, Ariel

2011-03-01

In this tutorial we review the essential arguments behing entropic inference. We focus on the epistemological notion of information and its relation to the Bayesian beliefs of rational agents. The problem of updating from a prior to a posterior probability distribution is tackled through an eliminative induction process that singles out the logarithmic relative entropy as the unique tool for inference. The resulting method of Maximum relative Entropy (ME), includes as special cases both MaxEnt and Bayes' rule, and therefore unifies the two themes of these workshops—the Maximum Entropy and the Bayesian methods—into a single general inference scheme.

A key heterogeneous structure of fractal networks based on inverse renormalization scheme

NASA Astrophysics Data System (ADS)

Bai, Yanan; Huang, Ning; Sun, Lina

2018-06-01

Self-similarity property of complex networks was found by the application of renormalization group theory. Based on this theory, network topologies can be classified into universality classes in the space of configurations. In return, through inverse renormalization scheme, a given primitive structure can grow into a pure fractal network, then adding different types of shortcuts, it exhibits different characteristics of complex networks. However, the effect of primitive structure on networks structural property has received less attention. In this paper, we introduce a degree variance index to measure the dispersion of nodes degree in the primitive structure, and investigate the effect of the primitive structure on network structural property quantified by network efficiency. Numerical simulations and theoretical analysis show a primitive structure is a key heterogeneous structure of generated networks based on inverse renormalization scheme, whether or not adding shortcuts, and the network efficiency is positively correlated with degree variance of the primitive structure.

Conformational space annealing scheme in the inverse design of functional materials

NASA Astrophysics Data System (ADS)

Kim, Sunghyun; Lee, In-Ho; Lee, Jooyoung; Oh, Young Jun; Chang, Kee Joo

2015-03-01

Recently, the so-called inverse method has drawn much attention, in which specific electronic properties are initially assigned and target materials are subsequently searched. In this work, we develop a new scheme for the inverse design of functional materials, in which the conformational space annealing (CSA) algorithm for global optimization is combined with first-principles density functional calculations. To implement the CSA, we need a series of ingredients, (i) an objective function to minimize, (ii) a 'distance' measure between two conformations, (iii) a local enthalpy minimizer of a given conformation, (iv) ways to combine two parent conformations to generate a daughter one, (v) a special conformation update scheme, and (vi) an annealing method in the 'distance' parameter axis. We show the results of applications for searching for Si crystals with direct band gaps and the lowest-enthalpy phase of boron at a finite pressure and discuss the efficiency of the present scheme. This work is supported by the National Research Foundation of Korea (NRF) under Grant No. NRF-2005-0093845 and by Samsung Science and Technology Foundation under Grant No. SSTFBA1401-08.

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.

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.

Inter-comparison of the EUMETSAT H-SAF and NASA PPS precipitation products over Western Europe.

NASA Astrophysics Data System (ADS)

Kidd, Chris; Panegrossi, Giulia; Ringerud, Sarah; Stocker, Erich

2017-04-01

The development of precipitation retrieval techniques utilising passive microwave satellite observations has achieved a good degree of maturity through the use of physically-based schemes. The DMSP Special Sensor Microwave Imager/Sounder (SSMIS) has been the mainstay of passive microwave observations over the last 13 years forming the basis of many satellite precipitation products, including NASA's Precipitation Processing System (PPS) and EUMETSAT's Hydrological Satellite Application Facility (H-SAF). The NASA PPS product utilises the Goddard Profiling (GPROF; currently 2014v2-0) retrieval scheme that provides a physically consistent retrieval scheme through the use of coincident active/passive microwave retrievals from the Global Precipitation Measurement (GPM) mission core satellite. The GPM combined algorithm retrieves hydrometeor profiles optimized for consistency with both Dual-frequency Precipitation Radar (DPR) and GPM Microwave Imager (GMI); these profiles form the basis of the GPROF database which can be utilized for any constellation radiometer within the framework a Bayesian retrieval scheme. The H-SAF product (PR-OBS-1 v1.7) is based on a physically-based Bayesian technique where the a priori information is provided by a Cloud Dynamic Radiation Database (CDRD). Meteorological parameter constraints, derived from synthetic dynamical-thermodynamical-hydrological meteorological profile variables, are used in conjunction with multi-hydrometeor microphysical profiles and multispectral PMW brightness temperature vectors into a specialized a priori knowledge database underpinning and guiding the algorithm's Bayesian retrieval solver. This paper will present the results of an inter-comparison of the NASA PPS GPROF and EUMETSAT H-SAF PR-OBS-1 products over Western Europe for the period from 1 January 2015 through 31 December 2016. Surface radar is derived from the UKMO-derived Nimrod European radar product, available at 15 minute/5 km resolution. Initial results show that overall the correlations between the two satellite precipitation products and surface radar precipitation estimates are similar, particularly for cases where there is extensive precipitation; however, the H-SAF tends to have poorer correlations in situations where rain is light or limited in extent. Similarly, RMSEs for the GPROF scheme tend to a smaller than those of the H-SAF retrievals. The difference in the performance can be traced to the identification of precipitation; the GPROF2014v2-0 scheme overestimates the occurrence and extent of the precipitation, generating a significant amount of light precipitation. The H-SAF scheme has a lower precipitation threshold of about 0.25 mmh-1 while overestimating moderate and higher precipitation intensities.

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.

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.

Prediction of Sybil attack on WSN using Bayesian network and swarm intelligence

NASA Astrophysics Data System (ADS)

Muraleedharan, Rajani; Ye, Xiang; Osadciw, Lisa Ann

2008-04-01

Security in wireless sensor networks is typically sacrificed or kept minimal due to limited resources such as memory and battery power. Hence, the sensor nodes are prone to Denial-of-service attacks and detecting the threats is crucial in any application. In this paper, the Sybil attack is analyzed and a novel prediction method, combining Bayesian algorithm and Swarm Intelligence (SI) is proposed. Bayesian Networks (BN) is used in representing and reasoning problems, by modeling the elements of uncertainty. The decision from the BN is applied to SI forming an Hybrid Intelligence Scheme (HIS) to re-route the information and disconnecting the malicious nodes in future routes. A performance comparison based on the prediction using HIS vs. Ant System (AS) helps in prioritizing applications where decisions are time-critical.

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.

Time-Lapse Joint Inversion of Cross-Well DC Resistivity and Seismic Data: A Numerical Investigation

EPA Science Inventory

Time-lapse joint inversion of geophysical data is required to image the evolution of oil reservoirs during production and enhanced oil recovery, CO2 sequestration, geothermal fields during production, and to monitor the evolution of contaminant plumes. Joint inversion schemes red...

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.

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-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.

Finding Bayesian Optimal Designs for Nonlinear Models: A Semidefinite Programming-Based Approach.

PubMed

Duarte, Belmiro P M; Wong, Weng Kee

2015-08-01

This paper uses semidefinite programming (SDP) to construct Bayesian optimal design for nonlinear regression models. The setup here extends the formulation of the optimal designs problem as an SDP problem from linear to nonlinear models. Gaussian quadrature formulas (GQF) are used to compute the expectation in the Bayesian design criterion, such as D-, A- or E-optimality. As an illustrative example, we demonstrate the approach using the power-logistic model and compare results in the literature. Additionally, we investigate how the optimal design is impacted by different discretising schemes for the design space, different amounts of uncertainty in the parameter values, different choices of GQF and different prior distributions for the vector of model parameters, including normal priors with and without correlated components. Further applications to find Bayesian D-optimal designs with two regressors for a logistic model and a two-variable generalised linear model with a gamma distributed response are discussed, and some limitations of our approach are noted.

Finding Bayesian Optimal Designs for Nonlinear Models: A Semidefinite Programming-Based Approach

PubMed Central

Duarte, Belmiro P. M.; Wong, Weng Kee

2014-01-01

Summary This paper uses semidefinite programming (SDP) to construct Bayesian optimal design for nonlinear regression models. The setup here extends the formulation of the optimal designs problem as an SDP problem from linear to nonlinear models. Gaussian quadrature formulas (GQF) are used to compute the expectation in the Bayesian design criterion, such as D-, A- or E-optimality. As an illustrative example, we demonstrate the approach using the power-logistic model and compare results in the literature. Additionally, we investigate how the optimal design is impacted by different discretising schemes for the design space, different amounts of uncertainty in the parameter values, different choices of GQF and different prior distributions for the vector of model parameters, including normal priors with and without correlated components. Further applications to find Bayesian D-optimal designs with two regressors for a logistic model and a two-variable generalised linear model with a gamma distributed response are discussed, and some limitations of our approach are noted. PMID:26512159

3D CSEM data inversion using Newton and Halley class methods

NASA Astrophysics Data System (ADS)

Amaya, M.; Hansen, K. R.; Morten, J. P.

2016-05-01

For the first time in 3D controlled source electromagnetic data inversion, we explore the use of the Newton and the Halley optimization methods, which may show their potential when the cost function has a complex topology. The inversion is formulated as a constrained nonlinear least-squares problem which is solved by iterative optimization. These methods require the derivatives up to second order of the residuals with respect to model parameters. We show how Green's functions determine the high-order derivatives, and develop a diagrammatical representation of the residual derivatives. The Green's functions are efficiently calculated on-the-fly, making use of a finite-difference frequency-domain forward modelling code based on a multi-frontal sparse direct solver. This allow us to build the second-order derivatives of the residuals keeping the memory cost in the same order as in a Gauss-Newton (GN) scheme. Model updates are computed with a trust-region based conjugate-gradient solver which does not require the computation of a stabilizer. We present inversion results for a synthetic survey and compare the GN, Newton, and super-Halley optimization schemes, and consider two different approaches to set the initial trust-region radius. Our analysis shows that the Newton and super-Halley schemes, using the same regularization configuration, add significant information to the inversion so that the convergence is reached by different paths. In our simple resistivity model examples, the convergence speed of the Newton and the super-Halley schemes are either similar or slightly superior with respect to the convergence speed of the GN scheme, close to the minimum of the cost function. Due to the current noise levels and other measurement inaccuracies in geophysical investigations, this advantageous behaviour is at present of low consequence, but may, with the further improvement of geophysical data acquisition, be an argument for more accurate higher-order methods like those applied in this paper.

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.

Harmonic generation with a dual frequency pulse.

PubMed

Keravnou, Christina P; Averkiou, Michalakis A

2014-05-01

Nonlinear imaging was implemented in commercial ultrasound systems over the last 15 years offering major advantages in many clinical applications. In this work, pulsing schemes coupled with a dual frequency pulse are presented. The pulsing schemes considered were pulse inversion, power modulation, and power modulated pulse inversion. The pulse contains a fundamental frequency f and a specified amount of its second harmonic 2f. The advantages and limitations of this method were evaluated with both acoustic measurements of harmonic generation and theoretical simulations based on the KZK equation. The use of two frequencies in a pulse results in the generation of the sum and difference frequency components in addition to the other harmonic components. While with single frequency pulses, only power modulation and power modulated pulse inversion contained odd harmonic components, with the dual frequency pulse, pulse inversion now also contains odd harmonic components.

Inverse source problems in elastodynamics

NASA Astrophysics Data System (ADS)

Bao, Gang; Hu, Guanghui; Kian, Yavar; Yin, Tao

2018-04-01

We are concerned with time-dependent inverse source problems in elastodynamics. The source term is supposed to be the product of a spatial function and a temporal function with compact support. We present frequency-domain and time-domain approaches to show uniqueness in determining the spatial function from wave fields on a large sphere over a finite time interval. The stability estimate of the temporal function from the data of one receiver and the uniqueness result using partial boundary data are proved. Our arguments rely heavily on the use of the Fourier transform, which motivates inversion schemes that can be easily implemented. A Landweber iterative algorithm for recovering the spatial function and a non-iterative inversion scheme based on the uniqueness proof for recovering the temporal function are proposed. Numerical examples are demonstrated in both two and three dimensions.

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.

Bayesian tomography by interacting Markov chains

NASA Astrophysics Data System (ADS)

Romary, T.

2017-12-01

In seismic tomography, we seek to determine the velocity of the undergound from noisy first arrival travel time observations. In most situations, this is an ill posed inverse problem that admits several unperfect solutions. Given an a priori distribution over the parameters of the velocity model, the Bayesian formulation allows to state this problem as a probabilistic one, with a solution under the form of a posterior distribution. The posterior distribution is generally high dimensional and may exhibit multimodality. Moreover, as it is known only up to a constant, the only sensible way to addressthis problem is to try to generate simulations from the posterior. The natural tools to perform these simulations are Monte Carlo Markov chains (MCMC). Classical implementations of MCMC algorithms generally suffer from slow mixing: the generated states are slow to enter the stationary regime, that is to fit the observations, and when one mode of the posterior is eventually identified, it may become difficult to visit others. Using a varying temperature parameter relaxing the constraint on the data may help to enter the stationary regime. Besides, the sequential nature of MCMC makes them ill fitted toparallel implementation. Running a large number of chains in parallel may be suboptimal as the information gathered by each chain is not mutualized. Parallel tempering (PT) can be seen as a first attempt to make parallel chains at different temperatures communicate but only exchange information between current states. In this talk, I will show that PT actually belongs to a general class of interacting Markov chains algorithm. I will also show that this class enables to design interacting schemes that can take advantage of the whole history of the chain, by authorizing exchanges toward already visited states. The algorithms will be illustrated with toy examples and an application to first arrival traveltime tomography.

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.

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.

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

Inverse simulation system for evaluating handling qualities during rendezvous and docking

NASA Astrophysics Data System (ADS)

Zhou, Wanmeng; Wang, Hua; Thomson, Douglas; Tang, Guojin; Zhang, Fan

2017-08-01

The traditional method used for handling qualities assessment of manned space vehicles is too time-consuming to meet the requirements of an increasingly fast design process. In this study, a rendezvous and docking inverse simulation system to assess the handling qualities of spacecraft is proposed using a previously developed model-predictive-control architecture. By considering the fixed discrete force of the thrusters of the system, the inverse model is constructed using the least squares estimation method with a hyper-ellipsoidal restriction, the continuous control outputs of which are subsequently dispersed by pulse width modulation with sensitivity factors introduced. The inputs in every step are deemed constant parameters, and the method could be considered as a general method for solving nominal, redundant, and insufficient inverse problems. The rendezvous and docking inverse simulation is applied to a nine-degrees-of-freedom platform, and a novel handling qualities evaluation scheme is established according to the operation precision and astronauts' workload. Finally, different nominal trajectories are scored by the inverse simulation and an established evaluation scheme. The scores can offer theoretical guidance for astronaut training and more complex operation missions.

Fractional Gaussian model in global optimization

NASA Astrophysics Data System (ADS)

Dimri, V. P.; Srivastava, R. P.

2009-12-01

Earth system is inherently non-linear and it can be characterized well if we incorporate no-linearity in the formulation and solution of the problem. General tool often used for characterization of the earth system is inversion. Traditionally inverse problems are solved using least-square based inversion by linearizing the formulation. The initial model in such inversion schemes is often assumed to follow posterior Gaussian probability distribution. It is now well established that most of the physical properties of the earth follow power law (fractal distribution). Thus, the selection of initial model based on power law probability distribution will provide more realistic solution. We present a new method which can draw samples of posterior probability density function very efficiently using fractal based statistics. The application of the method has been demonstrated to invert band limited seismic data with well control. We used fractal based probability density function which uses mean, variance and Hurst coefficient of the model space to draw initial model. Further this initial model is used in global optimization inversion scheme. Inversion results using initial models generated by our method gives high resolution estimates of the model parameters than the hitherto used gradient based liner inversion method.

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

Benetti, Micol; Alcaniz, Jailson S.; Landau, Susana J., E-mail: micolbenetti@on.br, E-mail: slandau@df.uba.ar, E-mail: alcaniz@on.br

The hypothesis of the self-induced collapse of the inflaton wave function was proposed as responsible for the emergence of inhomogeneity and anisotropy at all scales. This proposal was studied within an almost de Sitter space-time approximation for the background, which led to a perfect scale-invariant power spectrum, and also for a quasi-de Sitter background, which allows to distinguish departures from the standard approach due to the inclusion of the collapse hypothesis. In this work we perform a Bayesian model comparison for two different choices of the self-induced collapse in a full quasi-de Sitter expansion scenario. In particular, we analyze themore » possibility of detecting the imprint of these collapse schemes at low multipoles of the anisotropy temperature power spectrum of the Cosmic Microwave Background (CMB) using the most recent data provided by the Planck Collaboration. Our results show that one of the two collapse schemes analyzed provides the same Bayesian evidence of the minimal standard cosmological model ΛCDM, while the other scenario is weakly disfavoured with respect to the standard cosmology.« less

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...

Inverse algorithms for 2D shallow water equations in presence of wet dry fronts: Application to flood plain dynamics

NASA Astrophysics Data System (ADS)

Monnier, J.; Couderc, F.; Dartus, D.; Larnier, K.; Madec, R.; Vila, J.-P.

2016-11-01

The 2D shallow water equations adequately model some geophysical flows with wet-dry fronts (e.g. flood plain or tidal flows); nevertheless deriving accurate, robust and conservative numerical schemes for dynamic wet-dry fronts over complex topographies remains a challenge. Furthermore for these flows, data are generally complex, multi-scale and uncertain. Robust variational inverse algorithms, providing sensitivity maps and data assimilation processes may contribute to breakthrough shallow wet-dry front dynamics modelling. The present study aims at deriving an accurate, positive and stable finite volume scheme in presence of dynamic wet-dry fronts, and some corresponding inverse computational algorithms (variational approach). The schemes and algorithms are assessed on classical and original benchmarks plus a real flood plain test case (Lèze river, France). Original sensitivity maps with respect to the (friction, topography) pair are performed and discussed. The identification of inflow discharges (time series) or friction coefficients (spatially distributed parameters) demonstrate the algorithms efficiency.

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

Disentangling Complexity in Bayesian Automatic Adaptive Quadrature

NASA Astrophysics Data System (ADS)

Adam, Gheorghe; Adam, Sanda

2018-02-01

The paper describes a Bayesian automatic adaptive quadrature (BAAQ) solution for numerical integration which is simultaneously robust, reliable, and efficient. Detailed discussion is provided of three main factors which contribute to the enhancement of these features: (1) refinement of the m-panel automatic adaptive scheme through the use of integration-domain-length-scale-adapted quadrature sums; (2) fast early problem complexity assessment - enables the non-transitive choice among three execution paths: (i) immediate termination (exceptional cases); (ii) pessimistic - involves time and resource consuming Bayesian inference resulting in radical reformulation of the problem to be solved; (iii) optimistic - asks exclusively for subrange subdivision by bisection; (3) use of the weaker accuracy target from the two possible ones (the input accuracy specifications and the intrinsic integrand properties respectively) - results in maximum possible solution accuracy under minimum possible computing time.

Greenhouse gas network design using backward Lagrangian particle dispersion modelling - Part 1: Methodology and Australian test case

NASA Astrophysics Data System (ADS)

Ziehn, T.; Nickless, A.; Rayner, P. J.; Law, R. M.; Roff, G.; Fraser, P.

2014-03-01

This paper describes the generation of optimal atmospheric measurement networks for determining carbon dioxide fluxes over Australia using inverse methods. A Lagrangian particle dispersion model is used in reverse mode together with a Bayesian inverse modelling framework to calculate the relationship between weekly surface fluxes and hourly concentration observations for the Australian continent. Meteorological driving fields are provided by the regional version of the Australian Community Climate and Earth System Simulator (ACCESS) at 12 km resolution at an hourly time scale. Prior uncertainties are derived on a weekly time scale for biosphere fluxes and fossil fuel emissions from high resolution BIOS2 model runs and from the Fossil Fuel Data Assimilation System (FFDAS), respectively. The influence from outside the modelled domain is investigated, but proves to be negligible for the network design. Existing ground based measurement stations in Australia are assessed in terms of their ability to constrain local flux estimates from the land. We find that the six stations that are currently operational are already able to reduce the uncertainties on surface flux estimates by about 30%. A candidate list of 59 stations is generated based on logistic constraints and an incremental optimization scheme is used to extend the network of existing stations. In order to achieve an uncertainty reduction of about 50% we need to double the number of measurement stations in Australia. Assuming equal data uncertainties for all sites, new stations would be mainly located in the northern and eastern part of the continent.

Greenhouse gas network design using backward Lagrangian particle dispersion modelling - Part 1: Methodology and Australian test case

NASA Astrophysics Data System (ADS)

Ziehn, T.; Nickless, A.; Rayner, P. J.; Law, R. M.; Roff, G.; Fraser, P.

2014-09-01

This paper describes the generation of optimal atmospheric measurement networks for determining carbon dioxide fluxes over Australia using inverse methods. A Lagrangian particle dispersion model is used in reverse mode together with a Bayesian inverse modelling framework to calculate the relationship between weekly surface fluxes, comprising contributions from the biosphere and fossil fuel combustion, and hourly concentration observations for the Australian continent. Meteorological driving fields are provided by the regional version of the Australian Community Climate and Earth System Simulator (ACCESS) at 12 km resolution at an hourly timescale. Prior uncertainties are derived on a weekly timescale for biosphere fluxes and fossil fuel emissions from high-resolution model runs using the Community Atmosphere Biosphere Land Exchange (CABLE) model and the Fossil Fuel Data Assimilation System (FFDAS) respectively. The influence from outside the modelled domain is investigated, but proves to be negligible for the network design. Existing ground-based measurement stations in Australia are assessed in terms of their ability to constrain local flux estimates from the land. We find that the six stations that are currently operational are already able to reduce the uncertainties on surface flux estimates by about 30%. A candidate list of 59 stations is generated based on logistic constraints and an incremental optimisation scheme is used to extend the network of existing stations. In order to achieve an uncertainty reduction of about 50%, we need to double the number of measurement stations in Australia. Assuming equal data uncertainties for all sites, new stations would be mainly located in the northern and eastern part of the continent.

Three-dimensional inversion of multisource array electromagnetic data

NASA Astrophysics Data System (ADS)

Tartaras, Efthimios

Three-dimensional (3-D) inversion is increasingly important for the correct interpretation of geophysical data sets in complex environments. To this effect, several approximate solutions have been developed that allow the construction of relatively fast inversion schemes. One such method that is fast and provides satisfactory accuracy is the quasi-linear (QL) approximation. It has, however, the drawback that it is source-dependent and, therefore, impractical in situations where multiple transmitters in different positions are employed. I have, therefore, developed a localized form of the QL approximation that is source-independent. This so-called localized quasi-linear (LQL) approximation can have a scalar, a diagonal, or a full tensor form. Numerical examples of its comparison with the full integral equation solution, the Born approximation, and the original QL approximation are given. The objective behind developing this approximation is to use it in a fast 3-D inversion scheme appropriate for multisource array data such as those collected in airborne surveys, cross-well logging, and other similar geophysical applications. I have developed such an inversion scheme using the scalar and diagonal LQL approximation. It reduces the original nonlinear inverse electromagnetic (EM) problem to three linear inverse problems. The first of these problems is solved using a weighted regularized linear conjugate gradient method, whereas the last two are solved in the least squares sense. The algorithm I developed provides the option of obtaining either smooth or focused inversion images. I have applied the 3-D LQL inversion to synthetic 3-D EM data that simulate a helicopter-borne survey over different earth models. The results demonstrate the stability and efficiency of the method and show that the LQL approximation can be a practical solution to the problem of 3-D inversion of multisource array frequency-domain EM data. I have also applied the method to helicopter-borne EM data collected by INCO Exploration over the Voisey's Bay area in Labrador, Canada. The results of the 3-D inversion successfully delineate the shallow massive sulfides and show that the method can produce reasonable results even in areas of complex geology and large resistivity contrasts.

Joint probabilistic determination of earthquake location and velocity structure: application to local and regional events

NASA Astrophysics Data System (ADS)

Beucler, E.; Haugmard, M.; Mocquet, A.

2016-12-01

The most widely used inversion schemes to locate earthquakes are based on iterative linearized least-squares algorithms and using an a priori knowledge of the propagation medium. When a small amount of observations is available for moderate events for instance, these methods may lead to large trade-offs between outputs and both the velocity model and the initial set of hypocentral parameters. We present a joint structure-source determination approach using Bayesian inferences. Monte-Carlo continuous samplings, using Markov chains, generate models within a broad range of parameters, distributed according to the unknown posterior distributions. The non-linear exploration of both the seismic structure (velocity and thickness) and the source parameters relies on a fast forward problem using 1-D travel time computations. The a posteriori covariances between parameters (hypocentre depth, origin time and seismic structure among others) are computed and explicitly documented. This method manages to decrease the influence of the surrounding seismic network geometry (sparse and/or azimuthally inhomogeneous) and a too constrained velocity structure by inferring realistic distributions on hypocentral parameters. Our algorithm is successfully used to accurately locate events of the Armorican Massif (western France), which is characterized by moderate and apparently diffuse local seismicity.

Improvements of Travel-time Tomography Models from Joint Inversion of Multi-channel and Wide-angle Seismic Data

NASA Astrophysics Data System (ADS)

Begović, Slaven; Ranero, César; Sallarès, Valentí; Meléndez, Adrià; Grevemeyer, Ingo

2016-04-01

Commonly multichannel seismic reflection (MCS) and wide-angle seismic (WAS) data are modeled and interpreted with different approaches. Conventional travel-time tomography models using solely WAS data lack the resolution to define the model properties and, particularly, the geometry of geologic boundaries (reflectors) with the required accuracy, specially in the shallow complex upper geological layers. We plan to mitigate this issue by combining these two different data sets, specifically taking advantage of the high redundancy of multichannel seismic (MCS) data, integrated with wide-angle seismic (WAS) data into a common inversion scheme to obtain higher-resolution velocity models (Vp), decrease Vp uncertainty and improve the geometry of reflectors. To do so, we have adapted the tomo2d and tomo3d joint refraction and reflection travel time tomography codes (Korenaga et al, 2000; Meléndez et al, 2015) to deal with streamer data and MCS acquisition geometries. The scheme results in a joint travel-time tomographic inversion based on integrated travel-time information from refracted and reflected phases from WAS data and reflected identified in the MCS common depth point (CDP) or shot gathers. To illustrate the advantages of a common inversion approach we have compared the modeling results for synthetic data sets using two different travel-time inversion strategies: We have produced seismic velocity models and reflector geometries following typical refraction and reflection travel-time tomographic strategy modeling just WAS data with a typical acquisition geometry (one OBS each 10 km). Second, we performed joint inversion of two types of seismic data sets, integrating two coincident data sets consisting of MCS data collected with a 8 km-long streamer and the WAS data into a common inversion scheme. Our synthetic results of the joint inversion indicate a 5-10 times smaller ray travel-time misfit in the deeper parts of the model, compared to models obtained using just wide-angle seismic data. As expected, there is an important improvement in the definition of the reflector geometry, which in turn, allows to improve the accuracy of the velocity retrieval just above and below the reflector. To test the joint inversion approach with real data, we combined wide-angle (WAS) seismic and coincident multichannel seismic reflection (MCS) data acquired in the northern Chile subduction zone into a common inversion scheme to obtain a higher-resolution information of upper plate and inter-plate boundary.

[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.

Optimal updating magnitude in adaptive flat-distribution sampling

NASA Astrophysics Data System (ADS)

Zhang, Cheng; Drake, Justin A.; Ma, Jianpeng; Pettitt, B. Montgomery

2017-11-01

We present a study on the optimization of the updating magnitude for a class of free energy methods based on flat-distribution sampling, including the Wang-Landau (WL) algorithm and metadynamics. These methods rely on adaptive construction of a bias potential that offsets the potential of mean force by histogram-based updates. The convergence of the bias potential can be improved by decreasing the updating magnitude with an optimal schedule. We show that while the asymptotically optimal schedule for the single-bin updating scheme (commonly used in the WL algorithm) is given by the known inverse-time formula, that for the Gaussian updating scheme (commonly used in metadynamics) is often more complex. We further show that the single-bin updating scheme is optimal for very long simulations, and it can be generalized to a class of bandpass updating schemes that are similarly optimal. These bandpass updating schemes target only a few long-range distribution modes and their optimal schedule is also given by the inverse-time formula. Constructed from orthogonal polynomials, the bandpass updating schemes generalize the WL and Langfeld-Lucini-Rago algorithms as an automatic parameter tuning scheme for umbrella sampling.

Optimal updating magnitude in adaptive flat-distribution sampling.

PubMed

Zhang, Cheng; Drake, Justin A; Ma, Jianpeng; Pettitt, B Montgomery

2017-11-07

We present a study on the optimization of the updating magnitude for a class of free energy methods based on flat-distribution sampling, including the Wang-Landau (WL) algorithm and metadynamics. These methods rely on adaptive construction of a bias potential that offsets the potential of mean force by histogram-based updates. The convergence of the bias potential can be improved by decreasing the updating magnitude with an optimal schedule. We show that while the asymptotically optimal schedule for the single-bin updating scheme (commonly used in the WL algorithm) is given by the known inverse-time formula, that for the Gaussian updating scheme (commonly used in metadynamics) is often more complex. We further show that the single-bin updating scheme is optimal for very long simulations, and it can be generalized to a class of bandpass updating schemes that are similarly optimal. These bandpass updating schemes target only a few long-range distribution modes and their optimal schedule is also given by the inverse-time formula. Constructed from orthogonal polynomials, the bandpass updating schemes generalize the WL and Langfeld-Lucini-Rago algorithms as an automatic parameter tuning scheme for umbrella sampling.

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.

Coupled Land Surface-Subsurface Hydrogeophysical Inverse Modeling to Estimate Soil Organic Carbon Content in an Arctic Tundra

NASA Astrophysics Data System (ADS)

Tran, A. P.; Dafflon, B.; Hubbard, S.

2017-12-01

Soil organic carbon (SOC) is crucial for predicting carbon climate feedbacks in the vulnerable organic-rich Arctic region. However, it is challenging to achieve this property due to the general limitations of conventional core sampling and analysis methods. In this study, we develop an inversion scheme that uses single or multiple datasets, including soil liquid water content, temperature and ERT data, to estimate the vertical profile of SOC content. Our approach relies on the fact that SOC content strongly influences soil hydrological-thermal parameters, and therefore, indirectly controls the spatiotemporal dynamics of soil liquid water content, temperature and their correlated electrical resistivity. The scheme includes several advantages. First, this is the first time SOC content is estimated by using a coupled hydrogeophysical inversion. Second, by using the Community Land Model, we can account for the land surface dynamics (evapotranspiration, snow accumulation and melting) and ice/liquid phase transition. Third, we combine a deterministic and an adaptive Markov chain Monte Carlo optimization algorithm to better estimate the posterior distributions of desired model parameters. Finally, the simulated subsurface variables are explicitly linked to soil electrical resistivity via petrophysical and geophysical models. We validate the developed scheme using synthetic experiments. The results show that compared to inversion of single dataset, joint inversion of these datasets significantly reduces parameter uncertainty. The joint inversion approach is able to estimate SOC content within the shallow active layer with high reliability. Next, we apply the scheme to estimate OC content along an intensive ERT transect in Barrow, Alaska using multiple datasets acquired in the 2013-2015 period. The preliminary results show a good agreement between modeled and measured soil temperature, thaw layer thickness and electrical resistivity. The accuracy of estimated SOC content will be evaluated by comparison with measurements from soil samples along the transect. Our study presents a new surface-subsurface, deterministic-stochastic hydrogeophysical inversion approach, as well as the benefit of including multiple types of data to estimate SOC and associated hydrological-thermal dynamics.

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.

Source-to-Sink: An implicit and O(n) landscape evolution model and its application to the Ogooue Delta, Gabon

NASA Astrophysics Data System (ADS)

Yuan, X.; Braun, J.; Guerit, L.; Simon, B.

2017-12-01

Limited attention has been given to linking continental erosion to transport and deposition of sediments in the marine environment in large-scale landscape evolution models. Although both environments have been thoroughly investigated, the details of how erosional or climatic events are recorded in the sedimentary and stratigraphic records have not been studied in a consistent quantitative manner. Here we propose a new numerical model for marine multi-lithology (sand and silt) coupling transport and deposition that is directly coupled to FastScape, a landscape evolution model that solves the continental stream power law and hillslope diffusion equation using implicit and O(n) algorithms. Marine transport and deposition is simulated by a nonlinear 2D diffusion model that incorporates a dual lithology (sand and slit) and where source terms represent the sediment flux from continental river erosion. Sediment compaction effects are also incorporated, taking into account the dual lithology, and are important to properly compute the details of the synthetic stratigraphic record. The algorithm used to represent marine transport and deposition is also implicit and O(n). The main purpose of our work is to invert stratigraphic data from offshore marginal basins to provide constraints on the tectonic, climatic and sea-level conditions that have affected the adjacent continental areas. In order to do so, we have incorporated the new model into a Bayesian inversion and optimisation scheme and tested and validated the approach with synthetic data. This is made possible due to the high efficient of the forward model. We are in the process of applying the inversion scheme to stratigraphic data from the Ogooue Delta (Gabon). By comparing real and synthetic stratigraphic geometries along cross-section of the delta, the shape and slope of seismic/time markers, and the sand to silt fraction in wells, we hope to obtain good constraints, not only of the value of the transport coefficients for sand and silt in the marine environment, but also of the uplift, erosional and climate history of the adjacent continental areas, as well as the amplitude of sea level variations.

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.

Optimal control of large space structures via generalized inverse matrix

NASA Technical Reports Server (NTRS)

Nguyen, Charles C.; Fang, Xiaowen

1987-01-01

Independent Modal Space Control (IMSC) is a control scheme that decouples the space structure into n independent second-order subsystems according to n controlled modes and controls each mode independently. It is well-known that the IMSC eliminates control and observation spillover caused when the conventional coupled modal control scheme is employed. The independent control of each mode requires that the number of actuators be equal to the number of modelled modes, which is very high for a faithful modeling of large space structures. A control scheme is proposed that allows one to use a reduced number of actuators to control all modeled modes suboptimally. In particular, the method of generalized inverse matrices is employed to implement the actuators such that the eigenvalues of the closed-loop system are as closed as possible to those specified by the optimal IMSC. Computer simulation of the proposed control scheme on a simply supported beam is given.

Uncertainty analysis for effluent trading planning using a Bayesian estimation-based simulation-optimization modeling approach.

PubMed

Zhang, J L; Li, Y P; Huang, G H; Baetz, B W; Liu, J

2017-06-01

In this study, a Bayesian estimation-based simulation-optimization modeling approach (BESMA) is developed for identifying effluent trading strategies. BESMA incorporates nutrient fate modeling with soil and water assessment tool (SWAT), Bayesian estimation, and probabilistic-possibilistic interval programming with fuzzy random coefficients (PPI-FRC) within a general framework. Based on the water quality protocols provided by SWAT, posterior distributions of parameters can be analyzed through Bayesian estimation; stochastic characteristic of nutrient loading can be investigated which provides the inputs for the decision making. PPI-FRC can address multiple uncertainties in the form of intervals with fuzzy random boundaries and the associated system risk through incorporating the concept of possibility and necessity measures. The possibility and necessity measures are suitable for optimistic and pessimistic decision making, respectively. BESMA is applied to a real case of effluent trading planning in the Xiangxihe watershed, China. A number of decision alternatives can be obtained under different trading ratios and treatment rates. The results can not only facilitate identification of optimal effluent-trading schemes, but also gain insight into the effects of trading ratio and treatment rate on decision making. The results also reveal that decision maker's preference towards risk would affect decision alternatives on trading scheme as well as system benefit. Compared with the conventional optimization methods, it is proved that BESMA is advantageous in (i) dealing with multiple uncertainties associated with randomness and fuzziness in effluent-trading planning within a multi-source, multi-reach and multi-period context; (ii) reflecting uncertainties existing in nutrient transport behaviors to improve the accuracy in water quality prediction; and (iii) supporting pessimistic and optimistic decision making for effluent trading as well as promoting diversity of decision alternatives. Copyright © 2017 Elsevier Ltd. All rights reserved.

A unifying Bayesian account of contextual effects in value-based choice

PubMed Central

Friston, Karl J.; Dolan, Raymond J.

2017-01-01

Empirical evidence suggests the incentive value of an option is affected by other options available during choice and by options presented in the past. These contextual effects are hard to reconcile with classical theories and have inspired accounts where contextual influences play a crucial role. However, each account only addresses one or the other of the empirical findings and a unifying perspective has been elusive. Here, we offer a unifying theory of context effects on incentive value attribution and choice based on normative Bayesian principles. This formulation assumes that incentive value corresponds to a precision-weighted prediction error, where predictions are based upon expectations about reward. We show that this scheme explains a wide range of contextual effects, such as those elicited by other options available during choice (or within-choice context effects). These include both conditions in which choice requires an integration of multiple attributes and conditions where a multi-attribute integration is not necessary. Moreover, the same scheme explains context effects elicited by options presented in the past or between-choice context effects. Our formulation encompasses a wide range of contextual influences (comprising both within- and between-choice effects) by calling on Bayesian principles, without invoking ad-hoc assumptions. This helps clarify the contextual nature of incentive value and choice behaviour and may offer insights into psychopathologies characterized by dysfunctional decision-making, such as addiction and pathological gambling. PMID:28981514

Inferring electric fields and currents from ground magnetometer data - A test with theoretically derived inputs

NASA Technical Reports Server (NTRS)

Wolf, R. A.; Kamide, Y.

1983-01-01

Advanced techniques considered by Kamide et al. (1981) seem to have the potential for providing observation-based high time resolution pictures of the global ionospheric current and electric field patterns for interesting events. However, a reliance on the proposed magnetogram-inversion schemes for the deduction of global ionospheric current and electric field patterns requires proof that reliable results are obtained. 'Theoretical' tests of the accuracy of the magnetogram inversion schemes have, therefore, been considered. The present investigation is concerned with a test, involving the developed KRM algorithm and the Rice Convection Model (RCM). The test was successful in the sense that there was overall agreement between electric fields and currents calculated by the RCM and KRM schemes.

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.

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.

Efficient Inversion of Mult-frequency and Multi-Source Electromagnetic Data

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

Gary D. Egbert

2007-03-22

The project covered by this report focused on development of efficient but robust non-linear inversion algorithms for electromagnetic induction data, in particular for data collected with multiple receivers, and multiple transmitters, a situation extremely common in eophysical EM subsurface imaging methods. A key observation is that for such multi-transmitter problems each step in commonly used linearized iterative limited memory search schemes such as conjugate gradients (CG) requires solution of forward and adjoint EM problems for each of the N frequencies or sources, essentially generating data sensitivities for an N dimensional data-subspace. These multiple sensitivities allow a good approximation to themore » full Jacobian of the data mapping to be built up in many fewer search steps than would be required by application of textbook optimization methods, which take no account of the multiplicity of forward problems that must be solved for each search step. We have applied this idea to a develop a hybrid inversion scheme that combines features of the iterative limited memory type methods with a Newton-type approach using a partial calculation of the Jacobian. Initial tests on 2D problems show that the new approach produces results essentially identical to a Newton type Occam minimum structure inversion, while running more rapidly than an iterative (fixed regularization parameter) CG style inversion. Memory requirements, while greater than for something like CG, are modest enough that even in 3D the scheme should allow 3D inverse problems to be solved on a common desktop PC, at least for modest (~ 100 sites, 15-20 frequencies) data sets. A secondary focus of the research has been development of a modular system for EM inversion, using an object oriented approach. This system has proven useful for more rapid prototyping of inversion algorithms, in particular allowing initial development and testing to be conducted with two-dimensional example problems, before approaching more computationally cumbersome three-dimensional problems.« less

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.

Conditional equivalence testing: An alternative remedy for publication bias

PubMed Central

Gustafson, Paul

2018-01-01

We introduce a publication policy that incorporates “conditional equivalence testing” (CET), a two-stage testing scheme in which standard NHST is followed conditionally by testing for equivalence. The idea of CET is carefully considered as it has the potential to address recent concerns about reproducibility and the limited publication of null results. In this paper we detail the implementation of CET, investigate similarities with a Bayesian testing scheme, and outline the basis for how a scientific journal could proceed to reduce publication bias while remaining relevant. PMID:29652891

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

NASA Astrophysics Data System (ADS)

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

2017-07-01

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

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.

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

A new method for E-government procurement using collaborative filtering and Bayesian approach.

PubMed

Zhang, Shuai; Xi, Chengyu; Wang, Yan; Zhang, Wenyu; Chen, Yanhong

2013-01-01

Nowadays, as the Internet services increase faster than ever before, government systems are reinvented as E-government services. Therefore, government procurement sectors have to face challenges brought by the explosion of service information. This paper presents a novel method for E-government procurement (eGP) to search for the optimal procurement scheme (OPS). Item-based collaborative filtering and Bayesian approach are used to evaluate and select the candidate services to get the top-M recommendations such that the involved computation load can be alleviated. A trapezoidal fuzzy number similarity algorithm is applied to support the item-based collaborative filtering and Bayesian approach, since some of the services' attributes can be hardly expressed as certain and static values but only be easily represented as fuzzy values. A prototype system is built and validated with an illustrative example from eGP to confirm the feasibility of our approach.

A New Method for E-Government Procurement Using Collaborative Filtering and Bayesian Approach

PubMed Central

Wang, Yan

2013-01-01

Nowadays, as the Internet services increase faster than ever before, government systems are reinvented as E-government services. Therefore, government procurement sectors have to face challenges brought by the explosion of service information. This paper presents a novel method for E-government procurement (eGP) to search for the optimal procurement scheme (OPS). Item-based collaborative filtering and Bayesian approach are used to evaluate and select the candidate services to get the top-M recommendations such that the involved computation load can be alleviated. A trapezoidal fuzzy number similarity algorithm is applied to support the item-based collaborative filtering and Bayesian approach, since some of the services' attributes can be hardly expressed as certain and static values but only be easily represented as fuzzy values. A prototype system is built and validated with an illustrative example from eGP to confirm the feasibility of our approach. PMID:24385869

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

Efficient Storage Scheme of Covariance Matrix during Inverse Modeling

NASA Astrophysics Data System (ADS)

Mao, D.; Yeh, T. J.

2013-12-01

During stochastic inverse modeling, the covariance matrix of geostatistical based methods carries the information about the geologic structure. Its update during iterations reflects the decrease of uncertainty with the incorporation of observed data. For large scale problem, its storage and update cost too much memory and computational resources. In this study, we propose a new efficient storage scheme for storage and update. Compressed Sparse Column (CSC) format is utilized to storage the covariance matrix, and users can assign how many data they prefer to store based on correlation scales since the data beyond several correlation scales are usually not very informative for inverse modeling. After every iteration, only the diagonal terms of the covariance matrix are updated. The off diagonal terms are calculated and updated based on shortened correlation scales with a pre-assigned exponential model. The correlation scales are shortened by a coefficient, i.e. 0.95, every iteration to show the decrease of uncertainty. There is no universal coefficient for all the problems and users are encouraged to try several times. This new scheme is tested with 1D examples first. The estimated results and uncertainty are compared with the traditional full storage method. In the end, a large scale numerical model is utilized to validate this new scheme.

Parameter inference in small world network disease models with approximate Bayesian Computational methods

NASA Astrophysics Data System (ADS)

Walker, David M.; Allingham, David; Lee, Heung Wing Joseph; Small, Michael

2010-02-01

Small world network models have been effective in capturing the variable behaviour of reported case data of the SARS coronavirus outbreak in Hong Kong during 2003. Simulations of these models have previously been realized using informed “guesses” of the proposed model parameters and tested for consistency with the reported data by surrogate analysis. In this paper we attempt to provide statistically rigorous parameter distributions using Approximate Bayesian Computation sampling methods. We find that such sampling schemes are a useful framework for fitting parameters of stochastic small world network models where simulation of the system is straightforward but expressing a likelihood is cumbersome.

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.

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.

Radiation dose reduction in computed tomography perfusion using spatial-temporal Bayesian methods

NASA Astrophysics Data System (ADS)

Fang, Ruogu; Raj, Ashish; Chen, Tsuhan; Sanelli, Pina C.

2012-03-01

In current computed tomography (CT) examinations, the associated X-ray radiation dose is of significant concern to patients and operators, especially CT perfusion (CTP) imaging that has higher radiation dose due to its cine scanning technique. A simple and cost-effective means to perform the examinations is to lower the milliampere-seconds (mAs) parameter as low as reasonably achievable in data acquisition. However, lowering the mAs parameter will unavoidably increase data noise and degrade CT perfusion maps greatly if no adequate noise control is applied during image reconstruction. To capture the essential dynamics of CT perfusion, a simple spatial-temporal Bayesian method that uses a piecewise parametric model of the residual function is used, and then the model parameters are estimated from a Bayesian formulation of prior smoothness constraints on perfusion parameters. From the fitted residual function, reliable CTP parameter maps are obtained from low dose CT data. The merit of this scheme exists in the combination of analytical piecewise residual function with Bayesian framework using a simpler prior spatial constrain for CT perfusion application. On a dataset of 22 patients, this dynamic spatial-temporal Bayesian model yielded an increase in signal-tonoise-ratio (SNR) of 78% and a decrease in mean-square-error (MSE) of 40% at low dose radiation of 43mA.

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.

Delineation of sediments below flood basalts by joint inversion of seismic and magnetotelluric data

NASA Astrophysics Data System (ADS)

Manglik, A.; Verma, Saurabh K.

A one-dimensional joint-inversion (JI) scheme considering seismic reflection and refraction, and MT data is developed. Its efficacy to resolve low velocity conducting sediments below high velocity resistive flood basalts is tested for a representative geological model considering noisy, incomplete data. The JI is found to provide improved results in comparison to those obtained by individual seismic and MT inversions.

A Volunteer Computing Project for Solving Geoacoustic Inversion Problems

NASA Astrophysics Data System (ADS)

Zaikin, Oleg; Petrov, Pavel; Posypkin, Mikhail; Bulavintsev, Vadim; Kurochkin, Ilya

2017-12-01

A volunteer computing project aimed at solving computationally hard inverse problems in underwater acoustics is described. This project was used to study the possibilities of the sound speed profile reconstruction in a shallow-water waveguide using a dispersion-based geoacoustic inversion scheme. The computational capabilities provided by the project allowed us to investigate the accuracy of the inversion for different mesh sizes of the sound speed profile discretization grid. This problem suits well for volunteer computing because it can be easily decomposed into independent simpler subproblems.

The inverse problem: Ocean tides derived from earth tide observations

NASA Technical Reports Server (NTRS)

Kuo, J. T.

1978-01-01

Indirect mapping ocean tides by means of land and island-based tidal gravity measurements is presented. The inverse scheme of linear programming is used for indirect mapping of ocean tides. Open ocean tides were measured by the numerical integration of Laplace's tidal equations.

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,...

Bayesian calibration of coarse-grained forces: Efficiently addressing transferability

NASA Astrophysics Data System (ADS)

Patrone, Paul N.; Rosch, Thomas W.; Phelan, Frederick R.

2016-04-01

Generating and calibrating forces that are transferable across a range of state-points remains a challenging task in coarse-grained (CG) molecular dynamics. In this work, we present a coarse-graining workflow, inspired by ideas from uncertainty quantification and numerical analysis, to address this problem. The key idea behind our approach is to introduce a Bayesian correction algorithm that uses functional derivatives of CG simulations to rapidly and inexpensively recalibrate initial estimates f0 of forces anchored by standard methods such as force-matching. Taking density-temperature relationships as a running example, we demonstrate that this algorithm, in concert with various interpolation schemes, can be used to efficiently compute physically reasonable force curves on a fine grid of state-points. Importantly, we show that our workflow is robust to several choices available to the modeler, including the interpolation schemes and tools used to construct f0. In a related vein, we also demonstrate that our approach can speed up coarse-graining by reducing the number of atomistic simulations needed as inputs to standard methods for generating CG forces.

About approximation of integer factorization problem by the combination fixed-point iteration method and Bayesian rounding for quantum cryptography

NASA Astrophysics Data System (ADS)

Ogorodnikov, Yuri; Khachay, Michael; Pljonkin, Anton

2018-04-01

We describe the possibility of employing the special case of the 3-SAT problem stemming from the well known integer factorization problem for the quantum cryptography. It is known, that for every instance of our 3-SAT setting the given 3-CNF is satisfiable by a unique truth assignment, and the goal is to find this assignment. Since the complexity status of the factorization problem is still undefined, development of approximation algorithms and heuristics adopts interest of numerous researchers. One of promising approaches to construction of approximation techniques is based on real-valued relaxation of the given 3-CNF followed by minimizing of the appropriate differentiable loss function, and subsequent rounding of the fractional minimizer obtained. Actually, algorithms developed this way differ by the rounding scheme applied on their final stage. We propose a new rounding scheme based on Bayesian learning. The article shows that the proposed method can be used to determine the security in quantum key distribution systems. In the quantum distribution the Shannon rules is applied and the factorization problem is paramount when decrypting secret keys.

An Efficient Radial Basis Function Mesh Deformation Scheme within an Adjoint-Based Aerodynamic Optimization Framework

NASA Astrophysics Data System (ADS)

Poirier, Vincent

Mesh deformation schemes play an important role in numerical aerodynamic optimization. As the aerodynamic shape changes, the computational mesh must adapt to conform to the deformed geometry. In this work, an extension to an existing fast and robust Radial Basis Function (RBF) mesh movement scheme is presented. Using a reduced set of surface points to define the mesh deformation increases the efficiency of the RBF method; however, at the cost of introducing errors into the parameterization by not recovering the exact displacement of all surface points. A secondary mesh movement is implemented, within an adjoint-based optimization framework, to eliminate these errors. The proposed scheme is tested within a 3D Euler flow by reducing the pressure drag while maintaining lift of a wing-body configured Boeing-747 and an Onera-M6 wing. As well, an inverse pressure design is executed on the Onera-M6 wing and an inverse span loading case is presented for a wing-body configured DLR-F6 aircraft.

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.

A new approach to integrate GPU-based Monte Carlo simulation into inverse treatment plan optimization for proton therapy.

PubMed

Li, Yongbao; Tian, Zhen; Song, Ting; Wu, Zhaoxia; Liu, Yaqiang; Jiang, Steve; Jia, Xun

2017-01-07

Monte Carlo (MC)-based spot dose calculation is highly desired for inverse treatment planning in proton therapy because of its accuracy. Recent studies on biological optimization have also indicated the use of MC methods to compute relevant quantities of interest, e.g. linear energy transfer. Although GPU-based MC engines have been developed to address inverse optimization problems, their efficiency still needs to be improved. Also, the use of a large number of GPUs in MC calculation is not favorable for clinical applications. The previously proposed adaptive particle sampling (APS) method can improve the efficiency of MC-based inverse optimization by using the computationally expensive MC simulation more effectively. This method is more efficient than the conventional approach that performs spot dose calculation and optimization in two sequential steps. In this paper, we propose a computational library to perform MC-based spot dose calculation on GPU with the APS scheme. The implemented APS method performs a non-uniform sampling of the particles from pencil beam spots during the optimization process, favoring those from the high intensity spots. The library also conducts two computationally intensive matrix-vector operations frequently used when solving an optimization problem. This library design allows a streamlined integration of the MC-based spot dose calculation into an existing proton therapy inverse planning process. We tested the developed library in a typical inverse optimization system with four patient cases. The library achieved the targeted functions by supporting inverse planning in various proton therapy schemes, e.g. single field uniform dose, 3D intensity modulated proton therapy, and distal edge tracking. The efficiency was 41.6  ±  15.3% higher than the use of a GPU-based MC package in a conventional calculation scheme. The total computation time ranged between 2 and 50 min on a single GPU card depending on the problem size.

A new approach to integrate GPU-based Monte Carlo simulation into inverse treatment plan optimization for proton therapy

NASA Astrophysics Data System (ADS)

Li, Yongbao; Tian, Zhen; Song, Ting; Wu, Zhaoxia; Liu, Yaqiang; Jiang, Steve; Jia, Xun

2017-01-01

Monte Carlo (MC)-based spot dose calculation is highly desired for inverse treatment planning in proton therapy because of its accuracy. Recent studies on biological optimization have also indicated the use of MC methods to compute relevant quantities of interest, e.g. linear energy transfer. Although GPU-based MC engines have been developed to address inverse optimization problems, their efficiency still needs to be improved. Also, the use of a large number of GPUs in MC calculation is not favorable for clinical applications. The previously proposed adaptive particle sampling (APS) method can improve the efficiency of MC-based inverse optimization by using the computationally expensive MC simulation more effectively. This method is more efficient than the conventional approach that performs spot dose calculation and optimization in two sequential steps. In this paper, we propose a computational library to perform MC-based spot dose calculation on GPU with the APS scheme. The implemented APS method performs a non-uniform sampling of the particles from pencil beam spots during the optimization process, favoring those from the high intensity spots. The library also conducts two computationally intensive matrix-vector operations frequently used when solving an optimization problem. This library design allows a streamlined integration of the MC-based spot dose calculation into an existing proton therapy inverse planning process. We tested the developed library in a typical inverse optimization system with four patient cases. The library achieved the targeted functions by supporting inverse planning in various proton therapy schemes, e.g. single field uniform dose, 3D intensity modulated proton therapy, and distal edge tracking. The efficiency was 41.6  ±  15.3% higher than the use of a GPU-based MC package in a conventional calculation scheme. The total computation time ranged between 2 and 50 min on a single GPU card depending on the problem size.

A New Approach to Integrate GPU-based Monte Carlo Simulation into Inverse Treatment Plan Optimization for Proton Therapy

PubMed Central

Li, Yongbao; Tian, Zhen; Song, Ting; Wu, Zhaoxia; Liu, Yaqiang; Jiang, Steve; Jia, Xun

2016-01-01

Monte Carlo (MC)-based spot dose calculation is highly desired for inverse treatment planning in proton therapy because of its accuracy. Recent studies on biological optimization have also indicated the use of MC methods to compute relevant quantities of interest, e.g. linear energy transfer. Although GPU-based MC engines have been developed to address inverse optimization problems, their efficiency still needs to be improved. Also, the use of a large number of GPUs in MC calculation is not favorable for clinical applications. The previously proposed adaptive particle sampling (APS) method can improve the efficiency of MC-based inverse optimization by using the computationally expensive MC simulation more effectively. This method is more efficient than the conventional approach that performs spot dose calculation and optimization in two sequential steps. In this paper, we propose a computational library to perform MC-based spot dose calculation on GPU with the APS scheme. The implemented APS method performs a non-uniform sampling of the particles from pencil beam spots during the optimization process, favoring those from the high intensity spots. The library also conducts two computationally intensive matrix-vector operations frequently used when solving an optimization problem. This library design allows a streamlined integration of the MC-based spot dose calculation into an existing proton therapy inverse planning process. We tested the developed library in a typical inverse optimization system with four patient cases. The library achieved the targeted functions by supporting inverse planning in various proton therapy schemes, e.g. single field uniform dose, 3D intensity modulated proton therapy, and distal edge tracking. The efficiency was 41.6±15.3% higher than the use of a GPU-based MC package in a conventional calculation scheme. The total computation time ranged between 2 and 50 min on a single GPU card depending on the problem size. PMID:27991456

Social Information Is Integrated into Value and Confidence Judgments According to Its Reliability.

PubMed

De Martino, Benedetto; Bobadilla-Suarez, Sebastian; Nouguchi, Takao; Sharot, Tali; Love, Bradley C

2017-06-21

How much we like something, whether it be a bottle of wine or a new film, is affected by the opinions of others. However, the social information that we receive can be contradictory and vary in its reliability. Here, we tested whether the brain incorporates these statistics when judging value and confidence. Participants provided value judgments about consumer goods in the presence of online reviews. We found that participants updated their initial value and confidence judgments in a Bayesian fashion, taking into account both the uncertainty of their initial beliefs and the reliability of the social information. Activity in dorsomedial prefrontal cortex tracked the degree of belief update. Analogous to how lower-level perceptual information is integrated, we found that the human brain integrates social information according to its reliability when judging value and confidence. SIGNIFICANCE STATEMENT The field of perceptual decision making has shown that the sensory system integrates different sources of information according to their respective reliability, as predicted by a Bayesian inference scheme. In this work, we hypothesized that a similar coding scheme is implemented by the human brain to process social signals and guide complex, value-based decisions. We provide experimental evidence that the human prefrontal cortex's activity is consistent with a Bayesian computation that integrates social information that differs in reliability and that this integration affects the neural representation of value and confidence. Copyright © 2017 De Martino et al.

Machine health prognostics using the Bayesian-inference-based probabilistic indication and high-order particle filtering framework

NASA Astrophysics Data System (ADS)

Yu, Jianbo

2015-12-01

Prognostics is much efficient to achieve zero-downtime performance, maximum productivity and proactive maintenance of machines. Prognostics intends to assess and predict the time evolution of machine health degradation so that machine failures can be predicted and prevented. A novel prognostics system is developed based on the data-model-fusion scheme using the Bayesian inference-based self-organizing map (SOM) and an integration of logistic regression (LR) and high-order particle filtering (HOPF). In this prognostics system, a baseline SOM is constructed to model the data distribution space of healthy machine under an assumption that predictable fault patterns are not available. Bayesian inference-based probability (BIP) derived from the baseline SOM is developed as a quantification indication of machine health degradation. BIP is capable of offering failure probability for the monitored machine, which has intuitionist explanation related to health degradation state. Based on those historic BIPs, the constructed LR and its modeling noise constitute a high-order Markov process (HOMP) to describe machine health propagation. HOPF is used to solve the HOMP estimation to predict the evolution of the machine health in the form of a probability density function (PDF). An on-line model update scheme is developed to adapt the Markov process changes to machine health dynamics quickly. The experimental results on a bearing test-bed illustrate the potential applications of the proposed system as an effective and simple tool for machine health prognostics.

An efficient Bayesian data-worth analysis using a multilevel Monte Carlo method

NASA Astrophysics Data System (ADS)

Lu, Dan; Ricciuto, Daniel; Evans, Katherine

2018-03-01

Improving the understanding of subsurface systems and thus reducing prediction uncertainty requires collection of data. As the collection of subsurface data is costly, it is important that the data collection scheme is cost-effective. Design of a cost-effective data collection scheme, i.e., data-worth analysis, requires quantifying model parameter, prediction, and both current and potential data uncertainties. Assessment of these uncertainties in large-scale stochastic subsurface hydrological model simulations using standard Monte Carlo (MC) sampling or surrogate modeling is extremely computationally intensive, sometimes even infeasible. In this work, we propose an efficient Bayesian data-worth analysis using a multilevel Monte Carlo (MLMC) method. Compared to the standard MC that requires a significantly large number of high-fidelity model executions to achieve a prescribed accuracy in estimating expectations, the MLMC can substantially reduce computational costs using multifidelity approximations. Since the Bayesian data-worth analysis involves a great deal of expectation estimation, the cost saving of the MLMC in the assessment can be outstanding. While the proposed MLMC-based data-worth analysis is broadly applicable, we use it for a highly heterogeneous two-phase subsurface flow simulation to select an optimal candidate data set that gives the largest uncertainty reduction in predicting mass flow rates at four production wells. The choices made by the MLMC estimation are validated by the actual measurements of the potential data, and consistent with the standard MC estimation. But compared to the standard MC, the MLMC greatly reduces the computational costs.

Network discovery with DCM

PubMed Central

Friston, Karl J.; Li, Baojuan; Daunizeau, Jean; Stephan, Klaas E.

2011-01-01

This paper is about inferring or discovering the functional architecture of distributed systems using Dynamic Causal Modelling (DCM). We describe a scheme that recovers the (dynamic) Bayesian dependency graph (connections in a network) using observed network activity. This network discovery uses Bayesian model selection to identify the sparsity structure (absence of edges or connections) in a graph that best explains observed time-series. The implicit adjacency matrix specifies the form of the network (e.g., cyclic or acyclic) and its graph-theoretical attributes (e.g., degree distribution). The scheme is illustrated using functional magnetic resonance imaging (fMRI) time series to discover functional brain networks. Crucially, it can be applied to experimentally evoked responses (activation studies) or endogenous activity in task-free (resting state) fMRI studies. Unlike conventional approaches to network discovery, DCM permits the analysis of directed and cyclic graphs. Furthermore, it eschews (implausible) Markovian assumptions about the serial independence of random fluctuations. The scheme furnishes a network description of distributed activity in the brain that is optimal in the sense of having the greatest conditional probability, relative to other networks. The networks are characterised in terms of their connectivity or adjacency matrices and conditional distributions over the directed (and reciprocal) effective connectivity between connected nodes or regions. We envisage that this approach will provide a useful complement to current analyses of functional connectivity for both activation and resting-state studies. PMID:21182971

Computational statistics using the Bayesian Inference Engine

NASA Astrophysics Data System (ADS)

Weinberg, Martin D.

2013-09-01

This paper introduces the Bayesian Inference Engine (BIE), a general parallel, optimized software package for parameter inference and model selection. This package is motivated by the analysis needs of modern astronomical surveys and the need to organize and reuse expensive derived data. The BIE is the first platform for computational statistics designed explicitly to enable Bayesian update and model comparison for astronomical problems. Bayesian update is based on the representation of high-dimensional posterior distributions using metric-ball-tree based kernel density estimation. Among its algorithmic offerings, the BIE emphasizes hybrid tempered Markov chain Monte Carlo schemes that robustly sample multimodal posterior distributions in high-dimensional parameter spaces. Moreover, the BIE implements a full persistence or serialization system that stores the full byte-level image of the running inference and previously characterized posterior distributions for later use. Two new algorithms to compute the marginal likelihood from the posterior distribution, developed for and implemented in the BIE, enable model comparison for complex models and data sets. Finally, the BIE was designed to be a collaborative platform for applying Bayesian methodology to astronomy. It includes an extensible object-oriented and easily extended framework that implements every aspect of the Bayesian inference. By providing a variety of statistical algorithms for all phases of the inference problem, a scientist may explore a variety of approaches with a single model and data implementation. Additional technical details and download details are available from http://www.astro.umass.edu/bie. The BIE is distributed under the GNU General Public License.

An Inverse Problem for a Class of Conditional Probability Measure-Dependent Evolution Equations

PubMed Central

Mirzaev, Inom; Byrne, Erin C.; Bortz, David M.

2016-01-01

We investigate the inverse problem of identifying a conditional probability measure in measure-dependent evolution equations arising in size-structured population modeling. We formulate the inverse problem as a least squares problem for the probability measure estimation. Using the Prohorov metric framework, we prove existence and consistency of the least squares estimates and outline a discretization scheme for approximating a conditional probability measure. For this scheme, we prove general method stability. The work is motivated by Partial Differential Equation (PDE) models of flocculation for which the shape of the post-fragmentation conditional probability measure greatly impacts the solution dynamics. To illustrate our methodology, we apply the theory to a particular PDE model that arises in the study of population dynamics for flocculating bacterial aggregates in suspension, and provide numerical evidence for the utility of the approach. PMID:28316360

Experimental validation of a Monte-Carlo-based inversion scheme for 3D quantitative photoacoustic tomography

NASA Astrophysics Data System (ADS)

Buchmann, Jens; Kaplan, Bernhard A.; Prohaska, Steffen; Laufer, Jan

2017-03-01

Quantitative photoacoustic tomography (qPAT) aims to extract physiological parameters, such as blood oxygen saturation (sO2), from measured multi-wavelength image data sets. The challenge of this approach lies in the inherently nonlinear fluence distribution in the tissue, which has to be accounted for by using an appropriate model, and the large scale of the inverse problem. In addition, the accuracy of experimental and scanner-specific parameters, such as the wavelength dependence of the incident fluence, the acoustic detector response, the beam profile and divergence, needs to be considered. This study aims at quantitative imaging of blood sO2, as it has been shown to be a more robust parameter compared to absolute concentrations. We propose a Monte-Carlo-based inversion scheme in conjunction with a reduction in the number of variables achieved using image segmentation. The inversion scheme is experimentally validated in tissue-mimicking phantoms consisting of polymer tubes suspended in a scattering liquid. The tubes were filled with chromophore solutions at different concentration ratios. 3-D multi-spectral image data sets were acquired using a Fabry-Perot based PA scanner. A quantitative comparison of the measured data with the output of the forward model is presented. Parameter estimates of chromophore concentration ratios were found to be within 5 % of the true values.

Technical Note: Atmospheric CO2 inversions on the mesoscale using data-driven prior uncertainties: methodology and system evaluation

NASA Astrophysics Data System (ADS)

Kountouris, Panagiotis; Gerbig, Christoph; Rödenbeck, Christian; Karstens, Ute; Koch, Thomas Frank; Heimann, Martin

2018-03-01

Atmospheric inversions are widely used in the optimization of surface carbon fluxes on a regional scale using information from atmospheric CO2 dry mole fractions. In many studies the prior flux uncertainty applied to the inversion schemes does not directly reflect the true flux uncertainties but is used to regularize the inverse problem. Here, we aim to implement an inversion scheme using the Jena inversion system and applying a prior flux error structure derived from a model-data residual analysis using high spatial and temporal resolution over a full year period in the European domain. We analyzed the performance of the inversion system with a synthetic experiment, in which the flux constraint is derived following the same residual analysis but applied to the model-model mismatch. The synthetic study showed a quite good agreement between posterior and true fluxes on European, country, annual and monthly scales. Posterior monthly and country-aggregated fluxes improved their correlation coefficient with the known truth by 7 % compared to the prior estimates when compared to the reference, with a mean correlation of 0.92. The ratio of the SD between the posterior and reference and between the prior and reference was also reduced by 33 % with a mean value of 1.15. We identified temporal and spatial scales on which the inversion system maximizes the derived information; monthly temporal scales at around 200 km spatial resolution seem to maximize the information gain.

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 framework for estimating stratospheric wind speeds from unknown sources and application to the 2010 December 25 bolide

NASA Astrophysics Data System (ADS)

Arrowsmith, Stephen J.; Marcillo, Omar; Drob, Douglas P.

2013-10-01

We present a methodology for infrasonic remote sensing of winds in the stratosphere that does not require discrete ground-truth events. Our method uses measured time delays between arrays of sensors to provide group velocities (referred to here as celerities) and then minimizes the difference between observed and predicted celerities by perturbing an initial atmospheric specification. Because we focus on interarray propagation effects, it is not necessary to simulate the full propagation path from source to receiver. This feature allows us to use a relatively simple forward model that is applicable over short-regional distances. By focusing on stratospheric returns, we show that our non-linear inversion scheme converges much better if the starting model contains a strong stratospheric duct. Using the Horizontal Wind Model (HWM)/Mass Spectrometer Incoherent Scatter (MSISE) empirical climatology as a starting model, we demonstrate that the inversion scheme is robust to large uncertainties in backazimuth, but that uncertainties in the measured trace velocity and celerity require the use of prior constraints to ensure suitable convergence. The inversion of synthetic data, using realistic estimates of measurement error, shows that our scheme will nevertheless improve upon a starting model under most scenarios. The inversion scheme is applied to infrasound data recorded from a large event on 2010 December 25, which is presumed to be a bolide, using data from a nine-element infrasound network in Utah. We show that our recorded data require a stronger zonal wind speed in the stratosphere than is present in the HWM profile, and are more consistent with the Ground-to-Space (G2S) profile.

cosmoabc: Likelihood-free inference for cosmology

NASA Astrophysics Data System (ADS)

Ishida, Emille E. O.; Vitenti, Sandro D. P.; Penna-Lima, Mariana; Trindade, Arlindo M.; Cisewski, Jessi; M.; de Souza, Rafael; Cameron, Ewan; Busti, Vinicius C.

2015-05-01

Approximate Bayesian Computation (ABC) enables parameter inference for complex physical systems in cases where the true likelihood function is unknown, unavailable, or computationally too expensive. It relies on the forward simulation of mock data and comparison between observed and synthetic catalogs. cosmoabc is a Python Approximate Bayesian Computation (ABC) sampler featuring a Population Monte Carlo variation of the original ABC algorithm, which uses an adaptive importance sampling scheme. The code can be coupled to an external simulator to allow incorporation of arbitrary distance and prior functions. When coupled with the numcosmo library, it has been used to estimate posterior probability distributions over cosmological parameters based on measurements of galaxy clusters number counts without computing the likelihood function.

Probabilistic delay differential equation modeling of event-related potentials.

PubMed

Ostwald, Dirk; Starke, Ludger

2016-08-01

"Dynamic causal models" (DCMs) are a promising approach in the analysis of functional neuroimaging data due to their biophysical interpretability and their consolidation of functional-segregative and functional-integrative propositions. In this theoretical note we are concerned with the DCM framework for electroencephalographically recorded event-related potentials (ERP-DCM). Intuitively, ERP-DCM combines deterministic dynamical neural mass models with dipole-based EEG forward models to describe the event-related scalp potential time-series over the entire electrode space. Since its inception, ERP-DCM has been successfully employed to capture the neural underpinnings of a wide range of neurocognitive phenomena. However, in spite of its empirical popularity, the technical literature on ERP-DCM remains somewhat patchy. A number of previous communications have detailed certain aspects of the approach, but no unified and coherent documentation exists. With this technical note, we aim to close this gap and to increase the technical accessibility of ERP-DCM. Specifically, this note makes the following novel contributions: firstly, we provide a unified and coherent review of the mathematical machinery of the latent and forward models constituting ERP-DCM by formulating the approach as a probabilistic latent delay differential equation model. Secondly, we emphasize the probabilistic nature of the model and its variational Bayesian inversion scheme by explicitly deriving the variational free energy function in terms of both the likelihood expectation and variance parameters. Thirdly, we detail and validate the estimation of the model with a special focus on the explicit form of the variational free energy function and introduce a conventional nonlinear optimization scheme for its maximization. Finally, we identify and discuss a number of computational issues which may be addressed in the future development of the approach. Copyright © 2016 Elsevier Inc. All rights reserved.

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.

Geoacoustic inversion with two source-receiver arrays in shallow water.

PubMed

Sukhovich, Alexey; Roux, Philippe; Wathelet, Marc

2010-08-01

A geoacoustic inversion scheme based on a double beamforming algorithm in shallow water is proposed and tested. Double beamforming allows identification of multi-reverberated eigenrays propagating between two vertical transducer arrays according to their emission and reception angles and arrival times. Analysis of eigenray intensities yields the bottom reflection coefficient as a function of angle of incidence. By fitting the experimental reflection coefficient with a theoretical prediction, values of the acoustic parameters of the waveguide bottom can be extracted. The procedure was initially tested in a small-scale tank experiment for a waveguide with a Plexiglas bottom. Inversion results for the speed of shear waves in Plexiglas are in good agreement with the table values. A similar analysis was applied to data collected during an at-sea experiment in shallow coastal waters of the Mediterranean. Bottom reflection coefficient was fitted with the theory in which bottom sediments are modeled as a multi-layered system. Retrieved bottom parameters are in quantitative agreement with those determined from a prior inversion scheme performed in the same area. The present study confirms the interest in processing source-receiver array data through the double beamforming algorithm, and indicates the potential for application of eigenray intensity analysis to geoacoustic inversion problems.

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.

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.

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.

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

Vrugt, Jasper A; Robinson, Bruce A; Ter Braak, Cajo J F

In recent years, a strong debate has emerged in the hydrologic literature regarding what constitutes an appropriate framework for uncertainty estimation. Particularly, there is strong disagreement whether an uncertainty framework should have its roots within a proper statistical (Bayesian) context, or whether such a framework should be based on a different philosophy and implement informal measures and weaker inference to summarize parameter and predictive distributions. In this paper, we compare a formal Bayesian approach using Markov Chain Monte Carlo (MCMC) with generalized likelihood uncertainty estimation (GLUE) for assessing uncertainty in conceptual watershed modeling. Our formal Bayesian approach is implemented usingmore » the recently developed differential evolution adaptive metropolis (DREAM) MCMC scheme with a likelihood function that explicitly considers model structural, input and parameter uncertainty. Our results demonstrate that DREAM and GLUE can generate very similar estimates of total streamflow uncertainty. This suggests that formal and informal Bayesian approaches have more common ground than the hydrologic literature and ongoing debate might suggest. The main advantage of formal approaches is, however, that they attempt to disentangle the effect of forcing, parameter and model structural error on total predictive uncertainty. This is key to improving hydrologic theory and to better understand and predict the flow of water through catchments.« less

Identifing Atmospheric Pollutant Sources Using Artificial Neural Networks

NASA Astrophysics Data System (ADS)

Paes, F. F.; Campos, H. F.; Luz, E. P.; Carvalho, A. R.

2008-05-01

The estimation of the area source pollutant strength is a relevant issue for atmospheric environment. This characterizes an inverse problem in the atmospheric pollution dispersion. In the inverse analysis, an area source domain is considered, where the strength of such area source term is assumed unknown. The inverse problem is solved by using a supervised artificial neural network: multi-layer perceptron. The conection weights of the neural network are computed from delta rule - learning process. The neural network inversion is compared with results from standard inverse analysis (regularized inverse solution). In the regularization method, the inverse problem is formulated as a non-linear optimization approach, whose the objective function is given by the square difference between the measured pollutant concentration and the mathematical models, associated with a regularization operator. In our numerical experiments, the forward problem is addressed by a source-receptor scheme, where a regressive Lagrangian model is applied to compute the transition matrix. The second order maximum entropy regularization is used, and the regularization parameter is calculated by the L-curve technique. The objective function is minimized employing a deterministic scheme (a quasi-Newton algorithm) [1] and a stochastic technique (PSO: particle swarm optimization) [2]. The inverse problem methodology is tested with synthetic observational data, from six measurement points in the physical domain. The best inverse solutions were obtained with neural networks. References: [1] D. R. Roberti, D. Anfossi, H. F. Campos Velho, G. A. Degrazia (2005): Estimating Emission Rate and Pollutant Source Location, Ciencia e Natura, p. 131-134. [2] E.F.P. da Luz, H.F. de Campos Velho, J.C. Becceneri, D.R. Roberti (2007): Estimating Atmospheric Area Source Strength Through Particle Swarm Optimization. Inverse Problems, Desing and Optimization Symposium IPDO-2007, April 16-18, Miami (FL), USA, vol 1, p. 354-359.

Determination of rock-sample anisotropy from P- and S-wave traveltime inversion

NASA Astrophysics Data System (ADS)

Pšenčík, Ivan; Růžek, Bohuslav; Lokajíček, Tomáš; Svitek, Tomáš

2018-04-01

We determine anisotropy of a rock sample from laboratory measurements of P- and S-wave traveltimes using weak-anisotropy approximation and parametri-zation of the medium by a special set of anisotropy parameters. For the traveltime inversion we use first-order velocity expressions in the weak-anisotropy approximation, which allow to deal with P and S waves separately. Each wave is described by 15 anisotropy parameters, 9 of which are common for both waves. The parameters allow an approximate construction of separate P- or common S-wave phase-velocity surfaces. Common S wave concept is used to simplify the treatment of S waves. In order to obtain all 21 anisotropy parameters, P- and S-wave traveltimes must be inverted jointly. The proposed inversion scheme has several advantages. As a consequence of the use of weak-anisotropy approximation and assumed homogeneity of the rock sample, equations used for the inversion are linear. Thus the inversion procedure is non-iterative. In the approximation used, phase and ray velocities are equal in their magnitude and direction. Thus analysis whether the measured velocity is the ray or phase velocity is unnecessary. Another advantage of the proposed inversion scheme is that, thanks to the use of the common S-wave concept, it does not require identification of S-wave modes. It is sufficient to know the two S-wave traveltimes without specification, to which S-wave mode they belong. The inversion procedure is tested first on synthetic traveltimes and then used for the inversion of traveltimes measured in laboratory. In both cases, we perform first the inversion of P-wave traveltimes alone and then joint inversion of P- and S-wave traveltimes, and compare the results.

Tests of the Grobner Basis Solution for Lightning Ground Flash Fraction Retrieval

NASA Technical Reports Server (NTRS)

Koshak, William; Solakiewicz, Richard; Attele, Rohan

2011-01-01

Satellite lightning imagers such as the NASA Tropical Rainfall Measuring Mission Lightning Imaging Sensor (TRMM/LIS) and the future GOES-R Geostationary Lightning Mapper (GLM) are designed to detect total lightning (ground flashes + cloud flashes). However, there is a desire to discriminate ground flashes from cloud flashes from the vantage point of space since this would enhance the overall information content of the satellite lightning data and likely improve its operational and scientific applications (e.g., in severe weather warning, lightning nitrogen oxides studies, and global electric circuit analyses). A Bayesian inversion method was previously introduced for retrieving the fraction of ground flashes in a set of flashes observed from a satellite lightning imager. The method employed a constrained mixed exponential distribution model to describe the lightning optical measurements. To obtain the optimum model parameters (one of which is the ground flash fraction), a scalar function was minimized by a numerical method. In order to improve this optimization, a Grobner basis solution was introduced to obtain analytic representations of the model parameters that serve as a refined initialization scheme to the numerical optimization. In this study, we test the efficacy of the Grobner basis initialization using actual lightning imager measurements and ground flash truth derived from the national lightning network.

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.

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.

Estimation of pseudo-2D shear-velocity section by inversion of high frequency surface waves

USGS Publications Warehouse

Luo, Y.; Liu, J.; Xia, J.; Xu, Y.; Liu, Q.

2006-01-01

A scheme to generate pseudo-2D shear-velocity sections with high horizontal resolution and low field cost by inversion of high frequency surface waves is presented. It contains six steps. The key step is the joint method of crossed correlation and phase shift scanning. This joint method chooses only two traces to generate image of dispersion curve. For Rayleigh-wave dispersion is most important for estimation of near-surface shear-wave velocity, it can effectively obtain reliable images of dispersion curves with a couple of traces. The result of a synthetic example shows the feasibility of this scheme. ?? 2005 Society of Exploration Geophysicists.

Trajectory planning and control of a 6 DOF manipulator with Stewart platform-based mechanism

NASA Technical Reports Server (NTRS)

Nguyen, Charles C.; Antrazi, Sami

1990-01-01

The trajectory planning and control was studied of a robot manipulator that has 6 degrees of freedom and was designed based on the mechanism of the Stewart Platform. First the main components of the manipulator is described along with its operation. The solutions are briefly prescribed for the forward and inverse kinematics of the manipulator. After that, two trajectory planning schemes are developed using the manipulator inverse kinematics to track straight lines and circular paths. Finally experiments conducted to study the performance of the developed planning schemes in tracking a straight line and a circle are presented and discussed.

A Framework for Estimating Stratospheric Wind Speeds from Infrasound Noise

NASA Astrophysics Data System (ADS)

Arrowsmith, S.; Marcillo, O. E.

2012-12-01

We present a methodology for infrasonic remote sensing of winds in the stratosphere that does not require discrete ground-truth events. Our method uses measured time delays between arrays of sensors to provide group velocities and then minimizes the difference between observed and predicted group velocities. Because we focus on inter-array propagation effects, it is not necessary to simulate the full propagation path from source to receiver. This feature allows us to use a relatively simple forward model that is applicable over short-regional distances. By focusing on stratospheric returns, we show that our nonlinear inversion scheme converges much better if the starting model contains a strong stratospheric duct. Using the HWM/MSISE model, we demonstrate that the inversion scheme is robust to large uncertainties in backazimuth, but that uncertainties in the measured trace velocity and group velocity should be controlled through the addition of adjoint constraints. Using realistic estimates of measurement error, our results show that the inversion scheme will nevertheless improve upon a starting model under most scenarios for the 9-array Utah infrasound network. Future research should investigate the effects of model error associated with these measurements.

Innovative Bayesian and Parsimony Phylogeny of Dung Beetles (Coleoptera, Scarabaeidae, Scarabaeinae) Enhanced by Ontology-Based Partitioning of Morphological Characters

PubMed Central

Tarasov, Sergei; Génier, François

2015-01-01

Scarabaeine dung beetles are the dominant dung feeding group of insects and are widely used as model organisms in conservation, ecology and developmental biology. Due to the conflicts among 13 recently published phylogenies dealing with the higher-level relationships of dung beetles, the phylogeny of this lineage remains largely unresolved. In this study, we conduct rigorous phylogenetic analyses of dung beetles, based on an unprecedented taxon sample (110 taxa) and detailed investigation of morphology (205 characters). We provide the description of morphology and thoroughly illustrate the used characters. Along with parsimony, traditionally used in the analysis of morphological data, we also apply the Bayesian method with a novel approach that uses anatomy ontology for matrix partitioning. This approach allows for heterogeneity in evolutionary rates among characters from different anatomical regions. Anatomy ontology generates a number of parameter-partition schemes which we compare using Bayes factor. We also test the effect of inclusion of autapomorphies in the morphological analysis, which hitherto has not been examined. Generally, schemes with more parameters were favored in the Bayesian comparison suggesting that characters located on different body regions evolve at different rates and that partitioning of the data matrix using anatomy ontology is reasonable; however, trees from the parsimony and all the Bayesian analyses were quite consistent. The hypothesized phylogeny reveals many novel clades and provides additional support for some clades recovered in previous analyses. Our results provide a solid basis for a new classification of dung beetles, in which the taxonomic limits of the tribes Dichotomiini, Deltochilini and Coprini are restricted and many new tribes must be described. Based on the consistency of the phylogeny with biogeography, we speculate that dung beetles may have originated in the Mesozoic contrary to the traditional view pointing to a Cenozoic origin. PMID:25781019

Optimizing Photosynthetic and Respiratory Parameters Based on the Seasonal Variation Pattern in Regional Net Ecosystem Productivity Obtained from Atmospheric Inversion

NASA Astrophysics Data System (ADS)

Chen, Z.; Chen, J.; Zheng, X.; Jiang, F.; Zhang, S.; Ju, W.; Yuan, W.; Mo, G.

2014-12-01

In this study, we explore the feasibility of optimizing ecosystem photosynthetic and respiratory parameters from the seasonal variation pattern of the net carbon flux. An optimization scheme is proposed to estimate two key parameters (Vcmax and Q10) by exploiting the seasonal variation in the net ecosystem carbon flux retrieved by an atmospheric inversion system. This scheme is implemented to estimate Vcmax and Q10 of the Boreal Ecosystem Productivity Simulator (BEPS) to improve its NEP simulation in the Boreal North America (BNA) region. Simultaneously, in-situ NEE observations at six eddy covariance sites are used to evaluate the NEE simulations. The results show that the performance of the optimized BEPS is superior to that of the BEPS with the default parameter values. These results have the implication on using atmospheric CO2 data for optimizing ecosystem parameters through atmospheric inversion or data assimilation techniques.

An efficient approach for inverse kinematics and redundancy resolution scheme of hyper-redundant manipulators

NASA Astrophysics Data System (ADS)

Chembuly, V. V. M. J. Satish; Voruganti, Hari Kumar

2018-04-01

Hyper redundant manipulators have a large number of degrees of freedom (DOF) than the required to perform a given task. Additional DOF of manipulators provide the flexibility to work in highly cluttered environment and in constrained workspaces. Inverse kinematics (IK) of hyper-redundant manipulators is complicated due to large number of DOF and these manipulators have multiple IK solutions. The redundancy gives a choice of selecting best solution out of multiple solutions based on certain criteria such as obstacle avoidance, singularity avoidance, joint limit avoidance and joint torque minimization. This paper focuses on IK solution and redundancy resolution of hyper-redundant manipulator using classical optimization approach. Joint positions are computed by optimizing various criteria for a serial hyper redundant manipulators while traversing different paths in the workspace. Several cases are addressed using this scheme to obtain the inverse kinematic solution while optimizing the criteria like obstacle avoidance, joint limit avoidance.

Control of a flexible bracing manipulator: Integration of current research work to realize the bracing manipulator

NASA Technical Reports Server (NTRS)

Kwon, Dong-Soo

1991-01-01

All research results about flexible manipulator control were integrated to show a control scenario of a bracing manipulator. First, dynamic analysis of a flexible manipulator was done for modeling. Second, from the dynamic model, the inverse dynamic equation was derived, and the time domain inverse dynamic method was proposed for the calculation of the feedforward torque and the desired flexible coordinate trajectories. Third, a tracking controller was designed by combining the inverse dynamic feedforward control with the joint feedback control. The control scheme was applied to the tip position control of a single link flexible manipulator for zero and non-zero initial condition cases. Finally, the contact control scheme was added to the position tracking control. A control scenario of a bracing manipulator is provided and evaluated through simulation and experiment on a single link flexible manipulator.

A Bayesian-based two-stage inexact optimization method for supporting stream water quality management in the Three Gorges Reservoir region.

PubMed

Hu, X H; Li, Y P; Huang, G H; Zhuang, X W; Ding, X W

2016-05-01

In this study, a Bayesian-based two-stage inexact optimization (BTIO) method is developed for supporting water quality management through coupling Bayesian analysis with interval two-stage stochastic programming (ITSP). The BTIO method is capable of addressing uncertainties caused by insufficient inputs in water quality model as well as uncertainties expressed as probabilistic distributions and interval numbers. The BTIO method is applied to a real case of water quality management for the Xiangxi River basin in the Three Gorges Reservoir region to seek optimal water quality management schemes under various uncertainties. Interval solutions for production patterns under a range of probabilistic water quality constraints have been generated. Results obtained demonstrate compromises between the system benefit and the system failure risk due to inherent uncertainties that exist in various system components. Moreover, information about pollutant emission is accomplished, which would help managers to adjust production patterns of regional industry and local policies considering interactions of water quality requirement, economic benefit, and industry structure.

Inversion of solar extinction data from the Apollo-Soyuz Test Project Stratospheric Aerosol Measurement (ASTP/SAM) experiment

NASA Technical Reports Server (NTRS)

Pepin, T. J.

1977-01-01

The inversion methods are reported that have been used to determine the vertical profile of the extinction coefficient due to the stratospheric aerosols from data measured during the ASTP/SAM solar occultation experiment. Inversion methods include the onion skin peel technique and methods of solving the Fredholm equation for the problem subject to smoothing constraints. The latter of these approaches involves a double inversion scheme. Comparisons are made between the inverted results from the SAM experiment and near simultaneous measurements made by lidar and balloon born dustsonde. The results are used to demonstrate the assumptions required to perform the inversions for aerosols.

Sparse Image Reconstruction on the Sphere: Analysis and Synthesis.

PubMed

Wallis, Christopher G R; Wiaux, Yves; McEwen, Jason D

2017-11-01

We develop techniques to solve ill-posed inverse problems on the sphere by sparse regularization, exploiting sparsity in both axisymmetric and directional scale-discretized wavelet space. Denoising, inpainting, and deconvolution problems and combinations thereof, are considered as examples. Inverse problems are solved in both the analysis and synthesis settings, with a number of different sampling schemes. The most effective approach is that with the most restricted solution-space, which depends on the interplay between the adopted sampling scheme, the selection of the analysis/synthesis problem, and any weighting of the l 1 norm appearing in the regularization problem. More efficient sampling schemes on the sphere improve reconstruction fidelity by restricting the solution-space and also by improving sparsity in wavelet space. We apply the technique to denoise Planck 353-GHz observations, improving the ability to extract the structure of Galactic dust emission, which is important for studying Galactic magnetism.

Solving ill-posed inverse problems using iterative deep neural networks

NASA Astrophysics Data System (ADS)

Adler, Jonas; Öktem, Ozan

2017-12-01

We propose a partially learned approach for the solution of ill-posed inverse problems with not necessarily linear forward operators. The method builds on ideas from classical regularisation theory and recent advances in deep learning to perform learning while making use of prior information about the inverse problem encoded in the forward operator, noise model and a regularising functional. The method results in a gradient-like iterative scheme, where the ‘gradient’ component is learned using a convolutional network that includes the gradients of the data discrepancy and regulariser as input in each iteration. We present results of such a partially learned gradient scheme on a non-linear tomographic inversion problem with simulated data from both the Sheep-Logan phantom as well as a head CT. The outcome is compared against filtered backprojection and total variation reconstruction and the proposed method provides a 5.4 dB PSNR improvement over the total variation reconstruction while being significantly faster, giving reconstructions of 512 × 512 pixel images in about 0.4 s using a single graphics processing unit (GPU).

Model-based elastography: a survey of approaches to the inverse elasticity problem

PubMed Central

Doyley, M M

2012-01-01

Elastography is emerging as an imaging modality that can distinguish normal versus diseased tissues via their biomechanical properties. This article reviews current approaches to elastography in three areas — quasi-static, harmonic, and transient — and describes inversion schemes for each elastographic imaging approach. Approaches include: first-order approximation methods; direct and iterative inversion schemes for linear elastic; isotropic materials; and advanced reconstruction methods for recovering parameters that characterize complex mechanical behavior. The paper’s objective is to document efforts to develop elastography within the framework of solving an inverse problem, so that elastography may provide reliable estimates of shear modulus and other mechanical parameters. We discuss issues that must be addressed if model-based elastography is to become the prevailing approach to quasi-static, harmonic, and transient elastography: (1) developing practical techniques to transform the ill-posed problem with a well-posed one; (2) devising better forward models to capture the transient behavior of soft tissue; and (3) developing better test procedures to evaluate the performance of modulus elastograms. PMID:22222839

A Fault Diagnosis Methodology for Gear Pump Based on EEMD and Bayesian Network

PubMed Central

Liu, Zengkai; Liu, Yonghong; Shan, Hongkai; Cai, Baoping; Huang, Qing

2015-01-01

This paper proposes a fault diagnosis methodology for a gear pump based on the ensemble empirical mode decomposition (EEMD) method and the Bayesian network. Essentially, the presented scheme is a multi-source information fusion based methodology. Compared with the conventional fault diagnosis with only EEMD, the proposed method is able to take advantage of all useful information besides sensor signals. The presented diagnostic Bayesian network consists of a fault layer, a fault feature layer and a multi-source information layer. Vibration signals from sensor measurement are decomposed by the EEMD method and the energy of intrinsic mode functions (IMFs) are calculated as fault features. These features are added into the fault feature layer in the Bayesian network. The other sources of useful information are added to the information layer. The generalized three-layer Bayesian network can be developed by fully incorporating faults and fault symptoms as well as other useful information such as naked eye inspection and maintenance records. Therefore, diagnostic accuracy and capacity can be improved. The proposed methodology is applied to the fault diagnosis of a gear pump and the structure and parameters of the Bayesian network is established. Compared with artificial neural network and support vector machine classification algorithms, the proposed model has the best diagnostic performance when sensor data is used only. A case study has demonstrated that some information from human observation or system repair records is very helpful to the fault diagnosis. It is effective and efficient in diagnosing faults based on uncertain, incomplete information. PMID:25938760

A Fault Diagnosis Methodology for Gear Pump Based on EEMD and Bayesian Network.

PubMed

Liu, Zengkai; Liu, Yonghong; Shan, Hongkai; Cai, Baoping; Huang, Qing

2015-01-01

This paper proposes a fault diagnosis methodology for a gear pump based on the ensemble empirical mode decomposition (EEMD) method and the Bayesian network. Essentially, the presented scheme is a multi-source information fusion based methodology. Compared with the conventional fault diagnosis with only EEMD, the proposed method is able to take advantage of all useful information besides sensor signals. The presented diagnostic Bayesian network consists of a fault layer, a fault feature layer and a multi-source information layer. Vibration signals from sensor measurement are decomposed by the EEMD method and the energy of intrinsic mode functions (IMFs) are calculated as fault features. These features are added into the fault feature layer in the Bayesian network. The other sources of useful information are added to the information layer. The generalized three-layer Bayesian network can be developed by fully incorporating faults and fault symptoms as well as other useful information such as naked eye inspection and maintenance records. Therefore, diagnostic accuracy and capacity can be improved. The proposed methodology is applied to the fault diagnosis of a gear pump and the structure and parameters of the Bayesian network is established. Compared with artificial neural network and support vector machine classification algorithms, the proposed model has the best diagnostic performance when sensor data is used only. A case study has demonstrated that some information from human observation or system repair records is very helpful to the fault diagnosis. It is effective and efficient in diagnosing faults based on uncertain, incomplete information.

Bayesian Correlation Analysis for Sequence Count Data

PubMed Central

Lau, Nelson; Perkins, Theodore J.

2016-01-01

Evaluating the similarity of different measured variables is a fundamental task of statistics, and a key part of many bioinformatics algorithms. Here we propose a Bayesian scheme for estimating the correlation between different entities’ measurements based on high-throughput sequencing data. These entities could be different genes or miRNAs whose expression is measured by RNA-seq, different transcription factors or histone marks whose expression is measured by ChIP-seq, or even combinations of different types of entities. Our Bayesian formulation accounts for both measured signal levels and uncertainty in those levels, due to varying sequencing depth in different experiments and to varying absolute levels of individual entities, both of which affect the precision of the measurements. In comparison with a traditional Pearson correlation analysis, we show that our Bayesian correlation analysis retains high correlations when measurement confidence is high, but suppresses correlations when measurement confidence is low—especially for entities with low signal levels. In addition, we consider the influence of priors on the Bayesian correlation estimate. Perhaps surprisingly, we show that naive, uniform priors on entities’ signal levels can lead to highly biased correlation estimates, particularly when different experiments have widely varying sequencing depths. However, we propose two alternative priors that provably mitigate this problem. We also prove that, like traditional Pearson correlation, our Bayesian correlation calculation constitutes a kernel in the machine learning sense, and thus can be used as a similarity measure in any kernel-based machine learning algorithm. We demonstrate our approach on two RNA-seq datasets and one miRNA-seq dataset. PMID:27701449

Wavelet-based multiscale adjoint waveform-difference tomography using body and surface waves

NASA Astrophysics Data System (ADS)

Yuan, Y. O.; Simons, F. J.; Bozdag, E.

2014-12-01

We present a multi-scale scheme for full elastic waveform-difference inversion. Using a wavelet transform proves to be a key factor to mitigate cycle-skipping effects. We start with coarse representations of the seismogram to correct a large-scale background model, and subsequently explain the residuals in the fine scales of the seismogram to map the heterogeneities with great complexity. We have previously applied the multi-scale approach successfully to body waves generated in a standard model from the exploration industry: a modified two-dimensional elastic Marmousi model. With this model we explored the optimal choice of wavelet family, number of vanishing moments and decomposition depth. For this presentation we explore the sensitivity of surface waves in waveform-difference tomography. The incorporation of surface waves is rife with cycle-skipping problems compared to the inversions considering body waves only. We implemented an envelope-based objective function probed via a multi-scale wavelet analysis to measure the distance between predicted and target surface-wave waveforms in a synthetic model of heterogeneous near-surface structure. Our proposed method successfully purges the local minima present in the waveform-difference misfit surface. An elastic shallow model with 100~m in depth is used to test the surface-wave inversion scheme. We also analyzed the sensitivities of surface waves and body waves in full waveform inversions, as well as the effects of incorrect density information on elastic parameter inversions. Based on those numerical experiments, we ultimately formalized a flexible scheme to consider both body and surface waves in adjoint tomography. While our early examples are constructed from exploration-style settings, our procedure will be very valuable for the study of global network data.

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.

Accuracy of maximum likelihood and least-squares estimates in the lidar slope method with noisy data.

PubMed

Eberhard, Wynn L

2017-04-01

The maximum likelihood estimator (MLE) is derived for retrieving the extinction coefficient and zero-range intercept in the lidar slope method in the presence of random and independent Gaussian noise. Least-squares fitting, weighted by the inverse of the noise variance, is equivalent to the MLE. Monte Carlo simulations demonstrate that two traditional least-squares fitting schemes, which use different weights, are less accurate. Alternative fitting schemes that have some positive attributes are introduced and evaluated. The principal factors governing accuracy of all these schemes are elucidated. Applying these schemes to data with Poisson rather than Gaussian noise alters accuracy little, even when the signal-to-noise ratio is low. Methods to estimate optimum weighting factors in actual data are presented. Even when the weighting estimates are coarse, retrieval accuracy declines only modestly. Mathematical tools are described for predicting retrieval accuracy. Least-squares fitting with inverse variance weighting has optimum accuracy for retrieval of parameters from single-wavelength lidar measurements when noise, errors, and uncertainties are Gaussian distributed, or close to optimum when only approximately Gaussian.

Spectral collocation method with a flexible angular discretization scheme for radiative transfer in multi-layer graded index medium

NASA Astrophysics Data System (ADS)

Wei, Linyang; Qi, Hong; Sun, Jianping; Ren, Yatao; Ruan, Liming

2017-05-01

The spectral collocation method (SCM) is employed to solve the radiative transfer in multi-layer semitransparent medium with graded index. A new flexible angular discretization scheme is employed to discretize the solid angle domain freely to overcome the limit of the number of discrete radiative direction when adopting traditional SN discrete ordinate scheme. Three radial basis function interpolation approaches, named as multi-quadric (MQ), inverse multi-quadric (IMQ) and inverse quadratic (IQ) interpolation, are employed to couple the radiative intensity at the interface between two adjacent layers and numerical experiments show that MQ interpolation has the highest accuracy and best stability. Variable radiative transfer problems in double-layer semitransparent media with different thermophysical properties are investigated and the influence of these thermophysical properties on the radiative transfer procedure in double-layer semitransparent media is also analyzed. All the simulated results show that the present SCM with the new angular discretization scheme can predict the radiative transfer in multi-layer semitransparent medium with graded index efficiently and accurately.

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 improved scheme for Flip-OFDM based on Hartley transform in short-range IM/DD systems.

PubMed

Zhou, Ji; Qiao, Yaojun; Cai, Zhuo; Ji, Yuefeng

2014-08-25

In this paper, an improved Flip-OFDM scheme is proposed for IM/DD optical systems, where the modulation/demodulation processing takes advantage of the fast Hartley transform (FHT) algorithm. We realize the improved scheme in one symbol period while conventional Flip-OFDM scheme based on fast Fourier transform (FFT) in two consecutive symbol periods. So the complexity of many operations in improved scheme is half of that in conventional scheme, such as CP operation, polarity inversion and symbol delay. Compared to FFT with complex input constellation, the complexity of FHT with real input constellation is halved. The transmission experiment over 50-km SSMF has been realized to verify the feasibility of improved scheme. In conclusion, the improved scheme has the same BER performance with conventional scheme, but great superiority on complexity.

Framework to evaluate the worth of hydraulic conductivity data for optimal groundwater resources management in ecologically sensitive areas

NASA Astrophysics Data System (ADS)

Feyen, Luc; Gorelick, Steven M.

2005-03-01

We propose a framework that combines simulation optimization with Bayesian decision analysis to evaluate the worth of hydraulic conductivity data for optimal groundwater resources management in ecologically sensitive areas. A stochastic simulation optimization management model is employed to plan regionally distributed groundwater pumping while preserving the hydroecological balance in wetland areas. Because predictions made by an aquifer model are uncertain, groundwater supply systems operate below maximum yield. Collecting data from the groundwater system can potentially reduce predictive uncertainty and increase safe water production. The price paid for improvement in water management is the cost of collecting the additional data. Efficient data collection using Bayesian decision analysis proceeds in three stages: (1) The prior analysis determines the optimal pumping scheme and profit from water sales on the basis of known information. (2) The preposterior analysis estimates the optimal measurement locations and evaluates whether each sequential measurement will be cost-effective before it is taken. (3) The posterior analysis then revises the prior optimal pumping scheme and consequent profit, given the new information. Stochastic simulation optimization employing a multiple-realization approach is used to determine the optimal pumping scheme in each of the three stages. The cost of new data must not exceed the expected increase in benefit obtained in optimal groundwater exploitation. An example based on groundwater management practices in Florida aimed at wetland protection showed that the cost of data collection more than paid for itself by enabling a safe and reliable increase in production.

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

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

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

Broadband excitation in nuclear magnetic resonance

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

Tycko, Robert

1984-10-01

Theoretical methods for designing sequences of radio frequency (rf) radiation pulses for broadband excitation of spin systems in nuclear magnetic resonance (NMR) are described. The sequences excite spins uniformly over large ranges of resonant frequencies arising from static magnetic field inhomogeneity, chemical shift differences, or spin couplings, or over large ranges of rf field amplitudes. Specific sequences for creating a population inversion or transverse magnetization are derived and demonstrated experimentally in liquid and solid state NMR. One approach to broadband excitation is based on principles of coherent averaging theory. A general formalism for deriving pulse sequences is given, along withmore » computational methods for specific cases. This approach leads to sequences that produce strictly constant transformations of a spin system. The importance of this feature in NMR applications is discussed. A second approach to broadband excitation makes use of iterative schemes, i.e. sets of operations that are applied repetitively to a given initial pulse sequences, generating a series of increasingly complex sequences with increasingly desirable properties. A general mathematical framework for analyzing iterative schemes is developed. An iterative scheme is treated as a function that acts on a space of operators corresponding to the transformations produced by all possible pulse sequences. The fixed points of the function and the stability of the fixed points are shown to determine the essential behavior of the scheme. Iterative schemes for broadband population inversion are treated in detail. Algebraic and numerical methods for performing the mathematical analysis are presented. Two additional topics are treated. The first is the construction of sequences for uniform excitation of double-quantum coherence and for uniform polarization transfer over a range of spin couplings. Double-quantum excitation sequences are demonstrated in a liquid crystal system. The second additional topic is the construction of iterative schemes for narrowband population inversion. The use of sequences that invert spin populations only over a narrow range of rf field amplitudes to spatially localize NMR signals in an rf field gradient is discussed.« less

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

Bertholon, François; Harant, Olivier; Bourlon, Bertrand

This article introduces a joined Bayesian estimation of gas samples issued from a gas chromatography column (GC) coupled with a NEMS sensor based on Giddings Eyring microscopic molecular stochastic model. The posterior distribution is sampled using a Monte Carlo Markov Chain and Gibbs sampling. Parameters are estimated using the posterior mean. This estimation scheme is finally applied on simulated and real datasets using this molecular stochastic forward model.

Variational methods for direct/inverse problems of atmospheric dynamics and chemistry

NASA Astrophysics Data System (ADS)

Penenko, Vladimir; Penenko, Alexey; Tsvetova, Elena

2013-04-01

We present a variational approach for solving direct and inverse problems of atmospheric hydrodynamics and chemistry. It is important that the accurate matching of numerical schemes has to be provided in the chain of objects: direct/adjoint problems - sensitivity relations - inverse problems, including assimilation of all available measurement data. To solve the problems we have developed a new enhanced set of cost-effective algorithms. The matched description of the multi-scale processes is provided by a specific choice of the variational principle functionals for the whole set of integrated models. Then all functionals of variational principle are approximated in space and time by splitting and decomposition methods. Such approach allows us to separately consider, for example, the space-time problems of atmospheric chemistry in the frames of decomposition schemes for the integral identity sum analogs of the variational principle at each time step and in each of 3D finite-volumes. To enhance the realization efficiency, the set of chemical reactions is divided on the subsets related to the operators of production and destruction. Then the idea of the Euler's integrating factors is applied in the frames of the local adjoint problem technique [1]-[3]. The analytical solutions of such adjoint problems play the role of integrating factors for differential equations describing atmospheric chemistry. With their help, the system of differential equations is transformed to the equivalent system of integral equations. As a result we avoid the construction and inversion of preconditioning operators containing the Jacobi matrixes which arise in traditional implicit schemes for ODE solution. This is the main advantage of our schemes. At the same time step but on the different stages of the "global" splitting scheme, the system of atmospheric dynamic equations is solved. For convection - diffusion equations for all state functions in the integrated models we have developed the monotone and stable discrete-analytical numerical schemes [1]-[3] conserving the positivity of the chemical substance concentrations and possessing the properties of energy and mass balance that are postulated in the general variational principle for integrated models. All algorithms for solution of transport, diffusion and transformation problems are direct (without iterations). The work is partially supported by the Programs No 4 of Presidium RAS and No 3 of Mathematical Department of RAS, by RFBR project 11-01-00187 and Integrating projects of SD RAS No 8 and 35. Our studies are in the line with the goals of COST Action ES1004. References Penenko V., Tsvetova E. Discrete-analytical methods for the implementation of variational principles in environmental applications// Journal of computational and applied mathematics, 2009, v. 226, 319-330. Penenko A.V. Discrete-analytic schemes for solving an inverse coefficient heat conduction problem in a layered medium with gradient methods// Numerical Analysis and Applications, 2012, V. 5, pp 326-341. V. Penenko, E. Tsvetova. Variational methods for constructing the monotone approximations for atmospheric chemistry models //Numerical Analysis and Applications, 2013 (in press).

Implementation of single-photon quantum routing and decoupling using a nitrogen-vacancy center and a whispering-gallery-mode resonator-waveguide system.

PubMed

Cao, Cong; Duan, Yu-Wen; Chen, Xi; Zhang, Ru; Wang, Tie-Jun; Wang, Chuan

2017-07-24

Quantum router is a key element needed for the construction of future complex quantum networks. However, quantum routing with photons, and its inverse, quantum decoupling, are difficult to implement as photons do not interact, or interact very weakly in nonlinear media. In this paper, we investigate the possibility of implementing photonic quantum routing based on effects in cavity quantum electrodynamics, and present a scheme for single-photon quantum routing controlled by the other photon using a hybrid system consisting of a single nitrogen-vacancy (NV) center coupled with a whispering-gallery-mode resonator-waveguide structure. Different from the cases in which classical information is used to control the path of quantum signals, both the control and signal photons are quantum in our implementation. Compared with the probabilistic quantum routing protocols based on linear optics, our scheme is deterministic and also scalable to multiple photons. We also present a scheme for single-photon quantum decoupling from an initial state with polarization and spatial-mode encoding, which can implement an inverse operation to the quantum routing. We discuss the feasibility of our schemes by considering current or near-future techniques, and show that both the schemes can operate effectively in the bad-cavity regime. We believe that the schemes could be key building blocks for future complex quantum networks and large-scale quantum information processing.

Applied Mathematics in EM Studies with Special Emphasis on an Uncertainty Quantification and 3-D Integral Equation Modelling

NASA Astrophysics Data System (ADS)

Pankratov, Oleg; Kuvshinov, Alexey

2016-01-01

Despite impressive progress in the development and application of electromagnetic (EM) deterministic inverse schemes to map the 3-D distribution of electrical conductivity within the Earth, there is one question which remains poorly addressed—uncertainty quantification of the recovered conductivity models. Apparently, only an inversion based on a statistical approach provides a systematic framework to quantify such uncertainties. The Metropolis-Hastings (M-H) algorithm is the most popular technique for sampling the posterior probability distribution that describes the solution of the statistical inverse problem. However, all statistical inverse schemes require an enormous amount of forward simulations and thus appear to be extremely demanding computationally, if not prohibitive, if a 3-D set up is invoked. This urges development of fast and scalable 3-D modelling codes which can run large-scale 3-D models of practical interest for fractions of a second on high-performance multi-core platforms. But, even with these codes, the challenge for M-H methods is to construct proposal functions that simultaneously provide a good approximation of the target density function while being inexpensive to be sampled. In this paper we address both of these issues. First we introduce a variant of the M-H method which uses information about the local gradient and Hessian of the penalty function. This, in particular, allows us to exploit adjoint-based machinery that has been instrumental for the fast solution of deterministic inverse problems. We explain why this modification of M-H significantly accelerates sampling of the posterior probability distribution. In addition we show how Hessian handling (inverse, square root) can be made practicable by a low-rank approximation using the Lanczos algorithm. Ultimately we discuss uncertainty analysis based on stochastic inversion results. In addition, we demonstrate how this analysis can be performed within a deterministic approach. In the second part, we summarize modern trends in the development of efficient 3-D EM forward modelling schemes with special emphasis on recent advances in the integral equation approach.

Effective one-dimensional approach to the source reconstruction problem of three-dimensional inverse optoacoustics

NASA Astrophysics Data System (ADS)

Stritzel, J.; Melchert, O.; Wollweber, M.; Roth, B.

2017-09-01

The direct problem of optoacoustic signal generation in biological media consists of solving an inhomogeneous three-dimensional (3D) wave equation for an initial acoustic stress profile. In contrast, the more defiant inverse problem requires the reconstruction of the initial stress profile from a proper set of observed signals. In this article, we consider an effectively 1D approach, based on the assumption of a Gaussian transverse irradiation source profile and plane acoustic waves, in which the effects of acoustic diffraction are described in terms of a linear integral equation. The respective inverse problem along the beam axis can be cast into a Volterra integral equation of the second kind for which we explore here efficient numerical schemes in order to reconstruct initial stress profiles from observed signals, constituting a methodical progress of computational aspects of optoacoustics. In this regard, we explore the validity as well as the limits of the inversion scheme via numerical experiments, with parameters geared toward actual optoacoustic problem instances. The considered inversion input consists of synthetic data, obtained in terms of the effectively 1D approach, and, more generally, a solution of the 3D optoacoustic wave equation. Finally, we also analyze the effect of noise and different detector-to-sample distances on the optoacoustic signal and the reconstructed pressure profiles.

Three-dimensional inverse modelling of damped elastic wave propagation in the Fourier domain

NASA Astrophysics Data System (ADS)

Petrov, Petr V.; Newman, Gregory A.

2014-09-01

3-D full waveform inversion (FWI) of seismic wavefields is routinely implemented with explicit time-stepping simulators. A clear advantage of explicit time stepping is the avoidance of solving large-scale implicit linear systems that arise with frequency domain formulations. However, FWI using explicit time stepping may require a very fine time step and (as a consequence) significant computational resources and run times. If the computational challenges of wavefield simulation can be effectively handled, an FWI scheme implemented within the frequency domain utilizing only a few frequencies, offers a cost effective alternative to FWI in the time domain. We have therefore implemented a 3-D FWI scheme for elastic wave propagation in the Fourier domain. To overcome the computational bottleneck in wavefield simulation, we have exploited an efficient Krylov iterative solver for the elastic wave equations approximated with second and fourth order finite differences. The solver does not exploit multilevel preconditioning for wavefield simulation, but is coupled efficiently to the inversion iteration workflow to reduce computational cost. The workflow is best described as a series of sequential inversion experiments, where in the case of seismic reflection acquisition geometries, the data has been laddered such that we first image highly damped data, followed by data where damping is systemically reduced. The key to our modelling approach is its ability to take advantage of solver efficiency when the elastic wavefields are damped. As the inversion experiment progresses, damping is significantly reduced, effectively simulating non-damped wavefields in the Fourier domain. While the cost of the forward simulation increases as damping is reduced, this is counterbalanced by the cost of the outer inversion iteration, which is reduced because of a better starting model obtained from the larger damped wavefield used in the previous inversion experiment. For cross-well data, it is also possible to launch a successful inversion experiment without laddering the damping constants. With this type of acquisition geometry, the solver is still quite effective using a small fixed damping constant. To avoid cycle skipping, we also employ a multiscale imaging approach, in which frequency content of the data is also laddered (with the data now including both reflection and cross-well data acquisition geometries). Thus the inversion process is launched using low frequency data to first recover the long spatial wavelength of the image. With this image as a new starting model, adding higher frequency data refines and enhances the resolution of the image. FWI using laddered frequencies with an efficient damping schemed enables reconstructing elastic attributes of the subsurface at a resolution that approaches half the smallest wavelength utilized to image the subsurface. We show the possibility of effectively carrying out such reconstructions using two to six frequencies, depending upon the application. Using the proposed FWI scheme, massively parallel computing resources are essential for reasonable execution times.

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.

Identification of material constants for piezoelectric transformers by three-dimensional, finite-element method and a design-sensitivity method.

PubMed

Joo, Hyun-Woo; Lee, Chang-Hwan; Rho, Jong-Seok; Jung, Hyun-Kyo

2003-08-01

In this paper, an inversion scheme for piezoelectric constants of piezoelectric transformers is proposed. The impedance of piezoelectric transducers is calculated using a three-dimensional finite element method. The validity of this is confirmed experimentally. The effects of material coefficients on piezoelectric transformers are investigated numerically. Six material coefficient variables for piezoelectric transformers were selected, and a design sensitivity method was adopted as an inversion scheme. The validity of the proposed method was confirmed by step-up ratio calculations. The proposed method is applied to the analysis of a sample piezoelectric transformer, and its resonance characteristics are obtained by numerically combined equivalent circuit method.

Domain identification in impedance computed tomography by spline collocation method

NASA Technical Reports Server (NTRS)

Kojima, Fumio

1990-01-01

A method for estimating an unknown domain in elliptic boundary value problems is considered. The problem is formulated as an inverse problem of integral equations of the second kind. A computational method is developed using a splice collocation scheme. The results can be applied to the inverse problem of impedance computed tomography (ICT) for image reconstruction.

On nonsingular potentials of Cox-Thompson inversion scheme

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

Palmai, Tamas; Apagyi, Barnabas

2010-02-15

We establish a condition for obtaining nonsingular potentials using the Cox-Thompson inverse scattering method with one phase shift. The anomalous singularities of the potentials are avoided by maintaining unique solutions of the underlying Regge-Newton integral equation for the transformation kernel. As a by-product, new inequality sequences of zeros of Bessel functions are discovered.

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

PubMed

Arenas, Miguel

2015-04-01

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

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

PubMed

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

2009-02-10

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

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

NASA Astrophysics Data System (ADS)

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

2012-08-01

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

Multigrid-based reconstruction algorithm for quantitative photoacoustic tomography

PubMed Central

Li, Shengfu; Montcel, Bruno; Yuan, Zhen; Liu, Wanyu; Vray, Didier

2015-01-01

This paper proposes a multigrid inversion framework for quantitative photoacoustic tomography reconstruction. The forward model of optical fluence distribution and the inverse problem are solved at multiple resolutions. A fixed-point iteration scheme is formulated for each resolution and used as a cost function. The simulated and experimental results for quantitative photoacoustic tomography reconstruction show that the proposed multigrid inversion can dramatically reduce the required number of iterations for the optimization process without loss of reliability in the results. PMID:26203371

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.

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

Strategies to Enhance the Model Update in Regions of Weak Sensitivities for Use in Full Waveform Inversion

NASA Astrophysics Data System (ADS)

Nuber, André; Manukyan, Edgar; Maurer, Hansruedi

2014-05-01

Conventional methods of interpreting seismic data rely on filtering and processing limited portions of the recorded wavefield. Typically, either reflections, refractions or surface waves are considered in isolation. Particularly in near-surface engineering and environmental investigations (depths less than, say 100 m), these wave types often overlap in time and are difficult to separate. Full waveform inversion is a technique that seeks to exploit and interpret the full information content of the seismic records without the need for separating events first; it yields models of the subsurface at sub-wavelength resolution. We use a finite element modelling code to solve the 2D elastic isotropic wave equation in the frequency domain. This code is part of a Gauss-Newton inversion scheme which we employ to invert for the P- and S-wave velocities as well as for density in the subsurface. For shallow surface data the use of an elastic forward solver is essential because surface waves often dominate the seismograms. This leads to high sensitivities (partial derivatives contained in the Jacobian matrix of the Gauss-Newton inversion scheme) and thus large model updates close to the surface. Reflections from deeper structures may also include useful information, but the large sensitivities of the surface waves often preclude this information from being fully exploited. We have developed two methods that balance the sensitivity distributions and thus may help resolve the deeper structures. The first method includes equilibrating the columns of the Jacobian matrix prior to every inversion step by multiplying them with individual scaling factors. This is expected to also balance the model updates throughout the entire subsurface model. It can be shown that this procedure is mathematically equivalent to balancing the regularization weights of the individual model parameters. A proper choice of the scaling factors required to balance the Jacobian matrix is critical. We decided to normalise the columns of the Jacobian based on their absolute column sum, but defining an upper threshold for the scaling factors. This avoids particularly small and therefore insignificant sensitivities being over-boosted, which would produce unstable results. The second method proposed includes adjusting the inversion cell size with depth. Multiple cells of the forward modelling grid are merged to form larger inversion cells (typical ratios between forward and inversion cells are in the order of 1:100). The irregular inversion grid is adapted to the expected resolution power of full waveform inversion. Besides stabilizing the inversion, this approach also reduces the number of model parameters to be recovered. Consequently, the computational costs and the memory consumption are reduced significantly. This is particularly critical when Gauss-Newton type inversion schemes are employed. Extensive tests with synthetic data demonstrated that both methods stabilise the inversion and improve the inversion results. The two methods have some redundancy, which can be seen when both are applied simultaneously, that is, when scaling of the Jacobian matrix is applied to an irregular inversion grid. The calculated scaling factors are quite balanced and span a much smaller range than in the case of a regular inversion grid.

From scores to face templates: a model-based approach.

PubMed

Mohanty, Pranab; Sarkar, Sudeep; Kasturi, Rangachar

2007-12-01

Regeneration of templates from match scores has security and privacy implications related to any biometric authentication system. We propose a novel paradigm to reconstruct face templates from match scores using a linear approach. It proceeds by first modeling the behavior of the given face recognition algorithm by an affine transformation. The goal of the modeling is to approximate the distances computed by a face recognition algorithm between two faces by distances between points, representing these faces, in an affine space. Given this space, templates from an independent image set (break-in) are matched only once with the enrolled template of the targeted subject and match scores are recorded. These scores are then used to embed the targeted subject in the approximating affine (non-orthogonal) space. Given the coordinates of the targeted subject in the affine space, the original template of the targeted subject is reconstructed using the inverse of the affine transformation. We demonstrate our ideas using three, fundamentally different, face recognition algorithms: Principal Component Analysis (PCA) with Mahalanobis cosine distance measure, Bayesian intra-extrapersonal classifier (BIC), and a feature-based commercial algorithm. To demonstrate the independence of the break-in set with the gallery set, we select face templates from two different databases: Face Recognition Grand Challenge (FRGC) and Facial Recognition Technology (FERET) Database (FERET). With an operational point set at 1 percent False Acceptance Rate (FAR) and 99 percent True Acceptance Rate (TAR) for 1,196 enrollments (FERET gallery), we show that at most 600 attempts (score computations) are required to achieve a 73 percent chance of breaking in as a randomly chosen target subject for the commercial face recognition system. With similar operational set up, we achieve a 72 percent and 100 percent chance of breaking in for the Bayesian and PCA based face recognition systems, respectively. With three different levels of score quantization, we achieve 69 percent, 68 percent and 49 percent probability of break-in, indicating the robustness of our proposed scheme to score quantization. We also show that the proposed reconstruction scheme has 47 percent more probability of breaking in as a randomly chosen target subject for the commercial system as compared to a hill climbing approach with the same number of attempts. Given that the proposed template reconstruction method uses distinct face templates to reconstruct faces, this work exposes a more severe form of vulnerability than a hill climbing kind of attack where incrementally different versions of the same face are used. Also, the ability of the proposed approach to reconstruct actual face templates of the users increases privacy concerns in biometric systems.

Parallelization of implicit finite difference schemes in computational fluid dynamics

NASA Technical Reports Server (NTRS)

Decker, Naomi H.; Naik, Vijay K.; Nicoules, Michel

1990-01-01

Implicit finite difference schemes are often the preferred numerical schemes in computational fluid dynamics, requiring less stringent stability bounds than the explicit schemes. Each iteration in an implicit scheme involves global data dependencies in the form of second and higher order recurrences. Efficient parallel implementations of such iterative methods are considerably more difficult and non-intuitive. The parallelization of the implicit schemes that are used for solving the Euler and the thin layer Navier-Stokes equations and that require inversions of large linear systems in the form of block tri-diagonal and/or block penta-diagonal matrices is discussed. Three-dimensional cases are emphasized and schemes that minimize the total execution time are presented. Partitioning and scheduling schemes for alleviating the effects of the global data dependencies are described. An analysis of the communication and the computation aspects of these methods is presented. The effect of the boundary conditions on the parallel schemes is also discussed.

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).

Semiclassical approximation of the Wheeler-DeWitt equation: arbitrary orders and the question of unitarity

NASA Astrophysics Data System (ADS)

Kiefer, Claus; Wichmann, David

2018-06-01

We extend the Born-Oppenheimer type of approximation scheme for the Wheeler-DeWitt equation of canonical quantum gravity to arbitrary orders in the inverse Planck mass squared. We discuss in detail the origin of unitarity violation in this scheme and show that unitarity can be restored by an appropriate modification which requires back reaction from matter onto the gravitational sector. In our analysis, we heavily rely on the gauge aspects of the standard Born-Oppenheimer scheme in molecular physics.

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.

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.

A sparse reconstruction method for the estimation of multiresolution emission fields via atmospheric inversion

DOE PAGES

Ray, J.; Lee, J.; Yadav, V.; ...

2014-08-20

We present a sparse reconstruction scheme that can also be used to ensure non-negativity when fitting wavelet-based random field models to limited observations in non-rectangular geometries. The method is relevant when multiresolution fields are estimated using linear inverse problems. Examples include the estimation of emission fields for many anthropogenic pollutants using atmospheric inversion or hydraulic conductivity in aquifers from flow measurements. The scheme is based on three new developments. Firstly, we extend an existing sparse reconstruction method, Stagewise Orthogonal Matching Pursuit (StOMP), to incorporate prior information on the target field. Secondly, we develop an iterative method that uses StOMP tomore » impose non-negativity on the estimated field. Finally, we devise a method, based on compressive sensing, to limit the estimated field within an irregularly shaped domain. We demonstrate the method on the estimation of fossil-fuel CO 2 (ffCO 2) emissions in the lower 48 states of the US. The application uses a recently developed multiresolution random field model and synthetic observations of ffCO 2 concentrations from a limited set of measurement sites. We find that our method for limiting the estimated field within an irregularly shaped region is about a factor of 10 faster than conventional approaches. It also reduces the overall computational cost by a factor of two. Further, the sparse reconstruction scheme imposes non-negativity without introducing strong nonlinearities, such as those introduced by employing log-transformed fields, and thus reaps the benefits of simplicity and computational speed that are characteristic of linear inverse problems.« less

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.

Coded excitation with spectrum inversion (CEXSI) for ultrasound array imaging.

PubMed

Wang, Yao; Metzger, Kurt; Stephens, Douglas N; Williams, Gregory; Brownlie, Scott; O'Donnell, Matthew

2003-07-01

In this paper, a scheme called coded excitation with spectrum inversion (CEXSI) is presented. An established optimal binary code whose spectrum has no nulls and possesses the least variation is encoded as a burst for transmission. Using this optimal code, the decoding filter can be derived directly from its inverse spectrum. Various transmission techniques can be used to improve energy coupling within the system pass-band. We demonstrate its potential to achieve excellent decoding with very low (< 80 dB) side-lobes. For a 2.6 micros code, an array element with a center frequency of 10 MHz and fractional bandwidth of 38%, range side-lobes of about 40 dB have been achieved experimentally with little compromise in range resolution. The signal-to-noise ratio (SNR) improvement also has been characterized at about 14 dB. Along with simulations and experimental data, we present a formulation of the scheme, according to which CEXSI can be extended to improve SNR in sparse array imaging in general.

The visual system’s internal model of the world

PubMed Central

Lee, Tai Sing

2015-01-01

The Bayesian paradigm has provided a useful conceptual theory for understanding perceptual computation in the brain. While the detailed neural mechanisms of Bayesian inference are not fully understood, recent computational and neurophysiological works have illuminated the underlying computational principles and representational architecture. The fundamental insights are that the visual system is organized as a modular hierarchy to encode an internal model of the world, and that perception is realized by statistical inference based on such internal model. In this paper, I will discuss and analyze the varieties of representational schemes of these internal models and how they might be used to perform learning and inference. I will argue for a unified theoretical framework for relating the internal models to the observed neural phenomena and mechanisms in the visual cortex. PMID:26566294

Bayesian reconstruction of projection reconstruction NMR (PR-NMR).

PubMed

Yoon, Ji Won

2014-11-01

Projection reconstruction nuclear magnetic resonance (PR-NMR) is a technique for generating multidimensional NMR spectra. A small number of projections from lower-dimensional NMR spectra are used to reconstruct the multidimensional NMR spectra. In our previous work, it was shown that multidimensional NMR spectra are efficiently reconstructed using peak-by-peak based reversible jump Markov chain Monte Carlo (RJMCMC) algorithm. We propose an extended and generalized RJMCMC algorithm replacing a simple linear model with a linear mixed model to reconstruct close NMR spectra into true spectra. This statistical method generates samples in a Bayesian scheme. Our proposed algorithm is tested on a set of six projections derived from the three-dimensional 700 MHz HNCO spectrum of a protein HasA. Copyright © 2014 Elsevier Ltd. All rights reserved.

Quantum gates by inverse engineering of a Hamiltonian

NASA Astrophysics Data System (ADS)

Santos, Alan C.

2018-01-01

Inverse engineering of a Hamiltonian (IEH) from an evolution operator is a useful technique for the protocol of quantum control with potential applications in quantum information processing. In this paper we introduce a particular protocol to perform IEH and we show how this scheme can be used to implement a set of quantum gates by using minimal quantum resources (such as entanglement, interactions between more than two qubits or auxiliary qubits). Remarkably, while previous protocols request three-qubit interactions and/or auxiliary qubits to implement such gates, our protocol requires just two-qubit interactions and no auxiliary qubits. By using this approach we can obtain a large class of Hamiltonians that allow us to implement single and two-qubit gates necessary for quantum computation. To conclude this article we analyze the performance of our scheme against systematic errors related to amplitude noise, where we show that the free parameters introduced in our scheme can be useful for enhancing the robustness of the protocol against such errors.

Sparse spikes super-resolution on thin grids II: the continuous basis pursuit

NASA Astrophysics Data System (ADS)

Duval, Vincent; Peyré, Gabriel

2017-09-01

This article analyzes the performance of the continuous basis pursuit (C-BP) method for sparse super-resolution. The C-BP has been recently proposed by Ekanadham, Tranchina and Simoncelli as a refined discretization scheme for the recovery of spikes in inverse problems regularization. One of the most well known discretization scheme, the basis pursuit (BP, also known as \

Demonstration of Advanced EMI Models for Live-Site UXO Discrimination at Former Camp Butner, North Carolina

DTIC Science & Technology

2012-05-01

GRANT NUMBER 5c. PROGRAM ELEMENT NUMBER 6. AUTHOR(S) 5d. PROJECT NUMBER 5e. TASK NUMBER 5f. WORK UNIT NUMBER 7 . PERFORMING ORGANIZATION NAME(S...2.3.3 Classification using template matching ...................................................... 7 2.4 Details of classification schemes... 7 2.4.1 Camp Butner TEMTADS data inversion and classification scheme .......... 9

Multiple environment single system quantum mechanical/molecular mechanical (MESS-QM/MM) calculations. 1. Estimation of polarization energies.

PubMed

Sodt, Alexander J; Mei, Ye; König, Gerhard; Tao, Peng; Steele, Ryan P; Brooks, Bernard R; Shao, Yihan

2015-03-05

In combined quantum mechanical/molecular mechanical (QM/MM) free energy calculations, it is often advantageous to have a frozen geometry for the quantum mechanical (QM) region. For such multiple-environment single-system (MESS) cases, two schemes are proposed here for estimating the polarization energy: the first scheme, termed MESS-E, involves a Roothaan step extrapolation of the self-consistent field (SCF) energy; whereas the other scheme, termed MESS-H, employs a Newton-Raphson correction using an approximate inverse electronic Hessian of the QM region (which is constructed only once). Both schemes are extremely efficient, because the expensive Fock updates and SCF iterations in standard QM/MM calculations are completely avoided at each configuration. They produce reasonably accurate QM/MM polarization energies: MESS-E can predict the polarization energy within 0.25 kcal/mol in terms of the mean signed error for two of our test cases, solvated methanol and solvated β-alanine, using the M06-2X or ωB97X-D functionals; MESS-H can reproduce the polarization energy within 0.2 kcal/mol for these two cases and for the oxyluciferin-luciferase complex, if the approximate inverse electronic Hessians are constructed with sufficient accuracy.

A Strassen-Newton algorithm for high-speed parallelizable matrix inversion

NASA Technical Reports Server (NTRS)

Bailey, David H.; Ferguson, Helaman R. P.

1988-01-01

Techniques are described for computing matrix inverses by algorithms that are highly suited to massively parallel computation. The techniques are based on an algorithm suggested by Strassen (1969). Variations of this scheme use matrix Newton iterations and other methods to improve the numerical stability while at the same time preserving a very high level of parallelism. One-processor Cray-2 implementations of these schemes range from one that is up to 55 percent faster than a conventional library routine to one that is slower than a library routine but achieves excellent numerical stability. The problem of computing the solution to a single set of linear equations is discussed, and it is shown that this problem can also be solved efficiently using these techniques.

Bayesian spatiotemporal model of fMRI data using transfer functions.

PubMed

Quirós, Alicia; Diez, Raquel Montes; Wilson, Simon P

2010-09-01

This research describes a new Bayesian spatiotemporal model to analyse BOLD fMRI studies. In the temporal dimension, we describe the shape of the hemodynamic response function (HRF) with a transfer function model. The spatial continuity and local homogeneity of the evoked responses are modelled by a Gaussian Markov random field prior on the parameter indicating activations. The proposal constitutes an extension of the spatiotemporal model presented in a previous approach [Quirós, A., Montes Diez, R. and Gamerman, D., 2010. Bayesian spatiotemporal model of fMRI data, Neuroimage, 49: 442-456], offering more flexibility in the estimation of the HRF and computational advantages in the resulting MCMC algorithm. Simulations from the model are performed in order to ascertain the performance of the sampling scheme and the ability of the posterior to estimate model parameters, as well as to check the model sensitivity to signal to noise ratio. Results are shown on synthetic data and on a real data set from a block-design fMRI experiment. Copyright (c) 2010 Elsevier Inc. All rights reserved.

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

Analysis of 3D poroelastodynamics using BEM based on modified time-step scheme

NASA Astrophysics Data System (ADS)

Igumnov, L. A.; Petrov, A. N.; Vorobtsov, I. V.

2017-10-01

The development of 3d boundary elements modeling of dynamic partially saturated poroelastic media using a stepping scheme is presented in this paper. Boundary Element Method (BEM) in Laplace domain and the time-stepping scheme for numerical inversion of the Laplace transform are used to solve the boundary value problem. The modified stepping scheme with a varied integration step for quadrature coefficients calculation using the symmetry of the integrand function and integral formulas of Strongly Oscillating Functions was applied. The problem with force acting on a poroelastic prismatic console end was solved using the developed method. A comparison of the results obtained by the traditional stepping scheme with the solutions obtained by this modified scheme shows that the computational efficiency is better with usage of combined formulas.

Comparison of two statistical methods for probability prediction of monthly precipitation during summer over Huaihe River Basin in China, and applications in runoff prediction based on hydrological model

NASA Astrophysics Data System (ADS)

Liu, L.; Du, L.; Liao, Y.

2017-12-01

Based on the ensemble hindcast dataset of CSM1.1m by NCC, CMA, Bayesian merging models and a two-step statistical model are developed and employed to predict monthly grid/station precipitation in the Huaihe River China during summer at the lead-time of 1 to 3 months. The hindcast datasets span a period of 1991 to 2014. The skill of the two models is evaluated using area under the ROC curve (AUC) in a leave-one-out cross-validation framework, and is compared to the skill of CSM1.1m. CSM1.1m has highest skill for summer precipitation from April while lowest from May, and has highest skill for precipitation in June but lowest for precipitation in July. Compared with raw outputs of climate models, some schemes of the two approaches have higher skill for the prediction from March and May, but almost schemes have lower skill for prediction from April. Compared to two-step approach, one sampling scheme of Bayesian merging approach has higher skill for the prediction from March, but has lower skill from May. The results suggest that there is potential to apply the two statistical models for monthly precipitation forecast in summer from March and from May over Huaihe River basin, but is potential to apply CSM1.1m forecast from April. Finally, the summer runoff during 1991 to 2014 is simulated based on one hydrological model using the climate hindcast of CSM1.1m and the two statistical models.

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 novel quantum steganography scheme for color images

NASA Astrophysics Data System (ADS)

Li, Panchi; Liu, Xiande

In quantum image steganography, embedding capacity and security are two important issues. This paper presents a novel quantum steganography scheme using color images as cover images. First, the secret information is divided into 3-bit segments, and then each 3-bit segment is embedded into the LSB of one color pixel in the cover image according to its own value and using Gray code mapping rules. Extraction is the inverse of embedding. We designed the quantum circuits that implement the embedding and extracting process. The simulation results on a classical computer show that the proposed scheme outperforms several other existing schemes in terms of embedding capacity and security.

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.

Marine magnetotelluric inversion with an unstructured tetrahedral mesh

NASA Astrophysics Data System (ADS)

Usui, Yoshiya; Kasaya, Takafumi; Ogawa, Yasuo; Iwamoto, Hisanori

2018-05-01

The finite element method using an unstructured tetrahedral mesh is one of the most effective methods for the three-dimensional modelling of marine magnetotelluric data which are strongly affected by bathymetry, because it enables us to incorporate both small-scale and regional-scale bathymetry into a computational mesh with a practical number of elements. The authors applied a three-dimensional inversion scheme using mesh of this type to marine magnetotelluric problems for the first time and verified its applicability. Forward calculations for two bathymetry models demonstrated that the results obtained with an unstructured tetrahedral mesh are close to the reference solutions. To evaluate the forward calculation results, we developed a general TM-mode analytical formulation for a two-dimensional sinusoidal topography. Moreover, synthetic inversion test results confirmed that a three-dimensional inversion scheme with an unstructured tetrahedral mesh enables us to recover subseafloor resistivity structure properly even for a model including a land-sea boundary as well as seafloor undulations. The verified inversion scheme was subsequently applied to a set of marine magnetotelluric data observed around the Iheya North Knoll, the middle Okinawa Trough. Three-dimensional modelling using a mesh with precise bathymetry demonstrated that the data observed around the Iheya North Knoll are strongly affected by bathymetry, especially by the sea-depth differences between the depression of the trough and the shallow East China Sea. The estimated resistivity structure under the knoll is characterized by a conductive surface layer underlain by a resistive layer. The conductive layer implies permeable pelagic/hemi-pelagic sediments, which are consistent with a previous seismological study. Furthermore, the conductive layer has a resistive part immediately below the knoll, which is regarded as the consolidated magma intrusion that formed the knoll. Furthermore, at depth of 10 km, we found that the resistor underneath the knoll extends to the southeast, implying that subseafloor resistivity under the Volcanic Arc Migration Phenomenon (VAMP) area is more resistive than the surroundings due to the presence of consolidated magma.

Trimming and procrastination as inversion techniques

NASA Astrophysics Data System (ADS)

Backus, George E.

1996-12-01

By examining the processes of truncating and approximating the model space (trimming it), and by committing to neither the objectivist nor the subjectivist interpretation of probability (procrastinating), we construct a formal scheme for solving linear and non-linear geophysical inverse problems. The necessary prior information about the correct model xE can be either a collection of inequalities or a probability measure describing where xE was likely to be in the model space X before the data vector y0 was measured. The results of the inversion are (1) a vector z0 that estimates some numerical properties zE of xE; (2) an estimate of the error δz = z0 - zE. As y0 is finite dimensional, so is z0, and hence in principle inversion cannot describe all of xE. The error δz is studied under successively more specialized assumptions about the inverse problem, culminating in a complete analysis of the linear inverse problem with a prior quadratic bound on xE. Our formalism appears to encompass and provide error estimates for many of the inversion schemes current in geomagnetism, and would be equally applicable in geodesy and seismology if adequate prior information were available there. As an idealized example we study the magnetic field at the core-mantle boundary, using satellite measurements of field elements at sites assumed to be almost uniformly distributed on a single spherical surface. Magnetospheric currents are neglected and the crustal field is idealized as a random process with rotationally invariant statistics. We find that an appropriate data compression diagonalizes the variance matrix of the crustal signal and permits an analytic trimming of the idealized problem.

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.

Computer-aided diagnosis system: a Bayesian hybrid classification method.

PubMed

Calle-Alonso, F; Pérez, C J; Arias-Nicolás, J P; Martín, J

2013-10-01

A novel method to classify multi-class biomedical objects is presented. The method is based on a hybrid approach which combines pairwise comparison, Bayesian regression and the k-nearest neighbor technique. It can be applied in a fully automatic way or in a relevance feedback framework. In the latter case, the information obtained from both an expert and the automatic classification is iteratively used to improve the results until a certain accuracy level is achieved, then, the learning process is finished and new classifications can be automatically performed. The method has been applied in two biomedical contexts by following the same cross-validation schemes as in the original studies. The first one refers to cancer diagnosis, leading to an accuracy of 77.35% versus 66.37%, originally obtained. The second one considers the diagnosis of pathologies of the vertebral column. The original method achieves accuracies ranging from 76.5% to 96.7%, and from 82.3% to 97.1% in two different cross-validation schemes. Even with no supervision, the proposed method reaches 96.71% and 97.32% in these two cases. By using a supervised framework the achieved accuracy is 97.74%. Furthermore, all abnormal cases were correctly classified. Copyright © 2013 Elsevier Ireland Ltd. All rights reserved.

Nonlinear dynamic model for visual object tracking on Grassmann manifolds with partial occlusion handling.

PubMed

Khan, Zulfiqar Hasan; Gu, Irene Yu-Hua

2013-12-01

This paper proposes a novel Bayesian online learning and tracking scheme for video objects on Grassmann manifolds. Although manifold visual object tracking is promising, large and fast nonplanar (or out-of-plane) pose changes and long-term partial occlusions of deformable objects in video remain a challenge that limits the tracking performance. The proposed method tackles these problems with the main novelties on: 1) online estimation of object appearances on Grassmann manifolds; 2) optimal criterion-based occlusion handling for online updating of object appearances; 3) a nonlinear dynamic model for both the appearance basis matrix and its velocity; and 4) Bayesian formulations, separately for the tracking process and the online learning process, that are realized by employing two particle filters: one is on the manifold for generating appearance particles and another on the linear space for generating affine box particles. Tracking and online updating are performed in an alternating fashion to mitigate the tracking drift. Experiments using the proposed tracker on videos captured by a single dynamic/static camera have shown robust tracking performance, particularly for scenarios when target objects contain significant nonplanar pose changes and long-term partial occlusions. Comparisons with eight existing state-of-the-art/most relevant manifold/nonmanifold trackers with evaluations have provided further support to the proposed scheme.

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.

A direct-inverse method for transonic and separated flows about airfoils

NASA Technical Reports Server (NTRS)

Carlson, K. D.

1985-01-01

A direct-inverse technique and computer program called TAMSEP that can be sued for the analysis of the flow about airfoils at subsonic and low transonic freestream velocities is presented. The method is based upon a direct-inverse nonconservative full potential inviscid method, a Thwaites laminar boundary layer technique, and the Barnwell turbulent momentum integral scheme; and it is formulated using Cartesian coordinates. Since the method utilizes inverse boundary conditions in regions of separated flow, it is suitable for predicing the flowfield about airfoils having trailing edge separated flow under high lift conditions. Comparisons with experimental data indicate that the method should be a useful tool for applied aerodynamic analyses.

Inversion Of Jacobian Matrix For Robot Manipulators

NASA Technical Reports Server (NTRS)

Fijany, Amir; Bejczy, Antal K.

1989-01-01

Report discusses inversion of Jacobian matrix for class of six-degree-of-freedom arms with spherical wrist, i.e., with last three joints intersecting. Shows by taking advantage of simple geometry of such arms, closed-form solution of Q=J-1X, which represents linear transformation from task space to joint space, obtained efficiently. Presents solutions for PUMA arm, JPL/Stanford arm, and six-revolute-joint coplanar arm along with all singular points. Main contribution of paper shows simple geometry of this type of arms exploited in performing inverse transformation without any need to compute Jacobian or its inverse explicitly. Implication of this computational efficiency advanced task-space control schemes for spherical-wrist arms implemented more efficiently.

A direct-inverse method for transonic and separated flows about airfoils

NASA Technical Reports Server (NTRS)

Carlson, Leland A.

1990-01-01

A direct-inverse technique and computer program called TAMSEP that can be used for the analysis of the flow about airfoils at subsonic and low transonic freestream velocities is presented. The method is based upon a direct-inverse nonconservative full potential inviscid method, a Thwaites laminar boundary layer technique, and the Barnwell turbulent momentum integral scheme; and it is formulated using Cartesian coordinates. Since the method utilizes inverse boundary conditions in regions of separated flow, it is suitable for predicting the flow field about airfoils having trailing edge separated flow under high lift conditions. Comparisons with experimental data indicate that the method should be a useful tool for applied aerodynamic analyses.

Relationship between strong-motion array parameters and the accuracy of source inversion and physical waves

USGS Publications Warehouse

Iida, M.; Miyatake, T.; Shimazaki, K.

1990-01-01

We develop general rules for a strong-motion array layout on the basis of our method of applying a prediction analysis to a source inversion scheme. A systematic analysis is done to obtain a relationship between fault-array parameters and the accuracy of a source inversion. Our study of the effects of various physical waves indicates that surface waves at distant stations contribute significantly to the inversion accuracy for the inclined fault plane, whereas only far-field body waves at both small and large distances contribute to the inversion accuracy for the vertical fault, which produces more phase interference. These observations imply the adequacy of the half-space approximation used throughout our present study and suggest rules for actual array designs. -from Authors

Stochastic Model of Seasonal Runoff Forecasts

NASA Astrophysics Data System (ADS)

Krzysztofowicz, Roman; Watada, Leslie M.

1986-03-01

Each year the National Weather Service and the Soil Conservation Service issue a monthly sequence of five (or six) categorical forecasts of the seasonal snowmelt runoff volume. To describe uncertainties in these forecasts for the purposes of optimal decision making, a stochastic model is formulated. It is a discrete-time, finite, continuous-space, nonstationary Markov process. Posterior densities of the actual runoff conditional upon a forecast, and transition densities of forecasts are obtained from a Bayesian information processor. Parametric densities are derived for the process with a normal prior density of the runoff and a linear model of the forecast error. The structure of the model and the estimation procedure are motivated by analyses of forecast records from five stations in the Snake River basin, from the period 1971-1983. The advantages of supplementing the current forecasting scheme with a Bayesian analysis are discussed.

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.

Viscoelastic property identification from waveform reconstruction

NASA Astrophysics Data System (ADS)

Leymarie, N.; Aristégui, C.; Audoin, B.; Baste, S.

2002-05-01

An inverse method is proposed for the determination of the viscoelastic properties of material plates from the plane-wave transmitted acoustic field. Innovations lie in a two-step inversion scheme based on the well-known maximum-likelihood principle with an analytic signal formulation. In addition, establishing the analytical formulations of the plate transmission coefficient we implement an efficient and slightly noise-sensitive process suited to both very thin plates and strongly dispersive media.

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

Chen, Yu; Gao, Kai; Huang, Lianjie

Accurate imaging and characterization of fracture zones is crucial for geothermal energy exploration. Aligned fractures within fracture zones behave as anisotropic media for seismic-wave propagation. The anisotropic properties in fracture zones introduce extra difficulties for seismic imaging and waveform inversion. We have recently developed a new anisotropic elastic-waveform inversion method using a modified total-variation regularization scheme and a wave-energy-base preconditioning technique. Our new inversion method uses the parameterization of elasticity constants to describe anisotropic media, and hence it can properly handle arbitrary anisotropy. We apply our new inversion method to a seismic velocity model along a 2D-line seismic data acquiredmore » at Eleven-Mile Canyon located at the Southern Dixie Valley in Nevada for geothermal energy exploration. Our inversion results show that anisotropic elastic-waveform inversion has potential to reconstruct subsurface anisotropic elastic parameters for imaging and characterization of fracture zones.« less

An inverse method to estimate the flow through a levee breach

NASA Astrophysics Data System (ADS)

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

2015-08-01

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

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.

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.

RI/MOM and RI/SMOM renormalization of overlap quark bilinears on domain wall fermion configurations

NASA Astrophysics Data System (ADS)

Bi, Yujiang; Cai, Hao; Chen, Ying; Gong, Ming; Liu, Keh-Fei; Liu, Zhaofeng; Yang, Yi-Bo; χ QCD Collaboration

2018-05-01

Renormalization constants (RCs) of overlap quark bilinear operators on 2 +1 -flavor domain wall fermion configurations are calculated by using the RI/MOM and RI/SMOM schemes. The scale independent RC for the axial vector current is computed by using a Ward identity. Then the RCs for the quark field and the vector, tensor, scalar, and pseudoscalar operators are calculated in both the RI/MOM and RI/SMOM schemes. The RCs are converted to the MS ¯ scheme and we compare the numerical results from using the two intermediate schemes. The lattice size is 4 83×96 and the inverse spacing 1 /a =1.730 (4 ) GeV .

Inverse halftoning via robust nonlinear filtering

NASA Astrophysics Data System (ADS)

Shen, Mei-Yin; Kuo, C.-C. Jay

1999-10-01

A new blind inverse halftoning algorithm based on a nonlinear filtering technique of low computational complexity and low memory requirement is proposed in this research. It is called blind since we do not require the knowledge of the halftone kernel. The proposed scheme performs nonlinear filtering in conjunction with edge enhancement to improve the quality of an inverse halftoned image. Distinct features of the proposed approach include: efficiently smoothing halftone patterns in large homogeneous areas, additional edge enhancement capability to recover the edge quality and an excellent PSNR performance with only local integer operations and a small memory buffer.

A combined direct/inverse three-dimensional transonic wing design method for vector computers

NASA Technical Reports Server (NTRS)

Weed, R. A.; Carlson, L. A.; Anderson, W. K.

1984-01-01

A three-dimensional transonic-wing design algorithm for vector computers is developed, and the results of sample computations are presented graphically. The method incorporates the direct/inverse scheme of Carlson (1975), a Cartesian grid system with boundary conditions applied at a mean plane, and a potential-flow solver based on the conservative form of the full potential equation and using the ZEBRA II vectorizable solution algorithm of South et al. (1980). The accuracy and consistency of the method with regard to direct and inverse analysis and trailing-edge closure are verified in the test computations.

Multiple Environment Single System Quantum Mechanical/Molecular Mechanical (MESS-QM/MM) Calculations. 1. Estimation of Polarization Energies

PubMed Central

2015-01-01

In combined quantum mechanical/molecular mechanical (QM/MM) free energy calculations, it is often advantageous to have a frozen geometry for the quantum mechanical (QM) region. For such multiple-environment single-system (MESS) cases, two schemes are proposed here for estimating the polarization energy: the first scheme, termed MESS-E, involves a Roothaan step extrapolation of the self-consistent field (SCF) energy; whereas the other scheme, termed MESS-H, employs a Newton–Raphson correction using an approximate inverse electronic Hessian of the QM region (which is constructed only once). Both schemes are extremely efficient, because the expensive Fock updates and SCF iterations in standard QM/MM calculations are completely avoided at each configuration. They produce reasonably accurate QM/MM polarization energies: MESS-E can predict the polarization energy within 0.25 kcal/mol in terms of the mean signed error for two of our test cases, solvated methanol and solvated β-alanine, using the M06-2X or ωB97X-D functionals; MESS-H can reproduce the polarization energy within 0.2 kcal/mol for these two cases and for the oxyluciferin–luciferase complex, if the approximate inverse electronic Hessians are constructed with sufficient accuracy. PMID:25321186

Multiple environment single system quantum mechanical/molecular mechanical (MESS-QM/MM) calculations. 1. Estimation of polarization energies

DOE PAGES

Sodt, Alexander J.; Mei, Ye; Konig, Gerhard; ...

2014-10-16

In combined quantum mechanical/molecular mechanical (QM/MM) free energy calculations, it is often advantageous to have a frozen geometry for the quantum mechanical (QM) region. For such multiple-environment single-system (MESS) cases, two schemes are proposed here for estimating the polarization energy: the first scheme, termed MESS-E, involves a Roothaan step extrapolation of the self-consistent field (SCF) energy; whereas the other scheme, termed MESS-H, employs a Newton–Raphson correction using an approximate inverse electronic Hessian of the QM region (which is constructed only once). Both schemes are extremely efficient, because the expensive Fock updates and SCF iterations in standard QM/MM calculations are completelymore » avoided at each configuration. Here, they produce reasonably accurate QM/MM polarization energies: MESS-E can predict the polarization energy within 0.25 kcal/mol in terms of the mean signed error for two of our test cases, solvated methanol and solvated β-alanine, using the M06-2X or ωB97X-D functionals; MESS-H can reproduce the polarization energy within 0.2 kcal/mol for these two cases and for the oxyluciferin–luciferase complex, if the approximate inverse electronic Hessians are constructed with sufficient accuracy.« less

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.

Statistical inferences with jointly type-II censored samples from two Pareto distributions

NASA Astrophysics Data System (ADS)

Abu-Zinadah, Hanaa H.

2017-08-01

In the several fields of industries the product comes from more than one production line, which is required to work the comparative life tests. This problem requires sampling of the different production lines, then the joint censoring scheme is appeared. In this article we consider the life time Pareto distribution with jointly type-II censoring scheme. The maximum likelihood estimators (MLE) and the corresponding approximate confidence intervals as well as the bootstrap confidence intervals of the model parameters are obtained. Also Bayesian point and credible intervals of the model parameters are presented. The life time data set is analyzed for illustrative purposes. Monte Carlo results from simulation studies are presented to assess the performance of our proposed method.

Assessing an ensemble Kalman filter inference of Manning's n coefficient of an idealized tidal inlet against a polynomial chaos-based MCMC

NASA Astrophysics Data System (ADS)

Siripatana, Adil; Mayo, Talea; Sraj, Ihab; Knio, Omar; Dawson, Clint; Le Maitre, Olivier; Hoteit, Ibrahim

2017-08-01

Bayesian estimation/inversion is commonly used to quantify and reduce modeling uncertainties in coastal ocean model, especially in the framework of parameter estimation. Based on Bayes rule, the posterior probability distribution function (pdf) of the estimated quantities is obtained conditioned on available data. It can be computed either directly, using a Markov chain Monte Carlo (MCMC) approach, or by sequentially processing the data following a data assimilation approach, which is heavily exploited in large dimensional state estimation problems. The advantage of data assimilation schemes over MCMC-type methods arises from the ability to algorithmically accommodate a large number of uncertain quantities without significant increase in the computational requirements. However, only approximate estimates are generally obtained by this approach due to the restricted Gaussian prior and noise assumptions that are generally imposed in these methods. This contribution aims at evaluating the effectiveness of utilizing an ensemble Kalman-based data assimilation method for parameter estimation of a coastal ocean model against an MCMC polynomial chaos (PC)-based scheme. We focus on quantifying the uncertainties of a coastal ocean ADvanced CIRCulation (ADCIRC) model with respect to the Manning's n coefficients. Based on a realistic framework of observation system simulation experiments (OSSEs), we apply an ensemble Kalman filter and the MCMC method employing a surrogate of ADCIRC constructed by a non-intrusive PC expansion for evaluating the likelihood, and test both approaches under identical scenarios. We study the sensitivity of the estimated posteriors with respect to the parameters of the inference methods, including ensemble size, inflation factor, and PC order. A full analysis of both methods, in the context of coastal ocean model, suggests that an ensemble Kalman filter with appropriate ensemble size and well-tuned inflation provides reliable mean estimates and uncertainties of Manning's n coefficients compared to the full posterior distributions inferred by MCMC.

Bayesian design criteria: computation, comparison, and application to a pharmacokinetic and a pharmacodynamic model.

PubMed

Merlé, Y; Mentré, F

1995-02-01

In this paper 3 criteria to design experiments for Bayesian estimation of the parameters of nonlinear models with respect to their parameters, when a prior distribution is available, are presented: the determinant of the Bayesian information matrix, the determinant of the pre-posterior covariance matrix, and the expected information provided by an experiment. A procedure to simplify the computation of these criteria is proposed in the case of continuous prior distributions and is compared with the criterion obtained from a linearization of the model about the mean of the prior distribution for the parameters. This procedure is applied to two models commonly encountered in the area of pharmacokinetics and pharmacodynamics: the one-compartment open model with bolus intravenous single-dose injection and the Emax model. They both involve two parameters. Additive as well as multiplicative gaussian measurement errors are considered with normal prior distributions. Various combinations of the variances of the prior distribution and of the measurement error are studied. Our attention is restricted to designs with limited numbers of measurements (1 or 2 measurements). This situation often occurs in practice when Bayesian estimation is performed. The optimal Bayesian designs that result vary with the variances of the parameter distribution and with the measurement error. The two-point optimal designs sometimes differ from the D-optimal designs for the mean of the prior distribution and may consist of replicating measurements. For the studied cases, the determinant of the Bayesian information matrix and its linearized form lead to the same optimal designs. In some cases, the pre-posterior covariance matrix can be far from its lower bound, namely, the inverse of the Bayesian information matrix, especially for the Emax model and a multiplicative measurement error. The expected information provided by the experiment and the determinant of the pre-posterior covariance matrix generally lead to the same designs except for the Emax model and the multiplicative measurement error. Results show that these criteria can be easily computed and that they could be incorporated in modules for designing experiments.

Quantum Mechanics, Pattern Recognition, and the Mammalian Brain

NASA Astrophysics Data System (ADS)

Chapline, George

2008-10-01

Although the usual way of representing Markov processes is time asymmetric, there is a way of describing Markov processes, due to Schrodinger, which is time symmetric. This observation provides a link between quantum mechanics and the layered Bayesian networks that are often used in automated pattern recognition systems. In particular, there is a striking formal similarity between quantum mechanics and a particular type of Bayesian network, the Helmholtz machine, which provides a plausible model for how the mammalian brain recognizes important environmental situations. One interesting aspect of this relationship is that the "wake-sleep" algorithm for training a Helmholtz machine is very similar to the problem of finding the potential for the multi-channel Schrodinger equation. As a practical application of this insight it may be possible to use inverse scattering techniques to study the relationship between human brain wave patterns, pattern recognition, and learning. We also comment on whether there is a relationship between quantum measurements and consciousness.

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

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.

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.

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.

Mobile sensing of point-source fugitive methane emissions using Bayesian inference: the determination of the likelihood function

NASA Astrophysics Data System (ADS)

Zhou, X.; Albertson, J. D.

2016-12-01

Natural gas is considered as a bridge fuel towards clean energy due to its potential lower greenhouse gas emission comparing with other fossil fuels. Despite numerous efforts, an efficient and cost-effective approach to monitor fugitive methane emissions along the natural gas production-supply chain has not been developed yet. Recently, mobile methane measurement has been introduced which applies a Bayesian approach to probabilistically infer methane emission rates and update estimates recursively when new measurements become available. However, the likelihood function, especially the error term which determines the shape of the estimate uncertainty, is not rigorously defined and evaluated with field data. To address this issue, we performed a series of near-source (< 30 m) controlled methane release experiments using a specialized vehicle mounted with fast response methane analyzers and a GPS unit. Methane concentrations were measured at two different heights along mobile traversals downwind of the sources, and concurrent wind and temperature data are recorded by nearby 3-D sonic anemometers. With known methane release rates, the measurements were used to determine the functional form and the parameterization of the likelihood function in the Bayesian inference scheme under different meteorological conditions.

Bayes-LQAS: classifying the prevalence of global acute malnutrition

PubMed Central

2010-01-01

Lot Quality Assurance Sampling (LQAS) applications in health have generally relied on frequentist interpretations for statistical validity. Yet health professionals often seek statements about the probability distribution of unknown parameters to answer questions of interest. The frequentist paradigm does not pretend to yield such information, although a Bayesian formulation might. This is the source of an error made in a recent paper published in this journal. Many applications lend themselves to a Bayesian treatment, and would benefit from such considerations in their design. We discuss Bayes-LQAS (B-LQAS), which allows for incorporation of prior information into the LQAS classification procedure, and thus shows how to correct the aforementioned error. Further, we pay special attention to the formulation of Bayes Operating Characteristic Curves and the use of prior information to improve survey designs. As a motivating example, we discuss the classification of Global Acute Malnutrition prevalence and draw parallels between the Bayes and classical classifications schemes. We also illustrate the impact of informative and non-informative priors on the survey design. Results indicate that using a Bayesian approach allows the incorporation of expert information and/or historical data and is thus potentially a valuable tool for making accurate and precise classifications. PMID:20534159

Bayes-LQAS: classifying the prevalence of global acute malnutrition.

PubMed

Olives, Casey; Pagano, Marcello

2010-06-09

Lot Quality Assurance Sampling (LQAS) applications in health have generally relied on frequentist interpretations for statistical validity. Yet health professionals often seek statements about the probability distribution of unknown parameters to answer questions of interest. The frequentist paradigm does not pretend to yield such information, although a Bayesian formulation might. This is the source of an error made in a recent paper published in this journal. Many applications lend themselves to a Bayesian treatment, and would benefit from such considerations in their design. We discuss Bayes-LQAS (B-LQAS), which allows for incorporation of prior information into the LQAS classification procedure, and thus shows how to correct the aforementioned error. Further, we pay special attention to the formulation of Bayes Operating Characteristic Curves and the use of prior information to improve survey designs. As a motivating example, we discuss the classification of Global Acute Malnutrition prevalence and draw parallels between the Bayes and classical classifications schemes. We also illustrate the impact of informative and non-informative priors on the survey design. Results indicate that using a Bayesian approach allows the incorporation of expert information and/or historical data and is thus potentially a valuable tool for making accurate and precise classifications.

Bayesian energy landscape tilting: towards concordant models of molecular ensembles.

PubMed

Beauchamp, Kyle A; Pande, Vijay S; Das, Rhiju

2014-03-18

Predicting biological structure has remained challenging for systems such as disordered proteins that take on myriad conformations. Hybrid simulation/experiment strategies have been undermined by difficulties in evaluating errors from computational model inaccuracies and data uncertainties. Building on recent proposals from maximum entropy theory and nonequilibrium thermodynamics, we address these issues through a Bayesian energy landscape tilting (BELT) scheme for computing Bayesian hyperensembles over conformational ensembles. BELT uses Markov chain Monte Carlo to directly sample maximum-entropy conformational ensembles consistent with a set of input experimental observables. To test this framework, we apply BELT to model trialanine, starting from disagreeing simulations with the force fields ff96, ff99, ff99sbnmr-ildn, CHARMM27, and OPLS-AA. BELT incorporation of limited chemical shift and (3)J measurements gives convergent values of the peptide's α, β, and PPII conformational populations in all cases. As a test of predictive power, all five BELT hyperensembles recover set-aside measurements not used in the fitting and report accurate errors, even when starting from highly inaccurate simulations. BELT's principled framework thus enables practical predictions for complex biomolecular systems from discordant simulations and sparse data. Copyright © 2014 Biophysical Society. Published by Elsevier Inc. All rights reserved.

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.

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).

Semi-blind Bayesian inference of CMB map and power spectrum

NASA Astrophysics Data System (ADS)

Vansyngel, Flavien; Wandelt, Benjamin D.; Cardoso, Jean-François; Benabed, Karim

2016-04-01

We present a new blind formulation of the cosmic microwave background (CMB) inference problem. The approach relies on a phenomenological model of the multifrequency microwave sky without the need for physical models of the individual components. For all-sky and high resolution data, it unifies parts of the analysis that had previously been treated separately such as component separation and power spectrum inference. We describe an efficient sampling scheme that fully explores the component separation uncertainties on the inferred CMB products such as maps and/or power spectra. External information about individual components can be incorporated as a prior giving a flexible way to progressively and continuously introduce physical component separation from a maximally blind approach. We connect our Bayesian formalism to existing approaches such as Commander, spectral mismatch independent component analysis (SMICA), and internal linear combination (ILC), and discuss possible future extensions.

Gaussian process surrogates for failure detection: A Bayesian experimental design approach

NASA Astrophysics Data System (ADS)

Wang, Hongqiao; Lin, Guang; Li, Jinglai

2016-05-01

An important task of uncertainty quantification is to identify the probability of undesired events, in particular, system failures, caused by various sources of uncertainties. In this work we consider the construction of Gaussian process surrogates for failure detection and failure probability estimation. In particular, we consider the situation that the underlying computer models are extremely expensive, and in this setting, determining the sampling points in the state space is of essential importance. We formulate the problem as an optimal experimental design for Bayesian inferences of the limit state (i.e., the failure boundary) and propose an efficient numerical scheme to solve the resulting optimization problem. In particular, the proposed limit-state inference method is capable of determining multiple sampling points at a time, and thus it is well suited for problems where multiple computer simulations can be performed in parallel. The accuracy and performance of the proposed method is demonstrated by both academic and practical examples.

Bayesian hierarchical models for smoothing in two-phase studies, with application to small area estimation.

PubMed

Ross, Michelle; Wakefield, Jon

2015-10-01

Two-phase study designs are appealing since they allow for the oversampling of rare sub-populations which improves efficiency. In this paper we describe a Bayesian hierarchical model for the analysis of two-phase data. Such a model is particularly appealing in a spatial setting in which random effects are introduced to model between-area variability. In such a situation, one may be interested in estimating regression coefficients or, in the context of small area estimation, in reconstructing the population totals by strata. The efficiency gains of the two-phase sampling scheme are compared to standard approaches using 2011 birth data from the research triangle area of North Carolina. We show that the proposed method can overcome small sample difficulties and improve on existing techniques. We conclude that the two-phase design is an attractive approach for small area estimation.

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.

Small-Noise Analysis and Symmetrization of Implicit Monte Carlo Samplers

DOE PAGES

Goodman, Jonathan; Lin, Kevin K.; Morzfeld, Matthias

2015-07-06

Implicit samplers are algorithms for producing independent, weighted samples from multivariate probability distributions. These are often applied in Bayesian data assimilation algorithms. We use Laplace asymptotic expansions to analyze two implicit samplers in the small noise regime. Our analysis suggests a symmetrization of the algorithms that leads to improved implicit sampling schemes at a relatively small additional cost. Here, computational experiments confirm the theory and show that symmetrization is effective for small noise sampling problems.

Bayesian calibration of terrestrial ecosystem models: A study of advanced Markov chain Monte Carlo methods

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

Lu, Dan; Ricciuto, Daniel; Walker, Anthony

Calibration of terrestrial ecosystem models is important but challenging. Bayesian inference implemented by Markov chain Monte Carlo (MCMC) sampling provides a comprehensive framework to estimate model parameters and associated uncertainties using their posterior distributions. The effectiveness and efficiency of the method strongly depend on the MCMC algorithm used. In this study, a Differential Evolution Adaptive Metropolis (DREAM) algorithm was used to estimate posterior distributions of 21 parameters for the data assimilation linked ecosystem carbon (DALEC) model using 14 years of daily net ecosystem exchange data collected at the Harvard Forest Environmental Measurement Site eddy-flux tower. The DREAM is a multi-chainmore » method and uses differential evolution technique for chain movement, allowing it to be efficiently applied to high-dimensional problems, and can reliably estimate heavy-tailed and multimodal distributions that are difficult for single-chain schemes using a Gaussian proposal distribution. The results were evaluated against the popular Adaptive Metropolis (AM) scheme. DREAM indicated that two parameters controlling autumn phenology have multiple modes in their posterior distributions while AM only identified one mode. The calibration of DREAM resulted in a better model fit and predictive performance compared to the AM. DREAM provides means for a good exploration of the posterior distributions of model parameters. Lastly, it reduces the risk of false convergence to a local optimum and potentially improves the predictive performance of the calibrated model.« less

Bayesian calibration of terrestrial ecosystem models: A study of advanced Markov chain Monte Carlo methods

DOE PAGES

Lu, Dan; Ricciuto, Daniel; Walker, Anthony; ...

2017-02-22

Calibration of terrestrial ecosystem models is important but challenging. Bayesian inference implemented by Markov chain Monte Carlo (MCMC) sampling provides a comprehensive framework to estimate model parameters and associated uncertainties using their posterior distributions. The effectiveness and efficiency of the method strongly depend on the MCMC algorithm used. In this study, a Differential Evolution Adaptive Metropolis (DREAM) algorithm was used to estimate posterior distributions of 21 parameters for the data assimilation linked ecosystem carbon (DALEC) model using 14 years of daily net ecosystem exchange data collected at the Harvard Forest Environmental Measurement Site eddy-flux tower. The DREAM is a multi-chainmore » method and uses differential evolution technique for chain movement, allowing it to be efficiently applied to high-dimensional problems, and can reliably estimate heavy-tailed and multimodal distributions that are difficult for single-chain schemes using a Gaussian proposal distribution. The results were evaluated against the popular Adaptive Metropolis (AM) scheme. DREAM indicated that two parameters controlling autumn phenology have multiple modes in their posterior distributions while AM only identified one mode. The calibration of DREAM resulted in a better model fit and predictive performance compared to the AM. DREAM provides means for a good exploration of the posterior distributions of model parameters. Lastly, it reduces the risk of false convergence to a local optimum and potentially improves the predictive performance of the calibrated model.« less

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.

RF Tomography for Tunnel Detection: Principles and Inversion Schemes

NASA Astrophysics Data System (ADS)

Lo Monte, L.; Erricolo, D.; Inan, U. S.; Wicks, M. C.

2008-12-01

We propose a novel way to detect underground tunnels based on classical seismic tomography, Ground Penetrating Radar (GPR), inverse scattering principles, and the deployment of distributed sensors, which we call "Distributed RF Tomography". Tunnel detection has been a critical problem that cannot be considered fully solved. Presently, tunnel detection is performed by methods that include seismic sensors, electrical impedance, microgravity, boreholes, and GPR. All of these methods have drawbacks that make them not applicable for use in unfriendly environments, such as battlefields. Specifically, they do not cover wide surface areas, they are generally shallow, they are limited to vertical prospecting, and require the user to be in situ, which may jeopardize one's safety. Additional application of the proposed distributed RF tomography include monitoring sensitive areas, (e.g. banks, power plants, military bases, prisons, national borders) and civil applications (e.g. environmental engineering, mine safety, search and rescue, speleology, archaeology and geophysics). The novelty of a Distributed RF tomography system consists of the following. 1) Sensors are scattered randomly above the ground, thus saving time and money compared to the use of boreholes. 2) The use of lower operating frequency (around HF), which allows for deeper penetration. 3) The use of CW diffraction tomography, which increases the resolution to sub-wavelength values, independently from the sensor displacement, and increases the SNR. 4) Use of linear inversion schemes that are suited for tunnel detection. 5) The use of modulation schemes and signal processing algorithms to mitigate interferences and noise. This presentation will cover: 1. Current physical limits of existing techniques for tunnel detection. 2. Concept of Distributed RF Tomography. 3. Inversion theories and strategies a. Proper forward model for voids buried into an homogeneous medium b. Extended matched filtering inversion c. Near field formulation : Dyadic representation d. Fourier approach: principles and techniques aimed at improving the reconstructed image. e. Theoretical Limits f. Super-Resolution : Singular Values Decomposition and MUSIC 4. Propagation Model and theoretical limitations. 5. Transmitting and Receiving design, with signal processing and modulation. 6. Numerical Simulations using FDTD tools.

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.

GPR impedance inversion for imaging and characterization of buried archaeological remains: A case study at Mudu city cite in Suzhou, China

NASA Astrophysics Data System (ADS)

Liu, Yu; Shi, Zhanjie; Wang, Bangbing; Yu, Tianxiang

2018-01-01

As a method with high resolution, GPR has been extensively used in archaeological surveys. However, conventional GPR profile can only provide limited geometry information, such as the shape or location of the interface, but can't give the distribution of physical properties which could help identify the historical remains more directly. A common way for GPR to map parameter distribution is the common-midpoint velocity analysis, but it provides limited resolution. Another research hotspot, the full-waveform inversion, is unstable and relatively dependent on the initial model. Coring method could give direct information in drilling site, while the accurate result is only limited in several boreholes. In this paper, we propose a new scheme to enhance imaging and characterization of archaeological targets by fusion of GPR and coring data. The scheme mainly involves the impedance inversion of conventional common-offset GPR data, which uses well log to compensate GPR data and finally obtains a high-resolution estimation of permittivity. The core analysis result also contributes to interpretation of the inversion result. To test this method, we did a case study at Mudu city site in Suzhou, China. The results provide clear images of the ancient city's moat and wall subsurface and improve the characterization of archaeological targets. It is shown that this method is effective and feasible for archaeological exploration.

Toward an efficient inverse characterization of the viscoelastic properties of anisotropic media based on the ultrasonic polar scan

NASA Astrophysics Data System (ADS)

Martens, A.; Kersemans, M.; Daemen, J.; Verboven, E.; Van Paepegem, W.; Degrieck, J.; Delrue, S.; Van Den Abeele, K.

2018-04-01

Composite materials (e.g., carbon fiber reinforced plastics (CFRP)) are increasingly used for critical components in several industrial sectors (e.g. aerospace, automotive). Their anisotropic nature makes it difficult to accurately determine material properties or to assess internal damages. To resolve these challenges, the Ultrasonic Polar Scan (UPS) technique has been introduced. In a UPS experiment, a fixed material spot is insonified at a multitude of incidence angles Ψ(θ,φ) for which the transmission amplitude as well as the associated arrival time (time-of-flight) are measured. Mapping these quantities on a polar diagram represents a fingerprint of the local viscoelasticity of the investigated material. In the present study, we propose a novel two-stage inversion scheme that is able to infer both the elastic and the viscous properties. In the first step, we solve the inverse problem of determining the elastic constants from time-of-flight UPS recordings. The second stage handles a similar inverse problem, but now operates on the amplitude landscape of a UPS experiment for determining the viscous part of the viscoelastic tensor. This two-stage procedure thus yields the viscoelastic tensor of the insonified material spot. The developed characterization scheme has been employed on both virtual (numerical) UPS recordings, to test the effectiveness of the method, and experimental UPS recordings of unidirectional C/E plates.

Probability density of spatially distributed soil moisture inferred from crosshole georadar traveltime measurements

NASA Astrophysics Data System (ADS)

Linde, N.; Vrugt, J. A.

2009-04-01

Geophysical models are increasingly used in hydrological simulations and inversions, where they are typically treated as an artificial data source with known uncorrelated "data errors". The model appraisal problem in classical deterministic linear and non-linear inversion approaches based on linearization is often addressed by calculating model resolution and model covariance matrices. These measures offer only a limited potential to assign a more appropriate "data covariance matrix" for future hydrological applications, simply because the regularization operators used to construct a stable inverse solution bear a strong imprint on such estimates and because the non-linearity of the geophysical inverse problem is not explored. We present a parallelized Markov Chain Monte Carlo (MCMC) scheme to efficiently derive the posterior spatially distributed radar slowness and water content between boreholes given first-arrival traveltimes. This method is called DiffeRential Evolution Adaptive Metropolis (DREAM_ZS) with snooker updater and sampling from past states. Our inverse scheme does not impose any smoothness on the final solution, and uses uniform prior ranges of the parameters. The posterior distribution of radar slowness is converted into spatially distributed soil moisture values using a petrophysical relationship. To benchmark the performance of DREAM_ZS, we first apply our inverse method to a synthetic two-dimensional infiltration experiment using 9421 traveltimes contaminated with Gaussian errors and 80 different model parameters, corresponding to a model discretization of 0.3 m × 0.3 m. After this, the method is applied to field data acquired in the vadose zone during snowmelt. This work demonstrates that fully non-linear stochastic inversion can be applied with few limiting assumptions to a range of common two-dimensional tomographic geophysical problems. The main advantage of DREAM_ZS is that it provides a full view of the posterior distribution of spatially distributed soil moisture, which is key to appropriately treat geophysical parameter uncertainty and infer hydrologic models.

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.