Emulation: A fast stochastic Bayesian method to eliminate model space

NASA Astrophysics Data System (ADS)

Roberts, Alan; Hobbs, Richard; Goldstein, Michael

2010-05-01

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

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.

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.

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.

Inverse stochastic-dynamic models for high-resolution Greenland ice core records

NASA Astrophysics Data System (ADS)

Boers, Niklas; Chekroun, Mickael D.; Liu, Honghu; Kondrashov, Dmitri; Rousseau, Denis-Didier; Svensson, Anders; Bigler, Matthias; Ghil, Michael

2017-12-01

Proxy records from Greenland ice cores have been studied for several decades, yet many open questions remain regarding the climate variability encoded therein. Here, we use a Bayesian framework for inferring inverse, stochastic-dynamic models from δ18O and dust records of unprecedented, subdecadal temporal resolution. The records stem from the North Greenland Ice Core Project (NGRIP), and we focus on the time interval 59-22 ka b2k. Our model reproduces the dynamical characteristics of both the δ18O and dust proxy records, including the millennial-scale Dansgaard-Oeschger variability, as well as statistical properties such as probability density functions, waiting times and power spectra, with no need for any external forcing. The crucial ingredients for capturing these properties are (i) high-resolution training data, (ii) cubic drift terms, (iii) nonlinear coupling terms between the δ18O and dust time series, and (iv) non-Markovian contributions that represent short-term memory effects.

Stochastic DT-MRI connectivity mapping on the GPU.

PubMed

McGraw, Tim; Nadar, Mariappan

2007-01-01

We present a method for stochastic fiber tract mapping from diffusion tensor MRI (DT-MRI) implemented on graphics hardware. From the simulated fibers we compute a connectivity map that gives an indication of the probability that two points in the dataset are connected by a neuronal fiber path. A Bayesian formulation of the fiber model is given and it is shown that the inversion method can be used to construct plausible connectivity. An implementation of this fiber model on the graphics processing unit (GPU) is presented. Since the fiber paths can be stochastically generated independently of one another, the algorithm is highly parallelizable. This allows us to exploit the data-parallel nature of the GPU fragment processors. We also present a framework for the connectivity computation on the GPU. Our implementation allows the user to interactively select regions of interest and observe the evolving connectivity results during computation. Results are presented from the stochastic generation of over 250,000 fiber steps per iteration at interactive frame rates on consumer-grade graphics hardware.

A 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.

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

NASA Astrophysics Data System (ADS)

Nocquet, J.-M.

2018-04-01

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

Bayesian 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.

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

NASA Astrophysics Data System (ADS)

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

2010-12-01

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

Bayesian 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.

Stochastic Inversion of 2D Magnetotelluric Data

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

Chen, Jinsong

2010-07-01

The algorithm is developed to invert 2D magnetotelluric (MT) data based on sharp boundary parametrization using a Bayesian framework. Within the algorithm, we consider the locations and the resistivity of regions formed by the interfaces are as unknowns. We use a parallel, adaptive finite-element algorithm to forward simulate frequency-domain MT responses of 2D conductivity structure. Those unknown parameters are spatially correlated and are described by a geostatistical model. The joint posterior probability distribution function is explored by Markov Chain Monte Carlo (MCMC) sampling methods. The developed stochastic model is effective for estimating the interface locations and resistivity. Most importantly, itmore » provides details uncertainty information on each unknown parameter. Hardware requirements: PC, Supercomputer, Multi-platform, Workstation; Software requirements C and Fortan; Operation Systems/version is Linux/Unix or Windows« less

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.

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

NASA Astrophysics Data System (ADS)

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

2016-12-01

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

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.

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

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

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

2008-05-15

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

A Bayesian estimation of a stochastic predator-prey model of economic fluctuations

NASA Astrophysics Data System (ADS)

Dibeh, Ghassan; Luchinsky, Dmitry G.; Luchinskaya, Daria D.; Smelyanskiy, Vadim N.

2007-06-01

In this paper, we develop a Bayesian framework for the empirical estimation of the parameters of one of the best known nonlinear models of the business cycle: The Marx-inspired model of a growth cycle introduced by R. M. Goodwin. The model predicts a series of closed cycles representing the dynamics of labor's share and the employment rate in the capitalist economy. The Bayesian framework is used to empirically estimate a modified Goodwin model. The original model is extended in two ways. First, we allow for exogenous periodic variations of the otherwise steady growth rates of the labor force and productivity per worker. Second, we allow for stochastic variations of those parameters. The resultant modified Goodwin model is a stochastic predator-prey model with periodic forcing. The model is then estimated using a newly developed Bayesian estimation method on data sets representing growth cycles in France and Italy during the years 1960-2005. Results show that inference of the parameters of the stochastic Goodwin model can be achieved. The comparison of the dynamics of the Goodwin model with the inferred values of parameters demonstrates quantitative agreement with the growth cycle empirical data.

Itô-SDE MCMC method for Bayesian characterization of errors associated with data limitations in stochastic expansion methods for uncertainty quantification

NASA Astrophysics Data System (ADS)

Arnst, M.; Abello Álvarez, B.; Ponthot, J.-P.; Boman, R.

2017-11-01

This paper is concerned with the characterization and the propagation of errors associated with data limitations in polynomial-chaos-based stochastic methods for uncertainty quantification. Such an issue can arise in uncertainty quantification when only a limited amount of data is available. When the available information does not suffice to accurately determine the probability distributions that must be assigned to the uncertain variables, the Bayesian method for assigning these probability distributions becomes attractive because it allows the stochastic model to account explicitly for insufficiency of the available information. In previous work, such applications of the Bayesian method had already been implemented by using the Metropolis-Hastings and Gibbs Markov Chain Monte Carlo (MCMC) methods. In this paper, we present an alternative implementation, which uses an alternative MCMC method built around an Itô stochastic differential equation (SDE) that is ergodic for the Bayesian posterior. We draw together from the mathematics literature a number of formal properties of this Itô SDE that lend support to its use in the implementation of the Bayesian method, and we describe its discretization, including the choice of the free parameters, by using the implicit Euler method. We demonstrate the proposed methodology on a problem of uncertainty quantification in a complex nonlinear engineering application relevant to metal forming.

Teaching Tip: When a Matrix and Its Inverse Are Stochastic

ERIC Educational Resources Information Center

Ding, J.; Rhee, N. H.

2013-01-01

A stochastic matrix is a square matrix with nonnegative entries and row sums 1. The simplest example is a permutation matrix, whose rows permute the rows of an identity matrix. A permutation matrix and its inverse are both stochastic. We prove the converse, that is, if a matrix and its inverse are both stochastic, then it is a permutation matrix.

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

Application of a stochastic inverse to the geophysical inverse problem

NASA Technical Reports Server (NTRS)

Jordan, T. H.; Minster, J. B.

1972-01-01

The inverse problem for gross earth data can be reduced to an undertermined linear system of integral equations of the first kind. A theory is discussed for computing particular solutions to this linear system based on the stochastic inverse theory presented by Franklin. The stochastic inverse is derived and related to the generalized inverse of Penrose and Moore. A Backus-Gilbert type tradeoff curve is constructed for the problem of estimating the solution to the linear system in the presence of noise. It is shown that the stochastic inverse represents an optimal point on this tradeoff curve. A useful form of the solution autocorrelation operator as a member of a one-parameter family of smoothing operators is derived.

Bayesian methods for characterizing unknown parameters of material models

DOE PAGES

Emery, J. M.; Grigoriu, M. D.; Field Jr., R. V.

2016-02-04

A Bayesian framework is developed for characterizing the unknown parameters of probabilistic models for material properties. In this framework, the unknown parameters are viewed as random and described by their posterior distributions obtained from prior information and measurements of quantities of interest that are observable and depend on the unknown parameters. The proposed Bayesian method is applied to characterize an unknown spatial correlation of the conductivity field in the definition of a stochastic transport equation and to solve this equation by Monte Carlo simulation and stochastic reduced order models (SROMs). As a result, the Bayesian method is also employed tomore » characterize unknown parameters of material properties for laser welds from measurements of peak forces sustained by these welds.« less

Bayesian methods for characterizing unknown parameters of material models

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

Emery, J. M.; Grigoriu, M. D.; Field Jr., R. V.

A Bayesian framework is developed for characterizing the unknown parameters of probabilistic models for material properties. In this framework, the unknown parameters are viewed as random and described by their posterior distributions obtained from prior information and measurements of quantities of interest that are observable and depend on the unknown parameters. The proposed Bayesian method is applied to characterize an unknown spatial correlation of the conductivity field in the definition of a stochastic transport equation and to solve this equation by Monte Carlo simulation and stochastic reduced order models (SROMs). As a result, the Bayesian method is also employed tomore » characterize unknown parameters of material properties for laser welds from measurements of peak forces sustained by these welds.« less

Confidence set inference with a prior quadratic bound

NASA Technical Reports Server (NTRS)

Backus, George E.

1989-01-01

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

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.

Stochastic inversion of cross-borehole radar data from metalliferous vein detection

NASA Astrophysics Data System (ADS)

Zeng, Zhaofa; Huai, Nan; Li, Jing; Zhao, Xueyu; Liu, Cai; Hu, Yingsa; Zhang, Ling; Hu, Zuzhi; Yang, Hui

2017-12-01

In the exploration and evaluation of the metalliferous veins with a cross-borehole radar system, traditional linear inversion methods (least squares inversion, LSQR) only get indirect parameters (permittivity, resistivity, or velocity) to estimate the target structure. They cannot accurately reflect the geological parameters of the metalliferous veins’ media properties. In order to get the intrinsic geological parameters and internal distribution, in this paper, we build a metalliferous veins model based on the stochastic effective medium theory, and carry out stochastic inversion and parameter estimation based on the Monte Carlo sampling algorithm. Compared with conventional LSQR, the stochastic inversion can get higher resolution inversion permittivity and velocity of the target body. We can estimate more accurately the distribution characteristics of abnormality and target internal parameters. It provides a new research idea to evaluate the properties of complex target media.

Bayesian non-parametric inference for stochastic epidemic models using Gaussian Processes.

PubMed

Xu, Xiaoguang; Kypraios, Theodore; O'Neill, Philip D

2016-10-01

This paper considers novel Bayesian non-parametric methods for stochastic epidemic models. Many standard modeling and data analysis methods use underlying assumptions (e.g. concerning the rate at which new cases of disease will occur) which are rarely challenged or tested in practice. To relax these assumptions, we develop a Bayesian non-parametric approach using Gaussian Processes, specifically to estimate the infection process. The methods are illustrated with both simulated and real data sets, the former illustrating that the methods can recover the true infection process quite well in practice, and the latter illustrating that the methods can be successfully applied in different settings. © The Author 2016. Published by Oxford University Press.

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.

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

NASA Astrophysics Data System (ADS)

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

2018-03-01

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

Bayesian Estimation and Inference Using Stochastic Electronics

PubMed Central

Thakur, Chetan Singh; Afshar, Saeed; Wang, Runchun M.; Hamilton, Tara J.; Tapson, Jonathan; van Schaik, André

2016-01-01

In this paper, we present the implementation of two types of Bayesian inference problems to demonstrate the potential of building probabilistic algorithms in hardware using single set of building blocks with the ability to perform these computations in real time. The first implementation, referred to as the BEAST (Bayesian Estimation and Stochastic Tracker), demonstrates a simple problem where an observer uses an underlying Hidden Markov Model (HMM) to track a target in one dimension. In this implementation, sensors make noisy observations of the target position at discrete time steps. The tracker learns the transition model for target movement, and the observation model for the noisy sensors, and uses these to estimate the target position by solving the Bayesian recursive equation online. We show the tracking performance of the system and demonstrate how it can learn the observation model, the transition model, and the external distractor (noise) probability interfering with the observations. In the second implementation, referred to as the Bayesian INference in DAG (BIND), we show how inference can be performed in a Directed Acyclic Graph (DAG) using stochastic circuits. We show how these building blocks can be easily implemented using simple digital logic gates. An advantage of the stochastic electronic implementation is that it is robust to certain types of noise, which may become an issue in integrated circuit (IC) technology with feature sizes in the order of tens of nanometers due to their low noise margin, the effect of high-energy cosmic rays and the low supply voltage. In our framework, the flipping of random individual bits would not affect the system performance because information is encoded in a bit stream. PMID:27047326

Bayesian Estimation and Inference Using Stochastic Electronics.

PubMed

Thakur, Chetan Singh; Afshar, Saeed; Wang, Runchun M; Hamilton, Tara J; Tapson, Jonathan; van Schaik, André

2016-01-01

In this paper, we present the implementation of two types of Bayesian inference problems to demonstrate the potential of building probabilistic algorithms in hardware using single set of building blocks with the ability to perform these computations in real time. The first implementation, referred to as the BEAST (Bayesian Estimation and Stochastic Tracker), demonstrates a simple problem where an observer uses an underlying Hidden Markov Model (HMM) to track a target in one dimension. In this implementation, sensors make noisy observations of the target position at discrete time steps. The tracker learns the transition model for target movement, and the observation model for the noisy sensors, and uses these to estimate the target position by solving the Bayesian recursive equation online. We show the tracking performance of the system and demonstrate how it can learn the observation model, the transition model, and the external distractor (noise) probability interfering with the observations. In the second implementation, referred to as the Bayesian INference in DAG (BIND), we show how inference can be performed in a Directed Acyclic Graph (DAG) using stochastic circuits. We show how these building blocks can be easily implemented using simple digital logic gates. An advantage of the stochastic electronic implementation is that it is robust to certain types of noise, which may become an issue in integrated circuit (IC) technology with feature sizes in the order of tens of nanometers due to their low noise margin, the effect of high-energy cosmic rays and the low supply voltage. In our framework, the flipping of random individual bits would not affect the system performance because information is encoded in a bit stream.

Seismic stochastic inversion identify river channel sand body

NASA Astrophysics Data System (ADS)

He, Z.

2015-12-01

The technology of seismic inversion is regarded as one of the most important part of geophysics. By using the technology of seismic inversion and the theory of stochastic simulation, the concept of seismic stochastic inversion is proposed.Seismic stochastic inversion can play an significant role in the identifying river channel sand body. Accurate sand body description is a crucial parameter to measure oilfield development and oilfield stimulation during the middle and later periods. Besides, rational well spacing density is an essential condition for efficient production. Based on the geological knowledge of a certain oilfield, in line with the use of seismic stochastic inversion, the river channel sand body in the work area is identified. In this paper, firstly, the single river channel body from the composite river channel body is subdivided. Secondly, the distribution of river channel body is ascertained in order to ascertain the direction of rivers. Morever, the superimposed relationship among the sand body is analyzed, especially among the inter-well sand body. The last but not at the least, via the analysis of inversion results of first vacuating the wells and continuous infilling later, it is meeted the most needs well spacing density that can obtain the optimal inversion result. It would serve effective guidance for oilfield stimulation.

Spatial delineation, fluid-lithology characterization, and petrophysical modeling of deepwater Gulf of Mexico reservoirs though joint AVA deterministic and stochastic inversion of three-dimensional partially-stacked seismic amplitude data and well logs

NASA Astrophysics Data System (ADS)

Contreras, Arturo Javier

This dissertation describes a novel Amplitude-versus-Angle (AVA) inversion methodology to quantitatively integrate pre-stack seismic data, well logs, geologic data, and geostatistical information. Deterministic and stochastic inversion algorithms are used to characterize flow units of deepwater reservoirs located in the central Gulf of Mexico. A detailed fluid/lithology sensitivity analysis was conducted to assess the nature of AVA effects in the study area. Standard AVA analysis indicates that the shale/sand interface represented by the top of the hydrocarbon-bearing turbidite deposits generate typical Class III AVA responses. Layer-dependent Biot-Gassmann analysis shows significant sensitivity of the P-wave velocity and density to fluid substitution, indicating that presence of light saturating fluids clearly affects the elastic response of sands. Accordingly, AVA deterministic and stochastic inversions, which combine the advantages of AVA analysis with those of inversion, have provided quantitative information about the lateral continuity of the turbidite reservoirs based on the interpretation of inverted acoustic properties and fluid-sensitive modulus attributes (P-Impedance, S-Impedance, density, and LambdaRho, in the case of deterministic inversion; and P-velocity, S-velocity, density, and lithotype (sand-shale) distributions, in the case of stochastic inversion). The quantitative use of rock/fluid information through AVA seismic data, coupled with the implementation of co-simulation via lithotype-dependent multidimensional joint probability distributions of acoustic/petrophysical properties, provides accurate 3D models of petrophysical properties such as porosity, permeability, and water saturation. Pre-stack stochastic inversion provides more realistic and higher-resolution results than those obtained from analogous deterministic techniques. Furthermore, 3D petrophysical models can be more accurately co-simulated from AVA stochastic inversion results. By combining AVA sensitivity analysis techniques with pre-stack stochastic inversion, geologic data, and awareness of inversion pitfalls, it is possible to substantially reduce the risk in exploration and development of conventional and non-conventional reservoirs. From the final integration of deterministic and stochastic inversion results with depositional models and analogous examples, the M-series reservoirs have been interpreted as stacked terminal turbidite lobes within an overall fan complex (the Miocene MCAVLU Submarine Fan System); this interpretation is consistent with previous core data interpretations and regional stratigraphic/depositional studies.

Selection of polynomial chaos bases via Bayesian model uncertainty methods with applications to sparse approximation of PDEs with stochastic inputs

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

Karagiannis, Georgios, E-mail: georgios.karagiannis@pnnl.gov; Lin, Guang, E-mail: guang.lin@pnnl.gov

2014-02-15

Generalized polynomial chaos (gPC) expansions allow us to represent the solution of a stochastic system using a series of polynomial chaos basis functions. The number of gPC terms increases dramatically as the dimension of the random input variables increases. When the number of the gPC terms is larger than that of the available samples, a scenario that often occurs when the corresponding deterministic solver is computationally expensive, evaluation of the gPC expansion can be inaccurate due to over-fitting. We propose a fully Bayesian approach that allows for global recovery of the stochastic solutions, in both spatial and random domains, bymore » coupling Bayesian model uncertainty and regularization regression methods. It allows the evaluation of the PC coefficients on a grid of spatial points, via (1) the Bayesian model average (BMA) or (2) the median probability model, and their construction as spatial functions on the spatial domain via spline interpolation. The former accounts for the model uncertainty and provides Bayes-optimal predictions; while the latter provides a sparse representation of the stochastic solutions by evaluating the expansion on a subset of dominating gPC bases. Moreover, the proposed methods quantify the importance of the gPC bases in the probabilistic sense through inclusion probabilities. We design a Markov chain Monte Carlo (MCMC) sampler that evaluates all the unknown quantities without the need of ad-hoc techniques. The proposed methods are suitable for, but not restricted to, problems whose stochastic solutions are sparse in the stochastic space with respect to the gPC bases while the deterministic solver involved is expensive. We demonstrate the accuracy and performance of the proposed methods and make comparisons with other approaches on solving elliptic SPDEs with 1-, 14- and 40-random dimensions.« less

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.

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.

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

Estimating size and scope economies in the Portuguese water sector using the Bayesian stochastic frontier analysis.

PubMed

Carvalho, Pedro; Marques, Rui Cunha

2016-02-15

This study aims to search for economies of size and scope in the Portuguese water sector applying Bayesian and classical statistics to make inference in stochastic frontier analysis (SFA). This study proves the usefulness and advantages of the application of Bayesian statistics for making inference in SFA over traditional SFA which just uses classical statistics. The resulting Bayesian methods allow overcoming some problems that arise in the application of the traditional SFA, such as the bias in small samples and skewness of residuals. In the present case study of the water sector in Portugal, these Bayesian methods provide more plausible and acceptable results. Based on the results obtained we found that there are important economies of output density, economies of size, economies of vertical integration and economies of scope in the Portuguese water sector, pointing out to the huge advantages in undertaking mergers by joining the retail and wholesale components and by joining the drinking water and wastewater services. Copyright © 2015 Elsevier B.V. All rights reserved.

Development of dynamic Bayesian models for web application test management

NASA Astrophysics Data System (ADS)

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

2018-03-01

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

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.

A Bayesian Approach for Evaluation of Determinants of Health System Efficiency Using Stochastic Frontier Analysis and Beta Regression.

PubMed

Şenel, Talat; Cengiz, Mehmet Ali

2016-01-01

In today's world, Public expenditures on health are one of the most important issues for governments. These increased expenditures are putting pressure on public budgets. Therefore, health policy makers have focused on the performance of their health systems and many countries have introduced reforms to improve the performance of their health systems. This study investigates the most important determinants of healthcare efficiency for OECD countries using second stage approach for Bayesian Stochastic Frontier Analysis (BSFA). There are two steps in this study. First we measure 29 OECD countries' healthcare efficiency by BSFA using the data from the OECD Health Database. At second stage, we expose the multiple relationships between the healthcare efficiency and characteristics of healthcare systems across OECD countries using Bayesian beta regression.

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.

Incorporating prior knowledge induced from stochastic differential equations in the classification of stochastic observations.

PubMed

Zollanvari, Amin; Dougherty, Edward R

2016-12-01

In classification, prior knowledge is incorporated in a Bayesian framework by assuming that the feature-label distribution belongs to an uncertainty class of feature-label distributions governed by a prior distribution. A posterior distribution is then derived from the prior and the sample data. An optimal Bayesian classifier (OBC) minimizes the expected misclassification error relative to the posterior distribution. From an application perspective, prior construction is critical. The prior distribution is formed by mapping a set of mathematical relations among the features and labels, the prior knowledge, into a distribution governing the probability mass across the uncertainty class. In this paper, we consider prior knowledge in the form of stochastic differential equations (SDEs). We consider a vector SDE in integral form involving a drift vector and dispersion matrix. Having constructed the prior, we develop the optimal Bayesian classifier between two models and examine, via synthetic experiments, the effects of uncertainty in the drift vector and dispersion matrix. We apply the theory to a set of SDEs for the purpose of differentiating the evolutionary history between two species.

Initialization and Restart in Stochastic Local Search: Computing a Most Probable Explanation in Bayesian Networks

NASA Technical Reports Server (NTRS)

Mengshoel, Ole J.; Wilkins, David C.; Roth, Dan

2010-01-01

For hard computational problems, stochastic local search has proven to be a competitive approach to finding optimal or approximately optimal problem solutions. Two key research questions for stochastic local search algorithms are: Which algorithms are effective for initialization? When should the search process be restarted? In the present work we investigate these research questions in the context of approximate computation of most probable explanations (MPEs) in Bayesian networks (BNs). We introduce a novel approach, based on the Viterbi algorithm, to explanation initialization in BNs. While the Viterbi algorithm works on sequences and trees, our approach works on BNs with arbitrary topologies. We also give a novel formalization of stochastic local search, with focus on initialization and restart, using probability theory and mixture models. Experimentally, we apply our methods to the problem of MPE computation, using a stochastic local search algorithm known as Stochastic Greedy Search. By carefully optimizing both initialization and restart, we reduce the MPE search time for application BNs by several orders of magnitude compared to using uniform at random initialization without restart. On several BNs from applications, the performance of Stochastic Greedy Search is competitive with clique tree clustering, a state-of-the-art exact algorithm used for MPE computation in BNs.

Robust Bayesian Analysis of Heavy-tailed Stochastic Volatility Models using Scale Mixtures of Normal Distributions

PubMed Central

Abanto-Valle, C. A.; Bandyopadhyay, D.; Lachos, V. H.; Enriquez, I.

2009-01-01

A Bayesian analysis of stochastic volatility (SV) models using the class of symmetric scale mixtures of normal (SMN) distributions is considered. In the face of non-normality, this provides an appealing robust alternative to the routine use of the normal distribution. Specific distributions examined include the normal, student-t, slash and the variance gamma distributions. Using a Bayesian paradigm, an efficient Markov chain Monte Carlo (MCMC) algorithm is introduced for parameter estimation. Moreover, the mixing parameters obtained as a by-product of the scale mixture representation can be used to identify outliers. The methods developed are applied to analyze daily stock returns data on S&P500 index. Bayesian model selection criteria as well as out-of- sample forecasting results reveal that the SV models based on heavy-tailed SMN distributions provide significant improvement in model fit as well as prediction to the S&P500 index data over the usual normal model. PMID:20730043

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.

Isotropic probability measures in infinite-dimensional spaces

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 in :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.

Selection of Polynomial Chaos Bases via Bayesian Model Uncertainty Methods with Applications to Sparse Approximation of PDEs with Stochastic Inputs

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

Karagiannis, Georgios; Lin, Guang

2014-02-15

Generalized polynomial chaos (gPC) expansions allow the representation of the solution of a stochastic system as a series of polynomial terms. The number of gPC terms increases dramatically with the dimension of the random input variables. When the number of the gPC terms is larger than that of the available samples, a scenario that often occurs if the evaluations of the system are expensive, the evaluation of the gPC expansion can be inaccurate due to over-fitting. We propose a fully Bayesian approach that allows for global recovery of the stochastic solution, both in spacial and random domains, by coupling Bayesianmore » model uncertainty and regularization regression methods. It allows the evaluation of the PC coefficients on a grid of spacial points via (1) Bayesian model average or (2) medial probability model, and their construction as functions on the spacial domain via spline interpolation. The former accounts the model uncertainty and provides Bayes-optimal predictions; while the latter, additionally, provides a sparse representation of the solution by evaluating the expansion on a subset of dominating gPC bases when represented as a gPC expansion. Moreover, the method quantifies the importance of the gPC bases through inclusion probabilities. We design an MCMC sampler that evaluates all the unknown quantities without the need of ad-hoc techniques. The proposed method is suitable for, but not restricted to, problems whose stochastic solution is sparse at the stochastic level with respect to the gPC bases while the deterministic solver involved is expensive. We demonstrate the good performance of the proposed method and make comparisons with others on 1D, 14D and 40D in random space elliptic stochastic partial differential equations.« less

Bayesian estimation of realized stochastic volatility model by Hybrid Monte Carlo algorithm

NASA Astrophysics Data System (ADS)

Takaishi, Tetsuya

2014-03-01

The hybrid Monte Carlo algorithm (HMCA) is applied for Bayesian parameter estimation of the realized stochastic volatility (RSV) model. Using the 2nd order minimum norm integrator (2MNI) for the molecular dynamics (MD) simulation in the HMCA, we find that the 2MNI is more efficient than the conventional leapfrog integrator. We also find that the autocorrelation time of the volatility variables sampled by the HMCA is very short. Thus it is concluded that the HMCA with the 2MNI is an efficient algorithm for parameter estimations of the RSV model.

Evidence-based Controls for Epidemics Using Spatio-temporal Stochastic Model as a Bayesian Framwork

USDA-ARS?s Scientific Manuscript database

The control of highly infectious diseases of agricultural and plantation crops and livestock represents a key challenge in epidemiological and ecological modelling, with implemented control strategies often being controversial. Mathematical models, including the spatio-temporal stochastic models con...

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.

A Bayesian analysis of the 2016 Pedernales (Ecuador) earthquake rupture process

NASA Astrophysics Data System (ADS)

Gombert, B.; Duputel, Z.; Jolivet, R.; Rivera, L. A.; Simons, M.; Jiang, J.; Liang, C.; Fielding, E. J.

2017-12-01

The 2016 Mw = 7.8 Pedernales earthquake is the largest event to strike Ecuador since 1979. Long period W-phase and Global CMT solutions suggest that slip is not perpendicular to the trench axis, in agreement with the convergence obliquity of the Ecuadorian subduction. In this study, we propose a new co-seismic kinematic slip model obtained from the joint inversion of multiple observations in an unregularized and fully Bayesian framework. We use a comprehensive static dataset composed of several InSAR scenes, GPS static offsets, and tsunami waveforms from two nearby DART stations. The kinematic component of the rupture process is constrained by an extensive network of High-Rate GPS and accelerometers. Our solution includes the ensemble of all plausible models that are consistent with our prior information and fit the available observations within data and prediction uncertainties. We analyse the source process in light of the historical seismicity, in particular the Mw = 7.8 1942 earthquake for which the rupture extent overlaps with the 2016 event. In addition, we conduct a probabilistic comparison of co-seismic slip with a stochastic interseismic coupling model obtained from GPS data, putting a light on the processes at play within the Ecuadorian subduction margin.

Recent topographic evolution and erosion of the deglaciated Washington Cascades inferred from a stochastic landscape evolution model

NASA Astrophysics Data System (ADS)

Moon, Seulgi; Shelef, Eitan; Hilley, George E.

2015-05-01

In this study, we model postglacial surface processes and examine the evolution of the topography and denudation rates within the deglaciated Washington Cascades to understand the controls on and time scales of landscape response to changes in the surface process regime after deglaciation. The postglacial adjustment of this landscape is modeled using a geomorphic-transport-law-based numerical model that includes processes of river incision, hillslope diffusion, and stochastic landslides. The surface lowering due to landslides is parameterized using a physically based slope stability model coupled to a stochastic model of the generation of landslides. The model parameters of river incision and stochastic landslides are calibrated based on the rates and distribution of thousand-year-time scale denudation rates measured from cosmogenic 10Be isotopes. The probability distributions of those model parameters calculated based on a Bayesian inversion scheme show comparable ranges from previous studies in similar rock types and climatic conditions. The magnitude of landslide denudation rates is determined by failure density (similar to landslide frequency), whereas precipitation and slopes affect the spatial variation in landslide denudation rates. Simulation results show that postglacial denudation rates decay over time and take longer than 100 kyr to reach time-invariant rates. Over time, the landslides in the model consume the steep slopes characteristic of deglaciated landscapes. This response time scale is on the order of or longer than glacial/interglacial cycles, suggesting that frequent climatic perturbations during the Quaternary may produce a significant and prolonged impact on denudation and topography.

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.

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

Ng, B

This survey gives an overview of popular generative models used in the modeling of stochastic temporal systems. In particular, this survey is organized into two parts. The first part discusses the discrete-time representations of dynamic Bayesian networks and dynamic relational probabilistic models, while the second part discusses the continuous-time representation of continuous-time Bayesian networks.

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

Foxall, W; Cunningham, C; Mellors, R

Many clandestine development and production activities can be conducted underground to evade surveillance. The purpose of the study reported here was to develop a technique to detect underground facilities by broad-area search and then to characterize the facilities by inversion of the collected data. This would enable constraints to be placed on the types of activities that would be feasible at each underground site, providing a basis the design of targeted surveillance and analysis for more complete characterization. Excavation of underground cavities causes deformation in the host material and overburden that produces displacements at the ground surface. Such displacements aremore » often measurable by a variety of surveying or geodetic techniques. One measurement technique, Interferometric Synthetic Aperture Radar (InSAR), uses data from satellite-borne (or airborne) synthetic aperture radars (SARs) and so is ideal for detecting and measuring surface displacements in denied access regions. Depending on the radar frequency and the acquisition mode and the surface conditions, displacement maps derived from SAR interferograms can provide millimeter- to centimeter-level measurement accuracy on regional and local scales at spatial resolution of {approx}1-10 m. Relatively low-resolution ({approx}20 m, say) maps covering large regions can be used for broad-area detection, while finer resolutions ({approx}1 m) can be used to image details of displacement fields over targeted small areas. Surface displacements are generally expected to be largest during or a relatively short time after active excavation, but, depending on the material properties, measurable displacement may continue at a decreasing rate for a considerable time after completion. For a given excavated volume in a given geological setting, the amplitude of the surface displacements decreases as the depth of excavation increases, while the area of the discernable displacement pattern increases. Therefore, the ability to detect evidence for an underground facility using InSAR depends on the displacement sensitivity and spatial resolution of the interferogram, as well as on the size and depth of the facility and the time since its completion. The methodology development described in this report focuses on the exploitation of synthetic aperture radar data that are available commercially from a number of satellite missions. Development of the method involves three components: (1) Evaluation of the capability of InSAR to detect and characterize underground facilities ; (2) inversion of InSAR data to infer the location, depth, shape and volume of a subsurface facility; and (3) evaluation and selection of suitable geomechanical forward models to use in the inversion. We adapted LLNL's general-purpose Bayesian Markov Chain-Monte Carlo procedure, the 'Stochastic Engine' (SE), to carry out inversions to characterize subsurface void geometries. The SE performs forward simulations for a large number of trial source models to identify the set of models that are consistent with the observations and prior constraints. The inverse solution produced by this kind of stochastic method is a posterior probability density function (pdf) over alternative models, which forms an appropriate input to risk-based decision analyses to evaluate subsequent response strategies. One major advantage of a stochastic inversion approach is its ability to deal with complex, non-linear forward models employing empirical, analytical or numerical methods. However, while a geomechanical model must incorporate adequate physics to enable sufficiently accurate prediction of surface displacements, it must also be computationally fast enough to render the large number of forward realizations needed in stochastic inversion feasible. This latter requirement prompted us first to investigate computationally efficient empirical relations and closed-form analytical solutions. However, our evaluation revealed severe limitations in the ability of existing empirical and analytical forms to predict deformations from underground cavities with an accuracy consistent with the potential resolution and precision of InSAR data. We followed two approaches to overcoming these limitations. The first was to develop a new analytical solution for a 3D cavity excavated in an elastic half-space. The second was to adapt a fast parallelized finite element method to the SE and evaluate the feasibility of using in the stochastic inversion. To date we have demonstrated the ability of InSAR to detect underground facilities and measure the associated surface displacements by mapping surface deformations that track the excavation of the Los Angeles Metro system. The Stochastic Engine implementation has been completed and undergone functional testing.« less

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

PubMed

Palacios, Julia A; Minin, Vladimir N

2013-03-01

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

Incorporating approximation error in surrogate based Bayesian inversion

NASA Astrophysics Data System (ADS)

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

2015-12-01

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

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

PubMed

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

2017-02-01

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

Bayesian Inversion of 2D Models from Airborne Transient EM Data

NASA Astrophysics Data System (ADS)

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

2016-12-01

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

Inverse Modeling Using Markov Chain Monte Carlo Aided by Adaptive Stochastic Collocation Method with Transformation

NASA Astrophysics Data System (ADS)

Zhang, D.; Liao, Q.

2016-12-01

The Bayesian inference provides a convenient framework to solve statistical inverse problems. In this method, the parameters to be identified are treated as random variables. The prior knowledge, the system nonlinearity, and the measurement errors can be directly incorporated in the posterior probability density function (PDF) of the parameters. The Markov chain Monte Carlo (MCMC) method is a powerful tool to generate samples from the posterior PDF. However, since the MCMC usually requires thousands or even millions of forward simulations, it can be a computationally intensive endeavor, particularly when faced with large-scale flow and transport models. To address this issue, we construct a surrogate system for the model responses in the form of polynomials by the stochastic collocation method. In addition, we employ interpolation based on the nested sparse grids and takes into account the different importance of the parameters, under the condition of high random dimensions in the stochastic space. Furthermore, in case of low regularity such as discontinuous or unsmooth relation between the input parameters and the output responses, we introduce an additional transform process to improve the accuracy of the surrogate model. Once we build the surrogate system, we may evaluate the likelihood with very little computational cost. We analyzed the convergence rate of the forward solution and the surrogate posterior by Kullback-Leibler divergence, which quantifies the difference between probability distributions. The fast convergence of the forward solution implies fast convergence of the surrogate posterior to the true posterior. We also tested the proposed algorithm on water-flooding two-phase flow reservoir examples. The posterior PDF calculated from a very long chain with direct forward simulation is assumed to be accurate. The posterior PDF calculated using the surrogate model is in reasonable agreement with the reference, revealing a great improvement in terms of computational efficiency.

Definition and solution of a stochastic inverse problem for the Manning's n parameter field in hydrodynamic models.

PubMed

Butler, T; Graham, L; Estep, D; Dawson, C; Westerink, J J

2015-04-01

The uncertainty in spatially heterogeneous Manning's n fields is quantified using a novel formulation and numerical solution of stochastic inverse problems for physics-based models. The uncertainty is quantified in terms of a probability measure and the physics-based model considered here is the state-of-the-art ADCIRC model although the presented methodology applies to other hydrodynamic models. An accessible overview of the formulation and solution of the stochastic inverse problem in a mathematically rigorous framework based on measure theory is presented. Technical details that arise in practice by applying the framework to determine the Manning's n parameter field in a shallow water equation model used for coastal hydrodynamics are presented and an efficient computational algorithm and open source software package are developed. A new notion of "condition" for the stochastic inverse problem is defined and analyzed as it relates to the computation of probabilities. This notion of condition is investigated to determine effective output quantities of interest of maximum water elevations to use for the inverse problem for the Manning's n parameter and the effect on model predictions is analyzed.

Definition and solution of a stochastic inverse problem for the Manning's n parameter field in hydrodynamic models

NASA Astrophysics Data System (ADS)

Butler, T.; Graham, L.; Estep, D.; Dawson, C.; Westerink, J. J.

2015-04-01

The uncertainty in spatially heterogeneous Manning's n fields is quantified using a novel formulation and numerical solution of stochastic inverse problems for physics-based models. The uncertainty is quantified in terms of a probability measure and the physics-based model considered here is the state-of-the-art ADCIRC model although the presented methodology applies to other hydrodynamic models. An accessible overview of the formulation and solution of the stochastic inverse problem in a mathematically rigorous framework based on measure theory is presented. Technical details that arise in practice by applying the framework to determine the Manning's n parameter field in a shallow water equation model used for coastal hydrodynamics are presented and an efficient computational algorithm and open source software package are developed. A new notion of "condition" for the stochastic inverse problem is defined and analyzed as it relates to the computation of probabilities. This notion of condition is investigated to determine effective output quantities of interest of maximum water elevations to use for the inverse problem for the Manning's n parameter and the effect on model predictions is analyzed.

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.

Stochastic Gabor reflectivity and acoustic impedance inversion

NASA Astrophysics Data System (ADS)

Hariri Naghadeh, Diako; Morley, Christopher Keith; Ferguson, Angus John

2018-02-01

To delineate subsurface lithology to estimate petrophysical properties of a reservoir, it is possible to use acoustic impedance (AI) which is the result of seismic inversion. To change amplitude to AI, removal of wavelet effects from the seismic signal in order to get a reflection series, and subsequently transforming those reflections to AI, is vital. To carry out seismic inversion correctly it is important to not assume that the seismic signal is stationary. However, all stationary deconvolution methods are designed following that assumption. To increase temporal resolution and interpretation ability, amplitude compensation and phase correction are inevitable. Those are pitfalls of stationary reflectivity inversion. Although stationary reflectivity inversion methods are trying to estimate reflectivity series, because of incorrect assumptions their estimations will not be correct, but may be useful. Trying to convert those reflection series to AI, also merging with the low frequency initial model, can help us. The aim of this study was to apply non-stationary deconvolution to eliminate time variant wavelet effects from the signal and to convert the estimated reflection series to the absolute AI by getting bias from well logs. To carry out this aim, stochastic Gabor inversion in the time domain was used. The Gabor transform derived the signal’s time-frequency analysis and estimated wavelet properties from different windows. Dealing with different time windows gave an ability to create a time-variant kernel matrix, which was used to remove matrix effects from seismic data. The result was a reflection series that does not follow the stationary assumption. The subsequent step was to convert those reflections to AI using well information. Synthetic and real data sets were used to show the ability of the introduced method. The results highlight that the time cost to get seismic inversion is negligible related to general Gabor inversion in the frequency domain. Also, obtaining bias could help the method to estimate reliable AI. To justify the effect of random noise on deterministic and stochastic inversion results, a stationary noisy trace with signal-to-noise ratio equal to 2 was used. The results highlight the inability of deterministic inversion in dealing with a noisy data set even using a high number of regularization parameters. Also, despite the low level of signal, stochastic Gabor inversion not only can estimate correctly the wavelet’s properties but also, because of bias from well logs, the inversion result is very close to the real AI. Comparing deterministic and introduced inversion results on a real data set shows that low resolution results, especially in the deeper parts of seismic sections using deterministic inversion, creates significant reliability problems for seismic prospects, but this pitfall is solved completely using stochastic Gabor inversion. The estimated AI using Gabor inversion in the time domain is much better and faster than general Gabor inversion in the frequency domain. This is due to the extra number of windows required to analyze the time-frequency information and also the amount of temporal increment between windows. In contrast, stochastic Gabor inversion can estimate trustable physical properties close to the real characteristics. Applying to a real data set could give an ability to detect the direction of volcanic intrusion and the ability of lithology distribution delineation along the fan. Comparing the inversion results highlights the efficiency of stochastic Gabor inversion to delineate lateral lithology changes because of the improved frequency content and zero phasing of the final inversion volume.

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.

Bayesian analysis of stochastic volatility-in-mean model with leverage and asymmetrically heavy-tailed error using generalized hyperbolic skew Student’s t-distribution*

PubMed Central

Leão, William L.; Chen, Ming-Hui

2017-01-01

A stochastic volatility-in-mean model with correlated errors using the generalized hyperbolic skew Student-t (GHST) distribution provides a robust alternative to the parameter estimation for daily stock returns in the absence of normality. An efficient Markov chain Monte Carlo (MCMC) sampling algorithm is developed for parameter estimation. The deviance information, the Bayesian predictive information and the log-predictive score criterion are used to assess the fit of the proposed model. The proposed method is applied to an analysis of the daily stock return data from the Standard & Poor’s 500 index (S&P 500). The empirical results reveal that the stochastic volatility-in-mean model with correlated errors and GH-ST distribution leads to a significant improvement in the goodness-of-fit for the S&P 500 index returns dataset over the usual normal model. PMID:29333210

Bayesian analysis of stochastic volatility-in-mean model with leverage and asymmetrically heavy-tailed error using generalized hyperbolic skew Student's t-distribution.

PubMed

Leão, William L; Abanto-Valle, Carlos A; Chen, Ming-Hui

2017-01-01

A stochastic volatility-in-mean model with correlated errors using the generalized hyperbolic skew Student-t (GHST) distribution provides a robust alternative to the parameter estimation for daily stock returns in the absence of normality. An efficient Markov chain Monte Carlo (MCMC) sampling algorithm is developed for parameter estimation. The deviance information, the Bayesian predictive information and the log-predictive score criterion are used to assess the fit of the proposed model. The proposed method is applied to an analysis of the daily stock return data from the Standard & Poor's 500 index (S&P 500). The empirical results reveal that the stochastic volatility-in-mean model with correlated errors and GH-ST distribution leads to a significant improvement in the goodness-of-fit for the S&P 500 index returns dataset over the usual normal model.

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

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

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

Chen, J.; Hoversten, G.M.

2011-09-15

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

Uncertainty Analysis and Parameter Estimation For Nearshore Hydrodynamic Models

NASA Astrophysics Data System (ADS)

Ardani, S.; Kaihatu, J. M.

2012-12-01

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

Joint Stochastic Inversion of Pre-Stack 3D Seismic Data and Well Logs for High Resolution Hydrocarbon Reservoir Characterization

NASA Astrophysics Data System (ADS)

Torres-Verdin, C.

2007-05-01

This paper describes the successful implementation of a new 3D AVA stochastic inversion algorithm to quantitatively integrate pre-stack seismic amplitude data and well logs. The stochastic inversion algorithm is used to characterize flow units of a deepwater reservoir located in the central Gulf of Mexico. Conventional fluid/lithology sensitivity analysis indicates that the shale/sand interface represented by the top of the hydrocarbon-bearing turbidite deposits generates typical Class III AVA responses. On the other hand, layer- dependent Biot-Gassmann analysis shows significant sensitivity of the P-wave velocity and density to fluid substitution. Accordingly, AVA stochastic inversion, which combines the advantages of AVA analysis with those of geostatistical inversion, provided quantitative information about the lateral continuity of the turbidite reservoirs based on the interpretation of inverted acoustic properties (P-velocity, S-velocity, density), and lithotype (sand- shale) distributions. The quantitative use of rock/fluid information through AVA seismic amplitude data, coupled with the implementation of co-simulation via lithotype-dependent multidimensional joint probability distributions of acoustic/petrophysical properties, yields accurate 3D models of petrophysical properties such as porosity and permeability. Finally, by fully integrating pre-stack seismic amplitude data and well logs, the vertical resolution of inverted products is higher than that of deterministic inversions methods.

Inversion of Robin coefficient by a spectral stochastic finite element approach

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

Jin Bangti; Zou Jun

2008-03-01

This paper investigates a variational approach to the nonlinear stochastic inverse problem of probabilistically calibrating the Robin coefficient from boundary measurements for the steady-state heat conduction. The problem is formulated into an optimization problem, and mathematical properties relevant to its numerical computations are investigated. The spectral stochastic finite element method using polynomial chaos is utilized for the discretization of the optimization problem, and its convergence is analyzed. The nonlinear conjugate gradient method is derived for the optimization system. Numerical results for several two-dimensional problems are presented to illustrate the accuracy and efficiency of the stochastic finite element method.

Fundamentals and Recent Developments in Approximate Bayesian Computation

PubMed Central

Lintusaari, Jarno; Gutmann, Michael U.; Dutta, Ritabrata; Kaski, Samuel; Corander, Jukka

2017-01-01

Abstract Bayesian inference plays an important role in phylogenetics, evolutionary biology, and in many other branches of science. It provides a principled framework for dealing with uncertainty and quantifying how it changes in the light of new evidence. For many complex models and inference problems, however, only approximate quantitative answers are obtainable. Approximate Bayesian computation (ABC) refers to a family of algorithms for approximate inference that makes a minimal set of assumptions by only requiring that sampling from a model is possible. We explain here the fundamentals of ABC, review the classical algorithms, and highlight recent developments. [ABC; approximate Bayesian computation; Bayesian inference; likelihood-free inference; phylogenetics; simulator-based models; stochastic simulation models; tree-based models.] PMID:28175922

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.

Definition and solution of a stochastic inverse problem for the Manning’s n parameter field in hydrodynamic models

DOE PAGES

Butler, Troy; Graham, L.; Estep, D.; ...

2015-02-03

The uncertainty in spatially heterogeneous Manning’s n fields is quantified using a novel formulation and numerical solution of stochastic inverse problems for physics-based models. The uncertainty is quantified in terms of a probability measure and the physics-based model considered here is the state-of-the-art ADCIRC model although the presented methodology applies to other hydrodynamic models. An accessible overview of the formulation and solution of the stochastic inverse problem in a mathematically rigorous framework based on measure theory is presented in this paper. Technical details that arise in practice by applying the framework to determine the Manning’s n parameter field in amore » shallow water equation model used for coastal hydrodynamics are presented and an efficient computational algorithm and open source software package are developed. A new notion of “condition” for the stochastic inverse problem is defined and analyzed as it relates to the computation of probabilities. Finally, this notion of condition is investigated to determine effective output quantities of interest of maximum water elevations to use for the inverse problem for the Manning’s n parameter and the effect on model predictions is analyzed.« less

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).

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.

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

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.

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 coupled stochastic inverse-management framework for dealing with nonpoint agriculture pollution under groundwater parameter uncertainty

NASA Astrophysics Data System (ADS)

Llopis-Albert, Carlos; Palacios-Marqués, Daniel; Merigó, José M.

2014-04-01

In this paper a methodology for the stochastic management of groundwater quality problems is presented, which can be used to provide agricultural advisory services. A stochastic algorithm to solve the coupled flow and mass transport inverse problem is combined with a stochastic management approach to develop methods for integrating uncertainty; thus obtaining more reliable policies on groundwater nitrate pollution control from agriculture. The stochastic inverse model allows identifying non-Gaussian parameters and reducing uncertainty in heterogeneous aquifers by constraining stochastic simulations to data. The management model determines the spatial and temporal distribution of fertilizer application rates that maximizes net benefits in agriculture constrained by quality requirements in groundwater at various control sites. The quality constraints can be taken, for instance, by those given by water laws such as the EU Water Framework Directive (WFD). Furthermore, the methodology allows providing the trade-off between higher economic returns and reliability in meeting the environmental standards. Therefore, this new technology can help stakeholders in the decision-making process under an uncertainty environment. The methodology has been successfully applied to a 2D synthetic aquifer, where an uncertainty assessment has been carried out by means of Monte Carlo simulation techniques.

An ambiguity of information content and error in an ill-posed satellite inversion

NASA Astrophysics Data System (ADS)

Koner, Prabhat

According to Rodgers (2000, stochastic approach), the averaging kernel (AK) is the representational matrix to understand the information content in a scholastic inversion. On the other hand, in deterministic approach this is referred to as model resolution matrix (MRM, Menke 1989). The analysis of AK/MRM can only give some understanding of how much regularization is imposed on the inverse problem. The trace of the AK/MRM matrix, which is the so-called degree of freedom from signal (DFS; stochastic) or degree of freedom in retrieval (DFR; deterministic). There are no physical/mathematical explanations in the literature: why the trace of the matrix is a valid form to calculate this quantity? We will present an ambiguity between information and error using a real life problem of SST retrieval from GOES13. The stochastic information content calculation is based on the linear assumption. The validity of such mathematics in satellite inversion will be questioned because it is based on the nonlinear radiative transfer and ill-conditioned inverse problems. References: Menke, W., 1989: Geophysical data analysis: discrete inverse theory. San Diego academic press. Rodgers, C.D., 2000: Inverse methods for atmospheric soundings: theory and practice. Singapore :World Scientific.

GPU Computing in Bayesian Inference of Realized Stochastic Volatility Model

NASA Astrophysics Data System (ADS)

Takaishi, Tetsuya

2015-01-01

The realized stochastic volatility (RSV) model that utilizes the realized volatility as additional information has been proposed to infer volatility of financial time series. We consider the Bayesian inference of the RSV model by the Hybrid Monte Carlo (HMC) algorithm. The HMC algorithm can be parallelized and thus performed on the GPU for speedup. The GPU code is developed with CUDA Fortran. We compare the computational time in performing the HMC algorithm on GPU (GTX 760) and CPU (Intel i7-4770 3.4GHz) and find that the GPU can be up to 17 times faster than the CPU. We also code the program with OpenACC and find that appropriate coding can achieve the similar speedup with CUDA Fortran.

Preferential sampling and Bayesian geostatistics: Statistical modeling and examples.

PubMed

Cecconi, Lorenzo; Grisotto, Laura; Catelan, Dolores; Lagazio, Corrado; Berrocal, Veronica; Biggeri, Annibale

2016-08-01

Preferential sampling refers to any situation in which the spatial process and the sampling locations are not stochastically independent. In this paper, we present two examples of geostatistical analysis in which the usual assumption of stochastic independence between the point process and the measurement process is violated. To account for preferential sampling, we specify a flexible and general Bayesian geostatistical model that includes a shared spatial random component. We apply the proposed model to two different case studies that allow us to highlight three different modeling and inferential aspects of geostatistical modeling under preferential sampling: (1) continuous or finite spatial sampling frame; (2) underlying causal model and relevant covariates; and (3) inferential goals related to mean prediction surface or prediction uncertainty. © The Author(s) 2016.

3D aquifer characterization using stochastic streamline calibration

NASA Astrophysics Data System (ADS)

Jang, Minchul

2007-03-01

In this study, a new inverse approach, stochastic streamline calibration is proposed. Using both a streamline concept and a stochastic technique, stochastic streamline calibration optimizes an identified field to fit in given observation data in a exceptionally fast and stable fashion. In the stochastic streamline calibration, streamlines are adopted as basic elements not only for describing fluid flow but also for identifying the permeability distribution. Based on the streamline-based inversion by Agarwal et al. [Agarwal B, Blunt MJ. Streamline-based method with full-physics forward simulation for history matching performance data of a North sea field. SPE J 2003;8(2):171-80], Wang and Kovscek [Wang Y, Kovscek AR. Streamline approach for history matching production data. SPE J 2000;5(4):353-62], permeability is modified rather along streamlines than at the individual gridblocks. Permeabilities in the gridblocks which a streamline passes are adjusted by being multiplied by some factor such that we can match flow and transport properties of the streamline. This enables the inverse process to achieve fast convergence. In addition, equipped with a stochastic module, the proposed technique supportively calibrates the identified field in a stochastic manner, while incorporating spatial information into the field. This prevents the inverse process from being stuck in local minima and helps search for a globally optimized solution. Simulation results indicate that stochastic streamline calibration identifies an unknown permeability exceptionally quickly. More notably, the identified permeability distribution reflected realistic geological features, which had not been achieved in the original work by Agarwal et al. with the limitations of the large modifications along streamlines for matching production data only. The constructed model by stochastic streamline calibration forecasted transport of plume which was similar to that of a reference model. By this, we can expect the proposed approach to be applied to the construction of an aquifer model and forecasting of the aquifer performances of interest.

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.

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.

Probabilistic inference using linear Gaussian importance sampling for hybrid Bayesian networks

NASA Astrophysics Data System (ADS)

Sun, Wei; Chang, K. C.

2005-05-01

Probabilistic inference for Bayesian networks is in general NP-hard using either exact algorithms or approximate methods. However, for very complex networks, only the approximate methods such as stochastic sampling could be used to provide a solution given any time constraint. There are several simulation methods currently available. They include logic sampling (the first proposed stochastic method for Bayesian networks, the likelihood weighting algorithm) the most commonly used simulation method because of its simplicity and efficiency, the Markov blanket scoring method, and the importance sampling algorithm. In this paper, we first briefly review and compare these available simulation methods, then we propose an improved importance sampling algorithm called linear Gaussian importance sampling algorithm for general hybrid model (LGIS). LGIS is aimed for hybrid Bayesian networks consisting of both discrete and continuous random variables with arbitrary distributions. It uses linear function and Gaussian additive noise to approximate the true conditional probability distribution for continuous variable given both its parents and evidence in a Bayesian network. One of the most important features of the newly developed method is that it can adaptively learn the optimal important function from the previous samples. We test the inference performance of LGIS using a 16-node linear Gaussian model and a 6-node general hybrid model. The performance comparison with other well-known methods such as Junction tree (JT) and likelihood weighting (LW) shows that LGIS-GHM is very promising.

Machine learning for inverse lithography: using stochastic gradient descent for robust photomask synthesis

NASA Astrophysics Data System (ADS)

Jia, Ningning; Y Lam, Edmund

2010-04-01

Inverse lithography technology (ILT) synthesizes photomasks by solving an inverse imaging problem through optimization of an appropriate functional. Much effort on ILT is dedicated to deriving superior masks at a nominal process condition. However, the lower k1 factor causes the mask to be more sensitive to process variations. Robustness to major process variations, such as focus and dose variations, is desired. In this paper, we consider the focus variation as a stochastic variable, and treat the mask design as a machine learning problem. The stochastic gradient descent approach, which is a useful tool in machine learning, is adopted to train the mask design. Compared with previous work, simulation shows that the proposed algorithm is effective in producing robust masks.

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

Nitrous oxide emissions estimated with the Carbon Tracker Lagrange regional inversion framework suggest the North American source comes predominantly from agricultural regions

NASA Astrophysics Data System (ADS)

Nevison, C. D.; Andrews, A. E.; Thoning, K. W.; Saikawa, E.; Dlugokencky, E. J.; Sweeney, C.; Benmergui, J. S.

2016-12-01

The Carbon Tracker Lagrange (CTL) regional inversion framework is used to estimate North American nitrous oxide (N2O) emissions of 1.6 ± 0.4 Tg N/yr over 2008-2013. More than half of the North American emissions are estimated to come from the central agricultural belt, extending from southern Canada to Texas, and are strongest in spring and early summer, consistent with a nitrogen fertilizer-driven source. The estimated N2O flux from the Midwestern corn/soybean belt and the more northerly wheat belt corresponds to 5% of synthetic + organic N fertilizer applied to those regions. While earlier regional atmospheric inversion studies have suggested that global inventories such as EDGAR may be underestimating U.S. anthropogenic N2O emissions by a factor of 3 or more, our results, integrated over a full calendar year, are generally consistent with those inventories and with global inverse model results and budget constraints. The CTL framework is a Bayesian method based on footprints from the Stochastic Time-Inverted Lagrangian Transport (STILT) model applied to atmospheric N2O data from the National Oceanic and Atmospheric Administration (NOAA) Global Greenhouse Gas Reference Network, including surface, aircraft and tall tower platforms. The CTL inversion results are sensitive to the prescribed boundary condition or background value of N2O, which is estimated based on a new Empirical BackGround (EBG) product derived from STILT back trajectories applied to NOAA data. Analysis of the N2O EBG products suggests a significant, seasonally-varying influence on surface N2O data due to the stratospheric influx of N2O-depleted air. Figure 1. Posterior annual mean N2O emissions for 2010 estimated with the CTL regional inversion framework. The locations of NOAA surface and aircraft data used in the inversion are superimposed as black circles and grey triangles, respectively. Mobile surface sites are indicated with asterisks.

Boosting Bayesian parameter inference of stochastic differential equation models with methods from statistical physics

NASA Astrophysics Data System (ADS)

Albert, Carlo; Ulzega, Simone; Stoop, Ruedi

2016-04-01

Measured time-series of both precipitation and runoff are known to exhibit highly non-trivial statistical properties. For making reliable probabilistic predictions in hydrology, it is therefore desirable to have stochastic models with output distributions that share these properties. When parameters of such models have to be inferred from data, we also need to quantify the associated parametric uncertainty. For non-trivial stochastic models, however, this latter step is typically very demanding, both conceptually and numerically, and always never done in hydrology. Here, we demonstrate that methods developed in statistical physics make a large class of stochastic differential equation (SDE) models amenable to a full-fledged Bayesian parameter inference. For concreteness we demonstrate these methods by means of a simple yet non-trivial toy SDE model. We consider a natural catchment that can be described by a linear reservoir, at the scale of observation. All the neglected processes are assumed to happen at much shorter time-scales and are therefore modeled with a Gaussian white noise term, the standard deviation of which is assumed to scale linearly with the system state (water volume in the catchment). Even for constant input, the outputs of this simple non-linear SDE model show a wealth of desirable statistical properties, such as fat-tailed distributions and long-range correlations. Standard algorithms for Bayesian inference fail, for models of this kind, because their likelihood functions are extremely high-dimensional intractable integrals over all possible model realizations. The use of Kalman filters is illegitimate due to the non-linearity of the model. Particle filters could be used but become increasingly inefficient with growing number of data points. Hamiltonian Monte Carlo algorithms allow us to translate this inference problem to the problem of simulating the dynamics of a statistical mechanics system and give us access to most sophisticated methods that have been developed in the statistical physics community over the last few decades. We demonstrate that such methods, along with automated differentiation algorithms, allow us to perform a full-fledged Bayesian inference, for a large class of SDE models, in a highly efficient and largely automatized manner. Furthermore, our algorithm is highly parallelizable. For our toy model, discretized with a few hundred points, a full Bayesian inference can be performed in a matter of seconds on a standard PC.

Bayesian inference for the spatio-temporal invasion of alien species.

PubMed

Cook, Alex; Marion, Glenn; Butler, Adam; Gibson, Gavin

2007-08-01

In this paper we develop a Bayesian approach to parameter estimation in a stochastic spatio-temporal model of the spread of invasive species across a landscape. To date, statistical techniques, such as logistic and autologistic regression, have outstripped stochastic spatio-temporal models in their ability to handle large numbers of covariates. Here we seek to address this problem by making use of a range of covariates describing the bio-geographical features of the landscape. Relative to regression techniques, stochastic spatio-temporal models are more transparent in their representation of biological processes. They also explicitly model temporal change, and therefore do not require the assumption that the species' distribution (or other spatial pattern) has already reached equilibrium as is often the case with standard statistical approaches. In order to illustrate the use of such techniques we apply them to the analysis of data detailing the spread of an invasive plant, Heracleum mantegazzianum, across Britain in the 20th Century using geo-referenced covariate information describing local temperature, elevation and habitat type. The use of Markov chain Monte Carlo sampling within a Bayesian framework facilitates statistical assessments of differences in the suitability of different habitat classes for H. mantegazzianum, and enables predictions of future spread to account for parametric uncertainty and system variability. Our results show that ignoring such covariate information may lead to biased estimates of key processes and implausible predictions of future distributions.

Tipping point analysis of atmospheric oxygen concentration

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

Livina, V. N.; Forbes, A. B.; Vaz Martins, T. M.

2015-03-15

We apply tipping point analysis to nine observational oxygen concentration records around the globe, analyse their dynamics and perform projections under possible future scenarios, leading to oxygen deficiency in the atmosphere. The analysis is based on statistical physics framework with stochastic modelling, where we represent the observed data as a composition of deterministic and stochastic components estimated from the observed data using Bayesian and wavelet techniques.

A parametric interpretation of Bayesian Nonparametric Inference from Gene Genealogies: Linking ecological, population genetics and evolutionary processes.

PubMed

Ponciano, José Miguel

2017-11-22

Using a nonparametric Bayesian approach Palacios and Minin (2013) dramatically improved the accuracy, precision of Bayesian inference of population size trajectories from gene genealogies. These authors proposed an extension of a Gaussian Process (GP) nonparametric inferential method for the intensity function of non-homogeneous Poisson processes. They found that not only the statistical properties of the estimators were improved with their method, but also, that key aspects of the demographic histories were recovered. The authors' work represents the first Bayesian nonparametric solution to this inferential problem because they specify a convenient prior belief without a particular functional form on the population trajectory. Their approach works so well and provides such a profound understanding of the biological process, that the question arises as to how truly "biology-free" their approach really is. Using well-known concepts of stochastic population dynamics, here I demonstrate that in fact, Palacios and Minin's GP model can be cast as a parametric population growth model with density dependence and environmental stochasticity. Making this link between population genetics and stochastic population dynamics modeling provides novel insights into eliciting biologically meaningful priors for the trajectory of the effective population size. The results presented here also bring novel understanding of GP as models for the evolution of a trait. Thus, the ecological principles foundation of Palacios and Minin (2013)'s prior adds to the conceptual and scientific value of these authors' inferential approach. I conclude this note by listing a series of insights brought about by this connection with Ecology. Copyright © 2017 The Author. Published by Elsevier Inc. All rights reserved.

Integrated seismic stochastic inversion and multi-attributes to delineate reservoir distribution: Case study MZ fields, Central Sumatra Basin

NASA Astrophysics Data System (ADS)

Haris, A.; Novriyani, M.; Suparno, S.; Hidayat, R.; Riyanto, A.

2017-07-01

This study presents the integration of seismic stochastic inversion and multi-attributes for delineating the reservoir distribution in term of lithology and porosity in the formation within depth interval between the Top Sihapas and Top Pematang. The method that has been used is a stochastic inversion, which is integrated with multi-attribute seismic by applying neural network Probabilistic Neural Network (PNN). Stochastic methods are used to predict the probability mapping sandstone as the result of impedance varied with 50 realizations that will produce a good probability. Analysis of Stochastic Seismic Tnversion provides more interpretive because it directly gives the value of the property. Our experiment shows that AT of stochastic inversion provides more diverse uncertainty so that the probability value will be close to the actual values. The produced AT is then used for an input of a multi-attribute analysis, which is used to predict the gamma ray, density and porosity logs. To obtain the number of attributes that are used, stepwise regression algorithm is applied. The results are attributes which are used in the process of PNN. This PNN method is chosen because it has the best correlation of others neural network method. Finally, we interpret the product of the multi-attribute analysis are in the form of pseudo-gamma ray volume, density volume and volume of pseudo-porosity to delineate the reservoir distribution. Our interpretation shows that the structural trap is identified in the southeastern part of study area, which is along the anticline.

SLUG - stochastically lighting up galaxies - III. A suite of tools for simulated photometry, spectroscopy, and Bayesian inference with stochastic stellar populations

NASA Astrophysics Data System (ADS)

Krumholz, Mark R.; Fumagalli, Michele; da Silva, Robert L.; Rendahl, Theodore; Parra, Jonathan

2015-09-01

Stellar population synthesis techniques for predicting the observable light emitted by a stellar population have extensive applications in numerous areas of astronomy. However, accurate predictions for small populations of young stars, such as those found in individual star clusters, star-forming dwarf galaxies, and small segments of spiral galaxies, require that the population be treated stochastically. Conversely, accurate deductions of the properties of such objects also require consideration of stochasticity. Here we describe a comprehensive suite of modular, open-source software tools for tackling these related problems. These include the following: a greatly-enhanced version of the SLUG code introduced by da Silva et al., which computes spectra and photometry for stochastically or deterministically sampled stellar populations with nearly arbitrary star formation histories, clustering properties, and initial mass functions; CLOUDY_SLUG, a tool that automatically couples SLUG-computed spectra with the CLOUDY radiative transfer code in order to predict stochastic nebular emission; BAYESPHOT, a general-purpose tool for performing Bayesian inference on the physical properties of stellar systems based on unresolved photometry; and CLUSTER_SLUG and SFR_SLUG, a pair of tools that use BAYESPHOT on a library of SLUG models to compute the mass, age, and extinction of mono-age star clusters, and the star formation rate of galaxies, respectively. The latter two tools make use of an extensive library of pre-computed stellar population models, which are included in the software. The complete package is available at http://www.slugsps.com.

Comparing hard and soft prior bounds in geophysical inverse problems

NASA Technical Reports Server (NTRS)

Backus, George E.

1988-01-01

In linear inversion of a finite-dimensional data vector y to estimate a finite-dimensional prediction vector z, prior information about X sub E is essential if y is to supply useful limits for z. The one exception occurs when all the prediction functionals are linear combinations of the data functionals. Two forms of prior information are compared: a soft bound on X sub E is a probability distribution p sub x on X which describes the observer's opinion about where X sub E is likely to be in X; a hard bound on X sub E is an inequality Q sub x(X sub E, X sub E) is equal to or less than 1, where Q sub x is a positive definite quadratic form on X. A hard bound Q sub x can be softened to many different probability distributions p sub x, but all these p sub x's carry much new information about X sub E which is absent from Q sub x, and some information which contradicts Q sub x. Both stochastic inversion (SI) and Bayesian inference (BI) estimate z from y and a soft prior bound p sub x. If that probability distribution was obtained by softening a hard prior bound Q sub x, rather than by objective statistical inference independent of y, then p sub x contains so much unsupported new information absent from Q sub x that conclusions about z obtained with SI or BI would seen to be suspect.

Comparing hard and soft prior bounds in geophysical inverse problems

NASA Technical Reports Server (NTRS)

Backus, George E.

1987-01-01

In linear inversion of a finite-dimensional data vector y to estimate a finite-dimensional prediction vector z, prior information about X sub E is essential if y is to supply useful limits for z. The one exception occurs when all the prediction functionals are linear combinations of the data functionals. Two forms of prior information are compared: a soft bound on X sub E is a probability distribution p sub x on X which describeds the observer's opinion about where X sub E is likely to be in X; a hard bound on X sub E is an inequality Q sub x(X sub E, X sub E) is equal to or less than 1, where Q sub x is a positive definite quadratic form on X. A hard bound Q sub x can be softened to many different probability distributions p sub x, but all these p sub x's carry much new information about X sub E which is absent from Q sub x, and some information which contradicts Q sub x. Both stochastic inversion (SI) and Bayesian inference (BI) estimate z from y and a soft prior bound p sub x. If that probability distribution was obtained by softening a hard prior bound Q sub x, rather than by objective statistical inference independent of y, then p sub x contains so much unsupported new information absent from Q sub x that conclusions about z obtained with SI or BI would seen to be suspect.

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

Truth, models, model sets, AIC, and multimodel inference: a Bayesian perspective

USGS Publications Warehouse

Barker, Richard J.; Link, William A.

2015-01-01

Statistical inference begins with viewing data as realizations of stochastic processes. Mathematical models provide partial descriptions of these processes; inference is the process of using the data to obtain a more complete description of the stochastic processes. Wildlife and ecological scientists have become increasingly concerned with the conditional nature of model-based inference: what if the model is wrong? Over the last 2 decades, Akaike's Information Criterion (AIC) has been widely and increasingly used in wildlife statistics for 2 related purposes, first for model choice and second to quantify model uncertainty. We argue that for the second of these purposes, the Bayesian paradigm provides the natural framework for describing uncertainty associated with model choice and provides the most easily communicated basis for model weighting. Moreover, Bayesian arguments provide the sole justification for interpreting model weights (including AIC weights) as coherent (mathematically self consistent) model probabilities. This interpretation requires treating the model as an exact description of the data-generating mechanism. We discuss the implications of this assumption, and conclude that more emphasis is needed on model checking to provide confidence in the quality of inference.

Applications of Bayesian spectrum representation in acoustics

NASA Astrophysics Data System (ADS)

Botts, Jonathan M.

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

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

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.

Perspective: Stochastic magnetic devices for cognitive computing

NASA Astrophysics Data System (ADS)

Roy, Kaushik; Sengupta, Abhronil; Shim, Yong

2018-06-01

Stochastic switching of nanomagnets can potentially enable probabilistic cognitive hardware consisting of noisy neural and synaptic components. Furthermore, computational paradigms inspired from the Ising computing model require stochasticity for achieving near-optimality in solutions to various types of combinatorial optimization problems such as the Graph Coloring Problem or the Travelling Salesman Problem. Achieving optimal solutions in such problems are computationally exhaustive and requires natural annealing to arrive at the near-optimal solutions. Stochastic switching of devices also finds use in applications involving Deep Belief Networks and Bayesian Inference. In this article, we provide a multi-disciplinary perspective across the stack of devices, circuits, and algorithms to illustrate how the stochastic switching dynamics of spintronic devices in the presence of thermal noise can provide a direct mapping to the computational units of such probabilistic intelligent systems.

Selecting Summary Statistics in Approximate Bayesian Computation for Calibrating Stochastic Models

PubMed Central

Burr, Tom

2013-01-01

Approximate Bayesian computation (ABC) is an approach for using measurement data to calibrate stochastic computer models, which are common in biology applications. ABC is becoming the “go-to” option when the data and/or parameter dimension is large because it relies on user-chosen summary statistics rather than the full data and is therefore computationally feasible. One technical challenge with ABC is that the quality of the approximation to the posterior distribution of model parameters depends on the user-chosen summary statistics. In this paper, the user requirement to choose effective summary statistics in order to accurately estimate the posterior distribution of model parameters is investigated and illustrated by example, using a model and corresponding real data of mitochondrial DNA population dynamics. We show that for some choices of summary statistics, the posterior distribution of model parameters is closely approximated and for other choices of summary statistics, the posterior distribution is not closely approximated. A strategy to choose effective summary statistics is suggested in cases where the stochastic computer model can be run at many trial parameter settings, as in the example. PMID:24288668

Selecting summary statistics in approximate Bayesian computation for calibrating stochastic models.

PubMed

Burr, Tom; Skurikhin, Alexei

2013-01-01

Approximate Bayesian computation (ABC) is an approach for using measurement data to calibrate stochastic computer models, which are common in biology applications. ABC is becoming the "go-to" option when the data and/or parameter dimension is large because it relies on user-chosen summary statistics rather than the full data and is therefore computationally feasible. One technical challenge with ABC is that the quality of the approximation to the posterior distribution of model parameters depends on the user-chosen summary statistics. In this paper, the user requirement to choose effective summary statistics in order to accurately estimate the posterior distribution of model parameters is investigated and illustrated by example, using a model and corresponding real data of mitochondrial DNA population dynamics. We show that for some choices of summary statistics, the posterior distribution of model parameters is closely approximated and for other choices of summary statistics, the posterior distribution is not closely approximated. A strategy to choose effective summary statistics is suggested in cases where the stochastic computer model can be run at many trial parameter settings, as in the example.

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

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.

Stochastic reduced order models for inverse problems under uncertainty

PubMed Central

Warner, James E.; Aquino, Wilkins; Grigoriu, Mircea D.

2014-01-01

This work presents a novel methodology for solving inverse problems under uncertainty using stochastic reduced order models (SROMs). Given statistical information about an observed state variable in a system, unknown parameters are estimated probabilistically through the solution of a model-constrained, stochastic optimization problem. The point of departure and crux of the proposed framework is the representation of a random quantity using a SROM - a low dimensional, discrete approximation to a continuous random element that permits e cient and non-intrusive stochastic computations. Characterizing the uncertainties with SROMs transforms the stochastic optimization problem into a deterministic one. The non-intrusive nature of SROMs facilitates e cient gradient computations for random vector unknowns and relies entirely on calls to existing deterministic solvers. Furthermore, the method is naturally extended to handle multiple sources of uncertainty in cases where state variable data, system parameters, and boundary conditions are all considered random. The new and widely-applicable SROM framework is formulated for a general stochastic optimization problem in terms of an abstract objective function and constraining model. For demonstration purposes, however, we study its performance in the specific case of inverse identification of random material parameters in elastodynamics. We demonstrate the ability to efficiently recover random shear moduli given material displacement statistics as input data. We also show that the approach remains effective for the case where the loading in the problem is random as well. PMID:25558115

Stochastic Optimal Prediction with Application to Averaged Euler Equations

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

Bell, John; Chorin, Alexandre J.; Crutchfield, William

Optimal prediction (OP) methods compensate for a lack of resolution in the numerical solution of complex problems through the use of an invariant measure as a prior measure in the Bayesian sense. In first-order OP, unresolved information is approximated by its conditional expectation with respect to the invariant measure. In higher-order OP, unresolved information is approximated by a stochastic estimator, leading to a system of random or stochastic differential equations. We explain the ideas through a simple example, and then apply them to the solution of Averaged Euler equations in two space dimensions.

Ecosystem-scale plant hydraulic strategies inferred from remotely-sensed soil moisture

NASA Astrophysics Data System (ADS)

Bassiouni, M.; Good, S. P.; Higgins, C. W.

2017-12-01

Characterizing plant hydraulic strategies at the ecosystem scale is important to improve estimates of evapotranspiration and to understand ecosystem productivity and resilience. However, quantifying plant hydraulic traits beyond the species level is a challenge. The probability density function of soil moisture observations provides key information about the soil moisture states at which evapotranspiration is reduced by water stress. Here, an inverse Bayesian approach is applied to a standard bucket model of soil column hydrology forced with stochastic precipitation inputs. Through this approach, we are able to determine the soil moisture thresholds at which stomata are open or closed that are most consistent with observed soil moisture probability density functions. This research utilizes remotely-sensed soil moisture data to explore global patterns of ecosystem-scale plant hydraulic strategies. Results are complementary to literature values of measured hydraulic traits of various species in different climates and previous estimates of ecosystem-scale plant isohydricity. The presented approach provides a novel relation between plant physiological behavior and soil-water dynamics.

Individualism in plant populations: using stochastic differential equations to model individual neighbourhood-dependent plant growth.

PubMed

Lv, Qiming; Schneider, Manuel K; Pitchford, Jonathan W

2008-08-01

We study individual plant growth and size hierarchy formation in an experimental population of Arabidopsis thaliana, within an integrated analysis that explicitly accounts for size-dependent growth, size- and space-dependent competition, and environmental stochasticity. It is shown that a Gompertz-type stochastic differential equation (SDE) model, involving asymmetric competition kernels and a stochastic term which decreases with the logarithm of plant weight, efficiently describes individual plant growth, competition, and variability in the studied population. The model is evaluated within a Bayesian framework and compared to its deterministic counterpart, and to several simplified stochastic models, using distributional validation. We show that stochasticity is an important determinant of size hierarchy and that SDE models outperform the deterministic model if and only if structural components of competition (asymmetry; size- and space-dependence) are accounted for. Implications of these results are discussed in the context of plant ecology and in more general modelling situations.

PyMC: Bayesian Stochastic Modelling in Python

PubMed Central

Patil, Anand; Huard, David; Fonnesbeck, Christopher J.

2010-01-01

This user guide describes a Python package, PyMC, that allows users to efficiently code a probabilistic model and draw samples from its posterior distribution using Markov chain Monte Carlo techniques. PMID:21603108

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.

Relationships between probabilistic Boolean networks and dynamic Bayesian networks as models of gene regulatory networks

PubMed Central

Lähdesmäki, Harri; Hautaniemi, Sampsa; Shmulevich, Ilya; Yli-Harja, Olli

2006-01-01

A significant amount of attention has recently been focused on modeling of gene regulatory networks. Two frequently used large-scale modeling frameworks are Bayesian networks (BNs) and Boolean networks, the latter one being a special case of its recent stochastic extension, probabilistic Boolean networks (PBNs). PBN is a promising model class that generalizes the standard rule-based interactions of Boolean networks into the stochastic setting. Dynamic Bayesian networks (DBNs) is a general and versatile model class that is able to represent complex temporal stochastic processes and has also been proposed as a model for gene regulatory systems. In this paper, we concentrate on these two model classes and demonstrate that PBNs and a certain subclass of DBNs can represent the same joint probability distribution over their common variables. The major benefit of introducing the relationships between the models is that it opens up the possibility of applying the standard tools of DBNs to PBNs and vice versa. Hence, the standard learning tools of DBNs can be applied in the context of PBNs, and the inference methods give a natural way of handling the missing values in PBNs which are often present in gene expression measurements. Conversely, the tools for controlling the stationary behavior of the networks, tools for projecting networks onto sub-networks, and efficient learning schemes can be used for DBNs. In other words, the introduced relationships between the models extend the collection of analysis tools for both model classes. PMID:17415411

Learning abstract visual concepts via probabilistic program induction in a Language of Thought.

PubMed

Overlan, Matthew C; Jacobs, Robert A; Piantadosi, Steven T

2017-11-01

The ability to learn abstract concepts is a powerful component of human cognition. It has been argued that variable binding is the key element enabling this ability, but the computational aspects of variable binding remain poorly understood. Here, we address this shortcoming by formalizing the Hierarchical Language of Thought (HLOT) model of rule learning. Given a set of data items, the model uses Bayesian inference to infer a probability distribution over stochastic programs that implement variable binding. Because the model makes use of symbolic variables as well as Bayesian inference and programs with stochastic primitives, it combines many of the advantages of both symbolic and statistical approaches to cognitive modeling. To evaluate the model, we conducted an experiment in which human subjects viewed training items and then judged which test items belong to the same concept as the training items. We found that the HLOT model provides a close match to human generalization patterns, significantly outperforming two variants of the Generalized Context Model, one variant based on string similarity and the other based on visual similarity using features from a deep convolutional neural network. Additional results suggest that variable binding happens automatically, implying that binding operations do not add complexity to peoples' hypothesized rules. Overall, this work demonstrates that a cognitive model combining symbolic variables with Bayesian inference and stochastic program primitives provides a new perspective for understanding people's patterns of generalization. Copyright © 2017 Elsevier B.V. All rights reserved.

Stochastic modelling of the monthly average maximum and minimum temperature patterns in India 1981-2015

NASA Astrophysics Data System (ADS)

Narasimha Murthy, K. V.; Saravana, R.; Vijaya Kumar, K.

2018-04-01

The paper investigates the stochastic modelling and forecasting of monthly average maximum and minimum temperature patterns through suitable seasonal auto regressive integrated moving average (SARIMA) model for the period 1981-2015 in India. The variations and distributions of monthly maximum and minimum temperatures are analyzed through Box plots and cumulative distribution functions. The time series plot indicates that the maximum temperature series contain sharp peaks in almost all the years, while it is not true for the minimum temperature series, so both the series are modelled separately. The possible SARIMA model has been chosen based on observing autocorrelation function (ACF), partial autocorrelation function (PACF), and inverse autocorrelation function (IACF) of the logarithmic transformed temperature series. The SARIMA (1, 0, 0) × (0, 1, 1)12 model is selected for monthly average maximum and minimum temperature series based on minimum Bayesian information criteria. The model parameters are obtained using maximum-likelihood method with the help of standard error of residuals. The adequacy of the selected model is determined using correlation diagnostic checking through ACF, PACF, IACF, and p values of Ljung-Box test statistic of residuals and using normal diagnostic checking through the kernel and normal density curves of histogram and Q-Q plot. Finally, the forecasting of monthly maximum and minimum temperature patterns of India for the next 3 years has been noticed with the help of selected 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.

ABrox-A user-friendly Python module for approximate Bayesian computation with a focus on model comparison.

PubMed

Mertens, Ulf Kai; Voss, Andreas; Radev, Stefan

2018-01-01

We give an overview of the basic principles of approximate Bayesian computation (ABC), a class of stochastic methods that enable flexible and likelihood-free model comparison and parameter estimation. Our new open-source software called ABrox is used to illustrate ABC for model comparison on two prominent statistical tests, the two-sample t-test and the Levene-Test. We further highlight the flexibility of ABC compared to classical Bayesian hypothesis testing by computing an approximate Bayes factor for two multinomial processing tree models. Last but not least, throughout the paper, we introduce ABrox using the accompanied graphical user interface.

A Novel Weighted Kernel PCA-Based Method for Optimization and Uncertainty Quantification

NASA Astrophysics Data System (ADS)

Thimmisetty, C.; Talbot, C.; Chen, X.; Tong, C. H.

2016-12-01

It has been demonstrated that machine learning methods can be successfully applied to uncertainty quantification for geophysical systems through the use of the adjoint method coupled with kernel PCA-based optimization. In addition, it has been shown through weighted linear PCA how optimization with respect to both observation weights and feature space control variables can accelerate convergence of such methods. Linear machine learning methods, however, are inherently limited in their ability to represent features of non-Gaussian stochastic random fields, as they are based on only the first two statistical moments of the original data. Nonlinear spatial relationships and multipoint statistics leading to the tortuosity characteristic of channelized media, for example, are captured only to a limited extent by linear PCA. With the aim of coupling the kernel-based and weighted methods discussed, we present a novel mathematical formulation of kernel PCA, Weighted Kernel Principal Component Analysis (WKPCA), that both captures nonlinear relationships and incorporates the attribution of significance levels to different realizations of the stochastic random field of interest. We also demonstrate how new instantiations retaining defining characteristics of the random field can be generated using Bayesian methods. In particular, we present a novel WKPCA-based optimization method that minimizes a given objective function with respect to both feature space random variables and observation weights through which optimal snapshot significance levels and optimal features are learned. We showcase how WKPCA can be applied to nonlinear optimal control problems involving channelized media, and in particular demonstrate an application of the method to learning the spatial distribution of material parameter values in the context of linear elasticity, and discuss further extensions of the method to stochastic inversion.

Stochastic volatility of the futures prices of emission allowances: A Bayesian approach

NASA Astrophysics Data System (ADS)

Kim, Jungmu; Park, Yuen Jung; Ryu, Doojin

2017-01-01

Understanding the stochastic nature of the spot volatility of emission allowances is crucial for risk management in emissions markets. In this study, by adopting a stochastic volatility model with or without jumps to represent the dynamics of European Union Allowances (EUA) futures prices, we estimate the daily volatilities and model parameters by using the Markov Chain Monte Carlo method for stochastic volatility (SV), stochastic volatility with return jumps (SVJ) and stochastic volatility with correlated jumps (SVCJ) models. Our empirical results reveal three important features of emissions markets. First, the data presented herein suggest that EUA futures prices exhibit significant stochastic volatility. Second, the leverage effect is noticeable regardless of whether or not jumps are included. Third, the inclusion of jumps has a significant impact on the estimation of the volatility dynamics. Finally, the market becomes very volatile and large jumps occur at the beginning of a new phase. These findings are important for policy makers and regulators.

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…

Simultaneous stochastic inversion for geomagnetic main field and secular variation. I - A large-scale inverse problem

NASA Technical Reports Server (NTRS)

Bloxham, Jeremy

1987-01-01

The method of stochastic inversion is extended to the simultaneous inversion of both main field and secular variation. In the present method, the time dependency is represented by an expansion in Legendre polynomials, resulting in a simple diagonal form for the a priori covariance matrix. The efficient preconditioned Broyden-Fletcher-Goldfarb-Shanno algorithm is used to solve the large system of equations resulting from expansion of the field spatially to spherical harmonic degree 14 and temporally to degree 8. Application of the method to observatory data spanning the 1900-1980 period results in a data fit of better than 30 nT, while providing temporally and spatially smoothly varying models of the magnetic field at the core-mantle boundary.

Stochastic Seismic Inversion and Migration for Offshore Site Investigation in the Northern Gulf of Mexico

NASA Astrophysics Data System (ADS)

Son, J.; Medina-Cetina, Z.

2017-12-01

We discuss the comparison between deterministic and stochastic optimization approaches to the nonlinear geophysical full-waveform inverse problem, based on the seismic survey data from Mississippi Canyon in the Northern Gulf of Mexico. Since the subsea engineering and offshore construction projects actively require reliable ground models from various site investigations, the primary goal of this study is to reconstruct the accurate subsurface information of the soil and rock material profiles under the seafloor. The shallow sediment layers have naturally formed heterogeneous formations which may cause unwanted marine landslides or foundation failures of underwater infrastructure. We chose the quasi-Newton and simulated annealing as deterministic and stochastic optimization algorithms respectively. Seismic forward modeling based on finite difference method with absorbing boundary condition implements the iterative simulations in the inverse modeling. We briefly report on numerical experiments using a synthetic data as an offshore ground model which contains shallow artificial target profiles of geomaterials under the seafloor. We apply the seismic migration processing and generate Voronoi tessellation on two-dimensional space-domain to improve the computational efficiency of the imaging stratigraphical velocity model reconstruction. We then report on the detail of a field data implementation, which shows the complex geologic structures in the Northern Gulf of Mexico. Lastly, we compare the new inverted image of subsurface site profiles in the space-domain with the previously processed seismic image in the time-domain at the same location. Overall, stochastic optimization for seismic inversion with migration and Voronoi tessellation show significant promise to improve the subsurface imaging of ground models and improve the computational efficiency required for the full waveform inversion. We anticipate that by improving the inversion process of shallow layers from geophysical data will better support the offshore site investigation.

Win-Stay, Lose-Sample: a simple sequential algorithm for approximating Bayesian inference.

PubMed

Bonawitz, Elizabeth; Denison, Stephanie; Gopnik, Alison; Griffiths, Thomas L

2014-11-01

People can behave in a way that is consistent with Bayesian models of cognition, despite the fact that performing exact Bayesian inference is computationally challenging. What algorithms could people be using to make this possible? We show that a simple sequential algorithm "Win-Stay, Lose-Sample", inspired by the Win-Stay, Lose-Shift (WSLS) principle, can be used to approximate Bayesian inference. We investigate the behavior of adults and preschoolers on two causal learning tasks to test whether people might use a similar algorithm. These studies use a "mini-microgenetic method", investigating how people sequentially update their beliefs as they encounter new evidence. Experiment 1 investigates a deterministic causal learning scenario and Experiments 2 and 3 examine how people make inferences in a stochastic scenario. The behavior of adults and preschoolers in these experiments is consistent with our Bayesian version of the WSLS principle. This algorithm provides both a practical method for performing Bayesian inference and a new way to understand people's judgments. Copyright © 2014 Elsevier Inc. All rights reserved.

Aerosol properties from spectral extinction and backscatter estimated by an inverse Monte Carlo method.

PubMed

Ligon, D A; Gillespie, J B; Pellegrino, P

2000-08-20

The feasibility of using a generalized stochastic inversion methodology to estimate aerosol size distributions accurately by use of spectral extinction, backscatter data, or both is examined. The stochastic method used, inverse Monte Carlo (IMC), is verified with both simulated and experimental data from aerosols composed of spherical dielectrics with a known refractive index. Various levels of noise are superimposed on the data such that the effect of noise on the stability and results of inversion can be determined. Computational results show that the application of the IMC technique to inversion of spectral extinction or backscatter data or both can produce good estimates of aerosol size distributions. Specifically, for inversions for which both spectral extinction and backscatter data are used, the IMC technique was extremely accurate in determining particle size distributions well outside the wavelength range. Also, the IMC inversion results proved to be stable and accurate even when the data had significant noise, with a signal-to-noise ratio of 3.

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

NASA Astrophysics Data System (ADS)

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

2017-12-01

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

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

PubMed

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

2017-01-01

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

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

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

Chowdhary, Kenny; Najm, Habib N.

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

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

DOE PAGES

Chowdhary, Kenny; Najm, Habib N.

2016-04-13

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

Bayesian parameter inference for stochastic biochemical network models using particle Markov chain Monte Carlo

PubMed Central

Golightly, Andrew; Wilkinson, Darren J.

2011-01-01

Computational systems biology is concerned with the development of detailed mechanistic models of biological processes. Such models are often stochastic and analytically intractable, containing uncertain parameters that must be estimated from time course data. In this article, we consider the task of inferring the parameters of a stochastic kinetic model defined as a Markov (jump) process. Inference for the parameters of complex nonlinear multivariate stochastic process models is a challenging problem, but we find here that algorithms based on particle Markov chain Monte Carlo turn out to be a very effective computationally intensive approach to the problem. Approximations to the inferential model based on stochastic differential equations (SDEs) are considered, as well as improvements to the inference scheme that exploit the SDE structure. We apply the methodology to a Lotka–Volterra system and a prokaryotic auto-regulatory network. PMID:23226583

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.

Use of Bayesian Inference in Crystallographic Structure Refinement via Full Diffraction Profile Analysis

PubMed Central

Fancher, Chris M.; Han, Zhen; Levin, Igor; Page, Katharine; Reich, Brian J.; Smith, Ralph C.; Wilson, Alyson G.; Jones, Jacob L.

2016-01-01

A Bayesian inference method for refining crystallographic structures is presented. The distribution of model parameters is stochastically sampled using Markov chain Monte Carlo. Posterior probability distributions are constructed for all model parameters to properly quantify uncertainty by appropriately modeling the heteroskedasticity and correlation of the error structure. The proposed method is demonstrated by analyzing a National Institute of Standards and Technology silicon standard reference material. The results obtained by Bayesian inference are compared with those determined by Rietveld refinement. Posterior probability distributions of model parameters provide both estimates and uncertainties. The new method better estimates the true uncertainties in the model as compared to the Rietveld method. PMID:27550221

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.

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

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

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

2015-02-01

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

Impact of petrophysical uncertainty on Bayesian hydrogeophysical inversion and model selection

NASA Astrophysics Data System (ADS)

Brunetti, Carlotta; Linde, Niklas

2018-01-01

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

Stochastic approach for radionuclides quantification

NASA Astrophysics Data System (ADS)

Clement, A.; Saurel, N.; Perrin, G.

2018-01-01

Gamma spectrometry is a passive non-destructive assay used to quantify radionuclides present in more or less complex objects. Basic methods using empirical calibration with a standard in order to quantify the activity of nuclear materials by determining the calibration coefficient are useless on non-reproducible, complex and single nuclear objects such as waste packages. Package specifications as composition or geometry change from one package to another and involve a high variability of objects. Current quantification process uses numerical modelling of the measured scene with few available data such as geometry or composition. These data are density, material, screen, geometric shape, matrix composition, matrix and source distribution. Some of them are strongly dependent on package data knowledge and operator backgrounds. The French Commissariat à l'Energie Atomique (CEA) is developing a new methodology to quantify nuclear materials in waste packages and waste drums without operator adjustment and internal package configuration knowledge. This method suggests combining a global stochastic approach which uses, among others, surrogate models available to simulate the gamma attenuation behaviour, a Bayesian approach which considers conditional probability densities of problem inputs, and Markov Chains Monte Carlo algorithms (MCMC) which solve inverse problems, with gamma ray emission radionuclide spectrum, and outside dimensions of interest objects. The methodology is testing to quantify actinide activity in different kind of matrix, composition, and configuration of sources standard in terms of actinide masses, locations and distributions. Activity uncertainties are taken into account by this adjustment methodology.

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

NASA Astrophysics Data System (ADS)

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

2013-12-01

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

Boosting Bayesian parameter inference of nonlinear stochastic differential equation models by Hamiltonian scale separation.

PubMed

Albert, Carlo; Ulzega, Simone; Stoop, Ruedi

2016-04-01

Parameter inference is a fundamental problem in data-driven modeling. Given observed data that is believed to be a realization of some parameterized model, the aim is to find parameter values that are able to explain the observed data. In many situations, the dominant sources of uncertainty must be included into the model for making reliable predictions. This naturally leads to stochastic models. Stochastic models render parameter inference much harder, as the aim then is to find a distribution of likely parameter values. In Bayesian statistics, which is a consistent framework for data-driven learning, this so-called posterior distribution can be used to make probabilistic predictions. We propose a novel, exact, and very efficient approach for generating posterior parameter distributions for stochastic differential equation models calibrated to measured time series. The algorithm is inspired by reinterpreting the posterior distribution as a statistical mechanics partition function of an object akin to a polymer, where the measurements are mapped on heavier beads compared to those of the simulated data. To arrive at distribution samples, we employ a Hamiltonian Monte Carlo approach combined with a multiple time-scale integration. A separation of time scales naturally arises if either the number of measurement points or the number of simulation points becomes large. Furthermore, at least for one-dimensional problems, we can decouple the harmonic modes between measurement points and solve the fastest part of their dynamics analytically. Our approach is applicable to a wide range of inference problems and is highly parallelizable.

An offline approach for output-only Bayesian identification of stochastic nonlinear systems using unscented Kalman filtering

NASA Astrophysics Data System (ADS)

Erazo, Kalil; Nagarajaiah, Satish

2017-06-01

In this paper an offline approach for output-only Bayesian identification of stochastic nonlinear systems is presented. The approach is based on a re-parameterization of the joint posterior distribution of the parameters that define a postulated state-space stochastic model class. In the re-parameterization the state predictive distribution is included, marginalized, and estimated recursively in a state estimation step using an unscented Kalman filter, bypassing state augmentation as required by existing online methods. In applications expectations of functions of the parameters are of interest, which requires the evaluation of potentially high-dimensional integrals; Markov chain Monte Carlo is adopted to sample the posterior distribution and estimate the expectations. The proposed approach is suitable for nonlinear systems subjected to non-stationary inputs whose realization is unknown, and that are modeled as stochastic processes. Numerical verification and experimental validation examples illustrate the effectiveness and advantages of the approach, including: (i) an increased numerical stability with respect to augmented-state unscented Kalman filtering, avoiding divergence of the estimates when the forcing input is unmeasured; (ii) the ability to handle arbitrary prior and posterior distributions. The experimental validation of the approach is conducted using data from a large-scale structure tested on a shake table. It is shown that the approach is robust to inherent modeling errors in the description of the system and forcing input, providing accurate prediction of the dynamic response when the excitation history is unknown.

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

NASA Astrophysics Data System (ADS)

Fukuda, J.; Johnson, K. M.

2009-12-01

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

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

NASA Astrophysics Data System (ADS)

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

2013-12-01

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

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.

Three-dimensional Stochastic Estimation of Porosity Distribution: Benefits of Using Ground-penetrating Radar Velocity Tomograms in Simulated-annealing-based or Bayesian Sequential Simulation Approaches

DTIC Science & Technology

2012-05-30

annealing-based or Bayesian sequential simulation approaches B. Dafflon1,2 and W. Barrash1 Received 13 May 2011; revised 12 March 2012; accepted 17 April 2012...the withheld porosity log are also withheld for this estimation process. For both cases we do this for two wells having locally variable stratigraphy ...borehole location is given at the bottom of each log comparison panel. For comparison with stratigraphy at the BHRS, contacts between Units 1 to 4

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

NASA Astrophysics Data System (ADS)

Rath, V.; Wolf, A.; Bücker, H. M.

2006-10-01

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

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

Flood quantile estimation at ungauged sites by Bayesian networks

NASA Astrophysics Data System (ADS)

Mediero, L.; Santillán, D.; Garrote, L.

2012-04-01

Estimating flood quantiles at a site for which no observed measurements are available is essential for water resources planning and management. Ungauged sites have no observations about the magnitude of floods, but some site and basin characteristics are known. The most common technique used is the multiple regression analysis, which relates physical and climatic basin characteristic to flood quantiles. Regression equations are fitted from flood frequency data and basin characteristics at gauged sites. Regression equations are a rigid technique that assumes linear relationships between variables and cannot take the measurement errors into account. In addition, the prediction intervals are estimated in a very simplistic way from the variance of the residuals in the estimated model. Bayesian networks are a probabilistic computational structure taken from the field of Artificial Intelligence, which have been widely and successfully applied to many scientific fields like medicine and informatics, but application to the field of hydrology is recent. Bayesian networks infer the joint probability distribution of several related variables from observations through nodes, which represent random variables, and links, which represent causal dependencies between them. A Bayesian network is more flexible than regression equations, as they capture non-linear relationships between variables. In addition, the probabilistic nature of Bayesian networks allows taking the different sources of estimation uncertainty into account, as they give a probability distribution as result. A homogeneous region in the Tagus Basin was selected as case study. A regression equation was fitted taking the basin area, the annual maximum 24-hour rainfall for a given recurrence interval and the mean height as explanatory variables. Flood quantiles at ungauged sites were estimated by Bayesian networks. Bayesian networks need to be learnt from a huge enough data set. As observational data are reduced, a stochastic generator of synthetic data was developed. Synthetic basin characteristics were randomised, keeping the statistical properties of observed physical and climatic variables in the homogeneous region. The synthetic flood quantiles were stochastically generated taking the regression equation as basis. The learnt Bayesian network was validated by the reliability diagram, the Brier Score and the ROC diagram, which are common measures used in the validation of probabilistic forecasts. Summarising, the flood quantile estimations through Bayesian networks supply information about the prediction uncertainty as a probability distribution function of discharges is given as result. Therefore, the Bayesian network model has application as a decision support for water resources and planning management.

Geotechnical parameter spatial distribution stochastic analysis based on multi-precision information assimilation

NASA Astrophysics Data System (ADS)

Wang, C.; Rubin, Y.

2014-12-01

Spatial distribution of important geotechnical parameter named compression modulus Es contributes considerably to the understanding of the underlying geological processes and the adequate assessment of the Es mechanics effects for differential settlement of large continuous structure foundation. These analyses should be derived using an assimilating approach that combines in-situ static cone penetration test (CPT) with borehole experiments. To achieve such a task, the Es distribution of stratum of silty clay in region A of China Expo Center (Shanghai) is studied using the Bayesian-maximum entropy method. This method integrates rigorously and efficiently multi-precision of different geotechnical investigations and sources of uncertainty. Single CPT samplings were modeled as a rational probability density curve by maximum entropy theory. Spatial prior multivariate probability density function (PDF) and likelihood PDF of the CPT positions were built by borehole experiments and the potential value of the prediction point, then, preceding numerical integration on the CPT probability density curves, the posterior probability density curve of the prediction point would be calculated by the Bayesian reverse interpolation framework. The results were compared between Gaussian Sequential Stochastic Simulation and Bayesian methods. The differences were also discussed between single CPT samplings of normal distribution and simulated probability density curve based on maximum entropy theory. It is shown that the study of Es spatial distributions can be improved by properly incorporating CPT sampling variation into interpolation process, whereas more informative estimations are generated by considering CPT Uncertainty for the estimation points. Calculation illustrates the significance of stochastic Es characterization in a stratum, and identifies limitations associated with inadequate geostatistical interpolation techniques. This characterization results will provide a multi-precision information assimilation method of other geotechnical parameters.

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.

Low-rank separated representation surrogates of high-dimensional stochastic functions: Application in Bayesian inference

NASA Astrophysics Data System (ADS)

Validi, AbdoulAhad

2014-03-01

This study introduces a non-intrusive approach in the context of low-rank separated representation to construct a surrogate of high-dimensional stochastic functions, e.g., PDEs/ODEs, in order to decrease the computational cost of Markov Chain Monte Carlo simulations in Bayesian inference. The surrogate model is constructed via a regularized alternative least-square regression with Tikhonov regularization using a roughening matrix computing the gradient of the solution, in conjunction with a perturbation-based error indicator to detect optimal model complexities. The model approximates a vector of a continuous solution at discrete values of a physical variable. The required number of random realizations to achieve a successful approximation linearly depends on the function dimensionality. The computational cost of the model construction is quadratic in the number of random inputs, which potentially tackles the curse of dimensionality in high-dimensional stochastic functions. Furthermore, this vector-valued separated representation-based model, in comparison to the available scalar-valued case, leads to a significant reduction in the cost of approximation by an order of magnitude equal to the vector size. The performance of the method is studied through its application to three numerical examples including a 41-dimensional elliptic PDE and a 21-dimensional cavity flow.

Waveform inversion with source encoding for breast sound speed reconstruction in ultrasound computed tomography.

PubMed

Wang, Kun; Matthews, Thomas; Anis, Fatima; Li, Cuiping; Duric, Neb; Anastasio, Mark A

2015-03-01

Ultrasound computed tomography (USCT) holds great promise for improving the detection and management of breast cancer. Because they are based on the acoustic wave equation, waveform inversion-based reconstruction methods can produce images that possess improved spatial resolution properties over those produced by ray-based methods. However, waveform inversion methods are computationally demanding and have not been applied widely in USCT breast imaging. In this work, source encoding concepts are employed to develop an accelerated USCT reconstruction method that circumvents the large computational burden of conventional waveform inversion methods. This method, referred to as the waveform inversion with source encoding (WISE) method, encodes the measurement data using a random encoding vector and determines an estimate of the sound speed distribution by solving a stochastic optimization problem by use of a stochastic gradient descent algorithm. Both computer simulation and experimental phantom studies are conducted to demonstrate the use of the WISE method. The results suggest that the WISE method maintains the high spatial resolution of waveform inversion methods while significantly reducing the computational burden.

Simulation studies of phase inversion in agitated vessels using a Monte Carlo technique.

PubMed

Yeo, Leslie Y; Matar, Omar K; Perez de Ortiz, E Susana; Hewitt, Geoffrey F

2002-04-15

A speculative study on the conditions under which phase inversion occurs in agitated liquid-liquid dispersions is conducted using a Monte Carlo technique. The simulation is based on a stochastic model, which accounts for fundamental physical processes such as drop deformation, breakup, and coalescence, and utilizes the minimization of interfacial energy as a criterion for phase inversion. Profiles of the interfacial energy indicate that a steady-state equilibrium is reached after a sufficiently large number of random moves and that predictions are insensitive to initial drop conditions. The calculated phase inversion holdup is observed to increase with increasing density and viscosity ratio, and to decrease with increasing agitation speed for a fixed viscosity ratio. It is also observed that, for a fixed viscosity ratio, the phase inversion holdup remains constant for large enough agitation speeds. The proposed model is therefore capable of achieving reasonable qualitative agreement with general experimental trends and of reproducing key features observed experimentally. The results of this investigation indicate that this simple stochastic method could be the basis upon which more advanced models for predicting phase inversion behavior can be developed.

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.

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…

Confidence set inference with a prior quadratic bound

NASA Technical Reports Server (NTRS)

Backus, George E.

1988-01-01

In the uniqueness part of a geophysical inverse problem, the observer wants to predict all likely values of P unknown numerical properties z = (z sub 1,...,z sub p) of the earth from measurement of D other numerical properties y(0)=(y sub 1(0),...,y sub D(0)) knowledge of the statistical distribution of the random errors in y(0). The data space Y containing y(0) is D-dimensional, so when the model space X is infinite-dimensional the linear uniqueness problem usually is insoluble without prior information about the correct earth model x. If that information is a quadratic bound on x (e.g., energy or dissipation rate), Bayesian inference (BI) and stochastic inversion (SI) inject spurious structure into x, implied by neither the data nor the quadratic bound. Confidence set inference (CSI) provides an alternative inversion technique free of this objection. CSI is illustrated in the problem of estimating the geomagnetic field B at the core-mantle boundary (CMB) from components of B measured on or above the earth's surface. Neither the heat flow nor the energy bound is strong enough to permit estimation of B(r) at single points on the CMB, but the heat flow bound permits estimation of uniform averages of B(r) over discs on the CMB, and both bounds permit weighted disc-averages with continous weighting kernels. Both bounds also permit estimation of low-degree Gauss coefficients at the CMB. The heat flow bound resolves them up to degree 8 if the crustal field at satellite altitudes must be treated as a systematic error, but can resolve to degree 11 under the most favorable statistical treatment of the crust. These two limits produce circles of confusion on the CMB with diameters of 25 deg and 19 deg respectively.

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.

Stochastic modeling of neurobiological time series: Power, coherence, Granger causality, and separation of evoked responses from ongoing activity

NASA Astrophysics Data System (ADS)

Chen, Yonghong; Bressler, Steven L.; Knuth, Kevin H.; Truccolo, Wilson A.; Ding, Mingzhou

2006-06-01

In this article we consider the stochastic modeling of neurobiological time series from cognitive experiments. Our starting point is the variable-signal-plus-ongoing-activity model. From this model a differentially variable component analysis strategy is developed from a Bayesian perspective to estimate event-related signals on a single trial basis. After subtracting out the event-related signal from recorded single trial time series, the residual ongoing activity is treated as a piecewise stationary stochastic process and analyzed by an adaptive multivariate autoregressive modeling strategy which yields power, coherence, and Granger causality spectra. Results from applying these methods to local field potential recordings from monkeys performing cognitive tasks are presented.

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.

A flexible Bayesian assessment for the expected impact of data on prediction confidence for optimal sampling designs

NASA Astrophysics Data System (ADS)

Leube, Philipp; Geiges, Andreas; Nowak, Wolfgang

2010-05-01

Incorporating hydrogeological data, such as head and tracer data, into stochastic models of subsurface flow and transport helps to reduce prediction uncertainty. Considering limited financial resources available for the data acquisition campaign, information needs towards the prediction goal should be satisfied in a efficient and task-specific manner. For finding the best one among a set of design candidates, an objective function is commonly evaluated, which measures the expected impact of data on prediction confidence, prior to their collection. An appropriate approach to this task should be stochastically rigorous, master non-linear dependencies between data, parameters and model predictions, and allow for a wide variety of different data types. Existing methods fail to fulfill all these requirements simultaneously. For this reason, we introduce a new method, denoted as CLUE (Cross-bred Likelihood Uncertainty Estimator), that derives the essential distributions and measures of data utility within a generalized, flexible and accurate framework. The method makes use of Bayesian GLUE (Generalized Likelihood Uncertainty Estimator) and extends it to an optimal design method by marginalizing over the yet unknown data values. Operating in a purely Bayesian Monte-Carlo framework, CLUE is a strictly formal information processing scheme free of linearizations. It provides full flexibility associated with the type of measurements (linear, non-linear, direct, indirect) and accounts for almost arbitrary sources of uncertainty (e.g. heterogeneity, geostatistical assumptions, boundary conditions, model concepts) via stochastic simulation and Bayesian model averaging. This helps to minimize the strength and impact of possible subjective prior assumptions, that would be hard to defend prior to data collection. Our study focuses on evaluating two different uncertainty measures: (i) expected conditional variance and (ii) expected relative entropy of a given prediction goal. The applicability and advantages are shown in a synthetic example. Therefor, we consider a contaminant source, posing a threat on a drinking water well in an aquifer. Furthermore, we assume uncertainty in geostatistical parameters, boundary conditions and hydraulic gradient. The two mentioned measures evaluate the sensitivity of (1) general prediction confidence and (2) exceedance probability of a legal regulatory threshold value on sampling locations.

Combining cow and bull reference populations to increase accuracy of genomic prediction and genome-wide association studies.

PubMed

Calus, M P L; de Haas, Y; Veerkamp, R F

2013-10-01

Genomic selection holds the promise to be particularly beneficial for traits that are difficult or expensive to measure, such that access to phenotypes on large daughter groups of bulls is limited. Instead, cow reference populations can be generated, potentially supplemented with existing information from the same or (highly) correlated traits available on bull reference populations. The objective of this study, therefore, was to develop a model to perform genomic predictions and genome-wide association studies based on a combined cow and bull reference data set, with the accuracy of the phenotypes differing between the cow and bull genomic selection reference populations. The developed bivariate Bayesian stochastic search variable selection model allowed for an unbalanced design by imputing residuals in the residual updating scheme for all missing records. The performance of this model is demonstrated on a real data example, where the analyzed trait, being milk fat or protein yield, was either measured only on a cow or a bull reference population, or recorded on both. Our results were that the developed bivariate Bayesian stochastic search variable selection model was able to analyze 2 traits, even though animals had measurements on only 1 of 2 traits. The Bayesian stochastic search variable selection model yielded consistently higher accuracy for fat yield compared with a model without variable selection, both for the univariate and bivariate analyses, whereas the accuracy of both models was very similar for protein yield. The bivariate model identified several additional quantitative trait loci peaks compared with the single-trait models on either trait. In addition, the bivariate models showed a marginal increase in accuracy of genomic predictions for the cow traits (0.01-0.05), although a greater increase in accuracy is expected as the size of the bull population increases. Our results emphasize that the chosen value of priors in Bayesian genomic prediction models are especially important in small data sets. Copyright © 2013 American Dairy Science Association. Published by Elsevier Inc. All rights reserved.

Learning Weight Uncertainty with Stochastic Gradient MCMC for Shape Classification

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

Li, Chunyuan; Stevens, Andrew J.; Chen, Changyou

2016-08-10

Learning the representation of shape cues in 2D & 3D objects for recognition is a fundamental task in computer vision. Deep neural networks (DNNs) have shown promising performance on this task. Due to the large variability of shapes, accurate recognition relies on good estimates of model uncertainty, ignored in traditional training of DNNs, typically learned via stochastic optimization. This paper leverages recent advances in stochastic gradient Markov Chain Monte Carlo (SG-MCMC) to learn weight uncertainty in DNNs. It yields principled Bayesian interpretations for the commonly used Dropout/DropConnect techniques and incorporates them into the SG-MCMC framework. Extensive experiments on 2D &more » 3D shape datasets and various DNN models demonstrate the superiority of the proposed approach over stochastic optimization. Our approach yields higher recognition accuracy when used in conjunction with Dropout and Batch-Normalization.« less

Stochastic determination of matrix determinants

NASA Astrophysics Data System (ADS)

Dorn, Sebastian; Enßlin, Torsten A.

2015-07-01

Matrix determinants play an important role in data analysis, in particular when Gaussian processes are involved. Due to currently exploding data volumes, linear operations—matrices—acting on the data are often not accessible directly but are only represented indirectly in form of a computer routine. Such a routine implements the transformation a data vector undergoes under matrix multiplication. While efficient probing routines to estimate a matrix's diagonal or trace, based solely on such computationally affordable matrix-vector multiplications, are well known and frequently used in signal inference, there is no stochastic estimate for its determinant. We introduce a probing method for the logarithm of a determinant of a linear operator. Our method rests upon a reformulation of the log-determinant by an integral representation and the transformation of the involved terms into stochastic expressions. This stochastic determinant determination enables large-size applications in Bayesian inference, in particular evidence calculations, model comparison, and posterior determination.

Stochastic determination of matrix determinants.

PubMed

Dorn, Sebastian; Ensslin, Torsten A

2015-07-01

Matrix determinants play an important role in data analysis, in particular when Gaussian processes are involved. Due to currently exploding data volumes, linear operations-matrices-acting on the data are often not accessible directly but are only represented indirectly in form of a computer routine. Such a routine implements the transformation a data vector undergoes under matrix multiplication. While efficient probing routines to estimate a matrix's diagonal or trace, based solely on such computationally affordable matrix-vector multiplications, are well known and frequently used in signal inference, there is no stochastic estimate for its determinant. We introduce a probing method for the logarithm of a determinant of a linear operator. Our method rests upon a reformulation of the log-determinant by an integral representation and the transformation of the involved terms into stochastic expressions. This stochastic determinant determination enables large-size applications in Bayesian inference, in particular evidence calculations, model comparison, and posterior determination.

Complementarity of statistical treatments to reconstruct worldwide routes of invasion: The case of the Asian ladybird Harmonia axyridis

USDA-ARS?s Scientific Manuscript database

Technical Abstract. Molecular markers can provide clear insight into the introduction history of invasive species. However, inferences about recent introduction histories remain challenging, because of the stochastic demographic processes often involved. Approximate Bayesian computation (ABC) can he...

Tomographic reconstruction of atmospheric turbulence with the use of time-dependent stochastic inversion.

PubMed

Vecherin, Sergey N; Ostashev, Vladimir E; Ziemann, A; Wilson, D Keith; Arnold, K; Barth, M

2007-09-01

Acoustic travel-time tomography allows one to reconstruct temperature and wind velocity fields in the atmosphere. In a recently published paper [S. Vecherin et al., J. Acoust. Soc. Am. 119, 2579 (2006)], a time-dependent stochastic inversion (TDSI) was developed for the reconstruction of these fields from travel times of sound propagation between sources and receivers in a tomography array. TDSI accounts for the correlation of temperature and wind velocity fluctuations both in space and time and therefore yields more accurate reconstruction of these fields in comparison with algebraic techniques and regular stochastic inversion. To use TDSI, one needs to estimate spatial-temporal covariance functions of temperature and wind velocity fluctuations. In this paper, these spatial-temporal covariance functions are derived for locally frozen turbulence which is a more general concept than a widely used hypothesis of frozen turbulence. The developed theory is applied to reconstruction of temperature and wind velocity fields in the acoustic tomography experiment carried out by University of Leipzig, Germany. The reconstructed temperature and velocity fields are presented and errors in reconstruction of these fields are studied.

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

Inversion method based on stochastic optimization for particle sizing.

PubMed

Sánchez-Escobar, Juan Jaime; Barbosa-Santillán, Liliana Ibeth; Vargas-Ubera, Javier; Aguilar-Valdés, Félix

2016-08-01

A stochastic inverse method is presented based on a hybrid evolutionary optimization algorithm (HEOA) to retrieve a monomodal particle-size distribution (PSD) from the angular distribution of scattered light. By solving an optimization problem, the HEOA (with the Fraunhofer approximation) retrieves the PSD from an intensity pattern generated by Mie theory. The analyzed light-scattering pattern can be attributed to unimodal normal, gamma, or lognormal distribution of spherical particles covering the interval of modal size parameters 46≤α≤150. The HEOA ensures convergence to the near-optimal solution during the optimization of a real-valued objective function by combining the advantages of a multimember evolution strategy and locally weighted linear regression. The numerical results show that our HEOA can be satisfactorily applied to solve the inverse light-scattering problem.

Optimal sensor locations for the backward Lagrangian stochastic technique in measuring lagoon gas emission

USDA-ARS?s Scientific Manuscript database

This study evaluated the impact of gas concentration and wind sensor locations on the accuracy of the backward Lagrangian stochastic inverse-dispersion technique (bLS) for measuring gas emission rates from a typical lagoon environment. Path-integrated concentrations (PICs) and 3-dimensional (3D) wi...

A matrix-based approach to solving the inverse Frobenius-Perron problem using sequences of density functions of stochastically perturbed dynamical systems

NASA Astrophysics Data System (ADS)

Nie, Xiaokai; Coca, Daniel

2018-01-01

The paper introduces a matrix-based approach to estimate the unique one-dimensional discrete-time dynamical system that generated a given sequence of probability density functions whilst subjected to an additive stochastic perturbation with known density.

A matrix-based approach to solving the inverse Frobenius-Perron problem using sequences of density functions of stochastically perturbed dynamical systems.

PubMed

Nie, Xiaokai; Coca, Daniel

2018-01-01

The paper introduces a matrix-based approach to estimate the unique one-dimensional discrete-time dynamical system that generated a given sequence of probability density functions whilst subjected to an additive stochastic perturbation with known density.

A novel Bayesian approach to acoustic emission data analysis.

PubMed

Agletdinov, E; Pomponi, E; Merson, D; Vinogradov, A

2016-12-01

Acoustic emission (AE) technique is a popular tool for materials characterization and non-destructive testing. Originating from the stochastic motion of defects in solids, AE is a random process by nature. The challenging problem arises whenever an attempt is made to identify specific points corresponding to the changes in the trends in the fluctuating AE time series. A general Bayesian framework is proposed for the analysis of AE time series, aiming at automated finding the breakpoints signaling a crossover in the dynamics of underlying AE sources. Copyright © 2016 Elsevier B.V. All rights reserved.

Theory Learning as Stochastic Search in the Language of Thought

ERIC Educational Resources Information Center

Ullman, Tomer D.; Goodman, Noah D.; Tenenbaum, Joshua B.

2012-01-01

We present an algorithmic model for the development of children's intuitive theories within a hierarchical Bayesian framework, where theories are described as sets of logical laws generated by a probabilistic context-free grammar. We contrast our approach with connectionist and other emergentist approaches to modeling cognitive development. While…

An overview of the essential differences and similarities of system identification techniques

NASA Technical Reports Server (NTRS)

Mehra, Raman K.

1991-01-01

Information is given in the form of outlines, graphs, tables and charts. Topics include system identification, Bayesian statistical decision theory, Maximum Likelihood Estimation, identification methods, structural mode identification using a stochastic realization algorithm, and identification results regarding membrane simulations and X-29 flutter flight test data.

Decision Making and Learning while Taking Sequential Risks

ERIC Educational Resources Information Center

Pleskac, Timothy J.

2008-01-01

A sequential risk-taking paradigm used to identify real-world risk takers invokes both learning and decision processes. This article expands the paradigm to a larger class of tasks with different stochastic environments and different learning requirements. Generalizing a Bayesian sequential risk-taking model to the larger set of tasks clarifies…

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.

Balancing the stochastic description of uncertainties as a function of hydrologic model complexity

NASA Astrophysics Data System (ADS)

Del Giudice, D.; Reichert, P.; Albert, C.; Kalcic, M.; Logsdon Muenich, R.; Scavia, D.; Bosch, N. S.; Michalak, A. M.

2016-12-01

Uncertainty analysis is becoming an important component of forecasting water and pollutant fluxes in urban and rural environments. Properly accounting for errors in the modeling process can help to robustly assess the uncertainties associated with the inputs (e.g. precipitation) and outputs (e.g. runoff) of hydrological models. In recent years we have investigated several Bayesian methods to infer the parameters of a mechanistic hydrological model along with those of the stochastic error component. The latter describes the uncertainties of model outputs and possibly inputs. We have adapted our framework to a variety of applications, ranging from predicting floods in small stormwater systems to nutrient loads in large agricultural watersheds. Given practical constraints, we discuss how in general the number of quantities to infer probabilistically varies inversely with the complexity of the mechanistic model. Most often, when evaluating a hydrological model of intermediate complexity, we can infer the parameters of the model as well as of the output error model. Describing the output errors as a first order autoregressive process can realistically capture the "downstream" effect of inaccurate inputs and structure. With simpler runoff models we can additionally quantify input uncertainty by using a stochastic rainfall process. For complex hydrologic transport models, instead, we show that keeping model parameters fixed and just estimating time-dependent output uncertainties could be a viable option. The common goal across all these applications is to create time-dependent prediction intervals which are both reliable (cover the nominal amount of validation data) and precise (are as narrow as possible). In conclusion, we recommend focusing both on the choice of the hydrological model and of the probabilistic error description. The latter can include output uncertainty only, if the model is computationally-expensive, or, with simpler models, it can separately account for different sources of errors like in the inputs and the structure of the model.

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.

Improving satellite-based PM2.5 estimates in China using Gaussian processes modeling in a Bayesian hierarchical setting.

PubMed

Yu, Wenxi; Liu, Yang; Ma, Zongwei; Bi, Jun

2017-08-01

Using satellite-based aerosol optical depth (AOD) measurements and statistical models to estimate ground-level PM 2.5 is a promising way to fill the areas that are not covered by ground PM 2.5 monitors. The statistical models used in previous studies are primarily Linear Mixed Effects (LME) and Geographically Weighted Regression (GWR) models. In this study, we developed a new regression model between PM 2.5 and AOD using Gaussian processes in a Bayesian hierarchical setting. Gaussian processes model the stochastic nature of the spatial random effects, where the mean surface and the covariance function is specified. The spatial stochastic process is incorporated under the Bayesian hierarchical framework to explain the variation of PM 2.5 concentrations together with other factors, such as AOD, spatial and non-spatial random effects. We evaluate the results of our model and compare them with those of other, conventional statistical models (GWR and LME) by within-sample model fitting and out-of-sample validation (cross validation, CV). The results show that our model possesses a CV result (R 2  = 0.81) that reflects higher accuracy than that of GWR and LME (0.74 and 0.48, respectively). Our results indicate that Gaussian process models have the potential to improve the accuracy of satellite-based PM 2.5 estimates.

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.

Ensemble Bayesian forecasting system Part I: Theory and algorithms

NASA Astrophysics Data System (ADS)

Herr, Henry D.; Krzysztofowicz, Roman

2015-05-01

The ensemble Bayesian forecasting system (EBFS), whose theory was published in 2001, is developed for the purpose of quantifying the total uncertainty about a discrete-time, continuous-state, non-stationary stochastic process such as a time series of stages, discharges, or volumes at a river gauge. The EBFS is built of three components: an input ensemble forecaster (IEF), which simulates the uncertainty associated with random inputs; a deterministic hydrologic model (of any complexity), which simulates physical processes within a river basin; and a hydrologic uncertainty processor (HUP), which simulates the hydrologic uncertainty (an aggregate of all uncertainties except input). It works as a Monte Carlo simulator: an ensemble of time series of inputs (e.g., precipitation amounts) generated by the IEF is transformed deterministically through a hydrologic model into an ensemble of time series of outputs, which is next transformed stochastically by the HUP into an ensemble of time series of predictands (e.g., river stages). Previous research indicated that in order to attain an acceptable sampling error, the ensemble size must be on the order of hundreds (for probabilistic river stage forecasts and probabilistic flood forecasts) or even thousands (for probabilistic stage transition forecasts). The computing time needed to run the hydrologic model this many times renders the straightforward simulations operationally infeasible. This motivates the development of the ensemble Bayesian forecasting system with randomization (EBFSR), which takes full advantage of the analytic meta-Gaussian HUP and generates multiple ensemble members after each run of the hydrologic model; this auxiliary randomization reduces the required size of the meteorological input ensemble and makes it operationally feasible to generate a Bayesian ensemble forecast of large size. Such a forecast quantifies the total uncertainty, is well calibrated against the prior (climatic) distribution of predictand, possesses a Bayesian coherence property, constitutes a random sample of the predictand, and has an acceptable sampling error-which makes it suitable for rational decision making under uncertainty.

Breast ultrasound computed tomography using waveform inversion with source encoding

NASA Astrophysics Data System (ADS)

Wang, Kun; Matthews, Thomas; Anis, Fatima; Li, Cuiping; Duric, Neb; Anastasio, Mark A.

2015-03-01

Ultrasound computed tomography (USCT) holds great promise for improving the detection and management of breast cancer. Because they are based on the acoustic wave equation, waveform inversion-based reconstruction methods can produce images that possess improved spatial resolution properties over those produced by ray-based methods. However, waveform inversion methods are computationally demanding and have not been applied widely in USCT breast imaging. In this work, source encoding concepts are employed to develop an accelerated USCT reconstruction method that circumvents the large computational burden of conventional waveform inversion methods. This method, referred to as the waveform inversion with source encoding (WISE) method, encodes the measurement data using a random encoding vector and determines an estimate of the speed-of-sound distribution by solving a stochastic optimization problem by use of a stochastic gradient descent algorithm. Computer-simulation studies are conducted to demonstrate the use of the WISE method. Using a single graphics processing unit card, each iteration can be completed within 25 seconds for a 128 × 128 mm2 reconstruction region. The results suggest that the WISE method maintains the high spatial resolution of waveform inversion methods while significantly reducing the computational burden.

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.

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

NASA Astrophysics Data System (ADS)

He, Xingyu; Tong, Ningning; Hu, Xiaowei

2018-01-01

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

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

NASA Astrophysics Data System (ADS)

Nawaz, Muhammad Atif; Curtis, Andrew

2018-04-01

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

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

NASA Astrophysics Data System (ADS)

Chen, T.; Luo, H.

2013-12-01

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

A non-stochastic iterative computational method to model light propagation in turbid media

NASA Astrophysics Data System (ADS)

McIntyre, Thomas J.; Zemp, Roger J.

2015-03-01

Monte Carlo models are widely used to model light transport in turbid media, however their results implicitly contain stochastic variations. These fluctuations are not ideal, especially for inverse problems where Jacobian matrix errors can lead to large uncertainties upon matrix inversion. Yet Monte Carlo approaches are more computationally favorable than solving the full Radiative Transport Equation. Here, a non-stochastic computational method of estimating fluence distributions in turbid media is proposed, which is called the Non-Stochastic Propagation by Iterative Radiance Evaluation method (NSPIRE). Rather than using stochastic means to determine a random walk for each photon packet, the propagation of light from any element to all other elements in a grid is modelled simultaneously. For locally homogeneous anisotropic turbid media, the matrices used to represent scattering and projection are shown to be block Toeplitz, which leads to computational simplifications via convolution operators. To evaluate the accuracy of the algorithm, 2D simulations were done and compared against Monte Carlo models for the cases of an isotropic point source and a pencil beam incident on a semi-infinite turbid medium. The model was shown to have a mean percent error less than 2%. The algorithm represents a new paradigm in radiative transport modelling and may offer a non-stochastic alternative to modeling light transport in anisotropic scattering media for applications where the diffusion approximation is insufficient.

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

An improved Bayesian tensor regularization and sampling algorithm to track neuronal fiber pathways in the language circuit.

PubMed

Mishra, Arabinda; Anderson, Adam W; Wu, Xi; Gore, John C; Ding, Zhaohua

2010-08-01

The purpose of this work is to design a neuronal fiber tracking algorithm, which will be more suitable for reconstruction of fibers associated with functionally important regions in the human brain. The functional activations in the brain normally occur in the gray matter regions. Hence the fibers bordering these regions are weakly myelinated, resulting in poor performance of conventional tractography methods to trace the fiber links between them. A lower fractional anisotropy in this region makes it even difficult to track the fibers in the presence of noise. In this work, the authors focused on a stochastic approach to reconstruct these fiber pathways based on a Bayesian regularization framework. To estimate the true fiber direction (propagation vector), the a priori and conditional probability density functions are calculated in advance and are modeled as multivariate normal. The variance of the estimated tensor element vector is associated with the uncertainty due to noise and partial volume averaging (PVA). An adaptive and multiple sampling of the estimated tensor element vector, which is a function of the pre-estimated variance, overcomes the effect of noise and PVA in this work. The algorithm has been rigorously tested using a variety of synthetic data sets. The quantitative comparison of the results to standard algorithms motivated the authors to implement it for in vivo DTI data analysis. The algorithm has been implemented to delineate fibers in two major language pathways (Broca's to SMA and Broca's to Wernicke's) across 12 healthy subjects. Though the mean of standard deviation was marginally bigger than conventional (Euler's) approach [P. J. Basser et al., "In vivo fiber tractography using DT-MRI data," Magn. Reson. Med. 44(4), 625-632 (2000)], the number of extracted fibers in this approach was significantly higher. The authors also compared the performance of the proposed method to Lu's method [Y. Lu et al., "Improved fiber tractography with Bayesian tensor regularization," Neuroimage 31(3), 1061-1074 (2006)] and Friman's stochastic approach [O. Friman et al., "A Bayesian approach for stochastic white matter tractography," IEEE Trans. Med. Imaging 25(8), 965-978 (2006)]. Overall performance of the approach is found to be superior to above two methods, particularly when the signal-to-noise ratio was low. The authors observed that an adaptive sampling of the tensor element vectors, estimated as a function of the variance in a Bayesian framework, can effectively delineate neuronal fibers to analyze the structure-function relationship in human brain. The simulated and in vivo results are in good agreement with the theoretical aspects of the algorithm.

Stochastic Modeling of the Environmental Impacts of the Mingtang Tunneling Project

NASA Astrophysics Data System (ADS)

Li, Xiaojun; Li, Yandong; Chang, Ching-Fu; Chen, Ziyang; Tan, Benjamin Zhi Wen; Sege, Jon; Wang, Changhong; Rubin, Yoram

2017-04-01

This paper investigates the environmental impacts of a major tunneling project in China. Of particular interest is the drawdown of the water table, due to its potential impacts on ecosystem health and on agricultural activity. Due to scarcity of data, the study pursues a Bayesian stochastic approach, which is built around a numerical model. We adopted the Bayesian approach with the goal of deriving the posterior distributions of the dependent variables conditional on local data. The choice of the Bayesian approach for this study is somewhat non-trivial because of the scarcity of in-situ measurements. The thought guiding this selection is that prior distributions for the model input variables are valuable tools even if that all inputs are available, the Bayesian approach could provide a good starting point for further updates as and if additional data becomes available. To construct effective priors, a systematic approach was developed and implemented for constructing informative priors based on other, well-documented sites which bear geological and hydrological similarity to the target site (the Mingtang tunneling project). The approach is built around two classes of similarity criteria: a physically-based set of criteria and an additional set covering epistemic criteria. The prior construction strategy was implemented for the hydraulic conductivity of various types of rocks at the site (Granite and Gneiss) and for modeling the geometry and conductivity of the fault zones. Additional elements of our strategy include (1) modeling the water table through bounding surfaces representing upper and lower limits, and (2) modeling the effective conductivity as a random variable (varying between realizations, not in space). The approach was tested successfully against its ability to predict the tunnel infiltration fluxes and against observations of drying soils.

Algebraic, geometric, and stochastic aspects of genetic operators

NASA Technical Reports Server (NTRS)

Foo, N. Y.; Bosworth, J. L.

1972-01-01

Genetic algorithms for function optimization employ genetic operators patterned after those observed in search strategies employed in natural adaptation. Two of these operators, crossover and inversion, are interpreted in terms of their algebraic and geometric properties. Stochastic models of the operators are developed which are employed in Monte Carlo simulations of their behavior.

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.

Computation of direct and inverse mutations with the SEGM web server (Stochastic Evolution of Genetic Motifs): an application to splice sites of human genome introns.

PubMed

Benard, Emmanuel; Michel, Christian J

2009-08-01

We present here the SEGM web server (Stochastic Evolution of Genetic Motifs) in order to study the evolution of genetic motifs both in the direct evolutionary sense (past-present) and in the inverse evolutionary sense (present-past). The genetic motifs studied can be nucleotides, dinucleotides and trinucleotides. As an example of an application of SEGM and to understand its functionalities, we give an analysis of inverse mutations of splice sites of human genome introns. SEGM is freely accessible at http://lsiit-bioinfo.u-strasbg.fr:8080/webMathematica/SEGM/SEGM.html directly or by the web site http://dpt-info.u-strasbg.fr/~michel/. To our knowledge, this SEGM web server is to date the only computational biology software in this evolutionary approach.

Stochastic reconstructions of spectral functions: Application to lattice QCD

NASA Astrophysics Data System (ADS)

Ding, H.-T.; Kaczmarek, O.; Mukherjee, Swagato; Ohno, H.; Shu, H.-T.

2018-05-01

We present a detailed study of the applications of two stochastic approaches, stochastic optimization method (SOM) and stochastic analytical inference (SAI), to extract spectral functions from Euclidean correlation functions. SOM has the advantage that it does not require prior information. On the other hand, SAI is a more generalized method based on Bayesian inference. Under mean field approximation SAI reduces to the often-used maximum entropy method (MEM) and for a specific choice of the prior SAI becomes equivalent to SOM. To test the applicability of these two stochastic methods to lattice QCD, firstly, we apply these methods to various reasonably chosen model correlation functions and present detailed comparisons of the reconstructed spectral functions obtained from SOM, SAI and MEM. Next, we present similar studies for charmonia correlation functions obtained from lattice QCD computations using clover-improved Wilson fermions on large, fine, isotropic lattices at 0.75 and 1.5 Tc, Tc being the deconfinement transition temperature of a pure gluon plasma. We find that SAI and SOM give consistent results to MEM at these two temperatures.

Simultaneous estimation of deterministic and fractal stochastic components in non-stationary time series

NASA Astrophysics Data System (ADS)

García, Constantino A.; Otero, Abraham; Félix, Paulo; Presedo, Jesús; Márquez, David G.

2018-07-01

In the past few decades, it has been recognized that 1 / f fluctuations are ubiquitous in nature. The most widely used mathematical models to capture the long-term memory properties of 1 / f fluctuations have been stochastic fractal models. However, physical systems do not usually consist of just stochastic fractal dynamics, but they often also show some degree of deterministic behavior. The present paper proposes a model based on fractal stochastic and deterministic components that can provide a valuable basis for the study of complex systems with long-term correlations. The fractal stochastic component is assumed to be a fractional Brownian motion process and the deterministic component is assumed to be a band-limited signal. We also provide a method that, under the assumptions of this model, is able to characterize the fractal stochastic component and to provide an estimate of the deterministic components present in a given time series. The method is based on a Bayesian wavelet shrinkage procedure that exploits the self-similar properties of the fractal processes in the wavelet domain. This method has been validated over simulated signals and over real signals with economical and biological origin. Real examples illustrate how our model may be useful for exploring the deterministic-stochastic duality of complex systems, and uncovering interesting patterns present in time series.

Markov Random Fields, Stochastic Quantization and Image Analysis

DTIC Science & Technology

1990-01-01

Markov random fields based on the lattice Z2 have been extensively used in image analysis in a Bayesian framework as a-priori models for the...of Image Analysis can be given some fundamental justification then there is a remarkable connection between Probabilistic Image Analysis , Statistical Mechanics and Lattice-based Euclidean Quantum Field Theory.

Bayesian Hierarchical Classes Analysis

ERIC Educational Resources Information Center

Leenen, Iwin; Van Mechelen, Iven; Gelman, Andrew; De Knop, Stijn

2008-01-01

Hierarchical classes models are models for "N"-way "N"-mode data that represent the association among the "N" modes and simultaneously yield, for each mode, a hierarchical classification of its elements. In this paper we present a stochastic extension of the hierarchical classes model for two-way two-mode binary data. In line with the original…

Stochastic modelling, Bayesian inference, and new in vivo measurements elucidate the debated mtDNA bottleneck mechanism

PubMed Central

Johnston, Iain G; Burgstaller, Joerg P; Havlicek, Vitezslav; Kolbe, Thomas; Rülicke, Thomas; Brem, Gottfried; Poulton, Jo; Jones, Nick S

2015-01-01

Dangerous damage to mitochondrial DNA (mtDNA) can be ameliorated during mammalian development through a highly debated mechanism called the mtDNA bottleneck. Uncertainty surrounding this process limits our ability to address inherited mtDNA diseases. We produce a new, physically motivated, generalisable theoretical model for mtDNA populations during development, allowing the first statistical comparison of proposed bottleneck mechanisms. Using approximate Bayesian computation and mouse data, we find most statistical support for a combination of binomial partitioning of mtDNAs at cell divisions and random mtDNA turnover, meaning that the debated exact magnitude of mtDNA copy number depletion is flexible. New experimental measurements from a wild-derived mtDNA pairing in mice confirm the theoretical predictions of this model. We analytically solve a mathematical description of this mechanism, computing probabilities of mtDNA disease onset, efficacy of clinical sampling strategies, and effects of potential dynamic interventions, thus developing a quantitative and experimentally-supported stochastic theory of the bottleneck. DOI: http://dx.doi.org/10.7554/eLife.07464.001 PMID:26035426

Bayesian inference for the genetic control of water deficit tolerance in spring wheat by stochastic search variable selection.

PubMed

Safari, Parviz; Danyali, Syyedeh Fatemeh; Rahimi, Mehdi

2018-06-02

Drought is the main abiotic stress seriously influencing wheat production. Information about the inheritance of drought tolerance is necessary to determine the most appropriate strategy to develop tolerant cultivars and populations. In this study, generation means analysis to identify the genetic effects controlling grain yield inheritance in water deficit and normal conditions was considered as a model selection problem in a Bayesian framework. Stochastic search variable selection (SSVS) was applied to identify the most important genetic effects and the best fitted models using different generations obtained from two crosses applying two water regimes in two growing seasons. The SSVS is used to evaluate the effect of each variable on the dependent variable via posterior variable inclusion probabilities. The model with the highest posterior probability is selected as the best model. In this study, the grain yield was controlled by the main effects (additive and non-additive effects) and epistatic. The results demonstrate that breeding methods such as recurrent selection and subsequent pedigree method and hybrid production can be useful to improve grain yield.

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

Friedmann, S J

Carbon capture and sequestration (CCS) has emerged as a key technology for dramatic short-term reduction in greenhouse gas emissions in particular from large stationary. A key challenge in this arena is the monitoring and verification (M&V) of CO2 plumes in the deep subsurface. Towards that end, we have developed a tool that can simultaneously invert multiple sub-surface data sets to constrain the location, geometry, and saturation of subsurface CO2 plumes. We have focused on a suite of unconventional geophysical approaches that measure changes in electrical properties (electrical resistance tomography, electromagnetic induction tomography) and bulk crustal deformation (til-meters). We had alsomore » used constraints of the geology as rendered in a shared earth model (ShEM) and of the injection (e.g., total injected CO{sub 2}). We describe a stochastic inversion method for mapping subsurface regions where CO{sub 2} saturation is changing. The technique combines prior information with measurements of injected CO{sub 2} volume, reservoir deformation and electrical resistivity. Bayesian inference and a Metropolis simulation algorithm form the basis for this approach. The method can (a) jointly reconstruct disparate data types such as surface or subsurface tilt, electrical resistivity, and injected CO{sub 2} volume measurements, (b) provide quantitative measures of the result uncertainty, (c) identify competing models when the available data are insufficient to definitively identify a single optimal model and (d) rank the alternative models based on how well they fit available data. We present results from general simulations of a hypothetical case derived from a real site. We also apply the technique to a field in Wyoming, where measurements collected during CO{sub 2} injection for enhanced oil recovery serve to illustrate the method's performance. The stochastic inversions provide estimates of the most probable location, shape, volume of the plume and most likely CO{sub 2} saturation. The results suggest that the method can reconstruct data with poor signal to noise ratio and use hard constraints available from many sites and applications. External interest in the approach and method is high, and already commercial and DOE entities have requested technical work using the newly developed methodology for CO{sub 2} monitoring.« less

Stochastic joint inversion of hydrogeophysical data for salt tracer test monitoring and hydraulic conductivity imaging

NASA Astrophysics Data System (ADS)

Jardani, A.; Revil, A.; Dupont, J. P.

2013-02-01

The assessment of hydraulic conductivity of heterogeneous aquifers is a difficult task using traditional hydrogeological methods (e.g., steady state or transient pumping tests) due to their low spatial resolution. Geophysical measurements performed at the ground surface and in boreholes provide additional information for increasing the resolution and accuracy of the inverted hydraulic conductivity field. We used a stochastic joint inversion of Direct Current (DC) resistivity and self-potential (SP) data plus in situ measurement of the salinity in a downstream well during a synthetic salt tracer experiment to reconstruct the hydraulic conductivity field between two wells. The pilot point parameterization was used to avoid over-parameterization of the inverse problem. Bounds on the model parameters were used to promote a consistent Markov chain Monte Carlo sampling of the model parameters. To evaluate the effectiveness of the joint inversion process, we compared eight cases in which the geophysical data are coupled or not to the in situ sampling of the salinity to map the hydraulic conductivity. We first tested the effectiveness of the inversion of each type of data alone (concentration sampling, self-potential, and DC resistivity), and then we combined the data two by two. We finally combined all the data together to show the value of each type of geophysical data in the joint inversion process because of their different sensitivity map. We also investigated a case in which the data were contaminated with noise and the variogram unknown and inverted stochastically. The results of the inversion revealed that incorporating the self-potential data improves the estimate of hydraulic conductivity field especially when the self-potential data were combined to the salt concentration measurement in the second well or to the time-lapse cross-well electrical resistivity data. Various tests were also performed to quantify the uncertainty in the inverted hydraulic conductivity field.

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.

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.

Combining Particle Filters and Consistency-Based Approaches for Monitoring and Diagnosis of Stochastic Hybrid Systems

NASA Technical Reports Server (NTRS)

Narasimhan, Sriram; Dearden, Richard; Benazera, Emmanuel

2004-01-01

Fault detection and isolation are critical tasks to ensure correct operation of systems. When we consider stochastic hybrid systems, diagnosis algorithms need to track both the discrete mode and the continuous state of the system in the presence of noise. Deterministic techniques like Livingstone cannot deal with the stochasticity in the system and models. Conversely Bayesian belief update techniques such as particle filters may require many computational resources to get a good approximation of the true belief state. In this paper we propose a fault detection and isolation architecture for stochastic hybrid systems that combines look-ahead Rao-Blackwellized Particle Filters (RBPF) with the Livingstone 3 (L3) diagnosis engine. In this approach RBPF is used to track the nominal behavior, a novel n-step prediction scheme is used for fault detection and L3 is used to generate a set of candidates that are consistent with the discrepant observations which then continue to be tracked by the RBPF scheme.

Stochastic Dominance and Analysis of ODI Batting Performance: the Indian Cricket Team, 1989-2005

PubMed Central

Damodaran, Uday

2006-01-01

Relative to other team games, the contribution of individual team members to the overall team performance is more easily quantifiable in cricket. Viewing players as securities and the team as a portfolio, cricket thus lends itself better to the use of analytical methods usually employed in the analysis of securities and portfolios. This paper demonstrates the use of stochastic dominance rules, normally used in investment management, to analyze the One Day International (ODI) batting performance of Indian cricketers. The data used span the years 1989 to 2005. In dealing with cricketing data the existence of ‘not out’ scores poses a problem while processing the data. In this paper, using a Bayesian approach, the ‘not-out’ scores are first replaced with a conditional average. The conditional average that is used represents an estimate of the score that the player would have gone on to score, if the ‘not out’ innings had been completed. The data thus treated are then used in the stochastic dominance analysis. To use stochastic dominance rules we need to characterize the ‘utility’ of a batsman. The first derivative of the utility function, with respect to runs scored, of an ODI batsman can safely be assumed to be positive (more runs scored are preferred to less). However, the second derivative needs not be negative (no diminishing marginal utility for runs scored). This means that we cannot clearly specify whether the value attached to an additional run scored is lesser at higher levels of scores. Because of this, only first-order stochastic dominance is used to analyze the performance of the players under consideration. While this has its limitation (specifically, we cannot arrive at a complete utility value for each batsman), the approach does well in describing player performance. Moreover, the results have intuitive appeal. Key Points The problem of dealing with ‘not out’ scores in cricket is tackled using a Bayesian approach. Stochastic dominance rules are used to characterize the utility of a batsman. Since the marginal utility of runs scored is not diminishing in nature, only first order stochastic dominance rules are used. The results, demonstrated using data for the Indian cricket team are intuitively appealing. The limitation of the approach is that it cannot arrive at a complete utility value for the batsman. PMID:24357944

Stochastic Dominance and Analysis of ODI Batting Performance: the Indian Cricket Team, 1989-2005.

PubMed

Damodaran, Uday

2006-01-01

Relative to other team games, the contribution of individual team members to the overall team performance is more easily quantifiable in cricket. Viewing players as securities and the team as a portfolio, cricket thus lends itself better to the use of analytical methods usually employed in the analysis of securities and portfolios. This paper demonstrates the use of stochastic dominance rules, normally used in investment management, to analyze the One Day International (ODI) batting performance of Indian cricketers. The data used span the years 1989 to 2005. In dealing with cricketing data the existence of 'not out' scores poses a problem while processing the data. In this paper, using a Bayesian approach, the 'not-out' scores are first replaced with a conditional average. The conditional average that is used represents an estimate of the score that the player would have gone on to score, if the 'not out' innings had been completed. The data thus treated are then used in the stochastic dominance analysis. To use stochastic dominance rules we need to characterize the 'utility' of a batsman. The first derivative of the utility function, with respect to runs scored, of an ODI batsman can safely be assumed to be positive (more runs scored are preferred to less). However, the second derivative needs not be negative (no diminishing marginal utility for runs scored). This means that we cannot clearly specify whether the value attached to an additional run scored is lesser at higher levels of scores. Because of this, only first-order stochastic dominance is used to analyze the performance of the players under consideration. While this has its limitation (specifically, we cannot arrive at a complete utility value for each batsman), the approach does well in describing player performance. Moreover, the results have intuitive appeal. Key PointsThe problem of dealing with 'not out' scores in cricket is tackled using a Bayesian approach.Stochastic dominance rules are used to characterize the utility of a batsman.Since the marginal utility of runs scored is not diminishing in nature, only first order stochastic dominance rules are used.The results, demonstrated using data for the Indian cricket team are intuitively appealing.The limitation of the approach is that it cannot arrive at a complete utility value for the batsman.

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

NASA Astrophysics Data System (ADS)

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

2018-01-01

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

Bayesian ISOLA: new tool for automated centroid moment tensor inversion

NASA Astrophysics Data System (ADS)

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

2017-08-01

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

Solving geosteering inverse problems by stochastic Hybrid Monte Carlo method

DOE PAGES

Shen, Qiuyang; Wu, Xuqing; Chen, Jiefu; ...

2017-11-20

The inverse problems arise in almost all fields of science where the real-world parameters are extracted from a set of measured data. The geosteering inversion plays an essential role in the accurate prediction of oncoming strata as well as a reliable guidance to adjust the borehole position on the fly to reach one or more geological targets. This mathematical treatment is not easy to solve, which requires finding an optimum solution among a large solution space, especially when the problem is non-linear and non-convex. Nowadays, a new generation of logging-while-drilling (LWD) tools has emerged on the market. The so-called azimuthalmore » resistivity LWD tools have azimuthal sensitivity and a large depth of investigation. Hence, the associated inverse problems become much more difficult since the earth model to be inverted will have more detailed structures. The conventional deterministic methods are incapable to solve such a complicated inverse problem, where they suffer from the local minimum trap. Alternatively, stochastic optimizations are in general better at finding global optimal solutions and handling uncertainty quantification. In this article, we investigate the Hybrid Monte Carlo (HMC) based statistical inversion approach and suggest that HMC based inference is more efficient in dealing with the increased complexity and uncertainty faced by the geosteering problems.« less

Stochastic Inversion of InSAR Data to Assess the Probability of Pressure Penetration into the Lower Caprock at In Salah

DOE PAGES

Ramirez, Abelardo; Foxall, William

2014-05-28

Stochastic inversions of InSAR data were carried out to assess the probability that pressure perturbations resulting from CO 2 injection into well KB-502 at In Salah penetrated into the lower caprock seal above the reservoir. Inversions of synthetic data were employed to evaluate the factors that affect the vertical resolution of overpressure distributions, and to assess the impact of various sources of uncertainty in prior constraints on inverse solutions. These include alternative pressure-driven deformation modes within reservoir and caprock, the geometry of a sub-vertical fracture zone in the caprock identified in previous studies, and imperfect estimates of the rock mechanicalmore » properties. Inversions of field data indicate that there is a high probability that a pressure perturbation during the first phase of injection extended upwards along the fracture zone ~ 150 m above the reservoir, and less than 50% probability that it reached the Hot Shale unit at 1500 m depth. Within the uncertainty bounds considered, it was concluded that it is very unlikely that the pressure perturbation approached within 150 m of the top of the lower caprock at the Hercynian Unconformity. The results are consistent with previous deterministic inversion and forward modeling studies.« less

Modeling of long-range memory processes with inverse cubic distributions by the nonlinear stochastic differential equations

NASA Astrophysics Data System (ADS)

Kaulakys, B.; Alaburda, M.; Ruseckas, J.

2016-05-01

A well-known fact in the financial markets is the so-called ‘inverse cubic law’ of the cumulative distributions of the long-range memory fluctuations of market indicators such as a number of events of trades, trading volume and the logarithmic price change. We propose the nonlinear stochastic differential equation (SDE) giving both the power-law behavior of the power spectral density and the long-range dependent inverse cubic law of the cumulative distribution. This is achieved using the suggestion that when the market evolves from calm to violent behavior there is a decrease of the delay time of multiplicative feedback of the system in comparison to the driving noise correlation time. This results in a transition from the Itô to the Stratonovich sense of the SDE and yields a long-range memory process.

A new approach for measuring power spectra and reconstructing time series in active galactic nuclei

NASA Astrophysics Data System (ADS)

Li, Yan-Rong; Wang, Jian-Min

2018-05-01

We provide a new approach to measure power spectra and reconstruct time series in active galactic nuclei (AGNs) based on the fact that the Fourier transform of AGN stochastic variations is a series of complex Gaussian random variables. The approach parametrizes a stochastic series in frequency domain and transforms it back to time domain to fit the observed data. The parameters and their uncertainties are derived in a Bayesian framework, which also allows us to compare the relative merits of different power spectral density models. The well-developed fast Fourier transform algorithm together with parallel computation enables an acceptable time complexity for the approach.

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.

Matched Filter Stochastic Background Characterization for Hyperspectral Target Detection

DTIC Science & Technology

2005-09-30

and Pre- Clustering MVN Test.....................126 4.2.3 Pre- Clustering Detection Results.................................................130...4.2.4 Pre- Clustering Target Influence..................................................134 4.2.5 Statistical Distance Exclusion and Low Contrast...al, 2001] Figure 2.7 ROC Curve Comparison of RX, K-Means, and Bayesian Pre- Clustering Applied to Anomaly Detection [Ashton, 1998] Figure 2.8 ROC

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.

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

NASA Astrophysics Data System (ADS)

Tsionas, Mike G.; Michaelides, Panayotis G.

2017-09-01

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

Bayesian Peak Picking for NMR Spectra

PubMed Central

Cheng, Yichen; Gao, Xin; Liang, Faming

2013-01-01

Protein structure determination is a very important topic in structural genomics, which helps people to understand varieties of biological functions such as protein-protein interactions, protein–DNA interactions and so on. Nowadays, nuclear magnetic resonance (NMR) has often been used to determine the three-dimensional structures of protein in vivo. This study aims to automate the peak picking step, the most important and tricky step in NMR structure determination. We propose to model the NMR spectrum by a mixture of bivariate Gaussian densities and use the stochastic approximation Monte Carlo algorithm as the computational tool to solve the problem. Under the Bayesian framework, the peak picking problem is casted as a variable selection problem. The proposed method can automatically distinguish true peaks from false ones without preprocessing the data. To the best of our knowledge, this is the first effort in the literature that tackles the peak picking problem for NMR spectrum data using Bayesian method. PMID:24184964

Quantifying uncertainty in soot volume fraction estimates using Bayesian inference of auto-correlated laser-induced incandescence measurements

NASA Astrophysics Data System (ADS)

Hadwin, Paul J.; Sipkens, T. A.; Thomson, K. A.; Liu, F.; Daun, K. J.

2016-01-01

Auto-correlated laser-induced incandescence (AC-LII) infers the soot volume fraction (SVF) of soot particles by comparing the spectral incandescence from laser-energized particles to the pyrometrically inferred peak soot temperature. This calculation requires detailed knowledge of model parameters such as the absorption function of soot, which may vary with combustion chemistry, soot age, and the internal structure of the soot. This work presents a Bayesian methodology to quantify such uncertainties. This technique treats the additional "nuisance" model parameters, including the soot absorption function, as stochastic variables and incorporates the current state of knowledge of these parameters into the inference process through maximum entropy priors. While standard AC-LII analysis provides a point estimate of the SVF, Bayesian techniques infer the posterior probability density, which will allow scientists and engineers to better assess the reliability of AC-LII inferred SVFs in the context of environmental regulations and competing diagnostics.

Bayesian Computation for Log-Gaussian Cox Processes: A Comparative Analysis of Methods

PubMed Central

Teng, Ming; Nathoo, Farouk S.; Johnson, Timothy D.

2017-01-01

The Log-Gaussian Cox Process is a commonly used model for the analysis of spatial point pattern data. Fitting this model is difficult because of its doubly-stochastic property, i.e., it is an hierarchical combination of a Poisson process at the first level and a Gaussian Process at the second level. Various methods have been proposed to estimate such a process, including traditional likelihood-based approaches as well as Bayesian methods. We focus here on Bayesian methods and several approaches that have been considered for model fitting within this framework, including Hamiltonian Monte Carlo, the Integrated nested Laplace approximation, and Variational Bayes. We consider these approaches and make comparisons with respect to statistical and computational efficiency. These comparisons are made through several simulation studies as well as through two applications, the first examining ecological data and the second involving neuroimaging data. PMID:29200537

Approximate Bayesian computation for spatial SEIR(S) epidemic models.

PubMed

Brown, Grant D; Porter, Aaron T; Oleson, Jacob J; Hinman, Jessica A

2018-02-01

Approximate Bayesia n Computation (ABC) provides an attractive approach to estimation in complex Bayesian inferential problems for which evaluation of the kernel of the posterior distribution is impossible or computationally expensive. These highly parallelizable techniques have been successfully applied to many fields, particularly in cases where more traditional approaches such as Markov chain Monte Carlo (MCMC) are impractical. In this work, we demonstrate the application of approximate Bayesian inference to spatially heterogeneous Susceptible-Exposed-Infectious-Removed (SEIR) stochastic epidemic models. These models have a tractable posterior distribution, however MCMC techniques nevertheless become computationally infeasible for moderately sized problems. We discuss the practical implementation of these techniques via the open source ABSEIR package for R. The performance of ABC relative to traditional MCMC methods in a small problem is explored under simulation, as well as in the spatially heterogeneous context of the 2014 epidemic of Chikungunya in the Americas. Copyright © 2017 Elsevier Ltd. All rights reserved.

Predictive uncertainty analysis of plume distribution for geological carbon sequestration using sparse-grid Bayesian method

NASA Astrophysics Data System (ADS)

Shi, X.; Zhang, G.

2013-12-01

Because of the extensive computational burden, parametric uncertainty analyses are rarely conducted for geological carbon sequestration (GCS) process based multi-phase models. The difficulty of predictive uncertainty analysis for the CO2 plume migration in realistic GCS models is not only due to the spatial distribution of the caprock and reservoir (i.e. heterogeneous model parameters), but also because the GCS optimization estimation problem has multiple local minima due to the complex nonlinear multi-phase (gas and aqueous), and multi-component (water, CO2, salt) transport equations. The geological model built by Doughty and Pruess (2004) for the Frio pilot site (Texas) was selected and assumed to represent the 'true' system, which was composed of seven different facies (geological units) distributed among 10 layers. We chose to calibrate the permeabilities of these facies. Pressure and gas saturation values from this true model were then extracted and used as observations for subsequent model calibration. Random noise was added to the observations to approximate realistic field conditions. Each simulation of the model lasts about 2 hours. In this study, we develop a new approach that improves computational efficiency of Bayesian inference by constructing a surrogate system based on an adaptive sparse-grid stochastic collocation method. This surrogate response surface global optimization algorithm is firstly used to calibrate the model parameters, then prediction uncertainty of the CO2 plume position is quantified due to the propagation from parametric uncertainty in the numerical experiments, which is also compared to the actual plume from the 'true' model. Results prove that the approach is computationally efficient for multi-modal optimization and prediction uncertainty quantification for computationally expensive simulation models. Both our inverse methodology and findings can be broadly applicable to GCS in heterogeneous storage formations.

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.

Inversion of particle-size distribution from angular light-scattering data with genetic algorithms.

PubMed

Ye, M; Wang, S; Lu, Y; Hu, T; Zhu, Z; Xu, Y

1999-04-20

A stochastic inverse technique based on a genetic algorithm (GA) to invert particle-size distribution from angular light-scattering data is developed. This inverse technique is independent of any given a priori information of particle-size distribution. Numerical tests show that this technique can be successfully applied to inverse problems with high stability in the presence of random noise and low susceptibility to the shape of distributions. It has also been shown that the GA-based inverse technique is more efficient in use of computing time than the inverse Monte Carlo method recently developed by Ligon et al. [Appl. Opt. 35, 4297 (1996)].

Bayesian seismic tomography by parallel interacting Markov chains

NASA Astrophysics Data System (ADS)

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

2014-05-01

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

Uncertainty in training image-based inversion of hydraulic head data constrained to ERT data: Workflow and case study

NASA Astrophysics Data System (ADS)

Hermans, Thomas; Nguyen, Frédéric; Caers, Jef

2015-07-01

In inverse problems, investigating uncertainty in the posterior distribution of model parameters is as important as matching data. In recent years, most efforts have focused on techniques to sample the posterior distribution with reasonable computational costs. Within a Bayesian context, this posterior depends on the prior distribution. However, most of the studies ignore modeling the prior with realistic geological uncertainty. In this paper, we propose a workflow inspired by a Popper-Bayes philosophy that data should first be used to falsify models, then only be considered for matching. We propose a workflow consisting of three steps: (1) in defining the prior, we interpret multiple alternative geological scenarios from literature (architecture of facies) and site-specific data (proportions of facies). Prior spatial uncertainty is modeled using multiple-point geostatistics, where each scenario is defined using a training image. (2) We validate these prior geological scenarios by simulating electrical resistivity tomography (ERT) data on realizations of each scenario and comparing them to field ERT in a lower dimensional space. In this second step, the idea is to probabilistically falsify scenarios with ERT, meaning that scenarios which are incompatible receive an updated probability of zero while compatible scenarios receive a nonzero updated belief. (3) We constrain the hydrogeological model with hydraulic head and ERT using a stochastic search method. The workflow is applied to a synthetic and a field case studies in an alluvial aquifer. This study highlights the importance of considering and estimating prior uncertainty (without data) through a process of probabilistic falsification.

Water Table Uncertainties due to Uncertainties in Structure and Properties of an Unconfined Aquifer.

PubMed

Hauser, Juerg; Wellmann, Florian; Trefry, Mike

2018-03-01

We consider two sources of geology-related uncertainty in making predictions of the steady-state water table elevation for an unconfined aquifer. That is the uncertainty in the depth to base of the aquifer and in the hydraulic conductivity distribution within the aquifer. Stochastic approaches to hydrological modeling commonly use geostatistical techniques to account for hydraulic conductivity uncertainty within the aquifer. In the absence of well data allowing derivation of a relationship between geophysical and hydrological parameters, the use of geophysical data is often limited to constraining the structural boundaries. If we recover the base of an unconfined aquifer from an analysis of geophysical data, then the associated uncertainties are a consequence of the geophysical inversion process. In this study, we illustrate this by quantifying water table uncertainties for the unconfined aquifer formed by the paleochannel network around the Kintyre Uranium deposit in Western Australia. The focus of the Bayesian parametric bootstrap approach employed for the inversion of the available airborne electromagnetic data is the recovery of the base of the paleochannel network and the associated uncertainties. This allows us to then quantify the associated influences on the water table in a conceptualized groundwater usage scenario and compare the resulting uncertainties with uncertainties due to an uncertain hydraulic conductivity distribution within the aquifer. Our modeling shows that neither uncertainties in the depth to the base of the aquifer nor hydraulic conductivity uncertainties alone can capture the patterns of uncertainty in the water table that emerge when the two are combined. © 2017, National Ground Water Association.

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.

CMOS-based Stochastically Spiking Neural Network for Optimization under Uncertainties

DTIC Science & Technology

2017-03-01

inverse tangent characteristics at varying input voltage (VIN) [Fig. 3], thereby it is suitable for Kernel function implementation. By varying bias...cost function/constraint variables are generated based on inverse transform on CDF. In Fig. 5, F-1(u) for uniformly distributed random number u [0, 1...extracts random samples of x varying with CDF of F(x). In Fig. 6, we present a successive approximation (SA) circuit to evaluate inverse

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

NASA Astrophysics Data System (ADS)

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

2017-07-01

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

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.

Stochastic inference with spiking neurons in the high-conductance state

NASA Astrophysics Data System (ADS)

Petrovici, Mihai A.; Bill, Johannes; Bytschok, Ilja; Schemmel, Johannes; Meier, Karlheinz

2016-10-01

The highly variable dynamics of neocortical circuits observed in vivo have been hypothesized to represent a signature of ongoing stochastic inference but stand in apparent contrast to the deterministic response of neurons measured in vitro. Based on a propagation of the membrane autocorrelation across spike bursts, we provide an analytical derivation of the neural activation function that holds for a large parameter space, including the high-conductance state. On this basis, we show how an ensemble of leaky integrate-and-fire neurons with conductance-based synapses embedded in a spiking environment can attain the correct firing statistics for sampling from a well-defined target distribution. For recurrent networks, we examine convergence toward stationarity in computer simulations and demonstrate sample-based Bayesian inference in a mixed graphical model. This points to a new computational role of high-conductance states and establishes a rigorous link between deterministic neuron models and functional stochastic dynamics on the network level.

Dynamic system classifier.

PubMed

Pumpe, Daniel; Greiner, Maksim; Müller, Ewald; Enßlin, Torsten A

2016-07-01

Stochastic differential equations describe well many physical, biological, and sociological systems, despite the simplification often made in their derivation. Here the usage of simple stochastic differential equations to characterize and classify complex dynamical systems is proposed within a Bayesian framework. To this end, we develop a dynamic system classifier (DSC). The DSC first abstracts training data of a system in terms of time-dependent coefficients of the descriptive stochastic differential equation. Thereby the DSC identifies unique correlation structures within the training data. For definiteness we restrict the presentation of the DSC to oscillation processes with a time-dependent frequency ω(t) and damping factor γ(t). Although real systems might be more complex, this simple oscillator captures many characteristic features. The ω and γ time lines represent the abstract system characterization and permit the construction of efficient signal classifiers. Numerical experiments show that such classifiers perform well even in the low signal-to-noise regime.

Cox process representation and inference for stochastic reaction-diffusion processes

NASA Astrophysics Data System (ADS)

Schnoerr, David; Grima, Ramon; Sanguinetti, Guido

2016-05-01

Complex behaviour in many systems arises from the stochastic interactions of spatially distributed particles or agents. Stochastic reaction-diffusion processes are widely used to model such behaviour in disciplines ranging from biology to the social sciences, yet they are notoriously difficult to simulate and calibrate to observational data. Here we use ideas from statistical physics and machine learning to provide a solution to the inverse problem of learning a stochastic reaction-diffusion process from data. Our solution relies on a non-trivial connection between stochastic reaction-diffusion processes and spatio-temporal Cox processes, a well-studied class of models from computational statistics. This connection leads to an efficient and flexible algorithm for parameter inference and model selection. Our approach shows excellent accuracy on numeric and real data examples from systems biology and epidemiology. Our work provides both insights into spatio-temporal stochastic systems, and a practical solution to a long-standing problem in computational modelling.

Nonholonomic relativistic diffusion and exact solutions for stochastic Einstein spaces

NASA Astrophysics Data System (ADS)

Vacaru, S. I.

2012-03-01

We develop an approach to the theory of nonholonomic relativistic stochastic processes in curved spaces. The Itô and Stratonovich calculus are formulated for spaces with conventional horizontal (holonomic) and vertical (nonholonomic) splitting defined by nonlinear connection structures. Geometric models of the relativistic diffusion theory are elaborated for nonholonomic (pseudo) Riemannian manifolds and phase velocity spaces. Applying the anholonomic deformation method, the field equations in Einstein's gravity and various modifications are formally integrated in general forms, with generic off-diagonal metrics depending on some classes of generating and integration functions. Choosing random generating functions we can construct various classes of stochastic Einstein manifolds. We show how stochastic gravitational interactions with mixed holonomic/nonholonomic and random variables can be modelled in explicit form and study their main geometric and stochastic properties. Finally, the conditions when non-random classical gravitational processes transform into stochastic ones and inversely are analyzed.

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.

A Bayesian Modeling Approach for Estimation of a Shape-Free Groundwater Age Distribution using Multiple Tracers

DOE PAGES

Massoudieh, Arash; Visser, Ate; Sharifi, Soroosh; ...

2013-10-15

The mixing of groundwaters with different ages in aquifers, groundwater age is more appropriately represented by a distribution rather than a scalar number. To infer a groundwater age distribution from environmental tracers, a mathematical form is often assumed for the shape of the distribution and the parameters of the mathematical distribution are estimated using deterministic or stochastic inverse methods. We found that the prescription of the mathematical form limits the exploration of the age distribution to the shapes that can be described by the selected distribution. In this paper, the use of freeform histograms as groundwater age distributions is evaluated.more » A Bayesian Markov Chain Monte Carlo approach is used to estimate the fraction of groundwater in each histogram bin. This method was able to capture the shape of a hypothetical gamma distribution from the concentrations of four age tracers. The number of bins that can be considered in this approach is limited based on the number of tracers available. The histogram method was also tested on tracer data sets from Holten (The Netherlands; 3H, 3He, 85Kr, 39Ar) and the La Selva Biological Station (Costa-Rica; SF 6, CFCs, 3H, 4He and 14C), and compared to a number of mathematical forms. According to standard Bayesian measures of model goodness, the best mathematical distribution performs better than the histogram distributions in terms of the ability to capture the observed tracer data relative to their complexity. Among the histogram distributions, the four bin histogram performs better in most of the cases. The Monte Carlo simulations showed strong correlations in the posterior estimates of bin contributions, indicating that these bins cannot be well constrained using the available age tracers. The fact that mathematical forms overall perform better than the freeform histogram does not undermine the benefit of the freeform approach, especially for the cases where a larger amount of observed data is available and when the real groundwater distribution is more complex than can be represented by simple mathematical forms.« less

A Bayesian Modeling Approach for Estimation of a Shape-Free Groundwater Age Distribution using Multiple Tracers

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

Massoudieh, Arash; Visser, Ate; Sharifi, Soroosh

The mixing of groundwaters with different ages in aquifers, groundwater age is more appropriately represented by a distribution rather than a scalar number. To infer a groundwater age distribution from environmental tracers, a mathematical form is often assumed for the shape of the distribution and the parameters of the mathematical distribution are estimated using deterministic or stochastic inverse methods. We found that the prescription of the mathematical form limits the exploration of the age distribution to the shapes that can be described by the selected distribution. In this paper, the use of freeform histograms as groundwater age distributions is evaluated.more » A Bayesian Markov Chain Monte Carlo approach is used to estimate the fraction of groundwater in each histogram bin. This method was able to capture the shape of a hypothetical gamma distribution from the concentrations of four age tracers. The number of bins that can be considered in this approach is limited based on the number of tracers available. The histogram method was also tested on tracer data sets from Holten (The Netherlands; 3H, 3He, 85Kr, 39Ar) and the La Selva Biological Station (Costa-Rica; SF 6, CFCs, 3H, 4He and 14C), and compared to a number of mathematical forms. According to standard Bayesian measures of model goodness, the best mathematical distribution performs better than the histogram distributions in terms of the ability to capture the observed tracer data relative to their complexity. Among the histogram distributions, the four bin histogram performs better in most of the cases. The Monte Carlo simulations showed strong correlations in the posterior estimates of bin contributions, indicating that these bins cannot be well constrained using the available age tracers. The fact that mathematical forms overall perform better than the freeform histogram does not undermine the benefit of the freeform approach, especially for the cases where a larger amount of observed data is available and when the real groundwater distribution is more complex than can be represented by simple mathematical forms.« less

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.

Chase: Control of Heterogeneous Autonomous Sensors for Situational Awareness

DTIC Science & Technology

2016-08-03

remained the discovery and analysis of new foundational methodology for information collection and fusion that exercises rigorous feedback control over...simultaneously achieve quantified information and physical objectives. New foundational methodology for information collection and fusion that exercises...11.2.1. In the general area of novel stochastic systems analysis it seems appropriate to mention the pioneering work on non -Bayesian distributed learning

Probability-Based Recognition Framework for Underwater Landmarks Using Sonar Images †.

PubMed

Lee, Yeongjun; Choi, Jinwoo; Ko, Nak Yong; Choi, Hyun-Taek

2017-08-24

This paper proposes a probability-based framework for recognizing underwater landmarks using sonar images. Current recognition methods use a single image, which does not provide reliable results because of weaknesses of the sonar image such as unstable acoustic source, many speckle noises, low resolution images, single channel image, and so on. However, using consecutive sonar images, if the status-i.e., the existence and identity (or name)-of an object is continuously evaluated by a stochastic method, the result of the recognition method is available for calculating the uncertainty, and it is more suitable for various applications. Our proposed framework consists of three steps: (1) candidate selection, (2) continuity evaluation, and (3) Bayesian feature estimation. Two probability methods-particle filtering and Bayesian feature estimation-are used to repeatedly estimate the continuity and feature of objects in consecutive images. Thus, the status of the object is repeatedly predicted and updated by a stochastic method. Furthermore, we develop an artificial landmark to increase detectability by an imaging sonar, which we apply to the characteristics of acoustic waves, such as instability and reflection depending on the roughness of the reflector surface. The proposed method is verified by conducting basin experiments, and the results are presented.

Periodic benefit-risk assessment using Bayesian stochastic multi-criteria acceptability analysis

PubMed Central

Li, Kan; Yuan, Shuai Sammy; Wang, William; Wan, Shuyan Sabrina; Ceesay, Paulette; Heyse, Joseph F.; Mt-Isa, Shahrul; Luo, Sheng

2018-01-01

Benefit-risk (BR) assessment is essential to ensure the best decisions are made for a medical product in the clinical development process, regulatory marketing authorization, post-market surveillance, and coverage and reimbursement decisions. One challenge of BR assessment in practice is that the benefit and risk profile may keep evolving while new evidence is accumulating. Regulators and the International Conference on Harmonization (ICH) recommend performing periodic benefit-risk evaluation report (PBRER) through the product's lifecycle. In this paper, we propose a general statistical framework for periodic benefit-risk assessment, in which Bayesian meta-analysis and stochastic multi-criteria acceptability analysis (SMAA) will be combined to synthesize the accumulating evidence. The proposed approach allows us to compare the acceptability of different drugs dynamically and effectively and accounts for the uncertainty of clinical measurements and imprecise or incomplete preference information of decision makers. We apply our approaches to two real examples in a post-hoc way for illustration purpose. The proposed method may easily be modified for other pre and post market settings, and thus be an important complement to the current structured benefit-risk assessment (sBRA) framework to improve the transparent and consistency of the decision-making process. PMID:29505866

Incorporation of stochastic engineering models as prior information in Bayesian medical device trials.

PubMed

Haddad, Tarek; Himes, Adam; Thompson, Laura; Irony, Telba; Nair, Rajesh

2017-01-01

Evaluation of medical devices via clinical trial is often a necessary step in the process of bringing a new product to market. In recent years, device manufacturers are increasingly using stochastic engineering models during the product development process. These models have the capability to simulate virtual patient outcomes. This article presents a novel method based on the power prior for augmenting a clinical trial using virtual patient data. To properly inform clinical evaluation, the virtual patient model must simulate the clinical outcome of interest, incorporating patient variability, as well as the uncertainty in the engineering model and in its input parameters. The number of virtual patients is controlled by a discount function which uses the similarity between modeled and observed data. This method is illustrated by a case study of cardiac lead fracture. Different discount functions are used to cover a wide range of scenarios in which the type I error rates and power vary for the same number of enrolled patients. Incorporation of engineering models as prior knowledge in a Bayesian clinical trial design can provide benefits of decreased sample size and trial length while still controlling type I error rate and power.

Exploring Quantum Dynamics of Continuous Measurement with a Superconducting Qubit

NASA Astrophysics Data System (ADS)

Jadbabaie, Arian; Forouzani, Neda; Tan, Dian; Murch, Kater

Weak measurements obtain partial information about a quantum state with minimal backaction. This enables state tracking without immediate collapse to eigenstates, of interest to both experimental and theoretical physics. State tomography and continuous weak measurements may be used to reconstruct the evolution of a single system, known as a quantum trajectory. We examine experimental trajectories of a two-level system at varied measurement strengths with constant unitary drive. Our analysis is applied to a transmon qubit dispersively coupled to a 3D microwave cavity in the circuit QED architecture. The weakly coupled cavity acts as pointer system for QND measurements in the qubit's energy basis. Our results indicate a marked difference in state purity between two approaches for trajectory reconstruction: the Bayesian and Stochastic Master Equation (SME) formalisms. Further, we observe the transition from diffusive to jump-like trajectories, state purity evolution, and a novel, tilted form of the Quantum Zeno effect. This work provides new insight into quantum behavior and prompts further comparison of SME and Bayesian formalisms to understand the nature of quantum systems. Our results are applicable to a variety of fields, from stochastic thermodynamics to quantum control.

Monte Carlo uncertainty analyses of a bLS inverse-dispersion technique for measuring gas emissions from livestock operations

USDA-ARS?s Scientific Manuscript database

The backward Lagrangian stochastic (bLS) inverse-dispersion technique has been used to measure fugitive gas emissions from livestock operations. The accuracy of the bLS technique, as indicated by the percentages of gas recovery in various tracer-release experiments, has generally been within ± 10% o...

Constraining regional scale carbon budgets at the US West Coast using a high-resolution atmospheric inverse modeling approach

NASA Astrophysics Data System (ADS)

Goeckede, M.; Michalak, A. M.; Vickers, D.; Turner, D.; Law, B.

2009-04-01

The study presented is embedded within the NACP (North American Carbon Program) West Coast project ORCA2, which aims at determining the regional carbon balance of the US states Oregon, California and Washington. Our work specifically focuses on the effect of disturbance history and climate variability, aiming at improving our understanding of e.g. drought stress and stand age on carbon sources and sinks in complex terrain with fine-scale variability in land cover types. The ORCA2 atmospheric inverse modeling approach has been set up to capture flux variability on the regional scale at high temporal and spatial resolution. Atmospheric transport is simulated coupling the mesoscale model WRF (Weather Research and Forecast) with the STILT (Stochastic Time Inverted Lagrangian Transport) footprint model. This setup allows identifying sources and sinks that influence atmospheric observations with highly resolved mass transport fields and realistic turbulent mixing. Terrestrial biosphere carbon fluxes are simulated at spatial resolutions of up to 1km and subdaily timesteps, considering effects of ecoregion, land cover type and disturbance regime on the carbon budgets. Our approach assimilates high-precision atmospheric CO2 concentration measurements and eddy-covariance data from several sites throughout the model domain, as well as high-resolution remote sensing products (e.g. LandSat, MODIS) and interpolated surface meteorology (DayMet, SOGS, PRISM). We present top-down modeling results that have been optimized using Bayesian inversion, reflecting the information on regional scale carbon processes provided by the network of high-precision CO2 observations. We address the level of detail (e.g. spatial and temporal resolution) that can be resolved by top-down modeling on the regional scale, given the uncertainties introduced by various sources for model-data mismatch. Our results demonstrate the importance of accurate modeling of carbon-water coupling, with the representation of water availability and drought stress playing a dominant role to capture spatially variable CO2 exchange rates in a region characterized by strong climatic gradients.

BISIP I: A program for Bayesian inference of spectral induced polarization parameters, and application to mineral exploration at the Canadian Malartic gold deposit, Québec, CA

NASA Astrophysics Data System (ADS)

Lafrenière-Bérubé, Charles; Chouteau, Michel; Shamsipour, Pejman; Olivo, Gema R.

2016-04-01

Spectral induced polarization (SIP) parameters can be extracted from field or laboratory complex resistivity measurements, and even airborne or ground frequency domain electromagnetic data. With the growing interest in application of complex resistivity measurements to environmental and mineral exploration problems, there is a need for accurate and easy-to-use inversion tools to estimate SIP parameters. These parameters, which often include chargeability and relaxation time may then be studied and related to other rock attributes such as porosity or metallic grain content, in the case of mineral exploration. We present an open source program, available both as a standalone application or Python module, to estimate SIP parameters using Markov-chain Monte Carlo (MCMC) sampling. The Python language is a high level, open source language that is now widely used in scientific computing. Our program allows the user to choose between the more common Cole-Cole (Pelton), Dias, or Debye decomposition models. Simple circuits composed of resistances and constant phase elements may also be used to represent SIP data. Initial guesses are required when using more classic inversion techniques such as the least-squares formulation, and wrong estimates are often the cause of bad curve fitting. In stochastic optimization using MCMC, the effect of the starting values disappears as the simulation proceeds. Our program is then optimized to do batch inversion over large data sets with as little user-interaction as possible. Additionally, the Bayesian formulation allows the user to do quality control by fully propagating the measurement errors in the inversion process, providing an estimation of the SIP parameters uncertainty. This information is valuable when trying to relate chargeability or relaxation time to other physical properties. We test the inversion program on complex resistivity measurements of 12 core samples from the world-class gold deposit of Canadian Malartic. Results show that the Cole-Cole and Debye decomposition models converge quickly to a solution and often provide the best fit with experimental data. The Dias model requires the least amount of iterations to fully converge, but we note a small discrepancy between experimental data and mathematical model for most samples. Using petrographic analysis we test possible relationships between porosity, sulfur content and grain size with parameters obtained from the different models, and note that sulfur content influences both the chargeability and frequency dependence of the Cole-Cole model. Finally, we use our program to compare the different definitions of chargeability and relaxation time given by the three models. We note that these parameters tend to be correlated from one model to another. However, they have different electrochemical definitions and a single sample may possess different chargeability or relaxation time values depending on the model used. In the near future, the program will be used on a more extensive collection of samples from the Canadian Malartic gold deposit, the Highland Valley copper deposit, and the Millennium-McArthur uranium deposits. CMIC-NSERC Exploration Footprints Network Contribution 082

A Bayesian observer replicates convexity context effects in figure-ground perception.

PubMed

Goldreich, Daniel; Peterson, Mary A

2012-01-01

Peterson and Salvagio (2008) demonstrated convexity context effects in figure-ground perception. Subjects shown displays consisting of unfamiliar alternating convex and concave regions identified the convex regions as foreground objects progressively more frequently as the number of regions increased; this occurred only when the concave regions were homogeneously colored. The origins of these effects have been unclear. Here, we present a two-free-parameter Bayesian observer that replicates convexity context effects. The Bayesian observer incorporates two plausible expectations regarding three-dimensional scenes: (1) objects tend to be convex rather than concave, and (2) backgrounds tend (more than foreground objects) to be homogeneously colored. The Bayesian observer estimates the probability that a depicted scene is three-dimensional, and that the convex regions are figures. It responds stochastically by sampling from its posterior distributions. Like human observers, the Bayesian observer shows convexity context effects only for images with homogeneously colored concave regions. With optimal parameter settings, it performs similarly to the average human subject on the four display types tested. We propose that object convexity and background color homogeneity are environmental regularities exploited by human visual perception; vision achieves figure-ground perception by interpreting ambiguous images in light of these and other expected regularities in natural scenes.

Distributed multisensory integration in a recurrent network model through supervised learning

NASA Astrophysics Data System (ADS)

Wang, He; Wong, K. Y. Michael

Sensory integration between different modalities has been extensively studied. It is suggested that the brain integrates signals from different modalities in a Bayesian optimal way. However, how the Bayesian rule is implemented in a neural network remains under debate. In this work we propose a biologically plausible recurrent network model, which can perform Bayesian multisensory integration after trained by supervised learning. Our model is composed of two modules, each for one modality. We assume that each module is a recurrent network, whose activity represents the posterior distribution of each stimulus. The feedforward input on each module is the likelihood of each modality. Two modules are integrated through cross-links, which are feedforward connections from the other modality, and reciprocal connections, which are recurrent connections between different modules. By stochastic gradient descent, we successfully trained the feedforward and recurrent coupling matrices simultaneously, both of which resembles the Mexican-hat. We also find that there are more than one set of coupling matrices that can approximate the Bayesian theorem well. Specifically, reciprocal connections and cross-links will compensate each other if one of them is removed. Even though trained with two inputs, the network's performance with only one input is in good accordance with what is predicted by the Bayesian theorem.

Optimisation in radiotherapy. III: Stochastic optimisation algorithms and conclusions.

PubMed

Ebert, M

1997-12-01

This is the final article in a three part examination of optimisation in radiotherapy. Previous articles have established the bases and form of the radiotherapy optimisation problem, and examined certain types of optimisation algorithm, namely, those which perform some form of ordered search of the solution space (mathematical programming), and those which attempt to find the closest feasible solution to the inverse planning problem (deterministic inversion). The current paper examines algorithms which search the space of possible irradiation strategies by stochastic methods. The resulting iterative search methods move about the solution space by sampling random variates, which gradually become more constricted as the algorithm converges upon the optimal solution. This paper also discusses the implementation of optimisation in radiotherapy practice.

Jump-and-return sandwiches: A new family of binomial-like selective inversion sequences with improved performance

NASA Astrophysics Data System (ADS)

Brenner, Tom; Chen, Johnny; Stait-Gardner, Tim; Zheng, Gang; Matsukawa, Shingo; Price, William S.

2018-03-01

A new family of binomial-like inversion sequences, named jump-and-return sandwiches (JRS), has been developed by inserting a binomial-like sequence into a standard jump-and-return sequence, discovered through use of a stochastic Genetic Algorithm optimisation. Compared to currently used binomial-like inversion sequences (e.g., 3-9-19 and W5), the new sequences afford wider inversion bands and narrower non-inversion bands with an equal number of pulses. As an example, two jump-and-return sandwich 10-pulse sequences achieved 95% inversion at offsets corresponding to 9.4% and 10.3% of the non-inversion band spacing, compared to 14.7% for the binomial-like W5 inversion sequence, i.e., they afforded non-inversion bands about two thirds the width of the W5 non-inversion band.

Comparing inversion techniques for constraining CO2 fluxes in the Brazilian Amazon Basin with aircraft observations

NASA Astrophysics Data System (ADS)

Chow, V. Y.; Gerbig, C.; Longo, M.; Koch, F.; Nehrkorn, T.; Eluszkiewicz, J.; Ceballos, J. C.; Longo, K.; Wofsy, S. C.

2012-12-01

The Balanço Atmosférico Regional de Carbono na Amazônia (BARCA) aircraft program spanned the dry to wet and wet to dry transition seasons in November 2008 & May 2009 respectively. It resulted in ~150 vertical profiles covering the Brazilian Amazon Basin (BAB). With the data we attempt to estimate a carbon budget for the BAB, to determine if regional aircraft experiments can provide strong constraints for a budget, and to compare inversion frameworks when optimizing flux estimates. We use a LPDM to integrate satellite-, aircraft-, & surface-data with mesoscale meteorological fields to link bottom-up and top-down models to provide constraints and error bounds for regional fluxes. The Stochastic Time-Inverted Lagrangian Transport (STILT) model driven by meteorological fields from BRAMS, ECMWF, and WRF are coupled to a biosphere model, the Vegetation Photosynthesis Respiration Model (VPRM), to determine regional CO2 fluxes for the BAB. The VPRM is a prognostic biosphere model driven by MODIS 8-day EVI and LSWI indices along with shortwave radiation and temperature from tower measurements and mesoscale meteorological data. VPRM parameters are tuned using eddy flux tower data from the Large-Scale Biosphere Atmosphere experiment. VPRM computes hourly CO2 fluxes by calculating Gross Ecosystem Exchange (GEE) and Respiration (R) for 8 different vegetation types. The VPRM fluxes are scaled up to the BAB by using time-averaged drivers (shortwave radiation & temperature) from high-temporal resolution runs of BRAMS, ECMWF, and WRF and vegetation maps from SYNMAP and IGBP2007. Shortwave radiation from each mesoscale model is validated using surface data and output from GL 1.2, a global radiation model based on GOES 8 visible imagery. The vegetation maps are updated to 2008 and 2009 using landuse scenarios modeled by Sim Amazonia 2 and Sim Brazil. A priori fluxes modeled by STILT-VPRM are optimized using data from BARCA, eddy covariance sites, and flask measurements. The aircraft mixing ratios are applied as a top down constraint in Maximum Likelihood Estimation (MLE) and Bayesian inversion frameworks that solves for parameters controlling the flux. Posterior parameter estimates are used to estimate the carbon budget of the BAB. Preliminary results show that the STILT-VPRM model simulates the net emission of CO2 during both transition periods reasonably well. There is significant enhancement from biomass burning during the November 2008 profiles and some from fossil fuel combustion during the May 2009 flights. ΔCO/ΔCO2 emission ratios are used in combination with continuous observations of CO to remove the CO2 contributions from biomass burning and fossil fuel combustion from the observed CO2 measurements resulting in better agreement of observed and modeled aircraft data. Comparing column calculations for each of the vertical profiles shows our model represents the variability in the diurnal cycle. The high altitude CO2 values from above 3500m are similar to the lateral boundary conditions from CarbonTracker 2010 and GEOS-Chem indicating little influence from surface fluxes at these levels. The MLE inversion provides scaling factors for GEE and R for each of the 8 vegetation types and a Bayesian inversion is being conducted. Our initial inversion results suggest the BAB represents a small net source of CO2 during both of the BARCA intensives.

Stochastic seismic inversion based on an improved local gradual deformation method

NASA Astrophysics Data System (ADS)

Yang, Xiuwei; Zhu, Peimin

2017-12-01

A new stochastic seismic inversion method based on the local gradual deformation method is proposed, which can incorporate seismic data, well data, geology and their spatial correlations into the inversion process. Geological information, such as sedimentary facies and structures, could provide significant a priori information to constrain an inversion and arrive at reasonable solutions. The local a priori conditional cumulative distributions at each node of model to be inverted are first established by indicator cokriging, which integrates well data as hard data and geological information as soft data. Probability field simulation is used to simulate different realizations consistent with the spatial correlations and local conditional cumulative distributions. The corresponding probability field is generated by the fast Fourier transform moving average method. Then, optimization is performed to match the seismic data via an improved local gradual deformation method. Two improved strategies are proposed to be suitable for seismic inversion. The first strategy is that we select and update local areas of bad fitting between synthetic seismic data and real seismic data. The second one is that we divide each seismic trace into several parts and obtain the optimal parameters for each part individually. The applications to a synthetic example and a real case study demonstrate that our approach can effectively find fine-scale acoustic impedance models and provide uncertainty estimations.

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).

An adaptive sparse-grid high-order stochastic collocation method for Bayesian inference in groundwater reactive transport modeling

NASA Astrophysics Data System (ADS)

Zhang, Guannan; Lu, Dan; Ye, Ming; Gunzburger, Max; Webster, Clayton

2013-10-01

Bayesian analysis has become vital to uncertainty quantification in groundwater modeling, but its application has been hindered by the computational cost associated with numerous model executions required by exploring the posterior probability density function (PPDF) of model parameters. This is particularly the case when the PPDF is estimated using Markov Chain Monte Carlo (MCMC) sampling. In this study, a new approach is developed to improve the computational efficiency of Bayesian inference by constructing a surrogate of the PPDF, using an adaptive sparse-grid high-order stochastic collocation (aSG-hSC) method. Unlike previous works using first-order hierarchical basis, this paper utilizes a compactly supported higher-order hierarchical basis to construct the surrogate system, resulting in a significant reduction in the number of required model executions. In addition, using the hierarchical surplus as an error indicator allows locally adaptive refinement of sparse grids in the parameter space, which further improves computational efficiency. To efficiently build the surrogate system for the PPDF with multiple significant modes, optimization techniques are used to identify the modes, for which high-probability regions are defined and components of the aSG-hSC approximation are constructed. After the surrogate is determined, the PPDF can be evaluated by sampling the surrogate system directly without model execution, resulting in improved efficiency of the surrogate-based MCMC compared with conventional MCMC. The developed method is evaluated using two synthetic groundwater reactive transport models. The first example involves coupled linear reactions and demonstrates the accuracy of our high-order hierarchical basis approach in approximating high-dimensional posteriori distribution. The second example is highly nonlinear because of the reactions of uranium surface complexation, and demonstrates how the iterative aSG-hSC method is able to capture multimodal and non-Gaussian features of PPDF caused by model nonlinearity. Both experiments show that aSG-hSC is an effective and efficient tool for Bayesian inference.

Nonparametric Bayesian inference of the microcanonical stochastic block model

NASA Astrophysics Data System (ADS)

Peixoto, Tiago P.

2017-01-01

A principled approach to characterize the hidden modular structure of networks is to formulate generative models and then infer their parameters from data. When the desired structure is composed of modules or "communities," a suitable choice for this task is the stochastic block model (SBM), where nodes are divided into groups, and the placement of edges is conditioned on the group memberships. Here, we present a nonparametric Bayesian method to infer the modular structure of empirical networks, including the number of modules and their hierarchical organization. We focus on a microcanonical variant of the SBM, where the structure is imposed via hard constraints, i.e., the generated networks are not allowed to violate the patterns imposed by the model. We show how this simple model variation allows simultaneously for two important improvements over more traditional inference approaches: (1) deeper Bayesian hierarchies, with noninformative priors replaced by sequences of priors and hyperpriors, which not only remove limitations that seriously degrade the inference on large networks but also reveal structures at multiple scales; (2) a very efficient inference algorithm that scales well not only for networks with a large number of nodes and edges but also with an unlimited number of modules. We show also how this approach can be used to sample modular hierarchies from the posterior distribution, as well as to perform model selection. We discuss and analyze the differences between sampling from the posterior and simply finding the single parameter estimate that maximizes it. Furthermore, we expose a direct equivalence between our microcanonical approach and alternative derivations based on the canonical SBM.

Temporal and spatial variabilities of Antarctic ice mass changes inferred by GRACE in a Bayesian framework

NASA Astrophysics Data System (ADS)

Wang, L.; Davis, J. L.; Tamisiea, M. E.

2017-12-01

The Antarctic ice sheet (AIS) holds about 60% of all fresh water on the Earth, an amount equivalent to about 58 m of sea-level rise. Observation of AIS mass change is thus essential in determining and predicting its contribution to sea level. While the ice mass loss estimates for West Antarctica (WA) and the Antarctic Peninsula (AP) are in good agreement, what the mass balance over East Antarctica (EA) is, and whether or not it compensates for the mass loss is under debate. Besides the different error sources and sensitivities of different measurement types, complex spatial and temporal variabilities would be another factor complicating the accurate estimation of the AIS mass balance. Therefore, a model that allows for variabilities in both melting rate and seasonal signals would seem appropriate in the estimation of present-day AIS melting. We present a stochastic filter technique, which enables the Bayesian separation of the systematic stripe noise and mass signal in decade-length GRACE monthly gravity series, and allows the estimation of time-variable seasonal and inter-annual components in the signals. One of the primary advantages of this Bayesian method is that it yields statistically rigorous uncertainty estimates reflecting the inherent spatial resolution of the data. By applying the stochastic filter to the decade-long GRACE observations, we present the temporal variabilities of the AIS mass balance at basin scale, particularly over East Antarctica, and decipher the EA mass variations in the past decade, and their role in affecting overall AIS mass balance and sea level.

RES: Regularized Stochastic BFGS Algorithm

NASA Astrophysics Data System (ADS)

Mokhtari, Aryan; Ribeiro, Alejandro

2014-12-01

RES, a regularized stochastic version of the Broyden-Fletcher-Goldfarb-Shanno (BFGS) quasi-Newton method is proposed to solve convex optimization problems with stochastic objectives. The use of stochastic gradient descent algorithms is widespread, but the number of iterations required to approximate optimal arguments can be prohibitive in high dimensional problems. Application of second order methods, on the other hand, is impracticable because computation of objective function Hessian inverses incurs excessive computational cost. BFGS modifies gradient descent by introducing a Hessian approximation matrix computed from finite gradient differences. RES utilizes stochastic gradients in lieu of deterministic gradients for both, the determination of descent directions and the approximation of the objective function's curvature. Since stochastic gradients can be computed at manageable computational cost RES is realizable and retains the convergence rate advantages of its deterministic counterparts. Convergence results show that lower and upper bounds on the Hessian egeinvalues of the sample functions are sufficient to guarantee convergence to optimal arguments. Numerical experiments showcase reductions in convergence time relative to stochastic gradient descent algorithms and non-regularized stochastic versions of BFGS. An application of RES to the implementation of support vector machines is developed.

On some stochastic formulations and related statistical moments of pharmacokinetic models.

PubMed

Matis, J H; Wehrly, T E; Metzler, C M

1983-02-01

This paper presents the deterministic and stochastic model for a linear compartment system with constant coefficients, and it develops expressions for the mean residence times (MRT) and the variances of the residence times (VRT) for the stochastic model. The expressions are relatively simple computationally, involving primarily matrix inversion, and they are elegant mathematically, in avoiding eigenvalue analysis and the complex domain. The MRT and VRT provide a set of new meaningful response measures for pharmacokinetic analysis and they give added insight into the system kinetics. The new analysis is illustrated with an example involving the cholesterol turnover in rats.

A new stochastic algorithm for inversion of dust aerosol size distribution

NASA Astrophysics Data System (ADS)

Wang, Li; Li, Feng; Yang, Ma-ying

2015-08-01

Dust aerosol size distribution is an important source of information about atmospheric aerosols, and it can be determined from multiwavelength extinction measurements. This paper describes a stochastic inverse technique based on artificial bee colony (ABC) algorithm to invert the dust aerosol size distribution by light extinction method. The direct problems for the size distribution of water drop and dust particle, which are the main elements of atmospheric aerosols, are solved by the Mie theory and the Lambert-Beer Law in multispectral region. And then, the parameters of three widely used functions, i.e. the log normal distribution (L-N), the Junge distribution (J-J), and the normal distribution (N-N), which can provide the most useful representation of aerosol size distributions, are inversed by the ABC algorithm in the dependent model. Numerical results show that the ABC algorithm can be successfully applied to recover the aerosol size distribution with high feasibility and reliability even in the presence of random noise.

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.

Correlation-based regularization and gradient operators for (joint) inversion on unstructured meshes

NASA Astrophysics Data System (ADS)

Jordi, Claudio; Doetsch, Joseph; Günther, Thomas; Schmelzbach, Cedric; Robertsson, Johan

2017-04-01

When working with unstructured meshes for geophysical inversions, special attention should be paid to the design of the operators that are used for regularizing the inverse problem and coupling of different property models in joint inversions. Regularization constraints for inversions on unstructured meshes are often defined in a rather ad-hoc manner and usually only involve the cell to which the operator is applied and its direct neighbours. Similarly, most structural coupling operators for joint inversion, such as the popular cross-gradients operator, are only defined in the direct neighbourhood of a cell. As a result, the regularization and coupling length scales and strength of these operators depend on the discretization as well as cell sizes and shape. Especially for unstructured meshes, where the cell sizes vary throughout the model domain, the dependency of the operator on the discretization may lead to artefacts. Designing operators that are based on a spatial correlation model allows to define correlation length scales over which an operator acts (called footprint), reducing the dependency on the discretization and the effects of variable cell sizes. Moreover, correlation-based operators can accommodate for expected anisotropy by using different length scales in horizontal and vertical directions. Correlation-based regularization operators also known as stochastic regularization operators have already been successfully applied to inversions on regular grids. Here, we formulate stochastic operators for unstructured meshes and apply them in 2D surface and 3D cross-well electrical resistivity tomography data inversion examples of layered media. Especially for the synthetic cross-well example, improved inversion results are achieved when stochastic regularization is used instead of a classical smoothness constraint. For the case of cross-gradients operators for joint inversion, the correlation model is used to define the footprint of the operator and weigh the contributions of the property values that are used to calculate the cross-gradients. In a first series of synthetic-data tests, we examined the mesh dependency of the cross-gradients operators. Compared to operators that are only defined in the direct neighbourhood of a cell, the dependency on the cell size of the cross-gradients calculation is markedly reduced when using operators with larger footprints. A second test with synthetic models focussed on the effect of small-scale variabilities of the parameter value on the cross-gradients calculation. Small-scale variabilities that are superimposed on a global trend of the property value can potentially degrade the cross-gradients calculation and destabilize joint inversion. We observe that the cross-gradients from operators with footprints larger than the length scale of the variabilities are less affected compared to operators with a small footprint. In joint inversions on unstructured meshes, we thus expect the correlation-based coupling operators to ensure robust coupling on a physically meaningful scale.

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.

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

NASA Astrophysics Data System (ADS)

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

2014-05-01

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

Stochasticity of convection in Giga-LES data

NASA Astrophysics Data System (ADS)

De La Chevrotière, Michèle; Khouider, Boualem; Majda, Andrew J.

2016-09-01

The poor representation of tropical convection in general circulation models (GCMs) is believed to be responsible for much of the uncertainty in the predictions of weather and climate in the tropics. The stochastic multicloud model (SMCM) was recently developed by Khouider et al. (Commun Math Sci 8(1):187-216, 2010) to represent the missing variability in GCMs due to unresolved features of organized tropical convection. The SMCM is based on three cloud types (congestus, deep and stratiform), and transitions between these cloud types are formalized in terms of probability rules that are functions of the large-scale environment convective state and a set of seven arbitrary cloud timescale parameters. Here, a statistical inference method based on the Bayesian paradigm is applied to estimate these key cloud timescales from the Giga-LES dataset, a 24-h large-eddy simulation (LES) of deep tropical convection (Khairoutdinov et al. in J Adv Model Earth Syst 1(12), 2009) over a domain comparable to a GCM gridbox. A sequential learning strategy is used where the Giga-LES domain is partitioned into a few subdomains, and atmospheric time series obtained on each subdomain are used to train the Bayesian procedure incrementally. Convergence of the marginal posterior densities for all seven parameters is demonstrated for two different grid partitions, and sensitivity tests to other model parameters are also presented. A single column model simulation using the SMCM parameterization with the Giga-LES inferred parameters reproduces many important statistical features of the Giga-LES run, without any further tuning. In particular it exhibits intermittent dynamical behavior in both the stochastic cloud fractions and the large scale dynamics, with periods of dry phases followed by a coherent sequence of congestus, deep, and stratiform convection, varying on timescales of a few hours consistent with the Giga-LES time series. The chaotic variations of the cloud area fractions were captured fairly well both qualitatively and quantitatively demonstrating the stochastic nature of convection in the Giga-LES simulation.

Alternatives to the stochastic "noise vector" approach

NASA Astrophysics Data System (ADS)

de Forcrand, Philippe; Jäger, Benjamin

2018-03-01

Several important observables, like the quark condensate and the Taylor coefficients of the expansion of the QCD pressure with respect to the chemical potential, are based on the trace of the inverse Dirac operator and of its powers. Such traces are traditionally estimated with "noise vectors" sandwiching the operator. We explore alternative approaches based on polynomial approximations of the inverse Dirac operator.

A New Mathematical Framework for Design Under Uncertainty

DTIC Science & Technology

2016-05-05

blending multiple information sources via auto-regressive stochastic modeling. A computationally efficient machine learning framework is developed based on...sion and machine learning approaches; see Fig. 1. This will lead to a comprehensive description of system performance with less uncertainty than in the...Bayesian optimization of super-cavitating hy- drofoils The goal of this study is to demonstrate the capabilities of statistical learning and

Quantifying Listeria monocytogenes prevalence and concentration in minced pork meat and estimating performance of three culture media from presence/absence microbiological testing using a deterministic and stochastic approach.

PubMed

Andritsos, Nikolaos D; Mataragas, Marios; Paramithiotis, Spiros; Drosinos, Eleftherios H

2013-12-01

Listeria monocytogenes poses a serious threat to public health, and the majority of cases of human listeriosis are associated with contaminated food. Reliable microbiological testing is needed for effective pathogen control by food industry and competent authorities. The aims of this work were to estimate the prevalence and concentration of L. monocytogenes in minced pork meat by the application of a Bayesian modeling approach, and also to determine the performance of three culture media commonly used for detecting L. monocytogenes in foods from a deterministic and stochastic perspective. Samples (n = 100) collected from local markets were tested for L. monocytogenes using in parallel the PALCAM, ALOA and RAPID'L.mono selective media according to ISO 11290-1:1996 and 11290-2:1998 methods. Presence of the pathogen was confirmed by conducting biochemical and molecular tests. Independent experiments (n = 10) for model validation purposes were performed. Performance attributes were calculated from the presence-absence microbiological test results by combining the results obtained from the culture media and confirmative tests. Dirichlet distribution, the multivariate expression of a Beta distribution, was used to analyze the performance data from a stochastic perspective. No L. monocytogenes was enumerated by direct-plating (<10 CFU/g), though the pathogen was detected in 22% of the samples. L. monocytogenes concentration was estimated at 14-17 CFU/kg. Validation showed good agreement between observed and predicted prevalence (error = -2.17%). The results showed that all media were best at ruling in L. monocytogenes presence than ruling it out. Sensitivity and specificity varied depending on the culture-dependent method. None of the culture media was perfect in detecting L. monocytogenes in minced pork meat alone. The use of at least two culture media in parallel enhanced the efficiency of L. monocytogenes detection. Bayesian modeling may reduce the time needed to draw conclusions regarding L. monocytogenes presence and the uncertainty of the results obtained. Furthermore, the problem of observing zero counts may be overcome by applying Bayesian analysis, making the determination of a test performance feasible. Copyright © 2013 Elsevier Ltd. All rights reserved.

Jump-and-return sandwiches: A new family of binomial-like selective inversion sequences with improved performance.

PubMed

Brenner, Tom; Chen, Johnny; Stait-Gardner, Tim; Zheng, Gang; Matsukawa, Shingo; Price, William S

2018-03-01

A new family of binomial-like inversion sequences, named jump-and-return sandwiches (JRS), has been developed by inserting a binomial-like sequence into a standard jump-and-return sequence, discovered through use of a stochastic Genetic Algorithm optimisation. Compared to currently used binomial-like inversion sequences (e.g., 3-9-19 and W5), the new sequences afford wider inversion bands and narrower non-inversion bands with an equal number of pulses. As an example, two jump-and-return sandwich 10-pulse sequences achieved 95% inversion at offsets corresponding to 9.4% and 10.3% of the non-inversion band spacing, compared to 14.7% for the binomial-like W5 inversion sequence, i.e., they afforded non-inversion bands about two thirds the width of the W5 non-inversion band. Copyright © 2018 Elsevier Inc. All rights reserved.

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.

Bayesian characterization of uncertainty in species interaction strengths.

PubMed

Wolf, Christopher; Novak, Mark; Gitelman, Alix I

2017-06-01

Considerable effort has been devoted to the estimation of species interaction strengths. This effort has focused primarily on statistical significance testing and obtaining point estimates of parameters that contribute to interaction strength magnitudes, leaving the characterization of uncertainty associated with those estimates unconsidered. We consider a means of characterizing the uncertainty of a generalist predator's interaction strengths by formulating an observational method for estimating a predator's prey-specific per capita attack rates as a Bayesian statistical model. This formulation permits the explicit incorporation of multiple sources of uncertainty. A key insight is the informative nature of several so-called non-informative priors that have been used in modeling the sparse data typical of predator feeding surveys. We introduce to ecology a new neutral prior and provide evidence for its superior performance. We use a case study to consider the attack rates in a New Zealand intertidal whelk predator, and we illustrate not only that Bayesian point estimates can be made to correspond with those obtained by frequentist approaches, but also that estimation uncertainty as described by 95% intervals is more useful and biologically realistic using the Bayesian method. In particular, unlike in bootstrap confidence intervals, the lower bounds of the Bayesian posterior intervals for attack rates do not include zero when a predator-prey interaction is in fact observed. We conclude that the Bayesian framework provides a straightforward, probabilistic characterization of interaction strength uncertainty, enabling future considerations of both the deterministic and stochastic drivers of interaction strength and their impact on food webs.

Final Report, DOE Early Career Award: Predictive modeling of complex physical systems: new tools for statistical inference, uncertainty quantification, and experimental design

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

Marzouk, Youssef

Predictive simulation of complex physical systems increasingly rests on the interplay of experimental observations with computational models. Key inputs, parameters, or structural aspects of models may be incomplete or unknown, and must be developed from indirect and limited observations. At the same time, quantified uncertainties are needed to qualify computational predictions in the support of design and decision-making. In this context, Bayesian statistics provides a foundation for inference from noisy and limited data, but at prohibitive computional expense. This project intends to make rigorous predictive modeling *feasible* in complex physical systems, via accelerated and scalable tools for uncertainty quantification, Bayesianmore » inference, and experimental design. Specific objectives are as follows: 1. Develop adaptive posterior approximations and dimensionality reduction approaches for Bayesian inference in high-dimensional nonlinear systems. 2. Extend accelerated Bayesian methodologies to large-scale {\\em sequential} data assimilation, fully treating nonlinear models and non-Gaussian state and parameter distributions. 3. Devise efficient surrogate-based methods for Bayesian model selection and the learning of model structure. 4. Develop scalable simulation/optimization approaches to nonlinear Bayesian experimental design, for both parameter inference and model selection. 5. Demonstrate these inferential tools on chemical kinetic models in reacting flow, constructing and refining thermochemical and electrochemical models from limited data. Demonstrate Bayesian filtering on canonical stochastic PDEs and in the dynamic estimation of inhomogeneous subsurface properties and flow fields.« less

Inference of epidemiological parameters from household stratified data

PubMed Central

Walker, James N.; Ross, Joshua V.

2017-01-01

We consider a continuous-time Markov chain model of SIR disease dynamics with two levels of mixing. For this so-called stochastic households model, we provide two methods for inferring the model parameters—governing within-household transmission, recovery, and between-household transmission—from data of the day upon which each individual became infectious and the household in which each infection occurred, as might be available from First Few Hundred studies. Each method is a form of Bayesian Markov Chain Monte Carlo that allows us to calculate a joint posterior distribution for all parameters and hence the household reproduction number and the early growth rate of the epidemic. The first method performs exact Bayesian inference using a standard data-augmentation approach; the second performs approximate Bayesian inference based on a likelihood approximation derived from branching processes. These methods are compared for computational efficiency and posteriors from each are compared. The branching process is shown to be a good approximation and remains computationally efficient as the amount of data is increased. PMID:29045456

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.

Environmentally adaptive processing for shallow ocean applications: A sequential Bayesian approach.

PubMed

Candy, J V

2015-09-01

The shallow ocean is a changing environment primarily due to temperature variations in its upper layers directly affecting sound propagation throughout. The need to develop processors capable of tracking these changes implies a stochastic as well as an environmentally adaptive design. Bayesian techniques have evolved to enable a class of processors capable of performing in such an uncertain, nonstationary (varying statistics), non-Gaussian, variable shallow ocean environment. A solution to this problem is addressed by developing a sequential Bayesian processor capable of providing a joint solution to the modal function tracking and environmental adaptivity problem. Here, the focus is on the development of both a particle filter and an unscented Kalman filter capable of providing reasonable performance for this problem. These processors are applied to hydrophone measurements obtained from a vertical array. The adaptivity problem is attacked by allowing the modal coefficients and/or wavenumbers to be jointly estimated from the noisy measurement data along with tracking of the modal functions while simultaneously enhancing the noisy pressure-field measurements.

Bayesian peak picking for NMR spectra.

PubMed

Cheng, Yichen; Gao, Xin; Liang, Faming

2014-02-01

Protein structure determination is a very important topic in structural genomics, which helps people to understand varieties of biological functions such as protein-protein interactions, protein-DNA interactions and so on. Nowadays, nuclear magnetic resonance (NMR) has often been used to determine the three-dimensional structures of protein in vivo. This study aims to automate the peak picking step, the most important and tricky step in NMR structure determination. We propose to model the NMR spectrum by a mixture of bivariate Gaussian densities and use the stochastic approximation Monte Carlo algorithm as the computational tool to solve the problem. Under the Bayesian framework, the peak picking problem is casted as a variable selection problem. The proposed method can automatically distinguish true peaks from false ones without preprocessing the data. To the best of our knowledge, this is the first effort in the literature that tackles the peak picking problem for NMR spectrum data using Bayesian method. Copyright © 2013. Production and hosting by Elsevier Ltd.

Predicting ICU mortality: a comparison of stationary and nonstationary temporal models.

PubMed Central

Kayaalp, M.; Cooper, G. F.; Clermont, G.

2000-01-01

OBJECTIVE: This study evaluates the effectiveness of the stationarity assumption in predicting the mortality of intensive care unit (ICU) patients at the ICU discharge. DESIGN: This is a comparative study. A stationary temporal Bayesian network learned from data was compared to a set of (33) nonstationary temporal Bayesian networks learned from data. A process observed as a sequence of events is stationary if its stochastic properties stay the same when the sequence is shifted in a positive or negative direction by a constant time parameter. The temporal Bayesian networks forecast mortalities of patients, where each patient has one record per day. The predictive performance of the stationary model is compared with nonstationary models using the area under the receiver operating characteristics (ROC) curves. RESULTS: The stationary model usually performed best. However, one nonstationary model using large data sets performed significantly better than the stationary model. CONCLUSION: Results suggest that using a combination of stationary and nonstationary models may predict better than using either alone. PMID:11079917

Π4U: A high performance computing framework for Bayesian uncertainty quantification of complex models

NASA Astrophysics Data System (ADS)

Hadjidoukas, P. E.; Angelikopoulos, P.; Papadimitriou, C.; Koumoutsakos, P.

2015-03-01

We present Π4U, an extensible framework, for non-intrusive Bayesian Uncertainty Quantification and Propagation (UQ+P) of complex and computationally demanding physical models, that can exploit massively parallel computer architectures. The framework incorporates Laplace asymptotic approximations as well as stochastic algorithms, along with distributed numerical differentiation and task-based parallelism for heterogeneous clusters. Sampling is based on the Transitional Markov Chain Monte Carlo (TMCMC) algorithm and its variants. The optimization tasks associated with the asymptotic approximations are treated via the Covariance Matrix Adaptation Evolution Strategy (CMA-ES). A modified subset simulation method is used for posterior reliability measurements of rare events. The framework accommodates scheduling of multiple physical model evaluations based on an adaptive load balancing library and shows excellent scalability. In addition to the software framework, we also provide guidelines as to the applicability and efficiency of Bayesian tools when applied to computationally demanding physical models. Theoretical and computational developments are demonstrated with applications drawn from molecular dynamics, structural dynamics and granular flow.

Portfolios in Stochastic Local Search: Efficiently Computing Most Probable Explanations in Bayesian Networks

NASA Technical Reports Server (NTRS)

Mengshoel, Ole J.; Roth, Dan; Wilkins, David C.

2001-01-01

Portfolio methods support the combination of different algorithms and heuristics, including stochastic local search (SLS) heuristics, and have been identified as a promising approach to solve computationally hard problems. While successful in experiments, theoretical foundations and analytical results for portfolio-based SLS heuristics are less developed. This article aims to improve the understanding of the role of portfolios of heuristics in SLS. We emphasize the problem of computing most probable explanations (MPEs) in Bayesian networks (BNs). Algorithmically, we discuss a portfolio-based SLS algorithm for MPE computation, Stochastic Greedy Search (SGS). SGS supports the integration of different initialization operators (or initialization heuristics) and different search operators (greedy and noisy heuristics), thereby enabling new analytical and experimental results. Analytically, we introduce a novel Markov chain model tailored to portfolio-based SLS algorithms including SGS, thereby enabling us to analytically form expected hitting time results that explain empirical run time results. For a specific BN, we show the benefit of using a homogenous initialization portfolio. To further illustrate the portfolio approach, we consider novel additive search heuristics for handling determinism in the form of zero entries in conditional probability tables in BNs. Our additive approach adds rather than multiplies probabilities when computing the utility of an explanation. We motivate the additive measure by studying the dramatic impact of zero entries in conditional probability tables on the number of zero-probability explanations, which again complicates the search process. We consider the relationship between MAXSAT and MPE, and show that additive utility (or gain) is a generalization, to the probabilistic setting, of MAXSAT utility (or gain) used in the celebrated GSAT and WalkSAT algorithms and their descendants. Utilizing our Markov chain framework, we show that expected hitting time is a rational function - i.e. a ratio of two polynomials - of the probability of applying an additive search operator. Experimentally, we report on synthetically generated BNs as well as BNs from applications, and compare SGSs performance to that of Hugin, which performs BN inference by compilation to and propagation in clique trees. On synthetic networks, SGS speeds up computation by approximately two orders of magnitude compared to Hugin. In application networks, our approach is highly competitive in Bayesian networks with a high degree of determinism. In addition to showing that stochastic local search can be competitive with clique tree clustering, our empirical results provide an improved understanding of the circumstances under which portfolio-based SLS outperforms clique tree clustering and vice versa.

Bayesian Inference of High-Dimensional Dynamical Ocean Models

NASA Astrophysics Data System (ADS)

Lin, J.; Lermusiaux, P. F. J.; Lolla, S. V. T.; Gupta, A.; Haley, P. J., Jr.

2015-12-01

This presentation addresses a holistic set of challenges in high-dimension ocean Bayesian nonlinear estimation: i) predict the probability distribution functions (pdfs) of large nonlinear dynamical systems using stochastic partial differential equations (PDEs); ii) assimilate data using Bayes' law with these pdfs; iii) predict the future data that optimally reduce uncertainties; and (iv) rank the known and learn the new model formulations themselves. Overall, we allow the joint inference of the state, equations, geometry, boundary conditions and initial conditions of dynamical models. Examples are provided for time-dependent fluid and ocean flows, including cavity, double-gyre and Strait flows with jets and eddies. The Bayesian model inference, based on limited observations, is illustrated first by the estimation of obstacle shapes and positions in fluid flows. Next, the Bayesian inference of biogeochemical reaction equations and of their states and parameters is presented, illustrating how PDE-based machine learning can rigorously guide the selection and discovery of complex ecosystem models. Finally, the inference of multiscale bottom gravity current dynamics is illustrated, motivated in part by classic overflows and dense water formation sites and their relevance to climate monitoring and dynamics. This is joint work with our MSEAS group at MIT.

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

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

NASA Astrophysics Data System (ADS)

Ramirez, A. L.; Foxall, W.

2011-12-01

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

Tower-Based Greenhouse Gas Measurement Network Design---The National Institute of Standards and Technology North East Corridor Testbed.

PubMed

Lopez-Coto, Israel; Ghosh, Subhomoy; Prasad, Kuldeep; Whetstone, James

2017-09-01

The North-East Corridor (NEC) Testbed project is the 3rd of three NIST (National Institute of Standards and Technology) greenhouse gas emissions testbeds designed to advance greenhouse gas measurements capabilities. A design approach for a dense observing network combined with atmospheric inversion methodologies is described. The Advanced Research Weather Research and Forecasting Model with the Stochastic Time-Inverted Lagrangian Transport model were used to derive the sensitivity of hypothetical observations to surface greenhouse gas emissions (footprints). Unlike other network design algorithms, an iterative selection algorithm, based on a k -means clustering method, was applied to minimize the similarities between the temporal response of each site and maximize sensitivity to the urban emissions contribution. Once a network was selected, a synthetic inversion Bayesian Kalman filter was used to evaluate observing system performance. We present the performances of various measurement network configurations consisting of differing numbers of towers and tower locations. Results show that an overly spatially compact network has decreased spatial coverage, as the spatial information added per site is then suboptimal as to cover the largest possible area, whilst networks dispersed too broadly lose capabilities of constraining flux uncertainties. In addition, we explore the possibility of using a very high density network of lower cost and performance sensors characterized by larger uncertainties and temporal drift. Analysis convergence is faster with a large number of observing locations, reducing the response time of the filter. Larger uncertainties in the observations implies lower values of uncertainty reduction. On the other hand, the drift is a bias in nature, which is added to the observations and, therefore, biasing the retrieved fluxes.

Tower-based greenhouse gas measurement network design—The National Institute of Standards and Technology North East Corridor Testbed

NASA Astrophysics Data System (ADS)

Lopez-Coto, Israel; Ghosh, Subhomoy; Prasad, Kuldeep; Whetstone, James

2017-09-01

The North-East Corridor (NEC) Testbed project is the 3rd of three NIST (National Institute of Standards and Technology) greenhouse gas emissions testbeds designed to advance greenhouse gas measurements capabilities. A design approach for a dense observing network combined with atmospheric inversion methodologies is described. The Advanced Research Weather Research and Forecasting Model with the Stochastic Time-Inverted Lagrangian Transport model were used to derive the sensitivity of hypothetical observations to surface greenhouse gas emissions (footprints). Unlike other network design algorithms, an iterative selection algorithm, based on a k-means clustering method, was applied to minimize the similarities between the temporal response of each site and maximize sensitivity to the urban emissions contribution. Once a network was selected, a synthetic inversion Bayesian Kalman filter was used to evaluate observing system performance. We present the performances of various measurement network configurations consisting of differing numbers of towers and tower locations. Results show that an overly spatially compact network has decreased spatial coverage, as the spatial information added per site is then suboptimal as to cover the largest possible area, whilst networks dispersed too broadly lose capabilities of constraining flux uncertainties. In addition, we explore the possibility of using a very high density network of lower cost and performance sensors characterized by larger uncertainties and temporal drift. Analysis convergence is faster with a large number of observing locations, reducing the response time of the filter. Larger uncertainties in the observations implies lower values of uncertainty reduction. On the other hand, the drift is a bias in nature, which is added to the observations and, therefore, biasing the retrieved fluxes.

Nonparametric weighted stochastic block models

NASA Astrophysics Data System (ADS)

Peixoto, Tiago P.

2018-01-01

We present a Bayesian formulation of weighted stochastic block models that can be used to infer the large-scale modular structure of weighted networks, including their hierarchical organization. Our method is nonparametric, and thus does not require the prior knowledge of the number of groups or other dimensions of the model, which are instead inferred from data. We give a comprehensive treatment of different kinds of edge weights (i.e., continuous or discrete, signed or unsigned, bounded or unbounded), as well as arbitrary weight transformations, and describe an unsupervised model selection approach to choose the best network description. We illustrate the application of our method to a variety of empirical weighted networks, such as global migrations, voting patterns in congress, and neural connections in the human brain.

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.

Refractory pulse counting processes in stochastic neural computers.

PubMed

McNeill, Dean K; Card, Howard C

2005-03-01

This letter quantitiatively investigates the effect of a temporary refractory period or dead time in the ability of a stochastic Bernoulli processor to record subsequent pulse events, following the arrival of a pulse. These effects can arise in either the input detectors of a stochastic neural network or in subsequent processing. A transient period is observed, which increases with both the dead time and the Bernoulli probability of the dead-time free system, during which the system reaches equilibrium. Unless the Bernoulli probability is small compared to the inverse of the dead time, the mean and variance of the pulse count distributions are both appreciably reduced.

Point-source stochastic-method simulations of ground motions for the PEER NGA-East Project

USGS Publications Warehouse

Boore, David

2015-01-01

Ground-motions for the PEER NGA-East project were simulated using a point-source stochastic method. The simulated motions are provided for distances between of 0 and 1200 km, M from 4 to 8, and 25 ground-motion intensity measures: peak ground velocity (PGV), peak ground acceleration (PGA), and 5%-damped pseudoabsolute response spectral acceleration (PSA) for 23 periods ranging from 0.01 s to 10.0 s. Tables of motions are provided for each of six attenuation models. The attenuation-model-dependent stress parameters used in the stochastic-method simulations were derived from inversion of PSA data from eight earthquakes in eastern North America.

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

NASA Astrophysics Data System (ADS)

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

2017-01-01

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

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

NASA Astrophysics Data System (ADS)

Jakkareddy, Pradeep S.; Balaji, C.

2016-09-01

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

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

NASA Astrophysics Data System (ADS)

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

2015-12-01

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

Efficient Matrix Models for Relational Learning

DTIC Science & Technology

2009-10-01

74 4.5.3 Comparison to pLSI- pHITS . . . . . . . . . . . . . . . . . . . . 76 5 Hierarchical Bayesian Collective...Behaviour of Newton vs. Stochastic Newton on a three-factor model. 4.5.3 Comparison to pLSI- pHITS Caveat: Collective Matrix Factorization makes no guarantees...leads to better results; and another where a co-clustering model, pLSI- pHITS , has the advantage. pLSI- pHITS [24] is a relational clustering technique

Experiments in Error Propagation within Hierarchal Combat Models

DTIC Science & Technology

2015-09-01

Bayesian Information Criterion CNO Chief of Naval Operations DOE Design of Experiments DOD Department of Defense MANA Map Aware Non-uniform Automata ...ground up” approach. First, it develops a mission-level model for one on one submarine combat in Map Aware Non-uniform Automata (MANA) simulation, an... Automata (MANA), an agent based simulation that can model the different postures of submarines. It feeds the results from MANA into stochastic

Probabilistic Inference in General Graphical Models through Sampling in Stochastic Networks of Spiking Neurons

PubMed Central

Pecevski, Dejan; Buesing, Lars; Maass, Wolfgang

2011-01-01

An important open problem of computational neuroscience is the generic organization of computations in networks of neurons in the brain. We show here through rigorous theoretical analysis that inherent stochastic features of spiking neurons, in combination with simple nonlinear computational operations in specific network motifs and dendritic arbors, enable networks of spiking neurons to carry out probabilistic inference through sampling in general graphical models. In particular, it enables them to carry out probabilistic inference in Bayesian networks with converging arrows (“explaining away”) and with undirected loops, that occur in many real-world tasks. Ubiquitous stochastic features of networks of spiking neurons, such as trial-to-trial variability and spontaneous activity, are necessary ingredients of the underlying computational organization. We demonstrate through computer simulations that this approach can be scaled up to neural emulations of probabilistic inference in fairly large graphical models, yielding some of the most complex computations that have been carried out so far in networks of spiking neurons. PMID:22219717

Bayesian inference for dynamic transcriptional regulation; the Hes1 system as a case study.

PubMed

Heron, Elizabeth A; Finkenstädt, Bärbel; Rand, David A

2007-10-01

In this study, we address the problem of estimating the parameters of regulatory networks and provide the first application of Markov chain Monte Carlo (MCMC) methods to experimental data. As a case study, we consider a stochastic model of the Hes1 system expressed in terms of stochastic differential equations (SDEs) to which rigorous likelihood methods of inference can be applied. When fitting continuous-time stochastic models to discretely observed time series the lengths of the sampling intervals are important, and much of our study addresses the problem when the data are sparse. We estimate the parameters of an autoregulatory network providing results both for simulated and real experimental data from the Hes1 system. We develop an estimation algorithm using MCMC techniques which are flexible enough to allow for the imputation of latent data on a finer time scale and the presence of prior information about parameters which may be informed from other experiments as well as additional measurement error.

Multi-fidelity Gaussian process regression for prediction of random fields

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

Parussini, L.; Venturi, D., E-mail: venturi@ucsc.edu; Perdikaris, P.

We propose a new multi-fidelity Gaussian process regression (GPR) approach for prediction of random fields based on observations of surrogate models or hierarchies of surrogate models. Our method builds upon recent work on recursive Bayesian techniques, in particular recursive co-kriging, and extends it to vector-valued fields and various types of covariances, including separable and non-separable ones. The framework we propose is general and can be used to perform uncertainty propagation and quantification in model-based simulations, multi-fidelity data fusion, and surrogate-based optimization. We demonstrate the effectiveness of the proposed recursive GPR techniques through various examples. Specifically, we study the stochastic Burgersmore » equation and the stochastic Oberbeck–Boussinesq equations describing natural convection within a square enclosure. In both cases we find that the standard deviation of the Gaussian predictors as well as the absolute errors relative to benchmark stochastic solutions are very small, suggesting that the proposed multi-fidelity GPR approaches can yield highly accurate results.« less

Pan-Antarctic analysis aggregating spatial estimates of Adélie penguin abundance reveals robust dynamics despite stochastic noise.

PubMed

Che-Castaldo, Christian; Jenouvrier, Stephanie; Youngflesh, Casey; Shoemaker, Kevin T; Humphries, Grant; McDowall, Philip; Landrum, Laura; Holland, Marika M; Li, Yun; Ji, Rubao; Lynch, Heather J

2017-10-10

Colonially-breeding seabirds have long served as indicator species for the health of the oceans on which they depend. Abundance and breeding data are repeatedly collected at fixed study sites in the hopes that changes in abundance and productivity may be useful for adaptive management of marine resources, but their suitability for this purpose is often unknown. To address this, we fit a Bayesian population dynamics model that includes process and observation error to all known Adélie penguin abundance data (1982-2015) in the Antarctic, covering >95% of their population globally. We find that process error exceeds observation error in this system, and that continent-wide "year effects" strongly influence population growth rates. Our findings have important implications for the use of Adélie penguins in Southern Ocean feedback management, and suggest that aggregating abundance across space provides the fastest reliable signal of true population change for species whose dynamics are driven by stochastic processes.Adélie penguins are a key Antarctic indicator species, but data patchiness has challenged efforts to link population dynamics to key drivers. Che-Castaldo et al. resolve this issue using a pan-Antarctic Bayesian model to infer missing data, and show that spatial aggregation leads to more robust inference regarding dynamics.

Periodic benefit-risk assessment using Bayesian stochastic multi-criteria acceptability analysis.

PubMed

Li, Kan; Yuan, Shuai Sammy; Wang, William; Wan, Shuyan Sabrina; Ceesay, Paulette; Heyse, Joseph F; Mt-Isa, Shahrul; Luo, Sheng

2018-04-01

Benefit-risk (BR) assessment is essential to ensure the best decisions are made for a medical product in the clinical development process, regulatory marketing authorization, post-market surveillance, and coverage and reimbursement decisions. One challenge of BR assessment in practice is that the benefit and risk profile may keep evolving while new evidence is accumulating. Regulators and the International Conference on Harmonization (ICH) recommend performing periodic benefit-risk evaluation report (PBRER) through the product's lifecycle. In this paper, we propose a general statistical framework for periodic benefit-risk assessment, in which Bayesian meta-analysis and stochastic multi-criteria acceptability analysis (SMAA) will be combined to synthesize the accumulating evidence. The proposed approach allows us to compare the acceptability of different drugs dynamically and effectively and accounts for the uncertainty of clinical measurements and imprecise or incomplete preference information of decision makers. We apply our approaches to two real examples in a post-hoc way for illustration purpose. The proposed method may easily be modified for other pre and post market settings, and thus be an important complement to the current structured benefit-risk assessment (sBRA) framework to improve the transparent and consistency of the decision-making process. Copyright © 2018 Elsevier Inc. All rights reserved.

Improved Bayesian Infrasonic Source Localization for regional infrasound

DOE PAGES

Blom, Philip S.; Marcillo, Omar; Arrowsmith, Stephen J.

2015-10-20

The Bayesian Infrasonic Source Localization (BISL) methodology is examined and simplified providing a generalized method of estimating the source location and time for an infrasonic event and the mathematical framework is used therein. The likelihood function describing an infrasonic detection used in BISL has been redefined to include the von Mises distribution developed in directional statistics and propagation-based, physically derived celerity-range and azimuth deviation models. Frameworks for constructing propagation-based celerity-range and azimuth deviation statistics are presented to demonstrate how stochastic propagation modelling methods can be used to improve the precision and accuracy of the posterior probability density function describing themore » source localization. Infrasonic signals recorded at a number of arrays in the western United States produced by rocket motor detonations at the Utah Test and Training Range are used to demonstrate the application of the new mathematical framework and to quantify the improvement obtained by using the stochastic propagation modelling methods. Moreover, using propagation-based priors, the spatial and temporal confidence bounds of the source decreased by more than 40 per cent in all cases and by as much as 80 per cent in one case. Further, the accuracy of the estimates remained high, keeping the ground truth within the 99 per cent confidence bounds for all cases.« less

Probability-Based Recognition Framework for Underwater Landmarks Using Sonar Images †

PubMed Central

Choi, Jinwoo; Choi, Hyun-Taek

2017-01-01

This paper proposes a probability-based framework for recognizing underwater landmarks using sonar images. Current recognition methods use a single image, which does not provide reliable results because of weaknesses of the sonar image such as unstable acoustic source, many speckle noises, low resolution images, single channel image, and so on. However, using consecutive sonar images, if the status—i.e., the existence and identity (or name)—of an object is continuously evaluated by a stochastic method, the result of the recognition method is available for calculating the uncertainty, and it is more suitable for various applications. Our proposed framework consists of three steps: (1) candidate selection, (2) continuity evaluation, and (3) Bayesian feature estimation. Two probability methods—particle filtering and Bayesian feature estimation—are used to repeatedly estimate the continuity and feature of objects in consecutive images. Thus, the status of the object is repeatedly predicted and updated by a stochastic method. Furthermore, we develop an artificial landmark to increase detectability by an imaging sonar, which we apply to the characteristics of acoustic waves, such as instability and reflection depending on the roughness of the reflector surface. The proposed method is verified by conducting basin experiments, and the results are presented. PMID:28837068

A robust bi-orthogonal/dynamically-orthogonal method using the covariance pseudo-inverse with application to stochastic flow problems

NASA Astrophysics Data System (ADS)

Babaee, Hessam; Choi, Minseok; Sapsis, Themistoklis P.; Karniadakis, George Em

2017-09-01

We develop a new robust methodology for the stochastic Navier-Stokes equations based on the dynamically-orthogonal (DO) and bi-orthogonal (BO) methods [1-3]. Both approaches are variants of a generalized Karhunen-Loève (KL) expansion in which both the stochastic coefficients and the spatial basis evolve according to system dynamics, hence, capturing the low-dimensional structure of the solution. The DO and BO formulations are mathematically equivalent [3], but they exhibit computationally complimentary properties. Specifically, the BO formulation may fail due to crossing of the eigenvalues of the covariance matrix, while both BO and DO become unstable when there is a high condition number of the covariance matrix or zero eigenvalues. To this end, we combine the two methods into a robust hybrid framework and in addition we employ a pseudo-inverse technique to invert the covariance matrix. The robustness of the proposed method stems from addressing the following issues in the DO/BO formulation: (i) eigenvalue crossing: we resolve the issue of eigenvalue crossing in the BO formulation by switching to the DO near eigenvalue crossing using the equivalence theorem and switching back to BO when the distance between eigenvalues is larger than a threshold value; (ii) ill-conditioned covariance matrix: we utilize a pseudo-inverse strategy to invert the covariance matrix; (iii) adaptivity: we utilize an adaptive strategy to add/remove modes to resolve the covariance matrix up to a threshold value. In particular, we introduce a soft-threshold criterion to allow the system to adapt to the newly added/removed mode and therefore avoid repetitive and unnecessary mode addition/removal. When the total variance approaches zero, we show that the DO/BO formulation becomes equivalent to the evolution equation of the Optimally Time-Dependent modes [4]. We demonstrate the capability of the proposed methodology with several numerical examples, namely (i) stochastic Burgers equation: we analyze the performance of the method in the presence of eigenvalue crossing and zero eigenvalues; (ii) stochastic Kovasznay flow: we examine the method in the presence of a singular covariance matrix; and (iii) we examine the adaptivity of the method for an incompressible flow over a cylinder where for large stochastic forcing thirteen DO/BO modes are active.

A Bayesian destructive weighted Poisson cure rate model and an application to a cutaneous melanoma data.

PubMed

Rodrigues, Josemar; Cancho, Vicente G; de Castro, Mário; Balakrishnan, N

2012-12-01

In this article, we propose a new Bayesian flexible cure rate survival model, which generalises the stochastic model of Klebanov et al. [Klebanov LB, Rachev ST and Yakovlev AY. A stochastic-model of radiation carcinogenesis--latent time distributions and their properties. Math Biosci 1993; 113: 51-75], and has much in common with the destructive model formulated by Rodrigues et al. [Rodrigues J, de Castro M, Balakrishnan N and Cancho VG. Destructive weighted Poisson cure rate models. Technical Report, Universidade Federal de São Carlos, São Carlos-SP. Brazil, 2009 (accepted in Lifetime Data Analysis)]. In our approach, the accumulated number of lesions or altered cells follows a compound weighted Poisson distribution. This model is more flexible than the promotion time cure model in terms of dispersion. Moreover, it possesses an interesting and realistic interpretation of the biological mechanism of the occurrence of the event of interest as it includes a destructive process of tumour cells after an initial treatment or the capacity of an individual exposed to irradiation to repair altered cells that results in cancer induction. In other words, what is recorded is only the damaged portion of the original number of altered cells not eliminated by the treatment or repaired by the repair system of an individual. Markov Chain Monte Carlo (MCMC) methods are then used to develop Bayesian inference for the proposed model. Also, some discussions on the model selection and an illustration with a cutaneous melanoma data set analysed by Rodrigues et al. [Rodrigues J, de Castro M, Balakrishnan N and Cancho VG. Destructive weighted Poisson cure rate models. Technical Report, Universidade Federal de São Carlos, São Carlos-SP. Brazil, 2009 (accepted in Lifetime Data Analysis)] are presented.

Pilot Study on the Applicability of Variance Reduction Techniques to the Simulation of a Stochastic Combat Model

DTIC Science & Technology

1987-09-01

inverse transform method to obtain unit-mean exponential random variables, where Vi is the jth random number in the sequence of a stream of uniform random...numbers. The inverse transform method is discussed in the simulation textbooks listed in the reference section of this thesis. X(b,c,d) = - P(b,c,d...Defender ,C * P(b,c,d) We again use the inverse transform method to obtain the conditions for an interim event to occur and to induce the change in

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.

Disease mapping based on stochastic SIR-SI model for Dengue and Chikungunya in Malaysia

NASA Astrophysics Data System (ADS)

Samat, N. A.; Ma'arof, S. H. Mohd Imam

2014-12-01

This paper describes and demonstrates a method for relative risk estimation which is based on the stochastic SIR-SI vector-borne infectious disease transmission model specifically for Dengue and Chikungunya diseases in Malaysia. Firstly, the common compartmental model for vector-borne infectious disease transmission called the SIR-SI model (susceptible-infective-recovered for human populations; susceptible-infective for vector populations) is presented. This is followed by the explanations on the stochastic SIR-SI model which involve the Bayesian description. This stochastic model then is used in the relative risk formulation in order to obtain the posterior relative risk estimation. Then, this relative estimation model is demonstrated using Dengue and Chikungunya data of Malaysia. The viruses of these diseases are transmitted by the same type of female vector mosquito named Aedes Aegypti and Aedes Albopictus. Finally, the findings of the analysis of relative risk estimation for both Dengue and Chikungunya diseases are presented, compared and displayed in graphs and maps. The distribution from risk maps show the high and low risk area of Dengue and Chikungunya diseases occurrence. This map can be used as a tool for the prevention and control strategies for both diseases.

Disease mapping based on stochastic SIR-SI model for Dengue and Chikungunya in Malaysia

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

Samat, N. A.; Ma'arof, S. H. Mohd Imam

This paper describes and demonstrates a method for relative risk estimation which is based on the stochastic SIR-SI vector-borne infectious disease transmission model specifically for Dengue and Chikungunya diseases in Malaysia. Firstly, the common compartmental model for vector-borne infectious disease transmission called the SIR-SI model (susceptible-infective-recovered for human populations; susceptible-infective for vector populations) is presented. This is followed by the explanations on the stochastic SIR-SI model which involve the Bayesian description. This stochastic model then is used in the relative risk formulation in order to obtain the posterior relative risk estimation. Then, this relative estimation model is demonstrated using Denguemore » and Chikungunya data of Malaysia. The viruses of these diseases are transmitted by the same type of female vector mosquito named Aedes Aegypti and Aedes Albopictus. Finally, the findings of the analysis of relative risk estimation for both Dengue and Chikungunya diseases are presented, compared and displayed in graphs and maps. The distribution from risk maps show the high and low risk area of Dengue and Chikungunya diseases occurrence. This map can be used as a tool for the prevention and control strategies for both diseases.« less

An interactive Bayesian geostatistical inverse protocol for hydraulic tomography

USGS Publications Warehouse

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

2008-01-01

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

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

NASA Astrophysics Data System (ADS)

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

2018-02-01

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

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

NASA Astrophysics Data System (ADS)

Dumitru, Mircea; Djafari, Ali-Mohammad

2015-01-01

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

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

PubMed

Carrière, Olivier; Hermand, Jean-Pierre

2012-04-01

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

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

NASA Astrophysics Data System (ADS)

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

2016-12-01

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

Modeling Stochastic Boundary Conditions in a Coastal Catchment using a Bayesian Network: An Application to the Houston Ship Channel, Texas

NASA Astrophysics Data System (ADS)

Couasnon, Anaïs; Sebastian, Antonia; Morales-Nápoles, Oswaldo

2017-04-01

Recent research has highlighted the increased risk of compound flooding in the U.S. In coastal catchments, an elevated downstream water level, resulting from high tide and/or storm surge, impedes drainage creating a backwater effect that may exacerbate flooding in the riverine environment. Catchments exposed to tropical cyclone activity along the Gulf of Mexico and Atlantic coasts are particularly vulnerable. However, conventional flood hazard models focus mainly on precipitation-induced flooding and few studies accurately represent the hazard associated with the interaction between discharge and elevated downstream water levels. This study presents a method to derive stochastic boundary conditions for a coastal watershed. Mean daily discharge and maximum daily residual water levels are used to build a non-parametric Bayesian network (BN) based on copulas. Stochastic boundary conditions for the watershed are extracted from the BN and input into a 1-D process-based hydraulic model to obtain water surface elevations in the main channel of the catchment. The method is applied to a section of the Houston Ship Channel (Buffalo Bayou) in Southeast Texas. Data at six stream gages and two tidal stations are used to build the BN and 100-year joint return period events are modeled. We find that the dependence relationship between the daily residual water level and the mean daily discharge in the catchment can be represented by a Gumbel copula (Spearman's rank correlation coefficient of 0.31) and that they result in higher water levels in the mid- to upstream reaches of the watershed than when modeled independently. This indicates that conventional (deterministic) methods may underestimate the flood hazard associated with compound flooding in the riverine environment and that such interactions should not be neglected in future coastal flood hazard studies.

Civil Engineering Applications of Ground Penetrating Radar Recent Advances @ the ELEDIA Research Center

NASA Astrophysics Data System (ADS)

Salucci, Marco; Tenuti, Lorenza; Nardin, Cristina; Oliveri, Giacomo; Viani, Federico; Rocca, Paolo; Massa, Andrea

2014-05-01

The application of non-destructive testing and evaluation (NDT/NDE) methodologies in civil engineering has raised a growing interest during the last years because of its potential impact in several different scenarios. As a consequence, Ground Penetrating Radar (GPR) technologies have been widely adopted as an instrument for the inspection of the structural stability of buildings and for the detection of cracks and voids. In this framework, the development and validation of GPR algorithms and methodologies represents one of the most active research areas within the ELEDIA Research Center of the University of Trento. More in detail, great efforts have been devoted towards the development of inversion techniques based on the integration of deterministic and stochastic search algorithms with multi-focusing strategies. These approaches proved to be effective in mitigating the effects of both nonlinearity and ill-posedness of microwave imaging problems, which represent the well-known issues arising in GPR inverse scattering formulations. More in detail, a regularized multi-resolution approach based on the Inexact Newton Method (INM) has been recently applied to subsurface prospecting, showing a remarkable advantage over a single-resolution implementation [1]. Moreover, the use of multi-frequency or frequency-hopping strategies to exploit the information coming from GPR data collected in time domain and transformed into its frequency components has been proposed as well. In this framework, the effectiveness of the multi-resolution multi-frequency techniques has been proven on synthetic data generated with numerical models such as GprMax [2]. The application of inversion algorithms based on Bayesian Compressive Sampling (BCS) [3][4] to GPR is currently under investigation, as well, in order to exploit their capability to provide satisfactory reconstructions in presence of single and multiple sparse scatterers [3][4]. Furthermore, multi-scaling approaches exploiting level-set-based optimization have been developed for the qualitative reconstruction of multiple and disconnected homogeneous scatterers [5]. Finally, the real-time detection and classification of subsurface scatterers has been investigated by means of learning-by-examples (LBE) techniques, such as Support Vector Machines (SVM) [6]. Acknowledgment - This work was partially supported by COST Action TU1208 'Civil Engineering Applications of Ground Penetrating Radar' References [1] M. Salucci, D. Sartori, N. Anselmi, A. Randazzo, G. Oliveri, and A. Massa, 'Imaging Buried Objects within the Second-Order Born Approximation through a Multiresolution Regularized Inexact-Newton Method', 2013 International Symposium on Electromagnetic Theory (EMTS), (Hiroshima, Japan), May 20-24 2013 (invited). [2] A. Giannopoulos, 'Modelling ground penetrating radar by GprMax', Construct. Build. Mater., vol. 19, no. 10, pp.755 -762 2005 [3] L. Poli, G. Oliveri, P. Rocca, and A. Massa, "Bayesian compressive sensing approaches for the reconstruction of two-dimensional sparse scatterers under TE illumination," IEEE Trans. Geosci. Remote Sensing, vol. 51, no. 5, pp. 2920-2936, May. 2013. [4] L. Poli, G. Oliveri, and A. Massa, "Imaging sparse metallic cylinders through a Local Shape Function Bayesian Compressive Sensing approach," Journal of Optical Society of America A, vol. 30, no. 6, pp. 1261-1272, 2013. [5] M. Benedetti, D. Lesselier, M. Lambert, and A. Massa, "Multiple shapes reconstruction by means of multi-region level sets," IEEE Trans. Geosci. Remote Sensing, vol. 48, no. 5, pp. 2330-2342, May 2010. [6] L. Lizzi, F. Viani, P. Rocca, G. Oliveri, M. Benedetti and A. Massa, "Three-dimensional real-time localization of subsurface objects - From theory to experimental validation," 2009 IEEE International Geoscience and Remote Sensing Symposium, vol. 2, pp. II-121-II-124, 12-17 July 2009.

ESS++: a C++ objected-oriented algorithm for Bayesian stochastic search model exploration

PubMed Central

Bottolo, Leonardo; Langley, Sarah R.; Petretto, Enrico; Tiret, Laurence; Tregouet, David; Richardson, Sylvia

2011-01-01

Summary: ESS++ is a C++ implementation of a fully Bayesian variable selection approach for single and multiple response linear regression. ESS++ works well both when the number of observations is larger than the number of predictors and in the ‘large p, small n’ case. In the current version, ESS++ can handle several hundred observations, thousands of predictors and a few responses simultaneously. The core engine of ESS++ for the selection of relevant predictors is based on Evolutionary Monte Carlo. Our implementation is open source, allowing community-based alterations and improvements. Availability: C++ source code and documentation including compilation instructions are available under GNU licence at http://bgx.org.uk/software/ESS.html. Contact: l.bottolo@imperial.ac.uk Supplementary information: Supplementary data are available at Bioinformatics online. PMID:21233165

Bayesian experimental design for models with intractable likelihoods.

PubMed

Drovandi, Christopher C; Pettitt, Anthony N

2013-12-01

In this paper we present a methodology for designing experiments for efficiently estimating the parameters of models with computationally intractable likelihoods. The approach combines a commonly used methodology for robust experimental design, based on Markov chain Monte Carlo sampling, with approximate Bayesian computation (ABC) to ensure that no likelihood evaluations are required. The utility function considered for precise parameter estimation is based upon the precision of the ABC posterior distribution, which we form efficiently via the ABC rejection algorithm based on pre-computed model simulations. Our focus is on stochastic models and, in particular, we investigate the methodology for Markov process models of epidemics and macroparasite population evolution. The macroparasite example involves a multivariate process and we assess the loss of information from not observing all variables. © 2013, The International Biometric Society.

An Inverse Problem Formulation Methodology for Stochastic Models

DTIC Science & Technology

2010-05-02

form the surveillance data Infection control measures were implemented in the form of health care worker hand - hygiene before and after patients contact...manuscript derives from our interest in understanding the spread of infectious diseases in particular, nosocomial infections , in order to prevent major...given by the inverse of the parameter of the exponential distribution. A hand - hygiene policy applied to health care workers on isolated VRE colonized

Bayesian Travel Time Inversion adopting Gaussian Process Regression

NASA Astrophysics Data System (ADS)

Mauerberger, S.; Holschneider, M.

2017-12-01

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

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

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

Mallick, S.

1999-03-01

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

Bayesian 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.

Adaptive statistical pattern classifiers for remotely sensed data

NASA Technical Reports Server (NTRS)

Gonzalez, R. C.; Pace, M. O.; Raulston, H. S.

1975-01-01

A technique for the adaptive estimation of nonstationary statistics necessary for Bayesian classification is developed. The basic approach to the adaptive estimation procedure consists of two steps: (1) an optimal stochastic approximation of the parameters of interest and (2) a projection of the parameters in time or position. A divergence criterion is developed to monitor algorithm performance. Comparative results of adaptive and nonadaptive classifier tests are presented for simulated four dimensional spectral scan data.

Discovering network behind infectious disease outbreak

NASA Astrophysics Data System (ADS)

Maeno, Yoshiharu

2010-11-01

Stochasticity and spatial heterogeneity are of great interest recently in studying the spread of an infectious disease. The presented method solves an inverse problem to discover the effectively decisive topology of a heterogeneous network and reveal the transmission parameters which govern the stochastic spreads over the network from a dataset on an infectious disease outbreak in the early growth phase. Populations in a combination of epidemiological compartment models and a meta-population network model are described by stochastic differential equations. Probability density functions are derived from the equations and used for the maximal likelihood estimation of the topology and parameters. The method is tested with computationally synthesized datasets and the WHO dataset on the SARS outbreak.

Economic policy optimization based on both one stochastic model and the parametric control theory

NASA Astrophysics Data System (ADS)

Ashimov, Abdykappar; Borovskiy, Yuriy; Onalbekov, Mukhit

2016-06-01

A nonlinear dynamic stochastic general equilibrium model with financial frictions is developed to describe two interacting national economies in the environment of the rest of the world. Parameters of nonlinear model are estimated based on its log-linearization by the Bayesian approach. The nonlinear model is verified by retroprognosis, estimation of stability indicators of mappings specified by the model, and estimation the degree of coincidence for results of internal and external shocks' effects on macroeconomic indicators on the basis of the estimated nonlinear model and its log-linearization. On the base of the nonlinear model, the parametric control problems of economic growth and volatility of macroeconomic indicators of Kazakhstan are formulated and solved for two exchange rate regimes (free floating and managed floating exchange rates)

Optimization of contrast resolution by genetic algorithm in ultrasound tissue harmonic imaging.

PubMed

Ménigot, Sébastien; Girault, Jean-Marc

2016-09-01

The development of ultrasound imaging techniques such as pulse inversion has improved tissue harmonic imaging. Nevertheless, no recommendation has been made to date for the design of the waveform transmitted through the medium being explored. Our aim was therefore to find automatically the optimal "imaging" wave which maximized the contrast resolution without a priori information. To overcome assumption regarding the waveform, a genetic algorithm investigated the medium thanks to the transmission of stochastic "explorer" waves. Moreover, these stochastic signals could be constrained by the type of generator available (bipolar or arbitrary). To implement it, we changed the current pulse inversion imaging system by including feedback. Thus the method optimized the contrast resolution by adaptively selecting the samples of the excitation. In simulation, we benchmarked the contrast effectiveness of the best found transmitted stochastic commands and the usual fixed-frequency command. The optimization method converged quickly after around 300 iterations in the same optimal area. These results were confirmed experimentally. In the experimental case, the contrast resolution measured on a radiofrequency line could be improved by 6% with a bipolar generator and it could still increase by 15% with an arbitrary waveform generator. Copyright © 2016 Elsevier B.V. All rights reserved.

A Stochastic Inversion Method for Potential Field Data: Ant Colony Optimization

NASA Astrophysics Data System (ADS)

Liu, Shuang; Hu, Xiangyun; Liu, Tianyou

2014-07-01

Simulating natural ants' foraging behavior, the ant colony optimization (ACO) algorithm performs excellently in combinational optimization problems, for example the traveling salesman problem and the quadratic assignment problem. However, the ACO is seldom used to inverted for gravitational and magnetic data. On the basis of the continuous and multi-dimensional objective function for potential field data optimization inversion, we present the node partition strategy ACO (NP-ACO) algorithm for inversion of model variables of fixed shape and recovery of physical property distributions of complicated shape models. We divide the continuous variables into discrete nodes and ants directionally tour the nodes by use of transition probabilities. We update the pheromone trails by use of Gaussian mapping between the objective function value and the quantity of pheromone. It can analyze the search results in real time and promote the rate of convergence and precision of inversion. Traditional mapping, including the ant-cycle system, weaken the differences between ant individuals and lead to premature convergence. We tested our method by use of synthetic data and real data from scenarios involving gravity and magnetic anomalies. The inverted model variables and recovered physical property distributions were in good agreement with the true values. The ACO algorithm for binary representation imaging and full imaging can recover sharper physical property distributions than traditional linear inversion methods. The ACO has good optimization capability and some excellent characteristics, for example robustness, parallel implementation, and portability, compared with other stochastic metaheuristics.

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.

Application of the Approximate Bayesian Computation methods in the stochastic estimation of atmospheric contamination parameters for mobile sources

NASA Astrophysics Data System (ADS)

Kopka, Piotr; Wawrzynczak, Anna; Borysiewicz, Mieczyslaw

2016-11-01

In this paper the Bayesian methodology, known as Approximate Bayesian Computation (ABC), is applied to the problem of the atmospheric contamination source identification. The algorithm input data are on-line arriving concentrations of the released substance registered by the distributed sensors network. This paper presents the Sequential ABC algorithm in detail and tests its efficiency in estimation of probabilistic distributions of atmospheric release parameters of a mobile contamination source. The developed algorithms are tested using the data from Over-Land Atmospheric Diffusion (OLAD) field tracer experiment. The paper demonstrates estimation of seven parameters characterizing the contamination source, i.e.: contamination source starting position (x,y), the direction of the motion of the source (d), its velocity (v), release rate (q), start time of release (ts) and its duration (td). The online-arriving new concentrations dynamically update the probability distributions of search parameters. The atmospheric dispersion Second-order Closure Integrated PUFF (SCIPUFF) Model is used as the forward model to predict the concentrations at the sensors locations.

Pathway analysis of high-throughput biological data within a Bayesian network framework.

PubMed

Isci, Senol; Ozturk, Cengizhan; Jones, Jon; Otu, Hasan H

2011-06-15

Most current approaches to high-throughput biological data (HTBD) analysis either perform individual gene/protein analysis or, gene/protein set enrichment analysis for a list of biologically relevant molecules. Bayesian Networks (BNs) capture linear and non-linear interactions, handle stochastic events accounting for noise, and focus on local interactions, which can be related to causal inference. Here, we describe for the first time an algorithm that models biological pathways as BNs and identifies pathways that best explain given HTBD by scoring fitness of each network. Proposed method takes into account the connectivity and relatedness between nodes of the pathway through factoring pathway topology in its model. Our simulations using synthetic data demonstrated robustness of our approach. We tested proposed method, Bayesian Pathway Analysis (BPA), on human microarray data regarding renal cell carcinoma (RCC) and compared our results with gene set enrichment analysis. BPA was able to find broader and more specific pathways related to RCC. Accompanying BPA software (BPAS) package is freely available for academic use at http://bumil.boun.edu.tr/bpa.

Bayesian nonparametric dictionary learning for compressed sensing MRI.

PubMed

Huang, Yue; Paisley, John; Lin, Qin; Ding, Xinghao; Fu, Xueyang; Zhang, Xiao-Ping

2014-12-01

We develop a Bayesian nonparametric model for reconstructing magnetic resonance images (MRIs) from highly undersampled k -space data. We perform dictionary learning as part of the image reconstruction process. To this end, we use the beta process as a nonparametric dictionary learning prior for representing an image patch as a sparse combination of dictionary elements. The size of the dictionary and patch-specific sparsity pattern are inferred from the data, in addition to other dictionary learning variables. Dictionary learning is performed directly on the compressed image, and so is tailored to the MRI being considered. In addition, we investigate a total variation penalty term in combination with the dictionary learning model, and show how the denoising property of dictionary learning removes dependence on regularization parameters in the noisy setting. We derive a stochastic optimization algorithm based on Markov chain Monte Carlo for the Bayesian model, and use the alternating direction method of multipliers for efficiently performing total variation minimization. We present empirical results on several MRI, which show that the proposed regularization framework can improve reconstruction accuracy over other methods.

Reconstruction of stochastic temporal networks through diffusive arrival times

NASA Astrophysics Data System (ADS)

Li, Xun; Li, Xiang

2017-06-01

Temporal networks have opened a new dimension in defining and quantification of complex interacting systems. Our ability to identify and reproduce time-resolved interaction patterns is, however, limited by the restricted access to empirical individual-level data. Here we propose an inverse modelling method based on first-arrival observations of the diffusion process taking place on temporal networks. We describe an efficient coordinate-ascent implementation for inferring stochastic temporal networks that builds in particular but not exclusively on the null model assumption of mutually independent interaction sequences at the dyadic level. The results of benchmark tests applied on both synthesized and empirical network data sets confirm the validity of our algorithm, showing the feasibility of statistically accurate inference of temporal networks only from moderate-sized samples of diffusion cascades. Our approach provides an effective and flexible scheme for the temporally augmented inverse problems of network reconstruction and has potential in a broad variety of applications.

A Monte Carlo simulation based inverse propagation method for stochastic model updating

NASA Astrophysics Data System (ADS)

Bao, Nuo; Wang, Chunjie

2015-08-01

This paper presents an efficient stochastic model updating method based on statistical theory. Significant parameters have been selected implementing the F-test evaluation and design of experiments, and then the incomplete fourth-order polynomial response surface model (RSM) has been developed. Exploiting of the RSM combined with Monte Carlo simulation (MCS), reduces the calculation amount and the rapid random sampling becomes possible. The inverse uncertainty propagation is given by the equally weighted sum of mean and covariance matrix objective functions. The mean and covariance of parameters are estimated synchronously by minimizing the weighted objective function through hybrid of particle-swarm and Nelder-Mead simplex optimization method, thus the better correlation between simulation and test is achieved. Numerical examples of a three degree-of-freedom mass-spring system under different conditions and GARTEUR assembly structure validated the feasibility and effectiveness of the proposed method.

Reconstruction of stochastic temporal networks through diffusive arrival times

PubMed Central

Li, Xun; Li, Xiang

2017-01-01

Temporal networks have opened a new dimension in defining and quantification of complex interacting systems. Our ability to identify and reproduce time-resolved interaction patterns is, however, limited by the restricted access to empirical individual-level data. Here we propose an inverse modelling method based on first-arrival observations of the diffusion process taking place on temporal networks. We describe an efficient coordinate-ascent implementation for inferring stochastic temporal networks that builds in particular but not exclusively on the null model assumption of mutually independent interaction sequences at the dyadic level. The results of benchmark tests applied on both synthesized and empirical network data sets confirm the validity of our algorithm, showing the feasibility of statistically accurate inference of temporal networks only from moderate-sized samples of diffusion cascades. Our approach provides an effective and flexible scheme for the temporally augmented inverse problems of network reconstruction and has potential in a broad variety of applications. PMID:28604687

Simultaneous stochastic inversion for geomagnetic main field and secular variation. II - 1820-1980

NASA Technical Reports Server (NTRS)

Bloxham, Jeremy; Jackson, Andrew

1989-01-01

With the aim of producing readable time-dependent maps of the geomagnetic field at the core-mantle boundary, the method of simultaneous stochastic inversion for the geomagnetic main field and secular variation, described by Bloxham (1987), was applied to survey data from the period 1820-1980 to yield two time-dependent geomagnetic-field models, one for the period 1900-1980 and the other for 1820-1900. Particular consideration was given to the effect of crustal fields on observations. It was found that the existing methods of accounting for these fields as sources of random noise are inadequate in two circumstances: (1) when sequences of measurements are made at one particular site, and (2) for measurements made at satellite altitude. The present model shows many of the features in the earth's magnetic field at the core-mantle boundary described by Bloxham and Gubbins (1985) and supports many of their earlier conclusions.

Discreteness-induced concentration inversion in mesoscopic chemical systems.

PubMed

Ramaswamy, Rajesh; González-Segredo, Nélido; Sbalzarini, Ivo F; Grima, Ramon

2012-04-10

Molecular discreteness is apparent in small-volume chemical systems, such as biological cells, leading to stochastic kinetics. Here we present a theoretical framework to understand the effects of discreteness on the steady state of a monostable chemical reaction network. We consider independent realizations of the same chemical system in compartments of different volumes. Rate equations ignore molecular discreteness and predict the same average steady-state concentrations in all compartments. However, our theory predicts that the average steady state of the system varies with volume: if a species is more abundant than another for large volumes, then the reverse occurs for volumes below a critical value, leading to a concentration inversion effect. The addition of extrinsic noise increases the size of the critical volume. We theoretically predict the critical volumes and verify, by exact stochastic simulations, that rate equations are qualitatively incorrect in sub-critical volumes.

Network design for quantifying urban CO2 emissions: assessing trade-offs between precision and network density

NASA Astrophysics Data System (ADS)

Turner, Alexander J.; Shusterman, Alexis A.; McDonald, Brian C.; Teige, Virginia; Harley, Robert A.; Cohen, Ronald C.

2016-11-01

The majority of anthropogenic CO2 emissions are attributable to urban areas. While the emissions from urban electricity generation often occur in locations remote from consumption, many of the other emissions occur within the city limits. Evaluating the effectiveness of strategies for controlling these emissions depends on our ability to observe urban CO2 emissions and attribute them to specific activities. Cost-effective strategies for doing so have yet to be described. Here we characterize the ability of a prototype measurement network, modeled after the Berkeley Atmospheric CO2 Observation Network (BEACO2N) in California's Bay Area, in combination with an inverse model based on the coupled Weather Research and Forecasting/Stochastic Time-Inverted Lagrangian Transport (WRF-STILT) to improve our understanding of urban emissions. The pseudo-measurement network includes 34 sites at roughly 2 km spacing covering an area of roughly 400 km2. The model uses an hourly 1 × 1 km2 emission inventory and 1 × 1 km2 meteorological calculations. We perform an ensemble of Bayesian atmospheric inversions to sample the combined effects of uncertainties of the pseudo-measurements and the model. We vary the estimates of the combined uncertainty of the pseudo-observations and model over a range of 20 to 0.005 ppm and vary the number of sites from 1 to 34. We use these inversions to develop statistical models that estimate the efficacy of the combined model-observing system in reducing uncertainty in CO2 emissions. We examine uncertainty in estimated CO2 fluxes on the urban scale, as well as for sources embedded within the city such as a line source (e.g., a highway) or a point source (e.g., emissions from the stacks of small industrial facilities). Using our inversion framework, we find that a dense network with moderate precision is the preferred setup for estimating area, line, and point sources from a combined uncertainty and cost perspective. The dense network considered here (modeled after the BEACO2N network with an assumed mismatch error of 1 ppm at an hourly temporal resolution) could estimate weekly CO2 emissions from an urban region with less than 5 % error, given our characterization of the combined observation and model uncertainty.

Global CO2 flux inversions from remote-sensing data with systematic errors using hierarchical statistical models

NASA Astrophysics Data System (ADS)

Zammit-Mangion, Andrew; Stavert, Ann; Rigby, Matthew; Ganesan, Anita; Rayner, Peter; Cressie, Noel

2017-04-01

The Orbiting Carbon Observatory-2 (OCO-2) satellite was launched on 2 July 2014, and it has been a source of atmospheric CO2 data since September 2014. The OCO-2 dataset contains a number of variables, but the one of most interest for flux inversion has been the column-averaged dry-air mole fraction (in units of ppm). These global level-2 data offer the possibility of inferring CO2 fluxes at Earth's surface and tracking those fluxes over time. However, as well as having a component of random error, the OCO-2 data have a component of systematic error that is dependent on the instrument's mode, namely land nadir, land glint, and ocean glint. Our statistical approach to CO2-flux inversion starts with constructing a statistical model for the random and systematic errors with parameters that can be estimated from the OCO-2 data and possibly in situ sources from flasks, towers, and the Total Column Carbon Observing Network (TCCON). Dimension reduction of the flux field is achieved through the use of physical basis functions, while temporal evolution of the flux is captured by modelling the basis-function coefficients as a vector autoregressive process. For computational efficiency, flux inversion uses only three months of sensitivities of mole fraction to changes in flux, computed using MOZART; any residual variation is captured through the modelling of a stochastic process that varies smoothly as a function of latitude. The second stage of our statistical approach is to simulate from the posterior distribution of the basis-function coefficients and all unknown parameters given the data using a fully Bayesian Markov chain Monte Carlo (MCMC) algorithm. Estimates and posterior variances of the flux field can then be obtained straightforwardly from this distribution. Our statistical approach is different than others, as it simultaneously makes inference (and quantifies uncertainty) on both the error components' parameters and the CO2 fluxes. We compare it to more classical approaches through an Observing System Simulation Experiment (OSSE) on a global scale. By changing the size of the random and systematic errors in the OSSE, we can determine the corresponding spatial and temporal resolutions at which useful flux signals could be detected from the OCO-2 data.

Downscaling Smooth Tomographic Models: Separating Intrinsic and Apparent Anisotropy

NASA Astrophysics Data System (ADS)

Bodin, Thomas; Capdeville, Yann; Romanowicz, Barbara

2016-04-01

In recent years, a number of tomographic models based on full waveform inversion have been published. Due to computational constraints, the fitted waveforms are low pass filtered, which results in an inability to map features smaller than half the shortest wavelength. However, these tomographic images are not a simple spatial average of the true model, but rather an effective, apparent, or equivalent model that provides a similar 'long-wave' data fit. For example, it can be shown that a series of horizontal isotropic layers will be seen by a 'long wave' as a smooth anisotropic medium. In this way, the observed anisotropy in tomographic models is a combination of intrinsic anisotropy produced by lattice-preferred orientation (LPO) of minerals, and apparent anisotropy resulting from the incapacity of mapping discontinuities. Interpretations of observed anisotropy (e.g. in terms of mantle flow) requires therefore the separation of its intrinsic and apparent components. The "up-scaling" relations that link elastic properties of a rapidly varying medium to elastic properties of the effective medium as seen by long waves are strongly non-linear and their inverse highly non-unique. That is, a smooth homogenized effective model is equivalent to a large number of models with discontinuities. In the 1D case, Capdeville et al (GJI, 2013) recently showed that a tomographic model which results from the inversion of low pass filtered waveforms is an homogenized model, i.e. the same as the model computed by upscaling the true model. Here we propose a stochastic method to sample the ensemble of layered models equivalent to a given tomographic profile. We use a transdimensional formulation where the number of layers is variable. Furthermore, each layer may be either isotropic (1 parameter) or intrinsically anisotropic (2 parameters). The parsimonious character of the Bayesian inversion gives preference to models with the least number of parameters (i.e. least number of layers, and maximum number of isotropic layers). The non-uniqueness of the problem can be addressed by adding high frequency data such as receiver functions, able to map first order discontinuities. We show with synthetic tests that this method enables us to distinguish between intrinsic and apparent anisotropy in tomographic models, as layers with intrinsic anisotropy are only present when required by the data. A real data example is presented based on the latest global model produced at Berkeley.

Network design for quantifying urban CO 2 emissions: assessing trade-offs between precision and network density

DOE PAGES

Turner, Alexander J.; Shusterman, Alexis A.; McDonald, Brian C.; ...

2016-11-01

The majority of anthropogenic CO 2 emissions are attributable to urban areas. While the emissions from urban electricity generation often occur in locations remote from consumption, many of the other emissions occur within the city limits. Evaluating the effectiveness of strategies for controlling these emissions depends on our ability to observe urban CO 2 emissions and attribute them to specific activities. Cost-effective strategies for doing so have yet to be described. Here we characterize the ability of a prototype measurement network, modeled after the Berkeley Atmospheric CO 2 Observation Network (BEACO 2N) in California's Bay Area, in combination with anmore » inverse model based on the coupled Weather Research and Forecasting/Stochastic Time-Inverted Lagrangian Transport (WRF-STILT) to improve our understanding of urban emissions. The pseudo-measurement network includes 34 sites at roughly 2 km spacing covering an area of roughly 400 km 2. The model uses an hourly 1 × 1 km 2 emission inventory and 1 × 1 km 2 meteorological calculations. We perform an ensemble of Bayesian atmospheric inversions to sample the combined effects of uncertainties of the pseudo-measurements and the model. We vary the estimates of the combined uncertainty of the pseudo-observations and model over a range of 20 to 0.005 ppm and vary the number of sites from 1 to 34. We use these inversions to develop statistical models that estimate the efficacy of the combined model–observing system in reducing uncertainty in CO 2 emissions. We examine uncertainty in estimated CO 2 fluxes on the urban scale, as well as for sources embedded within the city such as a line source (e.g., a highway) or a point source (e.g., emissions from the stacks of small industrial facilities). Using our inversion framework, we find that a dense network with moderate precision is the preferred setup for estimating area, line, and point sources from a combined uncertainty and cost perspective. The dense network considered here (modeled after the BEACO 2N network with an assumed mismatch error of 1 ppm at an hourly temporal resolution) could estimate weekly CO 2 emissions from an urban region with less than 5 % error, given our characterization of the combined observation and model uncertainty.« less

Network design for quantifying urban CO 2 emissions: assessing trade-offs between precision and network density

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

Turner, Alexander J.; Shusterman, Alexis A.; McDonald, Brian C.

The majority of anthropogenic CO 2 emissions are attributable to urban areas. While the emissions from urban electricity generation often occur in locations remote from consumption, many of the other emissions occur within the city limits. Evaluating the effectiveness of strategies for controlling these emissions depends on our ability to observe urban CO 2 emissions and attribute them to specific activities. Cost-effective strategies for doing so have yet to be described. Here we characterize the ability of a prototype measurement network, modeled after the Berkeley Atmospheric CO 2 Observation Network (BEACO 2N) in California's Bay Area, in combination with anmore » inverse model based on the coupled Weather Research and Forecasting/Stochastic Time-Inverted Lagrangian Transport (WRF-STILT) to improve our understanding of urban emissions. The pseudo-measurement network includes 34 sites at roughly 2 km spacing covering an area of roughly 400 km 2. The model uses an hourly 1 × 1 km 2 emission inventory and 1 × 1 km 2 meteorological calculations. We perform an ensemble of Bayesian atmospheric inversions to sample the combined effects of uncertainties of the pseudo-measurements and the model. We vary the estimates of the combined uncertainty of the pseudo-observations and model over a range of 20 to 0.005 ppm and vary the number of sites from 1 to 34. We use these inversions to develop statistical models that estimate the efficacy of the combined model–observing system in reducing uncertainty in CO 2 emissions. We examine uncertainty in estimated CO 2 fluxes on the urban scale, as well as for sources embedded within the city such as a line source (e.g., a highway) or a point source (e.g., emissions from the stacks of small industrial facilities). Using our inversion framework, we find that a dense network with moderate precision is the preferred setup for estimating area, line, and point sources from a combined uncertainty and cost perspective. The dense network considered here (modeled after the BEACO 2N network with an assumed mismatch error of 1 ppm at an hourly temporal resolution) could estimate weekly CO 2 emissions from an urban region with less than 5 % error, given our characterization of the combined observation and model uncertainty.« less

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

EPA Science Inventory

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

Bayesian inversion analysis of nonlinear dynamics in surface heterogeneous reactions.

PubMed

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

2016-09-01

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

Logarithmic Laplacian Prior Based Bayesian Inverse Synthetic Aperture Radar Imaging.

PubMed

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

2016-04-28

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

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.

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.

Relativistic analysis of stochastic kinematics

NASA Astrophysics Data System (ADS)

Giona, Massimiliano

2017-10-01

The relativistic analysis of stochastic kinematics is developed in order to determine the transformation of the effective diffusivity tensor in inertial frames. Poisson-Kac stochastic processes are initially considered. For one-dimensional spatial models, the effective diffusion coefficient measured in a frame Σ moving with velocity w with respect to the rest frame of the stochastic process is inversely proportional to the third power of the Lorentz factor γ (w ) =(1-w2/c2) -1 /2 . Subsequently, higher-dimensional processes are analyzed and it is shown that the diffusivity tensor in a moving frame becomes nonisotropic: The diffusivities parallel and orthogonal to the velocity of the moving frame scale differently with respect to γ (w ) . The analysis of discrete space-time diffusion processes permits one to obtain a general transformation theory of the tensor diffusivity, confirmed by several different simulation experiments. Several implications of the theory are also addressed and discussed.

Stochastic joint inversion of geoelectrical cross-well data for salt tracer test monitoring to image the hydraulic conductivity field of heterogenous aquifers

NASA Astrophysics Data System (ADS)

Revil, A.; Jardani, A.; Dupont, J.

2012-12-01

The assessment of hydraulic conductivity of heterogeneous aquifers is a difficult task using traditional hydrogeological methods (e.g., steady state or transient pumping tests) due to their low spatial resolution associated with a low density of available piezometers. Geophysical measurements performed at the ground surface and in boreholes provide additional information for increasing the resolution and accuracy of the inverted hydraulic conductivity. We use a stochastic joint inversion of Direct Current (DC) resistivity and Self-Potential (SP) data plus in situ measurement of the salinity in a downstream well during a synthetic salt tracer experiment to reconstruct the hydraulic conductivity field of an heterogeneous aquifer. The pilot point parameterization is used to avoid over-parameterization of the inverse problem. Bounds on the model parameters are used to promote a consistent Markov chain Monte Carlo sampling of the hydrogeological parameters of the model. To evaluate the effectiveness of the inversion process, we compare several scenarios where the geophysical data are coupled or not to the hydrogeological data to map the hydraulic conductivity. We first test the effectiveness of the inversion of each type of data alone, and then we combine the methods two by two. We finally combine all the information together to show the value of each type of geophysical data in the joint inversion process because of their different sensitivity map. The results of the inversion reveal that the self-potential data improve the estimate of hydraulic conductivity especially when the self-potential data are combined to the salt concentration measurement in the second well or to the time-lapse electrical resistivity data. Various tests are also performed to quantify the uncertainty in the inversion when for instance the semi-variogram is not known and its parameters should be inverted as well.

Markov Chain Monte Carlo Bayesian Learning for Neural Networks

NASA Technical Reports Server (NTRS)

Goodrich, Michael S.

2011-01-01

Conventional training methods for neural networks involve starting al a random location in the solution space of the network weights, navigating an error hyper surface to reach a minimum, and sometime stochastic based techniques (e.g., genetic algorithms) to avoid entrapment in a local minimum. It is further typically necessary to preprocess the data (e.g., normalization) to keep the training algorithm on course. Conversely, Bayesian based learning is an epistemological approach concerned with formally updating the plausibility of competing candidate hypotheses thereby obtaining a posterior distribution for the network weights conditioned on the available data and a prior distribution. In this paper, we developed a powerful methodology for estimating the full residual uncertainty in network weights and therefore network predictions by using a modified Jeffery's prior combined with a Metropolis Markov Chain Monte Carlo method.

Bayesian selection of Markov models for symbol sequences: application to microsaccadic eye movements.

PubMed

Bettenbühl, Mario; Rusconi, Marco; Engbert, Ralf; Holschneider, Matthias

2012-01-01

Complex biological dynamics often generate sequences of discrete events which can be described as a Markov process. The order of the underlying Markovian stochastic process is fundamental for characterizing statistical dependencies within sequences. As an example for this class of biological systems, we investigate the Markov order of sequences of microsaccadic eye movements from human observers. We calculate the integrated likelihood of a given sequence for various orders of the Markov process and use this in a Bayesian framework for statistical inference on the Markov order. Our analysis shows that data from most participants are best explained by a first-order Markov process. This is compatible with recent findings of a statistical coupling of subsequent microsaccade orientations. Our method might prove to be useful for a broad class of biological systems.

Hyperspectral Image Classification With Markov Random Fields and a Convolutional Neural Network

NASA Astrophysics Data System (ADS)

Cao, Xiangyong; Zhou, Feng; Xu, Lin; Meng, Deyu; Xu, Zongben; Paisley, John

2018-05-01

This paper presents a new supervised classification algorithm for remotely sensed hyperspectral image (HSI) which integrates spectral and spatial information in a unified Bayesian framework. First, we formulate the HSI classification problem from a Bayesian perspective. Then, we adopt a convolutional neural network (CNN) to learn the posterior class distributions using a patch-wise training strategy to better use the spatial information. Next, spatial information is further considered by placing a spatial smoothness prior on the labels. Finally, we iteratively update the CNN parameters using stochastic gradient decent (SGD) and update the class labels of all pixel vectors using an alpha-expansion min-cut-based algorithm. Compared with other state-of-the-art methods, the proposed classification method achieves better performance on one synthetic dataset and two benchmark HSI datasets in a number of experimental settings.

A Bayesian method for inferring transmission chains in a partially observed epidemic.

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

Marzouk, Youssef M.; Ray, Jaideep

2008-10-01

We present a Bayesian approach for estimating transmission chains and rates in the Abakaliki smallpox epidemic of 1967. The epidemic affected 30 individuals in a community of 74; only the dates of appearance of symptoms were recorded. Our model assumes stochastic transmission of the infections over a social network. Distinct binomial random graphs model intra- and inter-compound social connections, while disease transmission over each link is treated as a Poisson process. Link probabilities and rate parameters are objects of inference. Dates of infection and recovery comprise the remaining unknowns. Distributions for smallpox incubation and recovery periods are obtained from historicalmore » data. Using Markov chain Monte Carlo, we explore the joint posterior distribution of the scalar parameters and provide an expected connectivity pattern for the social graph and infection pathway.« less

Bayesian isotonic density regression

PubMed Central

Wang, Lianming; Dunson, David B.

2011-01-01

Density regression models allow the conditional distribution of the response given predictors to change flexibly over the predictor space. Such models are much more flexible than nonparametric mean regression models with nonparametric residual distributions, and are well supported in many applications. A rich variety of Bayesian methods have been proposed for density regression, but it is not clear whether such priors have full support so that any true data-generating model can be accurately approximated. This article develops a new class of density regression models that incorporate stochastic-ordering constraints which are natural when a response tends to increase or decrease monotonely with a predictor. Theory is developed showing large support. Methods are developed for hypothesis testing, with posterior computation relying on a simple Gibbs sampler. Frequentist properties are illustrated in a simulation study, and an epidemiology application is considered. PMID:22822259

The Collaborative Seismic Earth Model: Generation 1

NASA Astrophysics Data System (ADS)

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

2018-05-01

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

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

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

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

2006-01-01

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

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

NASA Astrophysics Data System (ADS)

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

2014-12-01

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

European Extremely Large Telescope (E-ELT) availability stochastic model: integrating failure mode and effect analysis (FMEA), influence diagram, and Bayesian network together

NASA Astrophysics Data System (ADS)

Verzichelli, Gianluca

2016-08-01

An Availability Stochastic Model for the E-ELT has been developed in GeNIE. The latter is a Graphical User Interface (GUI) for the Structural Modeling, Inference, and Learning Engine (SMILE), originally distributed by the Decision Systems Laboratory from the University of Pittsburgh, and now being a product of Bayes Fusion, LLC. The E-ELT will be the largest optical/near-infrared telescope in the world. Its design comprises an Alt-Azimuth mount reflecting telescope with a 39-metre-diameter segmented primary mirror, a 4-metre-diameter secondary mirror, a 3.75-metre-diameter tertiary mirror, adaptive optics and multiple instruments. This paper highlights how a Model has been developed for an earlier on assessment of the Telescope Avail- ability. It also describes the modular structure and the underlying assumptions that have been adopted for developing the model and demonstrates the integration of FMEA, Influence Diagram and Bayesian Network elements. These have been considered for a better characterization of the Model inputs and outputs and for taking into account Degraded-based Reliability (DBR). Lastly, it provides an overview of how the information and knowledge captured in the model may be used for an earlier on definition of the Failure, Detection, Isolation and Recovery (FDIR) Control Strategy and the Telescope Minimum Master Equipment List (T-MMEL).

Bayesian inference in an extended SEIR model with nonparametric disease transmission rate: an application to the Ebola epidemic in Sierra Leone.

PubMed

Frasso, Gianluca; Lambert, Philippe

2016-10-01

SummaryThe 2014 Ebola outbreak in Sierra Leone is analyzed using a susceptible-exposed-infectious-removed (SEIR) epidemic compartmental model. The discrete time-stochastic model for the epidemic evolution is coupled to a set of ordinary differential equations describing the dynamics of the expected proportions of subjects in each epidemic state. The unknown parameters are estimated in a Bayesian framework by combining data on the number of new (laboratory confirmed) Ebola cases reported by the Ministry of Health and prior distributions for the transition rates elicited using information collected by the WHO during the follow-up of specific Ebola cases. The time-varying disease transmission rate is modeled in a flexible way using penalized B-splines. Our framework represents a valuable stochastic tool for the study of an epidemic dynamic even when only irregularly observed and possibly aggregated data are available. Simulations and the analysis of the 2014 Sierra Leone Ebola data highlight the merits of the proposed methodology. In particular, the flexible modeling of the disease transmission rate makes the estimation of the effective reproduction number robust to the misspecification of the initial epidemic states and to underreporting of the infectious cases. © The Author 2016. Published by Oxford University Press. All rights reserved. For permissions, please e-mail: journals.permissions@oup.com.

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.

Bayesian state space models for dynamic genetic network construction across multiple tissues.

PubMed

Liang, Yulan; Kelemen, Arpad

2016-08-01

Construction of gene-gene interaction networks and potential pathways is a challenging and important problem in genomic research for complex diseases while estimating the dynamic changes of the temporal correlations and non-stationarity are the keys in this process. In this paper, we develop dynamic state space models with hierarchical Bayesian settings to tackle this challenge for inferring the dynamic profiles and genetic networks associated with disease treatments. We treat both the stochastic transition matrix and the observation matrix time-variant and include temporal correlation structures in the covariance matrix estimations in the multivariate Bayesian state space models. The unevenly spaced short time courses with unseen time points are treated as hidden state variables. Hierarchical Bayesian approaches with various prior and hyper-prior models with Monte Carlo Markov Chain and Gibbs sampling algorithms are used to estimate the model parameters and the hidden state variables. We apply the proposed Hierarchical Bayesian state space models to multiple tissues (liver, skeletal muscle, and kidney) Affymetrix time course data sets following corticosteroid (CS) drug administration. Both simulation and real data analysis results show that the genomic changes over time and gene-gene interaction in response to CS treatment can be well captured by the proposed models. The proposed dynamic Hierarchical Bayesian state space modeling approaches could be expanded and applied to other large scale genomic data, such as next generation sequence (NGS) combined with real time and time varying electronic health record (EHR) for more comprehensive and robust systematic and network based analysis in order to transform big biomedical data into predictions and diagnostics for precision medicine and personalized healthcare with better decision making and patient outcomes.

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.

The Ising Decision Maker: a binary stochastic network for choice response time.

PubMed

Verdonck, Stijn; Tuerlinckx, Francis

2014-07-01

The Ising Decision Maker (IDM) is a new formal model for speeded two-choice decision making derived from the stochastic Hopfield network or dynamic Ising model. On a microscopic level, it consists of 2 pools of binary stochastic neurons with pairwise interactions. Inside each pool, neurons excite each other, whereas between pools, neurons inhibit each other. The perceptual input is represented by an external excitatory field. Using methods from statistical mechanics, the high-dimensional network of neurons (microscopic level) is reduced to a two-dimensional stochastic process, describing the evolution of the mean neural activity per pool (macroscopic level). The IDM can be seen as an abstract, analytically tractable multiple attractor network model of information accumulation. In this article, the properties of the IDM are studied, the relations to existing models are discussed, and it is shown that the most important basic aspects of two-choice response time data can be reproduced. In addition, the IDM is shown to predict a variety of observed psychophysical relations such as Piéron's law, the van der Molen-Keuss effect, and Weber's law. Using Bayesian methods, the model is fitted to both simulated and real data, and its performance is compared to the Ratcliff diffusion model. (c) 2014 APA, all rights reserved.

A data driven nonlinear stochastic model for blood glucose dynamics.

PubMed

Zhang, Yan; Holt, Tim A; Khovanova, Natalia

2016-03-01

The development of adequate mathematical models for blood glucose dynamics may improve early diagnosis and control of diabetes mellitus (DM). We have developed a stochastic nonlinear second order differential equation to describe the response of blood glucose concentration to food intake using continuous glucose monitoring (CGM) data. A variational Bayesian learning scheme was applied to define the number and values of the system's parameters by iterative optimisation of free energy. The model has the minimal order and number of parameters to successfully describe blood glucose dynamics in people with and without DM. The model accounts for the nonlinearity and stochasticity of the underlying glucose-insulin dynamic process. Being data-driven, it takes full advantage of available CGM data and, at the same time, reflects the intrinsic characteristics of the glucose-insulin system without detailed knowledge of the physiological mechanisms. We have shown that the dynamics of some postprandial blood glucose excursions can be described by a reduced (linear) model, previously seen in the literature. A comprehensive analysis demonstrates that deterministic system parameters belong to different ranges for diabetes and controls. Implications for clinical practice are discussed. This is the first study introducing a continuous data-driven nonlinear stochastic model capable of describing both DM and non-DM profiles. Copyright © 2015 The Authors. Published by Elsevier Ireland Ltd.. All rights reserved.

Stochastic Threshold Microdose Model for Cell Killing by Insoluble Metallic Nanomaterial Particles

PubMed Central

Scott, Bobby R.

2010-01-01

This paper introduces a novel microdosimetric model for metallic nanomaterial-particles (MENAP)-induced cytotoxicity. The focus is on the engineered insoluble MENAP which represent a significant breakthrough in the design and development of new products for consumers, industry, and medicine. Increased production is rapidly occurring and may cause currently unrecognized health effects (e.g., nervous system dysfunction, heart disease, cancer); thus, dose-response models for MENAP-induced biological effects are needed to facilitate health risk assessment. The stochastic threshold microdose (STM) model presented introduces novel stochastic microdose metrics for use in constructing dose-response relationships for the frequency of specific cellular (e.g., cell killing, mutations, neoplastic transformation) or subcellular (e.g., mitochondria dysfunction) effects. A key metric is the exposure-time-dependent, specific burden (MENAP count) for a given critical target (e.g., mitochondria, nucleus). Exceeding a stochastic threshold specific burden triggers cell death. For critical targets in the cytoplasm, the autophagic mode of death is triggered. For the nuclear target, the apoptotic mode of death is triggered. Overall cell survival is evaluated for the indicated competing modes of death when both apply. The STM model can be applied to cytotoxicity data using Bayesian methods implemented via Markov chain Monte Carlo. PMID:21191483

Particle Swarm Optimization algorithms for geophysical inversion, practical hints

NASA Astrophysics Data System (ADS)

Garcia Gonzalo, E.; Fernandez Martinez, J.; Fernandez Alvarez, J.; Kuzma, H.; Menendez Perez, C.

2008-12-01

PSO is a stochastic optimization technique that has been successfully used in many different engineering fields. PSO algorithm can be physically interpreted as a stochastic damped mass-spring system (Fernandez Martinez and Garcia Gonzalo 2008). Based on this analogy we present a whole family of PSO algorithms and their respective first order and second order stability regions. Their performance is also checked using synthetic functions (Rosenbrock and Griewank) showing a degree of ill-posedness similar to that found in many geophysical inverse problems. Finally, we present the application of these algorithms to the analysis of a Vertical Electrical Sounding inverse problem associated to a seawater intrusion in a coastal aquifer in South Spain. We analyze the role of PSO parameters (inertia, local and global accelerations and discretization step), both in convergence curves and in the a posteriori sampling of the depth of an intrusion. Comparison is made with binary genetic algorithms and simulated annealing. As result of this analysis, practical hints are given to select the correct algorithm and to tune the corresponding PSO parameters. Fernandez Martinez, J.L., Garcia Gonzalo, E., 2008a. The generalized PSO: a new door to PSO evolution. Journal of Artificial Evolution and Applications. DOI:10.1155/2008/861275.

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.

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.

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

Fitting mechanistic epidemic models to data: A comparison of simple Markov chain Monte Carlo approaches.

PubMed

Li, Michael; Dushoff, Jonathan; Bolker, Benjamin M

2018-07-01

Simple mechanistic epidemic models are widely used for forecasting and parameter estimation of infectious diseases based on noisy case reporting data. Despite the widespread application of models to emerging infectious diseases, we know little about the comparative performance of standard computational-statistical frameworks in these contexts. Here we build a simple stochastic, discrete-time, discrete-state epidemic model with both process and observation error and use it to characterize the effectiveness of different flavours of Bayesian Markov chain Monte Carlo (MCMC) techniques. We use fits to simulated data, where parameters (and future behaviour) are known, to explore the limitations of different platforms and quantify parameter estimation accuracy, forecasting accuracy, and computational efficiency across combinations of modeling decisions (e.g. discrete vs. continuous latent states, levels of stochasticity) and computational platforms (JAGS, NIMBLE, Stan).

Stochastic density waves of granular flows: strong-intermittent dissipation fields with self-organization

NASA Astrophysics Data System (ADS)

Bershadskii, A.

1994-10-01

The quantitative (scaling) results of a recent lattice-gas simulation of granular flows [1] are interpreted in terms of Kolmogorov-Obukhov approach revised for strong space-intermittent systems. Renormalised power spectrum with exponent '-4/3' seems to be an universal spectrum of scalar fluctuations convected by stochastic velocity fields in dissipative systems with inverse energy transfer (some other laboratory and geophysic turbulent flows with this power spectrum as well as an analogy between this phenomenon and turbulent percolation on elastic backbone are pointed out).

Stochastic ontogenetic growth model

NASA Astrophysics Data System (ADS)

West, B. J.; West, D.

2012-02-01

An ontogenetic growth model (OGM) for a thermodynamically closed system is generalized to satisfy both the first and second law of thermodynamics. The hypothesized stochastic ontogenetic growth model (SOGM) is shown to entail the interspecies allometry relation by explicitly averaging the basal metabolic rate and the total body mass over the steady-state probability density for the total body mass (TBM). This is the first derivation of the interspecies metabolic allometric relation from a dynamical model and the asymptotic steady-state distribution of the TBM is fit to data and shown to be inverse power law.

Approximation and inference methods for stochastic biochemical kinetics—a tutorial review

NASA Astrophysics Data System (ADS)

Schnoerr, David; Sanguinetti, Guido; Grima, Ramon

2017-03-01

Stochastic fluctuations of molecule numbers are ubiquitous in biological systems. Important examples include gene expression and enzymatic processes in living cells. Such systems are typically modelled as chemical reaction networks whose dynamics are governed by the chemical master equation. Despite its simple structure, no analytic solutions to the chemical master equation are known for most systems. Moreover, stochastic simulations are computationally expensive, making systematic analysis and statistical inference a challenging task. Consequently, significant effort has been spent in recent decades on the development of efficient approximation and inference methods. This article gives an introduction to basic modelling concepts as well as an overview of state of the art methods. First, we motivate and introduce deterministic and stochastic methods for modelling chemical networks, and give an overview of simulation and exact solution methods. Next, we discuss several approximation methods, including the chemical Langevin equation, the system size expansion, moment closure approximations, time-scale separation approximations and hybrid methods. We discuss their various properties and review recent advances and remaining challenges for these methods. We present a comparison of several of these methods by means of a numerical case study and highlight some of their respective advantages and disadvantages. Finally, we discuss the problem of inference from experimental data in the Bayesian framework and review recent methods developed the literature. In summary, this review gives a self-contained introduction to modelling, approximations and inference methods for stochastic chemical kinetics.

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...

Deriving Link Travel-Time Distributions via Stochastic Speed Processes

DTIC Science & Technology

2004-02-01

general, an exact expression for the inverse transform is available when Equation (9) is a vector of rational functions in both of the complex variables...Otherwise, recovery of the original function is accom- plished through the inverse transform f t= 1 2(j ∫ c+j c−j estf ∗s ds (13) which is usually...given by f x t = f ∗s1 s2 = ∫ 0 ∫ 0 e−s1x+s2tf x t dx dt (14) with inverse transform f x t = 1 4(2 ∫ c1+j c1−j ∫ c2+j c2−j e

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

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

PubMed

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

2017-02-01

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

Estimating uncertainties in complex joint inverse problems

NASA Astrophysics Data System (ADS)

Afonso, Juan Carlos

2016-04-01

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

A New Methodology for Open Pit Slope Design in Karst-Prone Ground Conditions Based on Integrated Stochastic-Limit Equilibrium Analysis

NASA Astrophysics Data System (ADS)

Zhang, Ke; Cao, Ping; Ma, Guowei; Fan, Wenchen; Meng, Jingjing; Li, Kaihui

2016-07-01

Using the Chengmenshan Copper Mine as a case study, a new methodology for open pit slope design in karst-prone ground conditions is presented based on integrated stochastic-limit equilibrium analysis. The numerical modeling and optimization design procedure contain a collection of drill core data, karst cave stochastic model generation, SLIDE simulation and bisection method optimization. Borehole investigations are performed, and the statistical result shows that the length of the karst cave fits a negative exponential distribution model, but the length of carbonatite does not exactly follow any standard distribution. The inverse transform method and acceptance-rejection method are used to reproduce the length of the karst cave and carbonatite, respectively. A code for karst cave stochastic model generation, named KCSMG, is developed. The stability of the rock slope with the karst cave stochastic model is analyzed by combining the KCSMG code and the SLIDE program. This approach is then applied to study the effect of the karst cave on the stability of the open pit slope, and a procedure to optimize the open pit slope angle is presented.

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

PubMed

Gomez-Ramirez, Jaime; Sanz, Ricardo

2013-09-01

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

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

USGS Publications Warehouse

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

2014-01-01

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

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

PubMed

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

2016-02-01

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

Implementing Bayesian networks with embedded stochastic MRAM

NASA Astrophysics Data System (ADS)

Faria, Rafatul; Camsari, Kerem Y.; Datta, Supriyo

2018-04-01

Magnetic tunnel junctions (MTJ's) with low barrier magnets have been used to implement random number generators (RNG's) and it has recently been shown that such an MTJ connected to the drain of a conventional transistor provides a three-terminal tunable RNG or a p-bit. In this letter we show how this p-bit can be used to build a p-circuit that emulates a Bayesian network (BN), such that the correlations in real world variables can be obtained from electrical measurements on the corresponding circuit nodes. The p-circuit design proceeds in two steps: the BN is first translated into a behavioral model, called Probabilistic Spin Logic (PSL), defined by dimensionless biasing (h) and interconnection (J) coefficients, which are then translated into electronic circuit elements. As a benchmark example, we mimic a family tree of three generations and show that the genetic relatedness calculated from a SPICE-compatible circuit simulator matches well-known results.

Discovering variable fractional orders of advection-dispersion equations from field data using multi-fidelity Bayesian optimization

NASA Astrophysics Data System (ADS)

Pang, Guofei; Perdikaris, Paris; Cai, Wei; Karniadakis, George Em

2017-11-01

The fractional advection-dispersion equation (FADE) can describe accurately the solute transport in groundwater but its fractional order has to be determined a priori. Here, we employ multi-fidelity Bayesian optimization to obtain the fractional order under various conditions, and we obtain more accurate results compared to previously published data. Moreover, the present method is very efficient as we use different levels of resolution to construct a stochastic surrogate model and quantify its uncertainty. We consider two different problem set ups. In the first set up, we obtain variable fractional orders of one-dimensional FADE, considering both synthetic and field data. In the second set up, we identify constant fractional orders of two-dimensional FADE using synthetic data. We employ multi-resolution simulations using two-level and three-level Gaussian process regression models to construct the surrogates.

A dust spectral energy distribution model with hierarchical Bayesian inference - I. Formalism and benchmarking

NASA Astrophysics Data System (ADS)

Galliano, Frédéric

2018-05-01

This article presents a new dust spectral energy distribution (SED) model, named HerBIE, aimed at eliminating the noise-induced correlations and large scatter obtained when performing least-squares fits. The originality of this code is to apply the hierarchical Bayesian approach to full dust models, including realistic optical properties, stochastic heating, and the mixing of physical conditions in the observed regions. We test the performances of our model by applying it to synthetic observations. We explore the impact on the recovered parameters of several effects: signal-to-noise ratio, SED shape, sample size, the presence of intrinsic correlations, the wavelength coverage, and the use of different SED model components. We show that this method is very efficient: the recovered parameters are consistently distributed around their true values. We do not find any clear bias, even for the most degenerate parameters, or with extreme signal-to-noise ratios.

Stochastic Modeling of Sediment Connectivity for Reconstructing Sand Fluxes and Origins in the Unmonitored Se Kong, Se San, and Sre Pok Tributaries of the Mekong River

NASA Astrophysics Data System (ADS)

Schmitt, R. J. P.; Bizzi, S.; Castelletti, A. F.; Kondolf, G. M.

2018-01-01

Sediment supply to rivers, subsequent fluvial transport, and the resulting sediment connectivity on network scales are often sparsely monitored and subject to major uncertainty. We propose to approach that uncertainty by adopting a stochastic method for modeling network sediment connectivity, which we present for the Se Kong, Se San, and Sre Pok (3S) tributaries of the Mekong. We quantify how unknown properties of sand sources translate into uncertainty regarding network connectivity by running the CASCADE (CAtchment Sediment Connectivity And DElivery) modeling framework in a Monte Carlo approach for 7,500 random realizations. Only a small ensemble of realizations reproduces downstream observations of sand transport. This ensemble presents an inverse stochastic approximation of the magnitude and variability of transport capacity, sediment flux, and grain size distribution of the sediment transported in the network (i.e., upscaling point observations to the entire network). The approximated magnitude of sand delivered from each tributary to the Mekong is controlled by reaches of low transport capacity ("bottlenecks"). These bottlenecks limit the ability to predict transport in the upper parts of the catchment through inverse stochastic approximation, a limitation that could be addressed by targeted monitoring upstream of identified bottlenecks. Nonetheless, bottlenecks also allow a clear partitioning of natural sand deliveries from the 3S to the Mekong, with the Se Kong delivering less (1.9 Mt/yr) and coarser (median grain size: 0.4 mm) sand than the Se San (5.3 Mt/yr, 0.22 mm) and Sre Pok (11 Mt/yr, 0.19 mm).

On the Origins of Suboptimality in Human Probabilistic Inference

PubMed Central

Acerbi, Luigi; Vijayakumar, Sethu; Wolpert, Daniel M.

2014-01-01

Humans have been shown to combine noisy sensory information with previous experience (priors), in qualitative and sometimes quantitative agreement with the statistically-optimal predictions of Bayesian integration. However, when the prior distribution becomes more complex than a simple Gaussian, such as skewed or bimodal, training takes much longer and performance appears suboptimal. It is unclear whether such suboptimality arises from an imprecise internal representation of the complex prior, or from additional constraints in performing probabilistic computations on complex distributions, even when accurately represented. Here we probe the sources of suboptimality in probabilistic inference using a novel estimation task in which subjects are exposed to an explicitly provided distribution, thereby removing the need to remember the prior. Subjects had to estimate the location of a target given a noisy cue and a visual representation of the prior probability density over locations, which changed on each trial. Different classes of priors were examined (Gaussian, unimodal, bimodal). Subjects' performance was in qualitative agreement with the predictions of Bayesian Decision Theory although generally suboptimal. The degree of suboptimality was modulated by statistical features of the priors but was largely independent of the class of the prior and level of noise in the cue, suggesting that suboptimality in dealing with complex statistical features, such as bimodality, may be due to a problem of acquiring the priors rather than computing with them. We performed a factorial model comparison across a large set of Bayesian observer models to identify additional sources of noise and suboptimality. Our analysis rejects several models of stochastic behavior, including probability matching and sample-averaging strategies. Instead we show that subjects' response variability was mainly driven by a combination of a noisy estimation of the parameters of the priors, and by variability in the decision process, which we represent as a noisy or stochastic posterior. PMID:24945142

Adaptive optimal stochastic state feedback control of resistive wall modes in tokamaks

NASA Astrophysics Data System (ADS)

Sun, Z.; Sen, A. K.; Longman, R. W.

2006-01-01

An adaptive optimal stochastic state feedback control is developed to stabilize the resistive wall mode (RWM) instability in tokamaks. The extended least-square method with exponential forgetting factor and covariance resetting is used to identify (experimentally determine) the time-varying stochastic system model. A Kalman filter is used to estimate the system states. The estimated system states are passed on to an optimal state feedback controller to construct control inputs. The Kalman filter and the optimal state feedback controller are periodically redesigned online based on the identified system model. This adaptive controller can stabilize the time-dependent RWM in a slowly evolving tokamak discharge. This is accomplished within a time delay of roughly four times the inverse of the growth rate for the time-invariant model used.

Adaptive Optimal Stochastic State Feedback Control of Resistive Wall Modes in Tokamaks

NASA Astrophysics Data System (ADS)

Sun, Z.; Sen, A. K.; Longman, R. W.

2007-06-01

An adaptive optimal stochastic state feedback control is developed to stabilize the resistive wall mode (RWM) instability in tokamaks. The extended least square method with exponential forgetting factor and covariance resetting is used to identify the time-varying stochastic system model. A Kalman filter is used to estimate the system states. The estimated system states are passed on to an optimal state feedback controller to construct control inputs. The Kalman filter and the optimal state feedback controller are periodically redesigned online based on the identified system model. This adaptive controller can stabilize the time dependent RWM in a slowly evolving tokamak discharge. This is accomplished within a time delay of roughly four times the inverse of the growth rate for the time-invariant model used.

Stochastic kinetic mean field model

NASA Astrophysics Data System (ADS)

Erdélyi, Zoltán; Pasichnyy, Mykola; Bezpalchuk, Volodymyr; Tomán, János J.; Gajdics, Bence; Gusak, Andriy M.

2016-07-01

This paper introduces a new model for calculating the change in time of three-dimensional atomic configurations. The model is based on the kinetic mean field (KMF) approach, however we have transformed that model into a stochastic approach by introducing dynamic Langevin noise. The result is a stochastic kinetic mean field model (SKMF) which produces results similar to the lattice kinetic Monte Carlo (KMC). SKMF is, however, far more cost-effective and easier to implement the algorithm (open source program code is provided on http://skmf.eu website). We will show that the result of one SKMF run may correspond to the average of several KMC runs. The number of KMC runs is inversely proportional to the amplitude square of the noise in SKMF. This makes SKMF an ideal tool also for statistical purposes.

Compensating for estimation smoothing in kriging

USGS Publications Warehouse

Olea, R.A.; Pawlowsky, Vera

1996-01-01

Smoothing is a characteristic inherent to all minimum mean-square-error spatial estimators such as kriging. Cross-validation can be used to detect and model such smoothing. Inversion of the model produces a new estimator-compensated kriging. A numerical comparison based on an exhaustive permeability sampling of a 4-fr2 slab of Berea Sandstone shows that the estimation surface generated by compensated kriging has properties intermediate between those generated by ordinary kriging and stochastic realizations resulting from simulated annealing and sequential Gaussian simulation. The frequency distribution is well reproduced by the compensated kriging surface, which also approximates the experimental semivariogram well - better than ordinary kriging, but not as well as stochastic realizations. Compensated kriging produces surfaces that are more accurate than stochastic realizations, but not as accurate as ordinary kriging. ?? 1996 International Association for Mathematical Geology.

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.

On-line Bayesian model updating for structural health monitoring

NASA Astrophysics Data System (ADS)

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

2018-03-01

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

Hybrid-coded 3D structured illumination imaging with Bayesian estimation (Conference Presentation)

NASA Astrophysics Data System (ADS)

Chen, Hsi-Hsun; Luo, Yuan; Singh, Vijay R.

2016-03-01

Light induced fluorescent microscopy has long been developed to observe and understand the object at microscale, such as cellular sample. However, the transfer function of lense-based imaging system limits the resolution so that the fine and detailed structure of sample cannot be identified clearly. The techniques of resolution enhancement are fascinated to break the limit of resolution for objective given. In the past decades, the resolution enhancement imaging has been investigated through variety of strategies, including photoactivated localization microscopy (PALM), stochastic optical reconstruction microscopy (STORM), stimulated emission depletion (STED), and structure illuminated microscopy (SIM). In those methods, only SIM can intrinsically improve the resolution limit for a system without taking the structure properties of object into account. In this paper, we develop a SIM associated with Bayesian estimation, furthermore, with optical sectioning capability rendered from HiLo processing, resulting the high resolution through 3D volume. This 3D SIM can provide the optical sectioning and resolution enhancement performance, and be robust to noise owing to the Data driven Bayesian estimation reconstruction proposed. For validating the 3D SIM, we show our simulation result of algorithm, and the experimental result demonstrating the 3D resolution enhancement.

Bayesian model-emulation of stochastic gravitational-wave spectra for probes of the final-parsec problem with pulsar-timing arrays

NASA Astrophysics Data System (ADS)

Taylor, Stephen R.; Simon, Joseph; Sampson, Laura

2017-01-01

The final parsec of supermassive black-hole binary evolution is subject to the complex interplay of stellar loss-cone scattering, circumbinary disk accretion, and gravitational-wave emission, with binary eccentricity affected by all of these. The strain spectrum of gravitational-waves in the pulsar-timing band thus encodes rich information about the binary population's response to these various environmental mechanisms. Current spectral models have heretofore followed basic analytic prescriptions, and attempt to investigate these final-parsec mechanisms in an indirect fashion. Here we describe a new technique to directly probe the environmental properties of supermassive black-hole binaries through "Bayesian model-emulation". We perform black-hole binary population synthesis simulations at a restricted set of environmental parameter combinations, compute the strain spectra from these, then train a Gaussian process to learn the shape of the spectrum at any point in parameter space. We describe this technique, demonstrate its efficacy with a program of simulated datasets, then illustrate its power by directly constraining final-parsec physics in a Bayesian analysis of the NANOGrav 5-year dataset. The technique is fast, flexible, and robust.

Bayesian model-emulation of stochastic gravitational-wave spectra for probes of the final-parsec problem with pulsar-timing arrays

NASA Astrophysics Data System (ADS)

Taylor, Stephen; Simon, Joseph; Sampson, Laura

2017-01-01

The final parsec of supermassive black-hole binary evolution is subject to the complex interplay of stellar loss-cone scattering, circumbinary disk accretion, and gravitational-wave emission, with binary eccentricity affected by all of these. The strain spectrum of gravitational-waves in the pulsar-timing band thus encodes rich information about the binary population's response to these various environmental mechanisms. Current spectral models have heretofore followed basic analytic prescriptions, and attempt to investigate these final-parsec mechanisms in an indirect fashion. Here we describe a new technique to directly probe the environmental properties of supermassive black-hole binaries through ``Bayesian model-emulation''. We perform black-hole binary population synthesis simulations at a restricted set of environmental parameter combinations, compute the strain spectra from these, then train a Gaussian process to learn the shape of spectrum at any point in parameter space. We describe this technique, demonstrate its efficacy with a program of simulated datasets, then illustrate its power by directly constraining final-parsec physics in a Bayesian analysis of the NANOGrav 5-year dataset. The technique is fast, flexible, and robust.

Statistical Bayesian method for reliability evaluation based on ADT data

NASA Astrophysics Data System (ADS)

Lu, Dawei; Wang, Lizhi; Sun, Yusheng; Wang, Xiaohong

2018-05-01

Accelerated degradation testing (ADT) is frequently conducted in the laboratory to predict the products’ reliability under normal operating conditions. Two kinds of methods, degradation path models and stochastic process models, are utilized to analyze degradation data and the latter one is the most popular method. However, some limitations like imprecise solution process and estimation result of degradation ratio still exist, which may affect the accuracy of the acceleration model and the extrapolation value. Moreover, the conducted solution of this problem, Bayesian method, lose key information when unifying the degradation data. In this paper, a new data processing and parameter inference method based on Bayesian method is proposed to handle degradation data and solve the problems above. First, Wiener process and acceleration model is chosen; Second, the initial values of degradation model and parameters of prior and posterior distribution under each level is calculated with updating and iteration of estimation values; Third, the lifetime and reliability values are estimated on the basis of the estimation parameters; Finally, a case study is provided to demonstrate the validity of the proposed method. The results illustrate that the proposed method is quite effective and accuracy in estimating the lifetime and reliability of a product.

Bayesian nonparametric adaptive control using Gaussian processes.

PubMed

Chowdhary, Girish; Kingravi, Hassan A; How, Jonathan P; Vela, Patricio A

2015-03-01

Most current model reference adaptive control (MRAC) methods rely on parametric adaptive elements, in which the number of parameters of the adaptive element are fixed a priori, often through expert judgment. An example of such an adaptive element is radial basis function networks (RBFNs), with RBF centers preallocated based on the expected operating domain. If the system operates outside of the expected operating domain, this adaptive element can become noneffective in capturing and canceling the uncertainty, thus rendering the adaptive controller only semiglobal in nature. This paper investigates a Gaussian process-based Bayesian MRAC architecture (GP-MRAC), which leverages the power and flexibility of GP Bayesian nonparametric models of uncertainty. The GP-MRAC does not require the centers to be preallocated, can inherently handle measurement noise, and enables MRAC to handle a broader set of uncertainties, including those that are defined as distributions over functions. We use stochastic stability arguments to show that GP-MRAC guarantees good closed-loop performance with no prior domain knowledge of the uncertainty. Online implementable GP inference methods are compared in numerical simulations against RBFN-MRAC with preallocated centers and are shown to provide better tracking and improved long-term learning.

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.

Selected inversion as key to a stable Langevin evolution across the QCD phase boundary

NASA Astrophysics Data System (ADS)

Bloch, Jacques; Schenk, Olaf

2018-03-01

We present new results of full QCD at nonzero chemical potential. In PRD 92, 094516 (2015) the complex Langevin method was shown to break down when the inverse coupling decreases and enters the transition region from the deconfined to the confined phase. We found that the stochastic technique used to estimate the drift term can be very unstable for indefinite matrices. This may be avoided by using the full inverse of the Dirac operator, which is, however, too costly for four-dimensional lattices. The major breakthrough in this work was achieved by realizing that the inverse elements necessary for the drift term can be computed efficiently using the selected inversion technique provided by the parallel sparse direct solver package PARDISO. In our new study we show that no breakdown of the complex Langevin method is encountered and that simulations can be performed across the phase boundary.

[Study of inversion and classification of particle size distribution under dependent model algorithm].

PubMed

Sun, Xiao-Gang; Tang, Hong; Yuan, Gui-Bin

2008-05-01

For the total light scattering particle sizing technique, an inversion and classification method was proposed with the dependent model algorithm. The measured particle system was inversed simultaneously by different particle distribution functions whose mathematic model was known in advance, and then classified according to the inversion errors. The simulation experiments illustrated that it is feasible to use the inversion errors to determine the particle size distribution. The particle size distribution function was obtained accurately at only three wavelengths in the visible light range with the genetic algorithm, and the inversion results were steady and reliable, which decreased the number of multi wavelengths to the greatest extent and increased the selectivity of light source. The single peak distribution inversion error was less than 5% and the bimodal distribution inversion error was less than 10% when 5% stochastic noise was put in the transmission extinction measurement values at two wavelengths. The running time of this method was less than 2 s. The method has advantages of simplicity, rapidity, and suitability for on-line particle size measurement.

Mathematic and the Quest for Fundamental Principles of Biology

DTIC Science & Technology

2017-05-05

stochasticity as part of the process, rather than as extrinsic noise. In some sense, like all organisms, we must continually solve inverse problems...predictions that could not be made before, ideally while simultaneously elucidating new mechanisms and proposing new experiments. The meeting concluded with

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 ...

Parameter Estimation for Geoscience Applications Using a Measure-Theoretic Approach

NASA Astrophysics Data System (ADS)

Dawson, C.; Butler, T.; Mattis, S. A.; Graham, L.; Westerink, J. J.; Vesselinov, V. V.; Estep, D.

2016-12-01

Effective modeling of complex physical systems arising in the geosciences is dependent on knowing parameters which are often difficult or impossible to measure in situ. In this talk we focus on two such problems, estimating parameters for groundwater flow and contaminant transport, and estimating parameters within a coastal ocean model. The approach we will describe, proposed by collaborators D. Estep, T. Butler and others, is based on a novel stochastic inversion technique based on measure theory. In this approach, given a probability space on certain observable quantities of interest, one searches for the sets of highest probability in parameter space which give rise to these observables. When viewed as mappings between sets, the stochastic inversion problem is well-posed in certain settings, but there are computational challenges related to the set construction. We will focus the talk on estimating scalar parameters and fields in a contaminant transport setting, and in estimating bottom friction in a complicated near-shore coastal application.

A single promoter inversion switches Photorhabdus between pathogenic and mutualistic states.

PubMed

Somvanshi, Vishal S; Sloup, Rudolph E; Crawford, Jason M; Martin, Alexander R; Heidt, Anthony J; Kim, Kwi-suk; Clardy, Jon; Ciche, Todd A

2012-07-06

Microbial populations stochastically generate variants with strikingly different properties, such as virulence or avirulence and antibiotic tolerance or sensitivity. Photorhabdus luminescens bacteria have a variable life history in which they alternate between pathogens to a wide variety of insects and mutualists to their specific host nematodes. Here, we show that the P. luminescens pathogenic variant (P form) switches to a smaller-cell variant (M form) to initiate mutualism in host nematode intestines. A stochastic promoter inversion causes the switch between the two distinct forms. M-form cells are much smaller (one-seventh the volume), slower growing, and less bioluminescent than P-form cells; they are also avirulent and produce fewer secondary metabolites. Observations of form switching by individual cells in nematodes revealed that the M form persisted in maternal nematode intestines, were the first cells to colonize infective juvenile (IJ) offspring, and then switched to P form in the IJ intestine, which armed these nematodes for the next cycle of insect infection.

A stochastic vortex structure method for interacting particles in turbulent shear flows

NASA Astrophysics Data System (ADS)

Dizaji, Farzad F.; Marshall, Jeffrey S.; Grant, John R.

2018-01-01

In a recent study, we have proposed a new synthetic turbulence method based on stochastic vortex structures (SVSs), and we have demonstrated that this method can accurately predict particle transport, collision, and agglomeration in homogeneous, isotropic turbulence in comparison to direct numerical simulation results. The current paper extends the SVS method to non-homogeneous, anisotropic turbulence. The key element of this extension is a new inversion procedure, by which the vortex initial orientation can be set so as to generate a prescribed Reynolds stress field. After validating this inversion procedure for simple problems, we apply the SVS method to the problem of interacting particle transport by a turbulent planar jet. Measures of the turbulent flow and of particle dispersion, clustering, and collision obtained by the new SVS simulations are shown to compare well with direct numerical simulation results. The influence of different numerical parameters, such as number of vortices and vortex lifetime, on the accuracy of the SVS predictions is also examined.

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.

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

PubMed Central

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

2014-01-01

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

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.

Stochastic inversion of ocean color data using the cross-entropy method.

PubMed

Salama, Mhd Suhyb; Shen, Fang

2010-01-18

Improving the inversion of ocean color data is an ever continuing effort to increase the accuracy of derived inherent optical properties. In this paper we present a stochastic inversion algorithm to derive inherent optical properties from ocean color, ship and space borne data. The inversion algorithm is based on the cross-entropy method where sets of inherent optical properties are generated and converged to the optimal set using iterative process. The algorithm is validated against four data sets: simulated, noisy simulated in-situ measured and satellite match-up data sets. Statistical analysis of validation results is based on model-II regression using five goodness-of-fit indicators; only R2 and root mean square of error (RMSE) are mentioned hereafter. Accurate values of total absorption coefficient are derived with R2 > 0.91 and RMSE, of log transformed data, less than 0.55. Reliable values of the total backscattering coefficient are also obtained with R2 > 0.7 (after removing outliers) and RMSE < 0.37. The developed algorithm has the ability to derive reliable results from noisy data with R2 above 0.96 for the total absorption and above 0.84 for the backscattering coefficients. The algorithm is self contained and easy to implement and modify to derive the variability of chlorophyll-a absorption that may correspond to different phytoplankton species. It gives consistently accurate results and is therefore worth considering for ocean color global products.

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.

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.

Management of Listeria monocytogenes in fermented sausages using the Food Safety Objective concept underpinned by stochastic modeling and meta-analysis.

PubMed

Mataragas, M; Alessandria, V; Rantsiou, K; Cocolin, L

2015-08-01

In the present work, a demonstration is made on how the risk from the presence of Listeria monocytogenes in fermented sausages can be managed using the concept of Food Safety Objective (FSO) aided by stochastic modeling (Bayesian analysis and Monte Carlo simulation) and meta-analysis. For this purpose, the ICMSF equation was used, which combines the initial level (H0) of the hazard and its subsequent reduction (ΣR) and/or increase (ΣI) along the production chain. Each element of the equation was described by a distribution to investigate the effect not only of the level of the hazard, but also the effect of the accompanying variability. The distribution of each element was determined by Bayesian modeling (H0) and meta-analysis (ΣR and ΣI). The output was a normal distribution N(-5.36, 2.56) (log cfu/g) from which the percentage of the non-conforming products, i.e. the fraction above the FSO of 2 log cfu/g, was estimated at 0.202%. Different control measures were examined such as lowering initial L. monocytogenes level and inclusion of an additional killing step along the process resulting in reduction of the non-conforming products from 0.195% to 0.003% based on the mean and/or square-root change of the normal distribution, and 0.001%, respectively. Copyright © 2015 Elsevier Ltd. All rights reserved.

On the role of dimensionality and sample size for unstructured and structured covariance matrix estimation

NASA Technical Reports Server (NTRS)

Morgera, S. D.; Cooper, D. B.

1976-01-01

The experimental observation that a surprisingly small sample size vis-a-vis dimension is needed to achieve good signal-to-interference ratio (SIR) performance with an adaptive predetection filter is explained. The adaptive filter requires estimates as obtained by a recursive stochastic algorithm of the inverse of the filter input data covariance matrix. The SIR performance with sample size is compared for the situations where the covariance matrix estimates are of unstructured (generalized) form and of structured (finite Toeplitz) form; the latter case is consistent with weak stationarity of the input data stochastic process.

Stochastic series expansion simulation of the t -V model

NASA Astrophysics Data System (ADS)

Wang, Lei; Liu, Ye-Hua; Troyer, Matthias

2016-04-01

We present an algorithm for the efficient simulation of the half-filled spinless t -V model on bipartite lattices, which combines the stochastic series expansion method with determinantal quantum Monte Carlo techniques widely used in fermionic simulations. The algorithm scales linearly in the inverse temperature, cubically with the system size, and is free from the time-discretization error. We use it to map out the finite-temperature phase diagram of the spinless t -V model on the honeycomb lattice and observe a suppression of the critical temperature of the charge-density-wave phase in the vicinity of a fermionic quantum critical point.

Uncertainty quantification and validation of 3D lattice scaffolds for computer-aided biomedical applications.

PubMed

Gorguluarslan, Recep M; Choi, Seung-Kyum; Saldana, Christopher J

2017-07-01

A methodology is proposed for uncertainty quantification and validation to accurately predict the mechanical response of lattice structures used in the design of scaffolds. Effective structural properties of the scaffolds are characterized using a developed multi-level stochastic upscaling process that propagates the quantified uncertainties at strut level to the lattice structure level. To obtain realistic simulation models for the stochastic upscaling process and minimize the experimental cost, high-resolution finite element models of individual struts were reconstructed from the micro-CT scan images of lattice structures which are fabricated by selective laser melting. The upscaling method facilitates the process of determining homogenized strut properties to reduce the computational cost of the detailed simulation model for the scaffold. Bayesian Information Criterion is utilized to quantify the uncertainties with parametric distributions based on the statistical data obtained from the reconstructed strut models. A systematic validation approach that can minimize the experimental cost is also developed to assess the predictive capability of the stochastic upscaling method used at the strut level and lattice structure level. In comparison with physical compression test results, the proposed methodology of linking the uncertainty quantification with the multi-level stochastic upscaling method enabled an accurate prediction of the elastic behavior of the lattice structure with minimal experimental cost by accounting for the uncertainties induced by the additive manufacturing process. Copyright © 2017 Elsevier Ltd. All rights reserved.

Exact solution of a model DNA-inversion genetic switch with orientational control.

PubMed

Visco, Paolo; Allen, Rosalind J; Evans, Martin R

2008-09-12

DNA inversion is an important mechanism by which bacteria and bacteriophage switch reversibly between phenotypic states. In such switches, the orientation of a short DNA element is flipped by a site-specific recombinase enzyme. We propose a simple model for a DNA-inversion switch in which recombinase production is dependent on the switch state (orientational control). Our model is inspired by the fim switch in E. coli. We present an exact analytical solution of the chemical master equation for the model switch, as well as stochastic simulations. Orientational control causes the switch to deviate from Poissonian behavior: the distribution of times in the on state shows a peak and successive flip times are correlated.

Probabilistic inference of ecohydrological parameters using observations from point to satellite scales

NASA Astrophysics Data System (ADS)

Bassiouni, Maoya; Higgins, Chad W.; Still, Christopher J.; Good, Stephen P.

2018-06-01

Vegetation controls on soil moisture dynamics are challenging to measure and translate into scale- and site-specific ecohydrological parameters for simple soil water balance models. We hypothesize that empirical probability density functions (pdfs) of relative soil moisture or soil saturation encode sufficient information to determine these ecohydrological parameters. Further, these parameters can be estimated through inverse modeling of the analytical equation for soil saturation pdfs, derived from the commonly used stochastic soil water balance framework. We developed a generalizable Bayesian inference framework to estimate ecohydrological parameters consistent with empirical soil saturation pdfs derived from observations at point, footprint, and satellite scales. We applied the inference method to four sites with different land cover and climate assuming (i) an annual rainfall pattern and (ii) a wet season rainfall pattern with a dry season of negligible rainfall. The Nash-Sutcliffe efficiencies of the analytical model's fit to soil observations ranged from 0.89 to 0.99. The coefficient of variation of posterior parameter distributions ranged from < 1 to 15 %. The parameter identifiability was not significantly improved in the more complex seasonal model; however, small differences in parameter values indicate that the annual model may have absorbed dry season dynamics. Parameter estimates were most constrained for scales and locations at which soil water dynamics are more sensitive to the fitted ecohydrological parameters of interest. In these cases, model inversion converged more slowly but ultimately provided better goodness of fit and lower uncertainty. Results were robust using as few as 100 daily observations randomly sampled from the full records, demonstrating the advantage of analyzing soil saturation pdfs instead of time series to estimate ecohydrological parameters from sparse records. Our work combines modeling and empirical approaches in ecohydrology and provides a simple framework to obtain scale- and site-specific analytical descriptions of soil moisture dynamics consistent with soil moisture observations.

From Inverse Problems in Mathematical Physiology to Quantitative Differential Diagnoses

PubMed Central

Zenker, Sven; Rubin, Jonathan; Clermont, Gilles

2007-01-01

The improved capacity to acquire quantitative data in a clinical setting has generally failed to improve outcomes in acutely ill patients, suggesting a need for advances in computer-supported data interpretation and decision making. In particular, the application of mathematical models of experimentally elucidated physiological mechanisms could augment the interpretation of quantitative, patient-specific information and help to better target therapy. Yet, such models are typically complex and nonlinear, a reality that often precludes the identification of unique parameters and states of the model that best represent available data. Hypothesizing that this non-uniqueness can convey useful information, we implemented a simplified simulation of a common differential diagnostic process (hypotension in an acute care setting), using a combination of a mathematical model of the cardiovascular system, a stochastic measurement model, and Bayesian inference techniques to quantify parameter and state uncertainty. The output of this procedure is a probability density function on the space of model parameters and initial conditions for a particular patient, based on prior population information together with patient-specific clinical observations. We show that multimodal posterior probability density functions arise naturally, even when unimodal and uninformative priors are used. The peaks of these densities correspond to clinically relevant differential diagnoses and can, in the simplified simulation setting, be constrained to a single diagnosis by assimilating additional observations from dynamical interventions (e.g., fluid challenge). We conclude that the ill-posedness of the inverse problem in quantitative physiology is not merely a technical obstacle, but rather reflects clinical reality and, when addressed adequately in the solution process, provides a novel link between mathematically described physiological knowledge and the clinical concept of differential diagnoses. We outline possible steps toward translating this computational approach to the bedside, to supplement today's evidence-based medicine with a quantitatively founded model-based medicine that integrates mechanistic knowledge with patient-specific information. PMID:17997590

Robust Hydrological Forecasting for High-resolution Distributed Models Using a Unified Data Assimilation Approach

NASA Astrophysics Data System (ADS)

Hernandez, F.; Liang, X.

2017-12-01

Reliable real-time hydrological forecasting, to predict important phenomena such as floods, is invaluable to the society. However, modern high-resolution distributed models have faced challenges when dealing with uncertainties that are caused by the large number of parameters and initial state estimations involved. Therefore, to rely on these high-resolution models for critical real-time forecast applications, considerable improvements on the parameter and initial state estimation techniques must be made. In this work we present a unified data assimilation algorithm called Optimized PareTo Inverse Modeling through Inverse STochastic Search (OPTIMISTS) to deal with the challenge of having robust flood forecasting for high-resolution distributed models. This new algorithm combines the advantages of particle filters and variational methods in a unique way to overcome their individual weaknesses. The analysis of candidate particles compares model results with observations in a flexible time frame, and a multi-objective approach is proposed which attempts to simultaneously minimize differences with the observations and departures from the background states by using both Bayesian sampling and non-convex evolutionary optimization. Moreover, the resulting Pareto front is given a probabilistic interpretation through kernel density estimation to create a non-Gaussian distribution of the states. OPTIMISTS was tested on a low-resolution distributed land surface model using VIC (Variable Infiltration Capacity) and on a high-resolution distributed hydrological model using the DHSVM (Distributed Hydrology Soil Vegetation Model). In the tests streamflow observations are assimilated. OPTIMISTS was also compared with a traditional particle filter and a variational method. Results show that our method can reliably produce adequate forecasts and that it is able to outperform those resulting from assimilating the observations using a particle filter or an evolutionary 4D variational method alone. In addition, our method is shown to be efficient in tackling high-resolution applications with robust results.

Uncertainties in the 2004 Sumatra–Andaman source through nonlinear stochastic inversion of tsunami waves

PubMed Central

Venugopal, M.; Roy, D.; Rajendran, K.; Guillas, S.; Dias, F.

2017-01-01

Numerical inversions for earthquake source parameters from tsunami wave data usually incorporate subjective elements to stabilize the search. In addition, noisy and possibly insufficient data result in instability and non-uniqueness in most deterministic inversions, which are barely acknowledged. Here, we employ the satellite altimetry data for the 2004 Sumatra–Andaman tsunami event to invert the source parameters. We also include kinematic parameters that improve the description of tsunami generation and propagation, especially near the source. Using a finite fault model that represents the extent of rupture and the geometry of the trench, we perform a new type of nonlinear joint inversion of the slips, rupture velocities and rise times with minimal a priori constraints. Despite persistently good waveform fits, large uncertainties in the joint parameter distribution constitute a remarkable feature of the inversion. These uncertainties suggest that objective inversion strategies should incorporate more sophisticated physical models of seabed deformation in order to significantly improve the performance of early warning systems. PMID:28989311

Uncertainties in the 2004 Sumatra-Andaman source through nonlinear stochastic inversion of tsunami waves.

PubMed

Gopinathan, D; Venugopal, M; Roy, D; Rajendran, K; Guillas, S; Dias, F

2017-09-01

Numerical inversions for earthquake source parameters from tsunami wave data usually incorporate subjective elements to stabilize the search. In addition, noisy and possibly insufficient data result in instability and non-uniqueness in most deterministic inversions, which are barely acknowledged. Here, we employ the satellite altimetry data for the 2004 Sumatra-Andaman tsunami event to invert the source parameters. We also include kinematic parameters that improve the description of tsunami generation and propagation, especially near the source. Using a finite fault model that represents the extent of rupture and the geometry of the trench, we perform a new type of nonlinear joint inversion of the slips, rupture velocities and rise times with minimal a priori constraints. Despite persistently good waveform fits, large uncertainties in the joint parameter distribution constitute a remarkable feature of the inversion. These uncertainties suggest that objective inversion strategies should incorporate more sophisticated physical models of seabed deformation in order to significantly improve the performance of early warning systems.

Application of stochastic inversion in auroral tomography

NASA Astrophysics Data System (ADS)

Nygrén, T.; Markkanen, M.; Lehtinen, M.; Kaila, K.

1996-11-01

A software package originally developed for satellite radio tomography is briefly introduced and its use in two-dimensional auroral tomography is described. The method is based on stochastic inversion, i.e. finding the most probable values of the unknown volume emission rates once the optical measurements are made using either a scanning photometer or an auroral camera. A set of simulation results is shown for a different number and separations of optical instruments at ground level. It is observed that arcs with a thickness of a few kilometers and separated by a few tens of kilometers are easily reconstructed. The maximum values of the inversion results, however, are often weaker than in the model. The most obvious reason for this is the grid size, which cannot be much smaller than the arc thickness. The grid necessarily generates a spatial averaging effect broadening the arc cross-sections and reducing the peak values. Finally, results from TV-camera observations at Tromsø and Esrange are shown. Although these sites are separated by more than 200 km, arcs close to Tromsø have been successfully reconstructed. Acknowledgements. The work done by P. Henelius and E. Vilenius in programme development is gratefully acknowledged. Topical Editor D. Alcayde thanks I. Pryse and A. Vallance-Jones for their help in evaluating this paper.--> Correspondence to: T. Nygrén-->

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.

Combined inverse-forward artificial neural networks for fast and accurate estimation of the diffusion coefficients of cartilage based on multi-physics models.

PubMed

Arbabi, Vahid; Pouran, Behdad; Weinans, Harrie; Zadpoor, Amir A

2016-09-06

Analytical and numerical methods have been used to extract essential engineering parameters such as elastic modulus, Poisson׳s ratio, permeability and diffusion coefficient from experimental data in various types of biological tissues. The major limitation associated with analytical techniques is that they are often only applicable to problems with simplified assumptions. Numerical multi-physics methods, on the other hand, enable minimizing the simplified assumptions but require substantial computational expertise, which is not always available. In this paper, we propose a novel approach that combines inverse and forward artificial neural networks (ANNs) which enables fast and accurate estimation of the diffusion coefficient of cartilage without any need for computational modeling. In this approach, an inverse ANN is trained using our multi-zone biphasic-solute finite-bath computational model of diffusion in cartilage to estimate the diffusion coefficient of the various zones of cartilage given the concentration-time curves. Robust estimation of the diffusion coefficients, however, requires introducing certain levels of stochastic variations during the training process. Determining the required level of stochastic variation is performed by coupling the inverse ANN with a forward ANN that receives the diffusion coefficient as input and returns the concentration-time curve as output. Combined together, forward-inverse ANNs enable computationally inexperienced users to obtain accurate and fast estimation of the diffusion coefficients of cartilage zones. The diffusion coefficients estimated using the proposed approach are compared with those determined using direct scanning of the parameter space as the optimization approach. It has been shown that both approaches yield comparable results. Copyright © 2016 Elsevier Ltd. All rights reserved.

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

NASA Astrophysics Data System (ADS)

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

2010-05-01

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

Revisiting the 2004 Sumatra-Andaman earthquake in a Bayesian framework

NASA Astrophysics Data System (ADS)

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

2015-12-01

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

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

NASA Astrophysics Data System (ADS)

JafarGandomi, Arash; Binley, Andrew

2013-09-01

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

Precisely and Accurately Inferring Single-Molecule Rate Constants

PubMed Central

Kinz-Thompson, Colin D.; Bailey, Nevette A.; Gonzalez, Ruben L.

2017-01-01

The kinetics of biomolecular systems can be quantified by calculating the stochastic rate constants that govern the biomolecular state versus time trajectories (i.e., state trajectories) of individual biomolecules. To do so, the experimental signal versus time trajectories (i.e., signal trajectories) obtained from observing individual biomolecules are often idealized to generate state trajectories by methods such as thresholding or hidden Markov modeling. Here, we discuss approaches for idealizing signal trajectories and calculating stochastic rate constants from the resulting state trajectories. Importantly, we provide an analysis of how the finite length of signal trajectories restrict the precision of these approaches, and demonstrate how Bayesian inference-based versions of these approaches allow rigorous determination of this precision. Similarly, we provide an analysis of how the finite lengths and limited time resolutions of signal trajectories restrict the accuracy of these approaches, and describe methods that, by accounting for the effects of the finite length and limited time resolution of signal trajectories, substantially improve this accuracy. Collectively, therefore, the methods we consider here enable a rigorous assessment of the precision, and a significant enhancement of the accuracy, with which stochastic rate constants can be calculated from single-molecule signal trajectories. PMID:27793280

The role of simulated small-scale ocean variability in inverse computations for ocean acoustic tomography.

PubMed

Dushaw, Brian D; Sagen, Hanne

2017-12-01

Ocean acoustic tomography depends on a suitable reference ocean environment with which to set the basic parameters of the inverse problem. Some inverse problems may require a reference ocean that includes the small-scale variations from internal waves, small mesoscale, or spice. Tomographic inversions that employ data of stable shadow zone arrivals, such as those that have been observed in the North Pacific and Canary Basin, are an example. Estimating temperature from the unique acoustic data that have been obtained in Fram Strait is another example. The addition of small-scale variability to augment a smooth reference ocean is essential to understanding the acoustic forward problem in these cases. Rather than a hindrance, the stochastic influences of the small scale can be exploited to obtain accurate inverse estimates. Inverse solutions are readily obtained, and they give computed arrival patterns that matched the observations. The approach is not ad hoc, but universal, and it has allowed inverse estimates for ocean temperature variations in Fram Strait to be readily computed on several acoustic paths for which tomographic data were obtained.

Energy diffusion controlled reaction rate of reacting particle driven by broad-band noise

NASA Astrophysics Data System (ADS)

Deng, M. L.; Zhu, W. Q.

2007-10-01

The energy diffusion controlled reaction rate of a reacting particle with linear weak damping and broad-band noise excitation is studied by using the stochastic averaging method. First, the stochastic averaging method for strongly nonlinear oscillators under broad-band noise excitation using generalized harmonic functions is briefly introduced. Then, the reaction rate of the classical Kramers' reacting model with linear weak damping and broad-band noise excitation is investigated by using the stochastic averaging method. The averaged Itô stochastic differential equation describing the energy diffusion and the Pontryagin equation governing the mean first-passage time (MFPT) are established. The energy diffusion controlled reaction rate is obtained as the inverse of the MFPT by solving the Pontryagin equation. The results of two special cases of broad-band noises, i.e. the harmonic noise and the exponentially corrected noise, are discussed in details. It is demonstrated that the general expression of reaction rate derived by the authors can be reduced to the classical ones via linear approximation and high potential barrier approximation. The good agreement with the results of the Monte Carlo simulation verifies that the reaction rate can be well predicted using the stochastic averaging method.

Bayesian Analysis of Biogeography when the Number of Areas is Large

PubMed Central

Landis, Michael J.; Matzke, Nicholas J.; Moore, Brian R.; Huelsenbeck, John P.

2013-01-01

Historical biogeography is increasingly studied from an explicitly statistical perspective, using stochastic models to describe the evolution of species range as a continuous-time Markov process of dispersal between and extinction within a set of discrete geographic areas. The main constraint of these methods is the computational limit on the number of areas that can be specified. We propose a Bayesian approach for inferring biogeographic history that extends the application of biogeographic models to the analysis of more realistic problems that involve a large number of areas. Our solution is based on a “data-augmentation” approach, in which we first populate the tree with a history of biogeographic events that is consistent with the observed species ranges at the tips of the tree. We then calculate the likelihood of a given history by adopting a mechanistic interpretation of the instantaneous-rate matrix, which specifies both the exponential waiting times between biogeographic events and the relative probabilities of each biogeographic change. We develop this approach in a Bayesian framework, marginalizing over all possible biogeographic histories using Markov chain Monte Carlo (MCMC). Besides dramatically increasing the number of areas that can be accommodated in a biogeographic analysis, our method allows the parameters of a given biogeographic model to be estimated and different biogeographic models to be objectively compared. Our approach is implemented in the program, BayArea. [ancestral area analysis; Bayesian biogeographic inference; data augmentation; historical biogeography; Markov chain Monte Carlo.] PMID:23736102