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.
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.
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.
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.
Prediction and assimilation of surf-zone processes using a Bayesian network: Part II: Inverse models
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.
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.
NASA Technical Reports Server (NTRS)
Jewell, Jeffrey B.; Raymond, C.; Smrekar, S.; Millbury, C.
2004-01-01
This viewgraph presentation reviews a Bayesian approach to the inversion of gravity and magnetic data with specific application to the Ismenius Area of Mars. Many inverse problems encountered in geophysics and planetary science are well known to be non-unique (i.e. inversion of gravity the density structure of a body). In hopes of reducing the non-uniqueness of solutions, there has been interest in the joint analysis of data. An example is the joint inversion of gravity and magnetic data, with the assumption that the same physical anomalies generate both the observed magnetic and gravitational anomalies. In this talk, we formulate the joint analysis of different types of data in a Bayesian framework and apply the formalism to the inference of the density and remanent magnetization structure for a local region in the Ismenius area of Mars. The Bayesian approach allows prior information or constraints in the solutions to be incorporated in the inversion, with the "best" solutions those whose forward predictions most closely match the data while remaining consistent with assumed constraints. The application of this framework to the inversion of gravity and magnetic data on Mars reveals two typical challenges - the forward predictions of the data have a linear dependence on some of the quantities of interest, and non-linear dependence on others (termed the "linear" and "non-linear" variables, respectively). For observations with Gaussian noise, a Bayesian approach to inversion for "linear" variables reduces to a linear filtering problem, with an explicitly computable "error" matrix. However, for models whose forward predictions have non-linear dependencies, inference is no longer given by such a simple linear problem, and moreover, the uncertainty in the solution is no longer completely specified by a computable "error matrix". It is therefore important to develop methods for sampling from the full Bayesian posterior to provide a complete and statistically consistent picture of model uncertainty, and what has been learned from observations. We will discuss advanced numerical techniques, including Monte Carlo Markov
Bayesian Inversion of 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.
Sparse-grid, reduced-basis Bayesian inversion: Nonaffine-parametric nonlinear equations
DOE Office of Scientific and Technical Information (OSTI.GOV)
Chen, Peng, E-mail: peng@ices.utexas.edu; Schwab, Christoph, E-mail: christoph.schwab@sam.math.ethz.ch
2016-07-01
We extend the reduced basis (RB) accelerated Bayesian inversion methods for affine-parametric, linear operator equations which are considered in [16,17] to non-affine, nonlinear parametric operator equations. We generalize the analysis of sparsity of parametric forward solution maps in [20] and of Bayesian inversion in [48,49] to the fully discrete setting, including Petrov–Galerkin high-fidelity (“HiFi”) discretization of the forward maps. We develop adaptive, stochastic collocation based reduction methods for the efficient computation of reduced bases on the parametric solution manifold. The nonaffinity and nonlinearity with respect to (w.r.t.) the distributed, uncertain parameters and the unknown solution is collocated; specifically, by themore » so-called Empirical Interpolation Method (EIM). For the corresponding Bayesian inversion problems, computational efficiency is enhanced in two ways: first, expectations w.r.t. the posterior are computed by adaptive quadratures with dimension-independent convergence rates proposed in [49]; the present work generalizes [49] to account for the impact of the PG discretization in the forward maps on the convergence rates of the Quantities of Interest (QoI for short). Second, we propose to perform the Bayesian estimation only w.r.t. a parsimonious, RB approximation of the posterior density. Based on the approximation results in [49], the infinite-dimensional parametric, deterministic forward map and operator admit N-term RB and EIM approximations which converge at rates which depend only on the sparsity of the parametric forward map. In several numerical experiments, the proposed algorithms exhibit dimension-independent convergence rates which equal, at least, the currently known rate estimates for N-term approximation. We propose to accelerate Bayesian estimation by first offline construction of reduced basis surrogates of the Bayesian posterior density. The parsimonious surrogates can then be employed for online data assimilation and for Bayesian estimation. They also open a perspective for optimal experimental design.« less
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
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
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
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 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.
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
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
NASA Astrophysics Data System (ADS)
Chen, Mingjie; Izady, Azizallah; Abdalla, Osman A.; Amerjeed, Mansoor
2018-02-01
Bayesian inference using Markov Chain Monte Carlo (MCMC) provides an explicit framework for stochastic calibration of hydrogeologic models accounting for uncertainties; however, the MCMC sampling entails a large number of model calls, and could easily become computationally unwieldy if the high-fidelity hydrogeologic model simulation is time consuming. This study proposes a surrogate-based Bayesian framework to address this notorious issue, and illustrates the methodology by inverse modeling a regional MODFLOW model. The high-fidelity groundwater model is approximated by a fast statistical model using Bagging Multivariate Adaptive Regression Spline (BMARS) algorithm, and hence the MCMC sampling can be efficiently performed. In this study, the MODFLOW model is developed to simulate the groundwater flow in an arid region of Oman consisting of mountain-coast aquifers, and used to run representative simulations to generate training dataset for BMARS model construction. A BMARS-based Sobol' method is also employed to efficiently calculate input parameter sensitivities, which are used to evaluate and rank their importance for the groundwater flow model system. According to sensitivity analysis, insensitive parameters are screened out of Bayesian inversion of the MODFLOW model, further saving computing efforts. The posterior probability distribution of input parameters is efficiently inferred from the prescribed prior distribution using observed head data, demonstrating that the presented BMARS-based Bayesian framework is an efficient tool to reduce parameter uncertainties of a groundwater system.
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.
Bayesian image reconstruction for improving detection performance of muon tomography.
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.
Bayesian approach to inverse statistical mechanics.
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.
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.
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.
NASA Astrophysics Data System (ADS)
Köpke, Corinna; Irving, James; Elsheikh, Ahmed H.
2018-06-01
Bayesian solutions to geophysical and hydrological inverse problems are dependent upon a forward model linking subsurface physical properties to measured data, which is typically assumed to be perfectly known in the inversion procedure. However, to make the stochastic solution of the inverse problem computationally tractable using methods such as Markov-chain-Monte-Carlo (MCMC), fast approximations of the forward model are commonly employed. This gives rise to model error, which has the potential to significantly bias posterior statistics if not properly accounted for. Here, we present a new methodology for dealing with the model error arising from the use of approximate forward solvers in Bayesian solutions to hydrogeophysical inverse problems. Our approach is geared towards the common case where this error cannot be (i) effectively characterized through some parametric statistical distribution; or (ii) estimated by interpolating between a small number of computed model-error realizations. To this end, we focus on identification and removal of the model-error component of the residual during MCMC using a projection-based approach, whereby the orthogonal basis employed for the projection is derived in each iteration from the K-nearest-neighboring entries in a model-error dictionary. The latter is constructed during the inversion and grows at a specified rate as the iterations proceed. We demonstrate the performance of our technique on the inversion of synthetic crosshole ground-penetrating radar travel-time data considering three different subsurface parameterizations of varying complexity. Synthetic data are generated using the eikonal equation, whereas a straight-ray forward model is assumed for their inversion. In each case, our developed approach enables us to remove posterior bias and obtain a more realistic characterization of uncertainty.
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.
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.
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.
Gunji, Yukio-Pegio; Shinohara, Shuji; Haruna, Taichi; Basios, Vasileios
2017-02-01
To overcome the dualism between mind and matter and to implement consciousness in science, a physical entity has to be embedded with a measurement process. Although quantum mechanics have been regarded as a candidate for implementing consciousness, nature at its macroscopic level is inconsistent with quantum mechanics. We propose a measurement-oriented inference system comprising Bayesian and inverse Bayesian inferences. While Bayesian inference contracts probability space, the newly defined inverse one relaxes the space. These two inferences allow an agent to make a decision corresponding to an immediate change in their environment. They generate a particular pattern of joint probability for data and hypotheses, comprising multiple diagonal and noisy matrices. This is expressed as a nondistributive orthomodular lattice equivalent to quantum logic. We also show that an orthomodular lattice can reveal information generated by inverse syllogism as well as the solutions to the frame and symbol-grounding problems. Our model is the first to connect macroscopic cognitive processes with the mathematical structure of quantum mechanics with no additional assumptions. Copyright © 2016 Elsevier Ireland Ltd. All rights reserved.
Model selection and Bayesian inference for high-resolution seabed reflection inversion.
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.
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.
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.
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.
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.
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.
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.
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.
Inference of emission rates from multiple sources using Bayesian probability theory.
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.
NASA Astrophysics Data System (ADS)
Volkov, D.
2017-12-01
We introduce an algorithm for the simultaneous reconstruction of faults and slip fields on those faults. We define a regularized functional to be minimized for the reconstruction. We prove that the minimum of that functional converges to the unique solution of the related fault inverse problem. Due to inherent uncertainties in measurements, rather than seeking a deterministic solution to the fault inverse problem, we consider a Bayesian approach. The advantage of such an approach is that we obtain a way of quantifying uncertainties as part of our final answer. On the downside, this Bayesian approach leads to a very large computation. To contend with the size of this computation we developed an algorithm for the numerical solution to the stochastic minimization problem which can be easily implemented on a parallel multi-core platform and we discuss techniques to save on computational time. After showing how this algorithm performs on simulated data and assessing the effect of noise, we apply it to measured data. The data was recorded during a slow slip event in Guerrero, Mexico.
We investigated the use of output from Bayesian stable isotope mixing models as constraints for a linear inverse food web model of a temperate intertidal seagrass system in the Marennes-Oléron Bay, France. Linear inverse modeling (LIM) is a technique that estimates a complete net...
Bayesian 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.
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.
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.
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.
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.
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.
Bayesian inference for disease prevalence using negative binomial group testing
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
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
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
Dependence of paracentric inversion rate on tract length.
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
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
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
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.
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.
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.
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.
Free will in Bayesian and inverse Bayesian inference-driven endo-consciousness.
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.
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.
Parallelized Bayesian inversion for three-dimensional dental X-ray imaging.
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.
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.
Real-time inversions for finite fault slip models and rupture geometry based on high-rate GPS data
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.
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.
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…
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.
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.
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.
NASA Astrophysics Data System (ADS)
Sun, Jianbao; Shen, Zheng-Kang; Bürgmann, Roland; Wang, Min; Chen, Lichun; Xu, Xiwei
2013-08-01
develop a three-step maximum a posteriori probability method for coseismic rupture inversion, which aims at maximizing the a posterior probability density function (PDF) of elastic deformation solutions of earthquake rupture. The method originates from the fully Bayesian inversion and mixed linear-nonlinear Bayesian inversion methods and shares the same posterior PDF with them, while overcoming difficulties with convergence when large numbers of low-quality data are used and greatly improving the convergence rate using optimization procedures. A highly efficient global optimization algorithm, adaptive simulated annealing, is used to search for the maximum of a posterior PDF ("mode" in statistics) in the first step. The second step inversion approaches the "true" solution further using the Monte Carlo inversion technique with positivity constraints, with all parameters obtained from the first step as the initial solution. Then slip artifacts are eliminated from slip models in the third step using the same procedure of the second step, with fixed fault geometry parameters. We first design a fault model with 45° dip angle and oblique slip, and produce corresponding synthetic interferometric synthetic aperture radar (InSAR) data sets to validate the reliability and efficiency of the new method. We then apply this method to InSAR data inversion for the coseismic slip distribution of the 14 April 2010 Mw 6.9 Yushu, China earthquake. Our preferred slip model is composed of three segments with most of the slip occurring within 15 km depth and the maximum slip reaches 1.38 m at the surface. The seismic moment released is estimated to be 2.32e+19 Nm, consistent with the seismic estimate of 2.50e+19 Nm.
Emulation: A fast stochastic Bayesian method to eliminate model space
NASA Astrophysics Data System (ADS)
Roberts, Alan; Hobbs, Richard; Goldstein, Michael
2010-05-01
Joint inversion of large 3D datasets has been the goal of geophysicists ever since the datasets first started to be produced. There are two broad approaches to this kind of problem, traditional deterministic inversion schemes and more recently developed Bayesian search methods, such as MCMC (Markov Chain Monte Carlo). However, using both these kinds of schemes has proved prohibitively expensive, both in computing power and time cost, due to the normally very large model space which needs to be searched using forward model simulators which take considerable time to run. At the heart of strategies aimed at accomplishing this kind of inversion is the question of how to reliably and practicably reduce the size of the model space in which the inversion is to be carried out. Here we present a practical Bayesian method, known as emulation, which can address this issue. Emulation is a Bayesian technique used with considerable success in a number of technical fields, such as in astronomy, where the evolution of the universe has been modelled using this technique, and in the petroleum industry where history matching is carried out of hydrocarbon reservoirs. The method of emulation involves building a fast-to-compute uncertainty-calibrated approximation to a forward model simulator. We do this by modelling the output data from a number of forward simulator runs by a computationally cheap function, and then fitting the coefficients defining this function to the model parameters. By calibrating the error of the emulator output with respect to the full simulator output, we can use this to screen out large areas of model space which contain only implausible models. For example, starting with what may be considered a geologically reasonable prior model space of 10000 models, using the emulator we can quickly show that only models which lie within 10% of that model space actually produce output data which is plausibly similar in character to an observed dataset. We can thus much more tightly constrain the input model space for a deterministic inversion or MCMC method. By using this technique jointly on several datasets (specifically seismic, gravity, and magnetotelluric (MT) describing the same region), we can include in our modelling uncertainties in the data measurements, the relationships between the various physical parameters involved, as well as the model representation uncertainty, and at the same time further reduce the range of plausible models to several percent of the original model space. Being stochastic in nature, the output posterior parameter distributions also allow our understanding of/beliefs about a geological region can be objectively updated, with full assessment of uncertainties, and so the emulator is also an inversion-type tool in it's own right, with the advantage (as with any Bayesian method) that our uncertainties from all sources (both data and model) can be fully evaluated.
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.
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.
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.
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.
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.
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.
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.
Yu, Rongjie; Abdel-Aty, Mohamed
2013-07-01
The Bayesian inference method has been frequently adopted to develop safety performance functions. One advantage of the Bayesian inference is that prior information for the independent variables can be included in the inference procedures. However, there are few studies that discussed how to formulate informative priors for the independent variables and evaluated the effects of incorporating informative priors in developing safety performance functions. This paper addresses this deficiency by introducing four approaches of developing informative priors for the independent variables based on historical data and expert experience. Merits of these informative priors have been tested along with two types of Bayesian hierarchical models (Poisson-gamma and Poisson-lognormal models). Deviance information criterion (DIC), R-square values, and coefficients of variance for the estimations were utilized as evaluation measures to select the best model(s). Comparison across the models indicated that the Poisson-gamma model is superior with a better model fit and it is much more robust with the informative priors. Moreover, the two-stage Bayesian updating informative priors provided the best goodness-of-fit and coefficient estimation accuracies. Furthermore, informative priors for the inverse dispersion parameter have also been introduced and tested. Different types of informative priors' effects on the model estimations and goodness-of-fit have been compared and concluded. Finally, based on the results, recommendations for future research topics and study applications have been made. Copyright © 2013 Elsevier Ltd. All rights reserved.
Bayesian 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…
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.
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.
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.
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.
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.
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.
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.
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.
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.
Confidence set interference with a prior quadratic bound. [in geophysics
NASA Technical Reports Server (NTRS)
Backus, George E.
1989-01-01
Neyman's (1937) theory of confidence sets is developed as a replacement for Bayesian interference (BI) and stochastic inversion (SI) when the prior information is a hard quadratic bound. It is recommended that BI and SI be replaced by confidence set interference (CSI) only in certain circumstances. The geomagnetic problem is used to illustrate the general theory of CSI.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Sun, Yu; Hou, Zhangshuan; Huang, Maoyi
2013-12-10
This study demonstrates the possibility of inverting hydrologic parameters using surface flux and runoff observations in version 4 of the Community Land Model (CLM4). Previous studies showed that surface flux and runoff calculations are sensitive to major hydrologic parameters in CLM4 over different watersheds, and illustrated the necessity and possibility of parameter calibration. Two inversion strategies, the deterministic least-square fitting and stochastic Markov-Chain Monte-Carlo (MCMC) - Bayesian inversion approaches, are evaluated by applying them to CLM4 at selected sites. The unknowns to be estimated include surface and subsurface runoff generation parameters and vadose zone soil water parameters. We find thatmore » using model parameters calibrated by the least-square fitting provides little improvements in the model simulations but the sampling-based stochastic inversion approaches are consistent - as more information comes in, the predictive intervals of the calibrated parameters become narrower and the misfits between the calculated and observed responses decrease. In general, parameters that are identified to be significant through sensitivity analyses and statistical tests are better calibrated than those with weak or nonlinear impacts on flux or runoff observations. Temporal resolution of observations has larger impacts on the results of inverse modeling using heat flux data than runoff data. Soil and vegetation cover have important impacts on parameter sensitivities, leading to the different patterns of posterior distributions of parameters at different sites. Overall, the MCMC-Bayesian inversion approach effectively and reliably improves the simulation of CLM under different climates and environmental conditions. Bayesian model averaging of the posterior estimates with different reference acceptance probabilities can smooth the posterior distribution and provide more reliable parameter estimates, but at the expense of wider uncertainty bounds.« less
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
Henschel, Volkmar; Engel, Jutta; Hölzel, Dieter; Mansmann, Ulrich
2009-02-10
Multivariate analysis of interval censored event data based on classical likelihood methods is notoriously cumbersome. Likelihood inference for models which additionally include random effects are not available at all. Developed algorithms bear problems for practical users like: matrix inversion, slow convergence, no assessment of statistical uncertainty. MCMC procedures combined with imputation are used to implement hierarchical models for interval censored data within a Bayesian framework. Two examples from clinical practice demonstrate the handling of clustered interval censored event times as well as multilayer random effects for inter-institutional quality assessment. The software developed is called survBayes and is freely available at CRAN. The proposed software supports the solution of complex analyses in many fields of clinical epidemiology as well as health services research.
Resolution enhancement of robust Bayesian pre-stack inversion in the frequency domain
NASA Astrophysics Data System (ADS)
Yin, Xingyao; Li, Kun; Zong, Zhaoyun
2016-10-01
AVO/AVA (amplitude variation with an offset or angle) inversion is one of the most practical and useful approaches to estimating model parameters. So far, publications on AVO inversion in the Fourier domain have been quite limited in view of its poor stability and sensitivity to noise compared with time-domain inversion. For the resolution and stability of AVO inversion in the Fourier domain, a novel robust Bayesian pre-stack AVO inversion based on the mixed domain formulation of stationary convolution is proposed which could solve the instability and achieve superior resolution. The Fourier operator will be integrated into the objective equation and it avoids the Fourier inverse transform in our inversion process. Furthermore, the background constraints of model parameters are taken into consideration to improve the stability and reliability of inversion which could compensate for the low-frequency components of seismic signals. Besides, the different frequency components of seismic signals can realize decoupling automatically. This will help us to solve the inverse problem by means of multi-component successive iterations and the convergence precision of the inverse problem could be improved. So, superior resolution compared with the conventional time-domain pre-stack inversion could be achieved easily. Synthetic tests illustrate that the proposed method could achieve high-resolution results with a high degree of agreement with the theoretical model and verify the quality of anti-noise. Finally, applications on a field data case demonstrate that the proposed method could obtain stable inversion results of elastic parameters from pre-stack seismic data in conformity with the real logging data.
Bayesian inference in geomagnetism
NASA Technical Reports Server (NTRS)
Backus, George E.
1988-01-01
The inverse problem in empirical geomagnetic modeling is investigated, with critical examination of recently published studies. Particular attention is given to the use of Bayesian inference (BI) to select the damping parameter lambda in the uniqueness portion of the inverse problem. The mathematical bases of BI and stochastic inversion are explored, with consideration of bound-softening problems and resolution in linear Gaussian BI. The problem of estimating the radial magnetic field B(r) at the earth core-mantle boundary from surface and satellite measurements is then analyzed in detail, with specific attention to the selection of lambda in the studies of Gubbins (1983) and Gubbins and Bloxham (1985). It is argued that the selection method is inappropriate and leads to lambda values much larger than those that would result if a reasonable bound on the heat flow at the CMB were assumed.
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.
Convergence analysis of surrogate-based methods for Bayesian inverse problems
NASA Astrophysics Data System (ADS)
Yan, Liang; Zhang, Yuan-Xiang
2017-12-01
The major challenges in the Bayesian inverse problems arise from the need for repeated evaluations of the forward model, as required by Markov chain Monte Carlo (MCMC) methods for posterior sampling. Many attempts at accelerating Bayesian inference have relied on surrogates for the forward model, typically constructed through repeated forward simulations that are performed in an offline phase. Although such approaches can be quite effective at reducing computation cost, there has been little analysis of the approximation on posterior inference. In this work, we prove error bounds on the Kullback-Leibler (KL) distance between the true posterior distribution and the approximation based on surrogate models. Our rigorous error analysis show that if the forward model approximation converges at certain rate in the prior-weighted L 2 norm, then the posterior distribution generated by the approximation converges to the true posterior at least two times faster in the KL sense. The error bound on the Hellinger distance is also provided. To provide concrete examples focusing on the use of the surrogate model based methods, we present an efficient technique for constructing stochastic surrogate models to accelerate the Bayesian inference approach. The Christoffel least squares algorithms, based on generalized polynomial chaos, are used to construct a polynomial approximation of the forward solution over the support of the prior distribution. The numerical strategy and the predicted convergence rates are then demonstrated on the nonlinear inverse problems, involving the inference of parameters appearing in partial differential equations.
Action Understanding as Inverse Planning
ERIC Educational Resources Information Center
Baker, Chris L.; Saxe, Rebecca; Tenenbaum, Joshua B.
2009-01-01
Humans are adept at inferring the mental states underlying other agents' actions, such as goals, beliefs, desires, emotions and other thoughts. We propose a computational framework based on Bayesian inverse planning for modeling human action understanding. The framework represents an intuitive theory of intentional agents' behavior based on the…
Transdimensional, hierarchical, Bayesian inversion of ambient seismic noise: Australia
NASA Astrophysics Data System (ADS)
Crowder, E.; Rawlinson, N.; Cornwell, D. G.
2017-12-01
We present models of crustal velocity structure in southeastern Australia using a novel, transdimensional and hierarchical, Bayesian inversion approach. The inversion is applied to long-time ambient noise cross-correlations. The study area of SE Australia is thought to represent the eastern margin of Gondwana. Conflicting tectonic models have been proposed to explain the formation of eastern Gondwana and the enigmatic geological relationships in Bass Strait, which separates Tasmania and the mainland. A geologically complex area of crustal accretion, Bass Strait may contain part of an exotic continental block entrained in colliding crusts. Ambient noise data recorded by an array of 24 seismometers is used to produce a high resolution, 3D shear wave velocity model of Bass Strait. Phase velocity maps in the period range 2-30 s are produced and subsequently inverted for 3D shear wave velocity structure. The transdimensional, hierarchical Bayesian, inversion technique is used. This technique proves far superior to linearised inversion. The inversion model is dynamically parameterised during the process, implicitly controlled by the data, and noise is treated as an inversion unknown. The resulting shear wave velocity model shows three sedimentary basins in Bass Strait constrained by slow shear velocities (2.4-2.9 km/s) at 2-10 km depth. These failed rift basins from the breakup of Australia-Antartica appear to be overlying thinned crust, where typical mantle velocities of 3.8-4.0 km/s occur at depths greater than 20 km. High shear wave velocities ( 3.7-3.8 km/s) in our new model also match well with regions of high magnetic and gravity anomalies. Furthermore, we use both Rayleigh and Love wave phase data to to construct Vsv and Vsh maps. These are used to estimate crustal radial anisotropy in the Bass Strait. We interpret that structures delineated by our velocity models support the presence and extent of the exotic Precambrian micro-continent (the Selwyn Block) that was most likely entrained during crustal accretion.
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.
Algorithmic procedures for Bayesian MEG/EEG source reconstruction in SPM☆
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
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.
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
Bowhead whale localization using time-difference-of-arrival data from asynchronous recorders.
Warner, Graham A; Dosso, Stan E; Hannay, David E
2017-03-01
This paper estimates bowhead whale locations and uncertainties using nonlinear Bayesian inversion of the time-difference-of-arrival (TDOA) of low-frequency whale calls recorded on onmi-directional asynchronous recorders in the shallow waters of the northeastern Chukchi Sea, Alaska. A Y-shaped cluster of seven autonomous ocean-bottom hydrophones, separated by 0.5-9.2 km, was deployed for several months over which time their clocks drifted out of synchronization. Hundreds of recorded whale calls are manually associated between recorders. The TDOA between hydrophone pairs are calculated from filtered waveform cross correlations and depend on the whale locations, hydrophone locations, relative recorder clock offsets, and effective waveguide sound speed. A nonlinear Bayesian inversion estimates all of these parameters and their uncertainties as well as data error statistics. The problem is highly nonlinear and a linearized inversion did not produce physically realistic results. Whale location uncertainties from nonlinear inversion can be low enough to allow accurate tracking of migrating whales that vocalize repeatedly over several minutes. Estimates of clock drift rates are obtained from inversions of TDOA data over two weeks and agree with corresponding estimates obtained from long-time averaged ambient noise cross correlations. The inversion is suitable for application to large data sets of manually or automatically detected whale calls.
Finite‐fault Bayesian inversion of teleseismic body waves
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.
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.
NASA Astrophysics Data System (ADS)
Sun, Y.; Hou, Z.; Huang, M.; Tian, F.; Leung, L. Ruby
2013-12-01
This study demonstrates the possibility of inverting hydrologic parameters using surface flux and runoff observations in version 4 of the Community Land Model (CLM4). Previous studies showed that surface flux and runoff calculations are sensitive to major hydrologic parameters in CLM4 over different watersheds, and illustrated the necessity and possibility of parameter calibration. Both deterministic least-square fitting and stochastic Markov-chain Monte Carlo (MCMC)-Bayesian inversion approaches are evaluated by applying them to CLM4 at selected sites with different climate and soil conditions. The unknowns to be estimated include surface and subsurface runoff generation parameters and vadose zone soil water parameters. We find that using model parameters calibrated by the sampling-based stochastic inversion approaches provides significant improvements in the model simulations compared to using default CLM4 parameter values, and that as more information comes in, the predictive intervals (ranges of posterior distributions) of the calibrated parameters become narrower. In general, parameters that are identified to be significant through sensitivity analyses and statistical tests are better calibrated than those with weak or nonlinear impacts on flux or runoff observations. Temporal resolution of observations has larger impacts on the results of inverse modeling using heat flux data than runoff data. Soil and vegetation cover have important impacts on parameter sensitivities, leading to different patterns of posterior distributions of parameters at different sites. Overall, the MCMC-Bayesian inversion approach effectively and reliably improves the simulation of CLM under different climates and environmental conditions. Bayesian model averaging of the posterior estimates with different reference acceptance probabilities can smooth the posterior distribution and provide more reliable parameter estimates, but at the expense of wider uncertainty bounds.
NASA Astrophysics Data System (ADS)
Nawaz, Muhammad Atif; Curtis, Andrew
2018-04-01
We introduce a new Bayesian inversion method that estimates the spatial distribution of geological facies from attributes of seismic data, by showing how the usual probabilistic inverse problem can be solved using an optimization framework still providing full probabilistic results. Our mathematical model consists of seismic attributes as observed data, which are assumed to have been generated by the geological facies. The method infers the post-inversion (posterior) probability density of the facies plus some other unknown model parameters, from the seismic attributes and geological prior information. Most previous research in this domain is based on the localized likelihoods assumption, whereby the seismic attributes at a location are assumed to depend on the facies only at that location. Such an assumption is unrealistic because of imperfect seismic data acquisition and processing, and fundamental limitations of seismic imaging methods. In this paper, we relax this assumption: we allow probabilistic dependence between seismic attributes at a location and the facies in any neighbourhood of that location through a spatial filter. We term such likelihoods quasi-localized.
A Bayesian inversion for slip distribution of 1 Apr 2007 Mw8.1 Solomon Islands Earthquake
NASA Astrophysics Data System (ADS)
Chen, T.; Luo, H.
2013-12-01
On 1 Apr 2007 the megathrust Mw8.1 Solomon Islands earthquake occurred in the southeast pacific along the New Britain subduction zone. 102 vertical displacement measurements over the southeastern end of the rupture zone from two field surveys after this event provide a unique constraint for slip distribution inversion. In conventional inversion method (such as bounded variable least squares) the smoothing parameter that determines the relative weight placed on fitting the data versus smoothing the slip distribution is often subjectively selected at the bend of the trade-off curve. Here a fully probabilistic inversion method[Fukuda,2008] is applied to estimate distributed slip and smoothing parameter objectively. The joint posterior probability density function of distributed slip and the smoothing parameter is formulated under a Bayesian framework and sampled with Markov chain Monte Carlo method. We estimate the spatial distribution of dip slip associated with the 1 Apr 2007 Solomon Islands earthquake with this method. Early results show a shallower dip angle than previous study and highly variable dip slip both along-strike and down-dip.
Bayesian model reduction and empirical Bayes for group (DCM) studies
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
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.
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.
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.
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.
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.
Algorithmic procedures for Bayesian MEG/EEG source reconstruction in SPM.
López, J D; Litvak, V; Espinosa, J J; Friston, K; Barnes, G R
2014-01-01
The MEG/EEG inverse problem is ill-posed, giving different source reconstructions depending on the initial assumption sets. Parametric Empirical Bayes allows one to implement most popular MEG/EEG inversion schemes (Minimum Norm, LORETA, etc.) within the same generic Bayesian framework. It also provides a cost-function in terms of the variational Free energy-an approximation to the marginal likelihood or evidence of the solution. In this manuscript, we revisit the algorithm for MEG/EEG source reconstruction with a view to providing a didactic and practical guide. The aim is to promote and help standardise the development and consolidation of other schemes within the same framework. We describe the implementation in the Statistical Parametric Mapping (SPM) software package, carefully explaining each of its stages with the help of a simple simulated data example. We focus on the Multiple Sparse Priors (MSP) model, which we compare with the well-known Minimum Norm and LORETA models, using the negative variational Free energy for model comparison. The manuscript is accompanied by Matlab scripts to allow the reader to test and explore the underlying algorithm. © 2013. Published by Elsevier Inc. All rights reserved.
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.
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.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Wolf, Michael M.; Marzouk, Youssef M.; Adams, Brian M.
2008-10-01
Terrorist attacks using an aerosolized pathogen preparation have gained credibility as a national security concern since the anthrax attacks of 2001. The ability to characterize the parameters of such attacks, i.e., to estimate the number of people infected, the time of infection, the average dose received, and the rate of disease spread in contemporary American society (for contagious diseases), is important when planning a medical response. For non-contagious diseases, we address the characterization problem by formulating a Bayesian inverse problem predicated on a short time-series of diagnosed patients exhibiting symptoms. To keep the approach relevant for response planning, we limitmore » ourselves to 3.5 days of data. In computational tests performed for anthrax, we usually find these observation windows sufficient, especially if the outbreak model employed in the inverse problem is accurate. For contagious diseases, we formulated a Bayesian inversion technique to infer both pathogenic transmissibility and the social network from outbreak observations, ensuring that the two determinants of spreading are identified separately. We tested this technique on data collected from a 1967 smallpox epidemic in Abakaliki, Nigeria. We inferred, probabilistically, different transmissibilities in the structured Abakaliki population, the social network, and the chain of transmission. Finally, we developed an individual-based epidemic model to realistically simulate the spread of a rare (or eradicated) disease in a modern society. This model incorporates the mixing patterns observed in an (American) urban setting and accepts, as model input, pathogenic transmissibilities estimated from historical outbreaks that may have occurred in socio-economic environments with little resemblance to contemporary society. Techniques were also developed to simulate disease spread on static and sampled network reductions of the dynamic social networks originally in the individual-based model, yielding faster, though approximate, network-based epidemic models. These reduced-order models are useful in scenario analysis for medical response planning, as well as in computationally intensive inverse problems.« less
Bayesian model reduction and empirical Bayes for group (DCM) studies.
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.
NASA Astrophysics Data System (ADS)
Zielke, O.; McDougall, D.; Mai, P. M.; Babuska, I.
2014-12-01
One fundamental aspect of seismic hazard mitigation is gaining a better understanding of the rupture process. Because direct observation of the relevant parameters and properties is not possible, other means such as kinematic source inversions are used instead. By constraining the spatial and temporal evolution of fault slip during an earthquake, those inversion approaches may enable valuable insights in the physics of the rupture process. However, due to the underdetermined nature of this inversion problem (i.e., inverting a kinematic source model for an extended fault based on seismic data), the provided solutions are generally non-unique. Here we present a statistical (Bayesian) inversion approach based on an open-source library for uncertainty quantification (UQ) called QUESO that was developed at ICES (UT Austin). The approach has advantages with respect to deterministic inversion approaches as it provides not only a single (non-unique) solution but also provides uncertainty bounds with it. Those uncertainty bounds help to qualitatively and quantitatively judge how well constrained an inversion solution is and how much rupture complexity the data reliably resolve. The presented inversion scheme uses only tele-seismically recorded body waves but future developments may lead us towards joint inversion schemes. After giving an insight in the inversion scheme ifself (based on delayed rejection adaptive metropolis, DRAM) we explore the method's resolution potential. For that, we synthetically generate tele-seismic data, add for example different levels of noise and/or change fault plane parameterization and then apply our inversion scheme in the attempt to extract the (known) kinematic rupture model. We conclude with exemplary inverting real tele-seismic data of a recent large earthquake and compare those results with deterministically derived kinematic source models provided by other research groups.
Perdikaris, Paris; Karniadakis, George Em
2016-05-01
We present a computational framework for model inversion based on multi-fidelity information fusion and Bayesian optimization. The proposed methodology targets the accurate construction of response surfaces in parameter space, and the efficient pursuit to identify global optima while keeping the number of expensive function evaluations at a minimum. We train families of correlated surrogates on available data using Gaussian processes and auto-regressive stochastic schemes, and exploit the resulting predictive posterior distributions within a Bayesian optimization setting. This enables a smart adaptive sampling procedure that uses the predictive posterior variance to balance the exploration versus exploitation trade-off, and is a key enabler for practical computations under limited budgets. The effectiveness of the proposed framework is tested on three parameter estimation problems. The first two involve the calibration of outflow boundary conditions of blood flow simulations in arterial bifurcations using multi-fidelity realizations of one- and three-dimensional models, whereas the last one aims to identify the forcing term that generated a particular solution to an elliptic partial differential equation. © 2016 The Author(s).
Perdikaris, Paris; Karniadakis, George Em
2016-01-01
We present a computational framework for model inversion based on multi-fidelity information fusion and Bayesian optimization. The proposed methodology targets the accurate construction of response surfaces in parameter space, and the efficient pursuit to identify global optima while keeping the number of expensive function evaluations at a minimum. We train families of correlated surrogates on available data using Gaussian processes and auto-regressive stochastic schemes, and exploit the resulting predictive posterior distributions within a Bayesian optimization setting. This enables a smart adaptive sampling procedure that uses the predictive posterior variance to balance the exploration versus exploitation trade-off, and is a key enabler for practical computations under limited budgets. The effectiveness of the proposed framework is tested on three parameter estimation problems. The first two involve the calibration of outflow boundary conditions of blood flow simulations in arterial bifurcations using multi-fidelity realizations of one- and three-dimensional models, whereas the last one aims to identify the forcing term that generated a particular solution to an elliptic partial differential equation. PMID:27194481
NASA Astrophysics Data System (ADS)
Scharnagl, B.; Vrugt, J. A.; Vereecken, H.; Herbst, M.
2010-02-01
A major drawback of current soil organic carbon (SOC) models is that their conceptually defined pools do not necessarily correspond to measurable SOC fractions in real practice. This not only impairs our ability to rigorously evaluate SOC models but also makes it difficult to derive accurate initial states of the individual carbon pools. In this study, we tested the feasibility of inverse modelling for estimating pools in the Rothamsted carbon model (ROTHC) using mineralization rates observed during incubation experiments. This inverse approach may provide an alternative to existing SOC fractionation methods. To illustrate our approach, we used a time series of synthetically generated mineralization rates using the ROTHC model. We adopted a Bayesian approach using the recently developed DiffeRential Evolution Adaptive Metropolis (DREAM) algorithm to infer probability density functions of the various carbon pools at the start of incubation. The Kullback-Leibler divergence was used to quantify the information content of the mineralization rate data. Our results indicate that measured mineralization rates generally provided sufficient information to reliably estimate all carbon pools in the ROTHC model. The incubation time necessary to appropriately constrain all pools was about 900 days. The use of prior information on microbial biomass carbon significantly reduced the uncertainty of the initial carbon pools, decreasing the required incubation time to about 600 days. Simultaneous estimation of initial carbon pools and decomposition rate constants significantly increased the uncertainty of the carbon pools. This effect was most pronounced for the intermediate and slow pools. Altogether, our results demonstrate that it is particularly difficult to derive reasonable estimates of the humified organic matter pool and the inert organic matter pool from inverse modelling of mineralization rates observed during incubation experiments.
NASA Astrophysics Data System (ADS)
Hu, L.; Montzka, S. A.; Miller, B.; Andrews, A. E.; Miller, J. B.; Lehman, S.; Sweeney, C.; Miller, S. M.; Thoning, K. W.; Siso, C.; Atlas, E. L.; Blake, D. R.; De Gouw, J. A.; Gilman, J.; Dutton, G. S.; Elkins, J. W.; Hall, B. D.; Chen, H.; Fischer, M. L.; Mountain, M. E.; Nehrkorn, T.; Biraud, S.; Tans, P. P.
2015-12-01
Global atmospheric observations suggest substantial ongoing emissions of carbon tetrachloride (CCl4) despite a 100% phase-out of production for dispersive uses since 1996 in developed countries and 2010 in other countries. Little progress has been made in understanding the causes of these ongoing emissions or identifying their contributing sources. In this study, we employed multiple inverse modeling techniques (i.e. Bayesian and geostatistical inversions) to assimilate CCl4 mole fractions observed from the National Oceanic and Atmospheric Administration (NOAA) flask-air sampling network over the US, and quantify its national and regional emissions during 2008 - 2012. Average national total emissions of CCl4 between 2008 and 2012 determined from these observations and an ensemble of inversions range between 2.1 and 6.1 Gg yr-1. This emission is substantially larger than the mean of 0.06 Gg/yr reported to the US EPA Toxics Release Inventory over these years, suggesting that under-reported emissions or non-reporting sources make up the bulk of CCl4 emissions from the US. But while the inventory does not account for the magnitude of observationally-derived CCl4 emissions, the regional distribution of derived and inventory emissions is similar. Furthermore, when considered relative to the distribution of uncapped landfills or population, the variability in measured mole fractions was most consistent with the distribution of industrial sources (i.e., those from the Toxics Release Inventory). Our results suggest that emissions from the US only account for a small fraction of the global on-going emissions of CCl4 (30 - 80 Gg yr-1 over this period). Finally, to ascertain the importance of the US emissions relative to the unaccounted global emission rate we considered multiple approaches to extrapolate our results to other countries and the globe.
Uncertainty quantification for PZT bimorph actuators
NASA Astrophysics Data System (ADS)
Bravo, Nikolas; Smith, Ralph C.; Crews, John
2018-03-01
In this paper, we discuss the development of a high fidelity model for a PZT bimorph actuator used for micro-air vehicles, which includes the Robobee. We developed a high-fidelity model for the actuator using the homogenized energy model (HEM) framework, which quantifies the nonlinear, hysteretic, and rate-dependent behavior inherent to PZT in dynamic operating regimes. We then discussed an inverse problem on the model. We included local and global sensitivity analysis of the parameters in the high-fidelity model. Finally, we will discuss the results of Bayesian inference and uncertainty quantification on the HEM.
Efficient hierarchical trans-dimensional Bayesian inversion of magnetotelluric data
NASA Astrophysics Data System (ADS)
Xiang, Enming; Guo, Rongwen; Dosso, Stan E.; Liu, Jianxin; Dong, Hao; Ren, Zhengyong
2018-06-01
This paper develops an efficient hierarchical trans-dimensional (trans-D) Bayesian algorithm to invert magnetotelluric (MT) data for subsurface geoelectrical structure, with unknown geophysical model parameterization (the number of conductivity-layer interfaces) and data-error models parameterized by an auto-regressive (AR) process to account for potential error correlations. The reversible-jump Markov-chain Monte Carlo algorithm, which adds/removes interfaces and AR parameters in birth/death steps, is applied to sample the trans-D posterior probability density for model parameterization, model parameters, error variance and AR parameters, accounting for the uncertainties of model dimension and data-error statistics in the uncertainty estimates of the conductivity profile. To provide efficient sampling over the multiple subspaces of different dimensions, advanced proposal schemes are applied. Parameter perturbations are carried out in principal-component space, defined by eigen-decomposition of the unit-lag model covariance matrix, to minimize the effect of inter-parameter correlations and provide effective perturbation directions and length scales. Parameters of new layers in birth steps are proposed from the prior, instead of focused distributions centred at existing values, to improve birth acceptance rates. Parallel tempering, based on a series of parallel interacting Markov chains with successively relaxed likelihoods, is applied to improve chain mixing over model dimensions. The trans-D inversion is applied in a simulation study to examine the resolution of model structure according to the data information content. The inversion is also applied to a measured MT data set from south-central Australia.
An Inverse Modeling Plugin for HydroDesktop using the Method of Anchored Distributions (MAD)
NASA Astrophysics Data System (ADS)
Ames, D. P.; Osorio, C.; Over, M. W.; Rubin, Y.
2011-12-01
The CUAHSI Hydrologic Information System (HIS) software stack is based on an open and extensible architecture that facilitates the addition of new functions and capabilities at both the server side (using HydroServer) and the client side (using HydroDesktop). The HydroDesktop client plugin architecture is used here to expose a new scripting based plugin that makes use of the R statistics software as a means for conducting inverse modeling using the Method of Anchored Distributions (MAD). MAD is a Bayesian inversion technique for conditioning computational model parameters on relevant field observations yielding probabilistic distributions of the model parameters, related to the spatial random variable of interest, by assimilating multi-type and multi-scale data. The implementation of a desktop software tool for using the MAD technique is expected to significantly lower the barrier to use of inverse modeling in education, research, and resource management. The HydroDesktop MAD plugin is being developed following a community-based, open-source approach that will help both its adoption and long term sustainability as a user tool. This presentation will briefly introduce MAD, HydroDesktop, and the MAD plugin and software development effort.
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.
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
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.
NASA Astrophysics Data System (ADS)
Murakami, H.; Chen, X.; Hahn, M. S.; Over, M. W.; Rockhold, M. L.; Vermeul, V.; Hammond, G. E.; Zachara, J. M.; Rubin, Y.
2010-12-01
Subsurface characterization for predicting groundwater flow and contaminant transport requires us to integrate large and diverse datasets in a consistent manner, and quantify the associated uncertainty. In this study, we sequentially assimilated multiple types of datasets for characterizing a three-dimensional heterogeneous hydraulic conductivity field at the Hanford 300 Area. The datasets included constant-rate injection tests, electromagnetic borehole flowmeter tests, lithology profile and tracer tests. We used the method of anchored distributions (MAD), which is a modular-structured Bayesian geostatistical inversion method. MAD has two major advantages over the other inversion methods. First, it can directly infer a joint distribution of parameters, which can be used as an input in stochastic simulations for prediction. In MAD, in addition to typical geostatistical structural parameters, the parameter vector includes multiple point values of the heterogeneous field, called anchors, which capture local trends and reduce uncertainty in the prediction. Second, MAD allows us to integrate the datasets sequentially in a Bayesian framework such that it updates the posterior distribution, as a new dataset is included. The sequential assimilation can decrease computational burden significantly. We applied MAD to assimilate different combinations of the datasets, and then compared the inversion results. For the injection and tracer test assimilation, we calculated temporal moments of pressure build-up and breakthrough curves, respectively, to reduce the data dimension. A massive parallel flow and transport code PFLOTRAN is used for simulating the tracer test. For comparison, we used different metrics based on the breakthrough curves not used in the inversion, such as mean arrival time, peak concentration and early arrival time. This comparison intends to yield the combined data worth, i.e. which combination of the datasets is the most effective for a certain metric, which will be useful for guiding the further characterization effort at the site and also the future characterization projects at the other sites.
The inverse problem of brain energetics: ketone bodies as alternative substrates
NASA Astrophysics Data System (ADS)
Calvetti, D.; Occhipinti, R.; Somersalo, E.
2008-07-01
Little is known about brain energy metabolism under ketosis, although there is evidence that ketone bodies have a neuroprotective role in several neurological disorders. We investigate the inverse problem of estimating reaction fluxes and transport rates in the different cellular compartments of the brain, when the data amounts to a few measured arterial venous concentration differences. By using a recently developed methodology to perform Bayesian Flux Balance Analysis and a new five compartment model of the astrocyte-glutamatergic neuron cellular complex, we are able to identify the preferred biochemical pathways during shortage of glucose and in the presence of ketone bodies in the arterial blood. The analysis is performed in a minimally biased way, therefore revealing the potential of this methodology for hypothesis testing.
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.
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.
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.
NASA Astrophysics Data System (ADS)
Kopacz, Monika; Jacob, Daniel J.; Henze, Daven K.; Heald, Colette L.; Streets, David G.; Zhang, Qiang
2009-02-01
We apply the adjoint of an atmospheric chemical transport model (GEOS-Chem CTM) to constrain Asian sources of carbon monoxide (CO) with 2° × 2.5° spatial resolution using Measurement of Pollution in the Troposphere (MOPITT) satellite observations of CO columns in February-April 2001. Results are compared to the more common analytical method for solving the same Bayesian inverse problem and applied to the same data set. The analytical method is more exact but because of computational limitations it can only constrain emissions over coarse regions. We find that the correction factors to the a priori CO emission inventory from the adjoint inversion are generally consistent with those of the analytical inversion when averaged over the large regions of the latter. The adjoint solution reveals fine-scale variability (cities, political boundaries) that the analytical inversion cannot resolve, for example, in the Indian subcontinent or between Korea and Japan, and some of that variability is of opposite sign which points to large aggregation errors in the analytical solution. Upward correction factors to Chinese emissions from the prior inventory are largest in central and eastern China, consistent with a recent bottom-up revision of that inventory, although the revised inventory also sees the need for upward corrections in southern China where the adjoint and analytical inversions call for downward correction. Correction factors for biomass burning emissions derived from the adjoint and analytical inversions are consistent with a recent bottom-up inventory on the basis of MODIS satellite fire data.
Quantifying uncertainties of seismic Bayesian inversion of Northern Great Plains
NASA Astrophysics Data System (ADS)
Gao, C.; Lekic, V.
2017-12-01
Elastic waves excited by earthquakes are the fundamental observations of the seismological studies. Seismologists measure information such as travel time, amplitude, and polarization to infer the properties of earthquake source, seismic wave propagation, and subsurface structure. Across numerous applications, seismic imaging has been able to take advantage of complimentary seismic observables to constrain profiles and lateral variations of Earth's elastic properties. Moreover, seismic imaging plays a unique role in multidisciplinary studies of geoscience by providing direct constraints on the unreachable interior of the Earth. Accurate quantification of uncertainties of inferences made from seismic observations is of paramount importance for interpreting seismic images and testing geological hypotheses. However, such quantification remains challenging and subjective due to the non-linearity and non-uniqueness of geophysical inverse problem. In this project, we apply a reverse jump Markov chain Monte Carlo (rjMcMC) algorithm for a transdimensional Bayesian inversion of continental lithosphere structure. Such inversion allows us to quantify the uncertainties of inversion results by inverting for an ensemble solution. It also yields an adaptive parameterization that enables simultaneous inversion of different elastic properties without imposing strong prior information on the relationship between them. We present retrieved profiles of shear velocity (Vs) and radial anisotropy in Northern Great Plains using measurements from USArray stations. We use both seismic surface wave dispersion and receiver function data due to their complementary constraints of lithosphere structure. Furthermore, we analyze the uncertainties of both individual and joint inversion of those two data types to quantify the benefit of doing joint inversion. As an application, we infer the variation of Moho depths and crustal layering across the northern Great Plains.
Technical Note: Approximate Bayesian parameterization of a process-based tropical forest model
NASA Astrophysics Data System (ADS)
Hartig, F.; Dislich, C.; Wiegand, T.; Huth, A.
2014-02-01
Inverse parameter estimation of process-based models is a long-standing problem in many scientific disciplines. A key question for inverse parameter estimation is how to define the metric that quantifies how well model predictions fit to the data. This metric can be expressed by general cost or objective functions, but statistical inversion methods require a particular metric, the probability of observing the data given the model parameters, known as the likelihood. For technical and computational reasons, likelihoods for process-based stochastic models are usually based on general assumptions about variability in the observed data, and not on the stochasticity generated by the model. Only in recent years have new methods become available that allow the generation of likelihoods directly from stochastic simulations. Previous applications of these approximate Bayesian methods have concentrated on relatively simple models. Here, we report on the application of a simulation-based likelihood approximation for FORMIND, a parameter-rich individual-based model of tropical forest dynamics. We show that approximate Bayesian inference, based on a parametric likelihood approximation placed in a conventional Markov chain Monte Carlo (MCMC) sampler, performs well in retrieving known parameter values from virtual inventory data generated by the forest model. We analyze the results of the parameter estimation, examine its sensitivity to the choice and aggregation of model outputs and observed data (summary statistics), and demonstrate the application of this method by fitting the FORMIND model to field data from an Ecuadorian tropical forest. Finally, we discuss how this approach differs from approximate Bayesian computation (ABC), another method commonly used to generate simulation-based likelihood approximations. Our results demonstrate that simulation-based inference, which offers considerable conceptual advantages over more traditional methods for inverse parameter estimation, can be successfully applied to process-based models of high complexity. The methodology is particularly suitable for heterogeneous and complex data structures and can easily be adjusted to other model types, including most stochastic population and individual-based models. Our study therefore provides a blueprint for a fairly general approach to parameter estimation of stochastic process-based models.
Technical Note: Approximate Bayesian parameterization of a complex tropical forest model
NASA Astrophysics Data System (ADS)
Hartig, F.; Dislich, C.; Wiegand, T.; Huth, A.
2013-08-01
Inverse parameter estimation of process-based models is a long-standing problem in ecology and evolution. A key problem of inverse parameter estimation is to define a metric that quantifies how well model predictions fit to the data. Such a metric can be expressed by general cost or objective functions, but statistical inversion approaches are based on a particular metric, the probability of observing the data given the model, known as the likelihood. Deriving likelihoods for dynamic models requires making assumptions about the probability for observations to deviate from mean model predictions. For technical reasons, these assumptions are usually derived without explicit consideration of the processes in the simulation. Only in recent years have new methods become available that allow generating likelihoods directly from stochastic simulations. Previous applications of these approximate Bayesian methods have concentrated on relatively simple models. Here, we report on the application of a simulation-based likelihood approximation for FORMIND, a parameter-rich individual-based model of tropical forest dynamics. We show that approximate Bayesian inference, based on a parametric likelihood approximation placed in a conventional MCMC, performs well in retrieving known parameter values from virtual field data generated by the forest model. We analyze the results of the parameter estimation, examine the sensitivity towards the choice and aggregation of model outputs and observed data (summary statistics), and show results from using this method to fit the FORMIND model to field data from an Ecuadorian tropical forest. Finally, we discuss differences of this approach to Approximate Bayesian Computing (ABC), another commonly used method to generate simulation-based likelihood approximations. Our results demonstrate that simulation-based inference, which offers considerable conceptual advantages over more traditional methods for inverse parameter estimation, can successfully be applied to process-based models of high complexity. The methodology is particularly suited to heterogeneous and complex data structures and can easily be adjusted to other model types, including most stochastic population and individual-based models. Our study therefore provides a blueprint for a fairly general approach to parameter estimation of stochastic process-based models in ecology and evolution.
Inverse and forward modeling under uncertainty using MRE-based Bayesian approach
NASA Astrophysics Data System (ADS)
Hou, Z.; Rubin, Y.
2004-12-01
A stochastic inverse approach for subsurface characterization is proposed and applied to shallow vadose zone at a winery field site in north California and to a gas reservoir at the Ormen Lange field site in the North Sea. The approach is formulated in a Bayesian-stochastic framework, whereby the unknown parameters are identified in terms of their statistical moments or their probabilities. Instead of the traditional single-valued estimation /prediction provided by deterministic methods, the approach gives a probability distribution for an unknown parameter. This allows calculating the mean, the mode, and the confidence interval, which is useful for a rational treatment of uncertainty and its consequences. The approach also allows incorporating data of various types and different error levels, including measurements of state variables as well as information such as bounds on or statistical moments of the unknown parameters, which may represent prior information. To obtain minimally subjective prior probabilities required for the Bayesian approach, the principle of Minimum Relative Entropy (MRE) is employed. The approach is tested in field sites for flow parameters identification and soil moisture estimation in the vadose zone and for gas saturation estimation at great depth below the ocean floor. Results indicate the potential of coupling various types of field data within a MRE-based Bayesian formalism for improving the estimation of the parameters of interest.
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 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
Multilevel modeling of single-case data: A comparison of maximum likelihood and Bayesian estimation.
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).
Trans-dimensional joint inversion of seabed scattering and reflection data.
Steininger, Gavin; Dettmer, Jan; Dosso, Stan E; Holland, Charles W
2013-03-01
This paper examines joint inversion of acoustic scattering and reflection data to resolve seabed interface roughness parameters (spectral strength, exponent, and cutoff) and geoacoustic profiles. Trans-dimensional (trans-D) Bayesian sampling is applied with both the number of sediment layers and the order (zeroth or first) of auto-regressive parameters in the error model treated as unknowns. A prior distribution that allows fluid sediment layers over an elastic basement in a trans-D inversion is derived and implemented. Three cases are considered: Scattering-only inversion, joint scattering and reflection inversion, and joint inversion with the trans-D auto-regressive error model. Including reflection data improves the resolution of scattering and geoacoustic parameters. The trans-D auto-regressive model further improves scattering resolution and correctly differentiates between strongly and weakly correlated residual errors.
Bayesian multiple-source localization in an uncertain ocean environment.
Dosso, Stan E; Wilmut, Michael J
2011-06-01
This paper considers simultaneous localization of multiple acoustic sources when properties of the ocean environment (water column and seabed) are poorly known. A Bayesian formulation is developed in which the environmental parameters, noise statistics, and locations and complex strengths (amplitudes and phases) of multiple sources are considered to be unknown random variables constrained by acoustic data and prior information. Two approaches are considered for estimating source parameters. Focalization maximizes the posterior probability density (PPD) over all parameters using adaptive hybrid optimization. Marginalization integrates the PPD using efficient Markov-chain Monte Carlo methods to produce joint marginal probability distributions for source ranges and depths, from which source locations are obtained. This approach also provides quantitative uncertainty analysis for all parameters, which can aid in understanding of the inverse problem and may be of practical interest (e.g., source-strength probability distributions). In both approaches, closed-form maximum-likelihood expressions for source strengths and noise variance at each frequency allow these parameters to be sampled implicitly, substantially reducing the dimensionality and difficulty of the inversion. Examples are presented of both approaches applied to single- and multi-frequency localization of multiple sources in an uncertain shallow-water environment, and a Monte Carlo performance evaluation study is carried out. © 2011 Acoustical Society of America
Bayesian Orbit Computation Tools for Objects on Geocentric Orbits
NASA Astrophysics Data System (ADS)
Virtanen, J.; Granvik, M.; Muinonen, K.; Oszkiewicz, D.
2013-08-01
We consider the space-debris orbital inversion problem via the concept of Bayesian inference. The methodology has been put forward for the orbital analysis of solar system small bodies in early 1990's [7] and results in a full solution of the statistical inverse problem given in terms of a posteriori probability density function (PDF) for the orbital parameters. We demonstrate the applicability of our statistical orbital analysis software to Earth orbiting objects, both using well-established Monte Carlo (MC) techniques (for a review, see e.g. [13] as well as recently developed Markov-chain MC (MCMC) techniques (e.g., [9]). In particular, we exploit the novel virtual observation MCMC method [8], which is based on the characterization of the phase-space volume of orbital solutions before the actual MCMC sampling. Our statistical methods and the resulting PDFs immediately enable probabilistic impact predictions to be carried out. Furthermore, this can be readily done also for very sparse data sets and data sets of poor quality - providing that some a priori information on the observational uncertainty is available. For asteroids, impact probabilities with the Earth from the discovery night onwards have been provided, e.g., by [11] and [10], the latter study includes the sampling of the observational-error standard deviation as a random variable.
NASA Astrophysics Data System (ADS)
Zielke, Olaf; McDougall, Damon; Mai, Martin; Babuska, Ivo
2014-05-01
Seismic, often augmented with geodetic data, are frequently used to invert for the spatio-temporal evolution of slip along a rupture plane. The resulting images of the slip evolution for a single event, inferred by different research teams, often vary distinctly, depending on the adopted inversion approach and rupture model parameterization. This observation raises the question, which of the provided kinematic source inversion solutions is most reliable and most robust, and — more generally — how accurate are fault parameterization and solution predictions? These issues are not included in "standard" source inversion approaches. Here, we present a statistical inversion approach to constrain kinematic rupture parameters from teleseismic body waves. The approach is based a) on a forward-modeling scheme that computes synthetic (body-)waves for a given kinematic rupture model, and b) on the QUESO (Quantification of Uncertainty for Estimation, Simulation, and Optimization) library that uses MCMC algorithms and Bayes theorem for sample selection. We present Bayesian inversions for rupture parameters in synthetic earthquakes (i.e. for which the exact rupture history is known) in an attempt to identify the cross-over at which further model discretization (spatial and temporal resolution of the parameter space) is no longer attributed to a decreasing misfit. Identification of this cross-over is of importance as it reveals the resolution power of the studied data set (i.e. teleseismic body waves), enabling one to constrain kinematic earthquake rupture histories of real earthquakes at a resolution that is supported by data. In addition, the Bayesian approach allows for mapping complete posterior probability density functions of the desired kinematic source parameters, thus enabling us to rigorously assess the uncertainties in earthquake source inversions.
Bayesian Abel Inversion in Quantitative X-Ray Radiography
Howard, Marylesa; Fowler, Michael; Luttman, Aaron; ...
2016-05-19
A common image formation process in high-energy X-ray radiography is to have a pulsed power source that emits X-rays through a scene, a scintillator that absorbs X-rays and uoresces in the visible spectrum in response to the absorbed photons, and a CCD camera that images the visible light emitted from the scintillator. The intensity image is related to areal density, and, for an object that is radially symmetric about a central axis, the Abel transform then gives the object's volumetric density. Two of the primary drawbacks to classical variational methods for Abel inversion are their sensitivity to the type andmore » scale of regularization chosen and the lack of natural methods for quantifying the uncertainties associated with the reconstructions. In this work we cast the Abel inversion problem within a statistical framework in order to compute volumetric object densities from X-ray radiographs and to quantify uncertainties in the reconstruction. A hierarchical Bayesian model is developed with a likelihood based on a Gaussian noise model and with priors placed on the unknown density pro le, the data precision matrix, and two scale parameters. This allows the data to drive the localization of features in the reconstruction and results in a joint posterior distribution for the unknown density pro le, the prior parameters, and the spatial structure of the precision matrix. Results of the density reconstructions and pointwise uncertainty estimates are presented for both synthetic signals and real data from a U.S. Department of Energy X-ray imaging facility.« less
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.
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.
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.
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
2016-03-04
53] N. Petra , J. Martin , G. Stadler, and O. Ghattas, A computational framework for infinite-dimensional Bayesian inverse problems: Part II...positions: Alen Alexanderian (NC State), Tan Bui-Thanh (UT-Austin), Carsten Burstedde (University of Bonn), Noemi Petra (UC Merced), Georg Stalder (NYU), Hari...Baltimore, MD, Nov. 2002. SC2002 Best Technical Paper Award. [3] A. Alexanderian, N. Petra , G. Stadler, and O. Ghattas, A-optimal design of exper
Spectral likelihood expansions for Bayesian inference
NASA Astrophysics Data System (ADS)
Nagel, Joseph B.; Sudret, Bruno
2016-03-01
A spectral approach to Bayesian inference is presented. It pursues the emulation of the posterior probability density. The starting point is a series expansion of the likelihood function in terms of orthogonal polynomials. From this spectral likelihood expansion all statistical quantities of interest can be calculated semi-analytically. The posterior is formally represented as the product of a reference density and a linear combination of polynomial basis functions. Both the model evidence and the posterior moments are related to the expansion coefficients. This formulation avoids Markov chain Monte Carlo simulation and allows one to make use of linear least squares instead. The pros and cons of spectral Bayesian inference are discussed and demonstrated on the basis of simple applications from classical statistics and inverse modeling.
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.
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.
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
Inverse modeling of Asian (222)Rn flux using surface air (222)Rn concentration.
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.
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.
Fully probabilistic seismic source inversion - Part 2: Modelling errors and station covariances
NASA Astrophysics Data System (ADS)
Stähler, Simon C.; Sigloch, Karin
2016-11-01
Seismic source inversion, a central task in seismology, is concerned with the estimation of earthquake source parameters and their uncertainties. Estimating uncertainties is particularly challenging because source inversion is a non-linear problem. In a companion paper, Stähler and Sigloch (2014) developed a method of fully Bayesian inference for source parameters, based on measurements of waveform cross-correlation between broadband, teleseismic body-wave observations and their modelled counterparts. This approach yields not only depth and moment tensor estimates but also source time functions. A prerequisite for Bayesian inference is the proper characterisation of the noise afflicting the measurements, a problem we address here. We show that, for realistic broadband body-wave seismograms, the systematic error due to an incomplete physical model affects waveform misfits more strongly than random, ambient background noise. In this situation, the waveform cross-correlation coefficient CC, or rather its decorrelation D = 1 - CC, performs more robustly as a misfit criterion than ℓp norms, more commonly used as sample-by-sample measures of misfit based on distances between individual time samples. From a set of over 900 user-supervised, deterministic earthquake source solutions treated as a quality-controlled reference, we derive the noise distribution on signal decorrelation D = 1 - CC of the broadband seismogram fits between observed and modelled waveforms. The noise on D is found to approximately follow a log-normal distribution, a fortunate fact that readily accommodates the formulation of an empirical likelihood function for D for our multivariate problem. The first and second moments of this multivariate distribution are shown to depend mostly on the signal-to-noise ratio (SNR) of the CC measurements and on the back-azimuthal distances of seismic stations. By identifying and quantifying this likelihood function, we make D and thus waveform cross-correlation measurements usable for fully probabilistic sampling strategies, in source inversion and related applications such as seismic tomography.
An interactive Bayesian geostatistical inverse protocol for hydraulic tomography
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.
Sequential Bayesian geoacoustic inversion for mobile and compact source-receiver configuration.
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.
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).
Fully probabilistic earthquake source inversion on teleseismic scales
NASA Astrophysics Data System (ADS)
Stähler, Simon; Sigloch, Karin
2017-04-01
Seismic source inversion is a non-linear problem in seismology where not just the earthquake parameters but also estimates of their uncertainties are of great practical importance. We have developed a method of fully Bayesian inference for source parameters, based on measurements of waveform cross-correlation between broadband, teleseismic body-wave observations and their modelled counterparts. This approach yields not only depth and moment tensor estimates but also source time functions. These unknowns are parameterised efficiently by harnessing as prior knowledge solutions from a large number of non-Bayesian inversions. The source time function is expressed as a weighted sum of a small number of empirical orthogonal functions, which were derived from a catalogue of >1000 source time functions (STFs) by a principal component analysis. We use a likelihood model based on the cross-correlation misfit between observed and predicted waveforms. The resulting ensemble of solutions provides full uncertainty and covariance information for the source parameters, and permits propagating these source uncertainties into travel time estimates used for seismic tomography. The computational effort is such that routine, global estimation of earthquake mechanisms and source time functions from teleseismic broadband waveforms is feasible. A prerequisite for Bayesian inference is the proper characterisation of the noise afflicting the measurements. We show that, for realistic broadband body-wave seismograms, the systematic error due to an incomplete physical model affects waveform misfits more strongly than random, ambient background noise. In this situation, the waveform cross-correlation coefficient CC, or rather its decorrelation D = 1 - CC, performs more robustly as a misfit criterion than ℓp norms, more commonly used as sample-by-sample measures of misfit based on distances between individual time samples. From a set of over 900 user-supervised, deterministic earthquake source solutions treated as a quality-controlled reference, we derive the noise distribution on signal decorrelation D of the broadband seismogram fits between observed and modelled waveforms. The noise on D is found to approximately follow a log-normal distribution, a fortunate fact that readily accommodates the formulation of an empirical likelihood function for D for our multivariate problem. The first and second moments of this multivariate distribution are shown to depend mostly on the signal-to-noise ratio (SNR) of the CC measurements and on the back-azimuthal distances of seismic stations. References: Stähler, S. C. and Sigloch, K.: Fully probabilistic seismic source inversion - Part 1: Efficient parameterisation, Solid Earth, 5, 1055-1069, doi:10.5194/se-5-1055-2014, 2014. Stähler, S. C. and Sigloch, K.: Fully probabilistic seismic source inversion - Part 2: Modelling errors and station covariances, Solid Earth, 7, 1521-1536, doi:10.5194/se-7-1521-2016, 2016.
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.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Wong, Ying -Qi; Segall, Paul; Bradley, Andrew
Physics-based models of volcanic eruptions track conduit processes as functions of depth and time. When used in inversions, these models permit integration of diverse geological and geophysical data sets to constrain important parameters of magmatic systems. We develop a 1-D steady state conduit model for effusive eruptions including equilibrium crystallization and gas transport through the conduit and compare with the quasi-steady dome growth phase of Mount St. Helens in 2005. Viscosity increase resulting from pressure-dependent crystallization leads to a natural transition from viscous flow to frictional sliding on the conduit margin. Erupted mass flux depends strongly on wall rock andmore » magma permeabilities due to their impact on magma density. Including both lateral and vertical gas transport reveals competing effects that produce nonmonotonic behavior in the mass flux when increasing magma permeability. Using this physics-based model in a Bayesian inversion, we link data sets from Mount St. Helens such as extrusion flux and earthquake depths with petrological data to estimate unknown model parameters, including magma chamber pressure and water content, magma permeability constants, conduit radius, and friction along the conduit walls. Even with this relatively simple model and limited data, we obtain improved constraints on important model parameters. We find that the magma chamber had low (<5 wt %) total volatiles and that the magma permeability scale is well constrained at ~10 –11.4m 2 to reproduce observed dome rock porosities. Here, compared with previous results, higher magma overpressure and lower wall friction are required to compensate for increased viscous resistance while keeping extrusion rate at the observed value.« less
NASA Astrophysics Data System (ADS)
Wong, Ying-Qi; Segall, Paul; Bradley, Andrew; Anderson, Kyle
2017-10-01
Physics-based models of volcanic eruptions track conduit processes as functions of depth and time. When used in inversions, these models permit integration of diverse geological and geophysical data sets to constrain important parameters of magmatic systems. We develop a 1-D steady state conduit model for effusive eruptions including equilibrium crystallization and gas transport through the conduit and compare with the quasi-steady dome growth phase of Mount St. Helens in 2005. Viscosity increase resulting from pressure-dependent crystallization leads to a natural transition from viscous flow to frictional sliding on the conduit margin. Erupted mass flux depends strongly on wall rock and magma permeabilities due to their impact on magma density. Including both lateral and vertical gas transport reveals competing effects that produce nonmonotonic behavior in the mass flux when increasing magma permeability. Using this physics-based model in a Bayesian inversion, we link data sets from Mount St. Helens such as extrusion flux and earthquake depths with petrological data to estimate unknown model parameters, including magma chamber pressure and water content, magma permeability constants, conduit radius, and friction along the conduit walls. Even with this relatively simple model and limited data, we obtain improved constraints on important model parameters. We find that the magma chamber had low (<5 wt %) total volatiles and that the magma permeability scale is well constrained at ˜10-11.4m2 to reproduce observed dome rock porosities. Compared with previous results, higher magma overpressure and lower wall friction are required to compensate for increased viscous resistance while keeping extrusion rate at the observed value.
Wong, Ying -Qi; Segall, Paul; Bradley, Andrew; ...
2017-10-04
Physics-based models of volcanic eruptions track conduit processes as functions of depth and time. When used in inversions, these models permit integration of diverse geological and geophysical data sets to constrain important parameters of magmatic systems. We develop a 1-D steady state conduit model for effusive eruptions including equilibrium crystallization and gas transport through the conduit and compare with the quasi-steady dome growth phase of Mount St. Helens in 2005. Viscosity increase resulting from pressure-dependent crystallization leads to a natural transition from viscous flow to frictional sliding on the conduit margin. Erupted mass flux depends strongly on wall rock andmore » magma permeabilities due to their impact on magma density. Including both lateral and vertical gas transport reveals competing effects that produce nonmonotonic behavior in the mass flux when increasing magma permeability. Using this physics-based model in a Bayesian inversion, we link data sets from Mount St. Helens such as extrusion flux and earthquake depths with petrological data to estimate unknown model parameters, including magma chamber pressure and water content, magma permeability constants, conduit radius, and friction along the conduit walls. Even with this relatively simple model and limited data, we obtain improved constraints on important model parameters. We find that the magma chamber had low (<5 wt %) total volatiles and that the magma permeability scale is well constrained at ~10 –11.4m 2 to reproduce observed dome rock porosities. Here, compared with previous results, higher magma overpressure and lower wall friction are required to compensate for increased viscous resistance while keeping extrusion rate at the observed value.« less
Wong, Ying-Qi; Segall, Paul; Bradley, Andrew; Anderson, Kyle R.
2017-01-01
Physics-based models of volcanic eruptions track conduit processes as functions of depth and time. When used in inversions, these models permit integration of diverse geological and geophysical data sets to constrain important parameters of magmatic systems. We develop a 1-D steady state conduit model for effusive eruptions including equilibrium crystallization and gas transport through the conduit and compare with the quasi-steady dome growth phase of Mount St. Helens in 2005. Viscosity increase resulting from pressure-dependent crystallization leads to a natural transition from viscous flow to frictional sliding on the conduit margin. Erupted mass flux depends strongly on wall rock and magma permeabilities due to their impact on magma density. Including both lateral and vertical gas transport reveals competing effects that produce nonmonotonic behavior in the mass flux when increasing magma permeability. Using this physics-based model in a Bayesian inversion, we link data sets from Mount St. Helens such as extrusion flux and earthquake depths with petrological data to estimate unknown model parameters, including magma chamber pressure and water content, magma permeability constants, conduit radius, and friction along the conduit walls. Even with this relatively simple model and limited data, we obtain improved constraints on important model parameters. We find that the magma chamber had low (<5wt%) total volatiles and that the magma permeability scale is well constrained at ~10-11.4 m2 to reproduce observed dome rock porosities. Compared with previous results, higher magma overpressure and lower wall friction are required to compensate for increased viscous resistance while keeping extrusion rate at the observed value.
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 evidence computation for model selection in non-linear geoacoustic inference problems.
Dettmer, Jan; Dosso, Stan E; Osler, John C
2010-12-01
This paper applies a general Bayesian inference approach, based on Bayesian evidence computation, to geoacoustic inversion of interface-wave dispersion data. Quantitative model selection is carried out by computing the evidence (normalizing constants) for several model parameterizations using annealed importance sampling. The resulting posterior probability density estimate is compared to estimates obtained from Metropolis-Hastings sampling to ensure consistent results. The approach is applied to invert interface-wave dispersion data collected on the Scotian Shelf, off the east coast of Canada for the sediment shear-wave velocity profile. Results are consistent with previous work on these data but extend the analysis to a rigorous approach including model selection and uncertainty analysis. The results are also consistent with core samples and seismic reflection measurements carried out in the area.
Fast model updating coupling Bayesian inference and PGD model reduction
NASA Astrophysics Data System (ADS)
Rubio, Paul-Baptiste; Louf, François; Chamoin, Ludovic
2018-04-01
The paper focuses on a coupled Bayesian-Proper Generalized Decomposition (PGD) approach for the real-time identification and updating of numerical models. The purpose is to use the most general case of Bayesian inference theory in order to address inverse problems and to deal with different sources of uncertainties (measurement and model errors, stochastic parameters). In order to do so with a reasonable CPU cost, the idea is to replace the direct model called for Monte-Carlo sampling by a PGD reduced model, and in some cases directly compute the probability density functions from the obtained analytical formulation. This procedure is first applied to a welding control example with the updating of a deterministic parameter. In the second application, the identification of a stochastic parameter is studied through a glued assembly example.
Inverse modeling of the terrestrial carbon flux in China with flux covariance among inverted regions
NASA Astrophysics Data System (ADS)
Wang, H.; Jiang, F.; Chen, J. M.; Ju, W.; Wang, H.
2011-12-01
Quantitative understanding of the role of ocean and terrestrial biosphere in the global carbon cycle, their response and feedback to climate change is required for the future projection of the global climate. China has the largest amount of anthropogenic CO2 emission, diverse terrestrial ecosystems and an unprecedented rate of urbanization. Thus information on spatial and temporal distributions of the terrestrial carbon flux in China is of great importance in understanding the global carbon cycle. We developed a nested inversion with focus in China. Based on Transcom 22 regions for the globe, we divide China and its neighboring countries into 17 regions, making 39 regions in total for the globe. A Bayesian synthesis inversion is made to estimate the terrestrial carbon flux based on GlobalView CO2 data. In the inversion, GEOS-Chem is used as the transport model to develop the transport matrix. A terrestrial ecosystem model named BEPS is used to produce the prior surface flux to constrain the inversion. However, the sparseness of available observation stations in Asia poses a challenge to the inversion for the 17 small regions. To obtain additional constraint on the inversion, a prior flux covariance matrix is constructed using the BEPS model through analyzing the correlation in the net carbon flux among regions under variable climate conditions. The use of the covariance among different regions in the inversion effectively extends the information content of CO2 observations to more regions. The carbon flux over the 39 land and ocean regions are inverted for the period from 2004 to 2009. In order to investigate the impact of introducing the covariance matrix with non-zero off-diagonal values to the inversion, the inverted terrestrial carbon flux over China is evaluated against ChinaFlux eddy-covariance observations after applying an upscaling methodology.
Development of microwave rainfall retrieval algorithm for climate applications
NASA Astrophysics Data System (ADS)
KIM, J. H.; Shin, D. B.
2014-12-01
With the accumulated satellite datasets for decades, it is possible that satellite-based data could contribute to sustained climate applications. Level-3 products from microwave sensors for climate applications can be obtained from several algorithms. For examples, the Microwave Emission brightness Temperature Histogram (METH) algorithm produces level-3 rainfalls directly, whereas the Goddard profiling (GPROF) algorithm first generates instantaneous rainfalls and then temporal and spatial averaging process leads to level-3 products. The rainfall algorithm developed in this study follows a similar approach to averaging instantaneous rainfalls. However, the algorithm is designed to produce instantaneous rainfalls at an optimal resolution showing reduced non-linearity in brightness temperature (TB)-rain rate(R) relations. It is found that the resolution tends to effectively utilize emission channels whose footprints are relatively larger than those of scattering channels. This algorithm is mainly composed of a-priori databases (DBs) and a Bayesian inversion module. The DB contains massive pairs of simulated microwave TBs and rain rates, obtained by WRF (version 3.4) and RTTOV (version 11.1) simulations. To improve the accuracy and efficiency of retrieval process, data mining technique is additionally considered. The entire DB is classified into eight types based on Köppen climate classification criteria using reanalysis data. Among these sub-DBs, only one sub-DB which presents the most similar physical characteristics is selected by considering the thermodynamics of input data. When the Bayesian inversion is applied to the selected DB, instantaneous rain rate with 6 hours interval is retrieved. The retrieved monthly mean rainfalls are statistically compared with CMAP and GPCP, respectively.
Bayesian Analysis of the Association between Family-Level Factors and Siblings' Dental Caries.
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.
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.
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
A probabilistic process model for pelagic marine ecosystems informed by Bayesian inverse analysis
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.
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.
Zhang, Shuanghui; Liu, Yongxiang; Li, Xiang; Bi, Guoan
2016-04-28
This paper presents a novel Inverse Synthetic Aperture Radar Imaging (ISAR) algorithm based on a new sparse prior, known as the logarithmic Laplacian prior. The newly proposed logarithmic Laplacian prior has a narrower main lobe with higher tail values than the Laplacian prior, which helps to achieve performance improvement on sparse representation. The logarithmic Laplacian prior is used for ISAR imaging within the Bayesian framework to achieve better focused radar image. In the proposed method of ISAR imaging, the phase errors are jointly estimated based on the minimum entropy criterion to accomplish autofocusing. The maximum a posterior (MAP) estimation and the maximum likelihood estimation (MLE) are utilized to estimate the model parameters to avoid manually tuning process. Additionally, the fast Fourier Transform (FFT) and Hadamard product are used to minimize the required computational efficiency. Experimental results based on both simulated and measured data validate that the proposed algorithm outperforms the traditional sparse ISAR imaging algorithms in terms of resolution improvement and noise suppression.
Inverse problems and computational cell metabolic models: a statistical approach
NASA Astrophysics Data System (ADS)
Calvetti, D.; Somersalo, E.
2008-07-01
In this article, we give an overview of the Bayesian modelling of metabolic systems at the cellular and subcellular level. The models are based on detailed description of key biochemical reactions occurring in tissue, which may in turn be compartmentalized into cytosol and mitochondria, and of transports between the compartments. The classical deterministic approach which models metabolic systems as dynamical systems with Michaelis-Menten kinetics, is replaced by a stochastic extension where the model parameters are interpreted as random variables with an appropriate probability density. The inverse problem of cell metabolism in this setting consists of estimating the density of the model parameters. After discussing some possible approaches to solving the problem, we address the issue of how to assess the reliability of the predictions of a stochastic model by proposing an output analysis in terms of model uncertainties. Visualization modalities for organizing the large amount of information provided by the Bayesian dynamic sensitivity analysis are also illustrated.
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
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.
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.
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.
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.
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.
Transdimensional Bayesian tomography of the lowermost mantle from shear waves
NASA Astrophysics Data System (ADS)
Richardson, C.; Mousavi, S. S.; Tkalcic, H.; Masters, G.
2017-12-01
The lowermost layer of the mantle, known as D'', is a complex region that contains significant heterogeneities on different spatial scales and a wide range of physical and chemical features such as partial melting, seismic anisotropy, and variations in thermal and chemical composition. The most powerful tools we have to probe this region are seismic waves and corresponding imaging techniques such as tomography. Recently, we developed compressional velocity tomograms of D'' using a transdimensional Bayesian inversion, where the model parameterization is not explicit and regularization is not required. This has produced a far more nuanced P-wave velocity model of D'' than that from traditional S-wave tomography. We also note that P-wave models of D'' vary much more significantly among various research groups than the corresponding S-wave models. This study therefore seeks to develop a new S-wave velocity model of D'' underneath Australia by using predominantly ScS-S differential travel times measured through waveform correlation and Bayesian transdimensional inversion to further understand and characterize heterogeneities in D''. We used events at epicentral distances between 45 and 75 degrees from stations in Australia at depths of over 200 km and with magnitudes between 6.0 and 6.7. Because of globally incomplete coverage of station and earthquake locations, a major limitation of deep earth tomography has been the explicit parameterization of the region of interest. Explicit parameterization has been foundational in most studies, but faces inherent problems of either over-smoothing the data, or allowing for too much noise. To avoid this, we use spherical Voronoi polygons, which allow for a high level of flexibility as the polygons can grow, shrink, or be altogether deleted throughout a sequence of iterations. Our technique also yields highly desired model parameter uncertainties. While there is little doubt that D'' is heterogeneous, there is still much that is unclear about the extent and spatial distribution of different heterogeneous domains, as there are open questions about their dynamics and chemical interactions in the context of the surrounding mantle and outer core. In this context, our goal is also to quantify and understand the differences between S-wave and P-wave velocity tomographic models.
Global Monthly CO2 Flux Inversion Based on Results of Terrestrial Ecosystem Modeling
NASA Astrophysics Data System (ADS)
Deng, F.; Chen, J.; Peters, W.; Krol, M.
2008-12-01
Most of our understanding of the sources and sinks of atmospheric CO2 has come from inverse studies of atmospheric CO2 concentration measurements. However, the number of currently available observation stations and our ability to simulate the diurnal planetary boundary layer evolution over continental regions essentially limit the number of regions that can be reliably inverted globally, especially over continental areas. In order to overcome these restrictions, a nested inverse modeling system was developed based on the Bayesian principle for estimating carbon fluxes of 30 regions in North America and 20 regions for the rest of the globe. Inverse modeling was conducted in monthly steps using CO2 concentration measurements of 5 years (2000 - 2005) with the following two models: (a) An atmospheric transport model (TM5) is used to generate the transport matrix where the diurnal variation n of atmospheric CO2 concentration is considered to enhance the use of the afternoon-hour average CO2 concentration measurements over the continental sites. (b) A process-based terrestrial ecosystem model (BEPS) is used to produce hourly step carbon fluxes, which could minimize the limitation due to our inability to solve the inverse problem in a high resolution, as the background of our inversion. We will present our recent results achieved through a combination of the bottom-up modeling with BEPS and the top-down modeling based on TM5 driven by offline meteorological fields generated by the European Centre for Medium Range Weather Forecast (ECMFW).
Nested Global Inversion for the Carbon Flux Distribution in Canada and USA from 1994 to 2003
NASA Astrophysics Data System (ADS)
Chen, J. M.; Deng, F.; Ishizawa, M.; Ju, W.; Mo, G.; Chan, D.; Higuchi, K.; Maksyutov, S.
2007-12-01
Based on TransCom inverse modeling for 22 global regions, we developed a nested global inversion system for estimating carbon fluxes of 30 regions in North America (2 of the 22 regions are divided into 30). Irregular boundaries of these 30 regions are delineated based on ecosystem types and provincial/state borders. Synthesis Bayesian inversion is conducted in monthly steps using CO2 concentration measurements at 88 coastal and continental stations of the globe for the 1994-2003 period (NOAA GlobalView database). Responses of these stations to carbon fluxes from the 50 regions are simulated using the transport model of National Institute for Environmental Studies of Japan and reanalysis wind fields of the National Centers for Environmental Prediction (NCEP). Terrestrial carbon flux fields modeled using BEPS and Biome-BGC driven by NCEP reanalysis meteorological data are used as two different a priori to constrain the inversion. The inversion (top- down) results are compared with remote sensing-based ecosystem modeling (bottom-up) results in Canada's forests and wetlands. There is a broad consistency in the spatial pattern of the carbon source and sink distributions obtained using these two independent methods. Both sets of results also indicate that Canada's forests and wetlands are carbon sinks in 1994-2003, but the top-down method produces consistently larger sinks than the bottom-up results. Reasons for this discrepancy may lie in both methods, and several issues are identified for further investigation.
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.
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.
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
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...
NASA Astrophysics Data System (ADS)
Ravenna, Matteo; Lebedev, Sergei; Celli, Nicolas
2017-04-01
We develop a Markov Chain Monte Carlo inversion of fundamental and higher mode phase-velocity curves for radially and azimuthally anisotropic structure of the crust and upper mantle. In the inversions of Rayleigh- and Love-wave dispersion curves for radially anisotropic structure, we obtain probabilistic 1D radially anisotropic shear-velocity profiles of the isotropic average Vs and anisotropy (or Vsv and Vsh) as functions of depth. In the inversions for azimuthal anisotropy, Rayleigh-wave dispersion curves at different azimuths are inverted for the vertically polarized shear-velocity structure (Vsv) and the 2-phi component of azimuthal anisotropy. The strength and originality of the method is in its fully non-linear approach. Each model realization is computed using exact forward calculations. The uncertainty of the models is a part of the output. In the inversions for azimuthal anisotropy, in particular, the computation of the forward problem is performed separately at different azimuths, with no linear approximations on the relation of the Earth's elastic parameters to surface wave phase velocities. The computations are performed in parallel in order reduce the computing time. We compare inversions of the fundamental mode phase-velocity curves alone with inversions that also include overtones. The addition of higher modes enhances the resolving power of the anisotropic structure of the deep upper mantle. We apply the inversion method to phase-velocity curves in a few regions, including the Hangai dome region in Mongolia. Our models provide constraints on the Moho depth, the Lithosphere-Asthenosphere Boundary, and the alignment of the anisotropic fabric and the direction of current and past flow, from the crust down to the deep asthenosphere.
Towards quantifying uncertainty in Greenland's contribution to 21st century sea-level rise
NASA Astrophysics Data System (ADS)
Perego, M.; Tezaur, I.; Price, S. F.; Jakeman, J.; Eldred, M.; Salinger, A.; Hoffman, M. J.
2015-12-01
We present recent work towards developing a methodology for quantifying uncertainty in Greenland's 21st century contribution to sea-level rise. While we focus on uncertainties associated with the optimization and calibration of the basal sliding parameter field, the methodology is largely generic and could be applied to other (or multiple) sets of uncertain model parameter fields. The first step in the workflow is the solution of a large-scale, deterministic inverse problem, which minimizes the mismatch between observed and computed surface velocities by optimizing the two-dimensional coefficient field in a linear-friction sliding law. We then expand the deviation in this coefficient field from its estimated "mean" state using a reduced basis of Karhunen-Loeve Expansion (KLE) vectors. A Bayesian calibration is used to determine the optimal coefficient values for this expansion. The prior for the Bayesian calibration can be computed using the Hessian of the deterministic inversion or using an exponential covariance kernel. The posterior distribution is then obtained using Markov Chain Monte Carlo run on an emulator of the forward model. Finally, the uncertainty in the modeled sea-level rise is obtained by performing an ensemble of forward propagation runs. We present and discuss preliminary results obtained using a moderate-resolution model of the Greenland Ice sheet. As demonstrated in previous work, the primary difficulty in applying the complete workflow to realistic, high-resolution problems is that the effective dimension of the parameter space is very large.
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.
NASA Astrophysics Data System (ADS)
Marie, S.; Irving, J. D.; Looms, M. C.; Nielsen, L.; Holliger, K.
2011-12-01
Geophysical methods such as ground-penetrating radar (GPR) can provide valuable information on the hydrological properties of the vadose zone. In particular, there is evidence to suggest that the stochastic inversion of such data may allow for significant reductions in uncertainty regarding subsurface van-Genuchten-Mualem (VGM) parameters, which characterize unsaturated hydrodynamic behaviour as defined by the combination of the water retention and hydraulic conductivity functions. A significant challenge associated with the use of geophysical methods in a hydrological context is that they generally exhibit an indirect and/or weak sensitivity to the hydraulic parameters of interest. A novel and increasingly popular means of addressing this issue involves the acquisition of geophysical data in a time-lapse fashion while changes occur in the hydrological condition of the probed subsurface region. Another significant challenge when attempting to use geophysical data for the estimation of subsurface hydrological properties is the inherent non-linearity and non-uniqueness of the corresponding inverse problems. Stochastic inversion approaches have the advantage of providing a comprehensive exploration of the model space, which makes them ideally suited for addressing such issues. In this work, we present the stochastic inversion of time-lapse zero-offset-profile (ZOP) crosshole GPR traveltime data, collected during a forced infiltration experiment at the Arreneas field site in Denmark, in order to estimate subsurface VGM parameters and their corresponding uncertainties. We do this using a Bayesian Markov-chain-Monte-Carlo (MCMC) inversion approach. We find that the Bayesian-MCMC methodology indeed allows for a substantial refinement in the inferred posterior parameter distributions of the VGM parameters as compared to the corresponding priors. To further understand the potential impact on capturing the underlying hydrological behaviour, we also explore how the posterior VGM parameter distributions affect the hydrodynamic characteristics. In doing so, we find clear evidence that the approach pursued in this study allows for effective characterization of the hydrological behaviour of the probed subsurface region.
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
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.
NASA Astrophysics Data System (ADS)
Han, Feng; Zheng, Yi
2018-06-01
Significant Input uncertainty is a major source of error in watershed water quality (WWQ) modeling. It remains challenging to address the input uncertainty in a rigorous Bayesian framework. This study develops the Bayesian Analysis of Input and Parametric Uncertainties (BAIPU), an approach for the joint analysis of input and parametric uncertainties through a tight coupling of Markov Chain Monte Carlo (MCMC) analysis and Bayesian Model Averaging (BMA). The formal likelihood function for this approach is derived considering a lag-1 autocorrelated, heteroscedastic, and Skew Exponential Power (SEP) distributed error model. A series of numerical experiments were performed based on a synthetic nitrate pollution case and on a real study case in the Newport Bay Watershed, California. The Soil and Water Assessment Tool (SWAT) and Differential Evolution Adaptive Metropolis (DREAM(ZS)) were used as the representative WWQ model and MCMC algorithm, respectively. The major findings include the following: (1) the BAIPU can be implemented and used to appropriately identify the uncertain parameters and characterize the predictive uncertainty; (2) the compensation effect between the input and parametric uncertainties can seriously mislead the modeling based management decisions, if the input uncertainty is not explicitly accounted for; (3) the BAIPU accounts for the interaction between the input and parametric uncertainties and therefore provides more accurate calibration and uncertainty results than a sequential analysis of the uncertainties; and (4) the BAIPU quantifies the credibility of different input assumptions on a statistical basis and can be implemented as an effective inverse modeling approach to the joint inference of parameters and inputs.
NASA Astrophysics Data System (ADS)
Pachhai, Surya; Dettmer, Jan; Tkalčić, Hrvoje
2015-11-01
Ultra-low velocity zones (ULVZs) are small-scale structures in the Earth's lowermost mantle inferred from the analysis of seismological observations. These structures exhibit a strong decrease in compressional (P)-wave velocity, shear (S)-wave velocity, and an increase in density. Quantifying the elastic properties of ULVZs is crucial for understanding their physical origin, which has been hypothesized either as partial melting, iron enrichment, or a combination of the two. Possible disambiguation of these hypotheses can lead to a better understanding of the dynamic processes of the lowermost mantle, such as, percolation, stirring and thermochemical convection. To date, ULVZs have been predominantly studied by forward waveform modelling of seismic waves that sample the core-mantle boundary region. However, ULVZ parameters (i.e. velocity, density, and vertical and lateral extent) obtained through forward modelling are poorly constrained because inferring Earth structure from seismic observations is a non-linear inverse problem with inherent non-uniqueness. To address these issues, we developed a trans-dimensional hierarchical Bayesian inversion that enables rigorous estimation of ULVZ parameter values and their uncertainties, including the effects of model selection. The model selection includes treating the number of layers and the vertical extent of the ULVZ as unknowns. The posterior probability density (solution to the inverse problem) of the ULVZ parameters is estimated by reversible jump Markov chain Monte Carlo sampling that employs parallel tempering to improve efficiency/convergence. First, we apply our method to study the resolution of complex ULVZ structure (including gradually varying structure) by probabilistically inverting simulated noisy waveforms. Then, two data sets sampling the CMB beneath the Philippine and Tasman Seas are considered in the inversion. Our results indicate that both ULVZs are more complex than previously suggested. For the Philippine Sea data, we find a strong decrease in S-wave velocity, which indicates the presence of iron-rich material, albeit this result is accompanied with larger parameter uncertainties than in a previous study. For the Tasman Sea data, our analysis yields a well-constrained S-wave velocity that gradually decreases with depth. We conclude that this ULVZ represents a partial melt of iron-enriched material with higher melt content near its bottom.
Development of the WRF-CO2 4D-Var assimilation system v1.0
NASA Astrophysics Data System (ADS)
Zheng, Tao; French, Nancy H. F.; Baxter, Martin
2018-05-01
Regional atmospheric CO2 inversions commonly use Lagrangian particle trajectory model simulations to calculate the required influence function, which quantifies the sensitivity of a receptor to flux sources. In this paper, an adjoint-based four-dimensional variational (4D-Var) assimilation system, WRF-CO2 4D-Var, is developed to provide an alternative approach. This system is developed based on the Weather Research and Forecasting (WRF) modeling system, including the system coupled to chemistry (WRF-Chem), with tangent linear and adjoint codes (WRFPLUS), and with data assimilation (WRFDA), all in version 3.6. In WRF-CO2 4D-Var, CO2 is modeled as a tracer and its feedback to meteorology is ignored. This configuration allows most WRF physical parameterizations to be used in the assimilation system without incurring a large amount of code development. WRF-CO2 4D-Var solves for the optimized CO2 flux scaling factors in a Bayesian framework. Two variational optimization schemes are implemented for the system: the first uses the limited memory Broyden-Fletcher-Goldfarb-Shanno (BFGS) minimization algorithm (L-BFGS-B) and the second uses the Lanczos conjugate gradient (CG) in an incremental approach. WRFPLUS forward, tangent linear, and adjoint models are modified to include the physical and dynamical processes involved in the atmospheric transport of CO2. The system is tested by simulations over a domain covering the continental United States at 48 km × 48 km grid spacing. The accuracy of the tangent linear and adjoint models is assessed by comparing against finite difference sensitivity. The system's effectiveness for CO2 inverse modeling is tested using pseudo-observation data. The results of the sensitivity and inverse modeling tests demonstrate the potential usefulness of WRF-CO2 4D-Var for regional CO2 inversions.
Seismic velocity and crustal thickness inversions: Moon and Mars
NASA Astrophysics Data System (ADS)
Drilleau, Melanie; Blanchette-Guertin, Jean-François; Kawamura, Taichi; Lognonné, Philippe; Wieczorek, Mark
2017-04-01
We present results from new inversions of seismic data arrival times acquired by the Apollo active and passive experiments. Markov chain Monte Carlo inversions are used to constrain (i) 1-D lunar crustal and upper mantle velocity models and (ii) 3-D lateral crustal thickness models under the Apollo stations and the artificial and natural impact sites. A full 3-D model of the lunar crustal thickness is then obtained using the GRAIL gravimetric data, anchored by the crustal thicknesses under each Apollo station and impact site. To avoid the use of any seismic reference model, a Bayesian inversion technique is implemented. The advantage of such an approach is to obtain robust probability density functions of interior structure parameters governed by uncertainties on the seismic data arrival times. 1-D seismic velocities are parameterized using C1-Bézier curves, which allow the exploration of both smoothly varying models and first-order discontinuities. The parameters of the inversion include the seismic velocities of P and S waves as a function of depth, the thickness of the crust under each Apollo station and impact epicentre. The forward problem consists in a ray tracing method enabling both the relocation of the natural impact epicenters, and the computation of time corrections associated to the surface topography and the crustal thickness variations under the stations and impact sites. The results show geology-related differences between the different sites, which are due to contrasts in megaregolith thickness and to shallow subsurface composition and structure. Some of the finer structural elements might be difficult to constrain and might fall within the uncertainties of the dataset. However, we use the more precise LROC-located epicentral locations for the lunar modules and Saturn-IV upper stage artificial impacts, reducing some of the uncertainties observed in past studies. In the framework of the NASA InSight/SEIS mission to Mars, the method developed in this study will be used to constrain the Martian crustal thickness as soon as the first data will be available (late 2018). For Insight, impacts will be located by MRO data differential analysis, which provide a known location enabling the direct inversion of all differential travel times with respect to P arrival time. We have performed resolution tests to investigate to what extend impact events might help us to constrain the Martian crustal thickness. Due to the high flexibility of the Bayesian algorithm, the interior model will be refined each time a new event will be detected.
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.
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 ...
NASA Astrophysics Data System (ADS)
Sheng, Zheng
2013-02-01
The estimation of lower atmospheric refractivity from radar sea clutter (RFC) is a complicated nonlinear optimization problem. This paper deals with the RFC problem in a Bayesian framework. It uses the unbiased Markov Chain Monte Carlo (MCMC) sampling technique, which can provide accurate posterior probability distributions of the estimated refractivity parameters by using an electromagnetic split-step fast Fourier transform terrain parabolic equation propagation model within a Bayesian inversion framework. In contrast to the global optimization algorithm, the Bayesian—MCMC can obtain not only the approximate solutions, but also the probability distributions of the solutions, that is, uncertainty analyses of solutions. The Bayesian—MCMC algorithm is implemented on the simulation radar sea-clutter data and the real radar sea-clutter data. Reference data are assumed to be simulation data and refractivity profiles are obtained using a helicopter. The inversion algorithm is assessed (i) by comparing the estimated refractivity profiles from the assumed simulation and the helicopter sounding data; (ii) the one-dimensional (1D) and two-dimensional (2D) posterior probability distribution of solutions.
A Computationally-Efficient Inverse Approach to Probabilistic Strain-Based Damage Diagnosis
NASA Technical Reports Server (NTRS)
Warner, James E.; Hochhalter, Jacob D.; Leser, William P.; Leser, Patrick E.; Newman, John A
2016-01-01
This work presents a computationally-efficient inverse approach to probabilistic damage diagnosis. Given strain data at a limited number of measurement locations, Bayesian inference and Markov Chain Monte Carlo (MCMC) sampling are used to estimate probability distributions of the unknown location, size, and orientation of damage. Substantial computational speedup is obtained by replacing a three-dimensional finite element (FE) model with an efficient surrogate model. The approach is experimentally validated on cracked test specimens where full field strains are determined using digital image correlation (DIC). Access to full field DIC data allows for testing of different hypothetical sensor arrangements, facilitating the study of strain-based diagnosis effectiveness as the distance between damage and measurement locations increases. The ability of the framework to effectively perform both probabilistic damage localization and characterization in cracked plates is demonstrated and the impact of measurement location on uncertainty in the predictions is shown. Furthermore, the analysis time to produce these predictions is orders of magnitude less than a baseline Bayesian approach with the FE method by utilizing surrogate modeling and effective numerical sampling approaches.
Estimates of CO2 fluxes over the city of Cape Town, South Africa, through Bayesian inverse modelling
NASA Astrophysics Data System (ADS)
Nickless, Alecia; Rayner, Peter J.; Engelbrecht, Francois; Brunke, Ernst-Günther; Erni, Birgit; Scholes, Robert J.
2018-04-01
We present a city-scale inversion over Cape Town, South Africa. Measurement sites for atmospheric CO2 concentrations were installed at Robben Island and Hangklip lighthouses, located downwind and upwind of the metropolis. Prior estimates of the fossil fuel fluxes were obtained from a bespoke inventory analysis where emissions were spatially and temporally disaggregated and uncertainty estimates determined by means of error propagation techniques. Net ecosystem exchange (NEE) fluxes from biogenic processes were obtained from the land atmosphere exchange model CABLE (Community Atmosphere Biosphere Land Exchange). Uncertainty estimates were based on the estimates of net primary productivity. CABLE was dynamically coupled to the regional climate model CCAM (Conformal Cubic Atmospheric Model), which provided the climate inputs required to drive the Lagrangian particle dispersion model. The Bayesian inversion framework included a control vector where fossil fuel and NEE fluxes were solved for separately.Due to the large prior uncertainty prescribed to the NEE fluxes, the current inversion framework was unable to adequately distinguish between the fossil fuel and NEE fluxes, but the inversion was able to obtain improved estimates of the total fluxes within pixels and across the domain. The median of the uncertainty reductions of the total weekly flux estimates for the inversion domain of Cape Town was 28 %, but reach as high as 50 %. At the pixel level, uncertainty reductions of the total weekly flux reached up to 98 %, but these large uncertainty reductions were for NEE-dominated pixels. Improved corrections to the fossil fuel fluxes would be possible if the uncertainty around the prior NEE fluxes could be reduced. In order for this inversion framework to be operationalised for monitoring, reporting, and verification (MRV) of emissions from Cape Town, the NEE component of the CO2 budget needs to be better understood. Additional measurements of Δ14C and δ13C isotope measurements would be a beneficial component of an atmospheric monitoring programme aimed at MRV of CO2 for any city which has significant biogenic influence, allowing improved separation of contributions from NEE and fossil fuel fluxes to the observed CO2 concentration.
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.
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.
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.
Application of Bayesian Inversion for Multilayer Reservoir Mapping while Drilling Measurements
NASA Astrophysics Data System (ADS)
Wang, J.; Chen, H.; Wang, X.
2017-12-01
Real-time geosteering technology plays a key role in horizontal well development, which keeps the wellbore trajectories within target zones to maximize reservoir contact. The new generation logging while drilling (LWD) resistivity tools have longer spacing and deeper investigation depth, but meanwhile bring a new challenge to inversion of logging data that is formation model not be restricted to few possible numbers of layer such as typical three layers model. If the inappropriate starting models of deterministic and gradient-based methods are adopted may mislead geophysicists in interpretation of subsurface structure. For this purpose, to take advantage of richness of the measurements and deep depth of investigation across multiple formation boundaries, a trans-dimensional Markov chain Monte Carlo(MCMC) inversion algorithm has been developed that combines phase and attenuation measurements at various frequencies and spacings. Unlike conventional gradient-based inversion approaches, MCMC algorithm does not introduce bias from prior information and require any subjective choice of regularization parameter. A synthetic three layers model example demonstrates how the algorithm can be used to image the subsurface using the LWD data. When the tool is far from top boundary, the inversion clearly resolves the boundary position; that is where the boundary histogram shows a large peak. But the measurements cannot resolve the bottom boundary; the large spread between quantiles reflects the uncertainty associated with the bed resolution. As the tool moves closer to the top boundary, the middle layer and bottom layer are resolved and retained models are more similar, the uncertainty associated with these two beds decreases. From the spread observed between models, we can evaluate actual depth of investigation, uncertainty, and sensitivity, which is more useful then just a single best model.
NASA Astrophysics Data System (ADS)
Lauvaux, Thomas; Miles, Natasha L.; Deng, Aijun; Richardson, Scott J.; Cambaliza, Maria O.; Davis, Kenneth J.; Gaudet, Brian; Gurney, Kevin R.; Huang, Jianhua; O'Keefe, Darragh; Song, Yang; Karion, Anna; Oda, Tomohiro; Patarasuk, Risa; Razlivanov, Igor; Sarmiento, Daniel; Shepson, Paul; Sweeney, Colm; Turnbull, Jocelyn; Wu, Kai
2016-05-01
Based on a uniquely dense network of surface towers measuring continuously the atmospheric concentrations of greenhouse gases (GHGs), we developed the first comprehensive monitoring systems of CO2 emissions at high resolution over the city of Indianapolis. The urban inversion evaluated over the 2012-2013 dormant season showed a statistically significant increase of about 20% (from 4.5 to 5.7 MtC ± 0.23 MtC) compared to the Hestia CO2 emission estimate, a state-of-the-art building-level emission product. Spatial structures in prior emission errors, mostly undetermined, appeared to affect the spatial pattern in the inverse solution and the total carbon budget over the entire area by up to 15%, while the inverse solution remains fairly insensitive to the CO2 boundary inflow and to the different prior emissions (i.e., ODIAC). Preceding the surface emission optimization, we improved the atmospheric simulations using a meteorological data assimilation system also informing our Bayesian inversion system through updated observations error variances. Finally, we estimated the uncertainties associated with undetermined parameters using an ensemble of inversions. The total CO2 emissions based on the ensemble mean and quartiles (5.26-5.91 MtC) were statistically different compared to the prior total emissions (4.1 to 4.5 MtC). Considering the relatively small sensitivity to the different parameters, we conclude that atmospheric inversions are potentially able to constrain the carbon budget of the city, assuming sufficient data to measure the inflow of GHG over the city, but additional information on prior emission error structures are required to determine the spatial structures of urban emissions at high resolution.
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.
Cone Beam X-ray Luminescence Computed Tomography Based on Bayesian Method.
Zhang, Guanglei; Liu, Fei; Liu, Jie; Luo, Jianwen; Xie, Yaoqin; Bai, Jing; Xing, Lei
2017-01-01
X-ray luminescence computed tomography (XLCT), which aims to achieve molecular and functional imaging by X-rays, has recently been proposed as a new imaging modality. Combining the principles of X-ray excitation of luminescence-based probes and optical signal detection, XLCT naturally fuses functional and anatomical images and provides complementary information for a wide range of applications in biomedical research. In order to improve the data acquisition efficiency of previously developed narrow-beam XLCT, a cone beam XLCT (CB-XLCT) mode is adopted here to take advantage of the useful geometric features of cone beam excitation. Practically, a major hurdle in using cone beam X-ray for XLCT is that the inverse problem here is seriously ill-conditioned, hindering us to achieve good image quality. In this paper, we propose a novel Bayesian method to tackle the bottleneck in CB-XLCT reconstruction. The method utilizes a local regularization strategy based on Gaussian Markov random field to mitigate the ill-conditioness of CB-XLCT. An alternating optimization scheme is then used to automatically calculate all the unknown hyperparameters while an iterative coordinate descent algorithm is adopted to reconstruct the image with a voxel-based closed-form solution. Results of numerical simulations and mouse experiments show that the self-adaptive Bayesian method significantly improves the CB-XLCT image quality as compared with conventional methods.
Cone Beam X-ray Luminescence Computed Tomography Based on Bayesian Method
Liu, Fei; Luo, Jianwen; Xie, Yaoqin; Bai, Jing
2017-01-01
X-ray luminescence computed tomography (XLCT), which aims to achieve molecular and functional imaging by X-rays, has recently been proposed as a new imaging modality. Combining the principles of X-ray excitation of luminescence-based probes and optical signal detection, XLCT naturally fuses functional and anatomical images and provides complementary information for a wide range of applications in biomedical research. In order to improve the data acquisition efficiency of previously developed narrow-beam XLCT, a cone beam XLCT (CB-XLCT) mode is adopted here to take advantage of the useful geometric features of cone beam excitation. Practically, a major hurdle in using cone beam X-ray for XLCT is that the inverse problem here is seriously ill-conditioned, hindering us to achieve good image quality. In this paper, we propose a novel Bayesian method to tackle the bottleneck in CB-XLCT reconstruction. The method utilizes a local regularization strategy based on Gaussian Markov random field to mitigate the ill-conditioness of CB-XLCT. An alternating optimization scheme is then used to automatically calculate all the unknown hyperparameters while an iterative coordinate descent algorithm is adopted to reconstruct the image with a voxel-based closed-form solution. Results of numerical simulations and mouse experiments show that the self-adaptive Bayesian method significantly improves the CB-XLCT image quality as compared with conventional methods. PMID:27576245
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.
Bayesian resolution of TEM, CSEM and MT soundings: a comparative study
NASA Astrophysics Data System (ADS)
Blatter, D. B.; Ray, A.; Key, K.
2017-12-01
We examine the resolution of three electromagnetic exploration methods commonly used to map the electrical conductivity of the shallow crust - the magnetotelluric (MT) method, the controlled-source electromagnetic (CSEM) method and the transient electromagnetic (TEM) method. TEM and CSEM utilize an artificial source of EM energy, while MT makes use of natural variations in the Earth's electromagnetic field. For a given geological setting and acquisition parameters, each of these methods will have a different resolution due to differences in the source field polarization and the frequency range of the measurements. For example, the MT and TEM methods primarily rely on induced horizontal currents and are most sensitive to conductive layers while the CSEM method generates vertical loops of current and is more sensitive to resistive features. Our study seeks to provide a robust resolution comparison that can help inform exploration geophysicists about which technique is best suited for a particular target. While it is possible to understand and describe a difference in resolution qualitatively, it remains challenging to fully describe it quantitatively using optimization based approaches. Part of the difficulty here stems from the standard electromagnetic inversion toolkit, which makes heavy use of regularization (often in the form of smoothing) to constrain the non-uniqueness inherent in the inverse problem. This regularization makes it difficult to accurately estimate the uncertainty in estimated model parameters - and therefore obscures their true resolution. To overcome this difficulty, we compare the resolution of CSEM, airborne TEM, and MT data quantitatively using a Bayesian trans-dimensional Markov chain Monte Carlo (McMC) inversion scheme. Noisy synthetic data for this study are computed from various representative 1D test models: a conductive anomaly under a conductive/resistive overburden; and a resistive anomaly under a conductive/resistive overburden. In addition to obtaining the full posterior probability density function of the model parameters, we develop a metric to more directly compare the resolution of each method as a function of depth.
A Bayesian approach to estimate evoked potentials.
Sparacino, Giovanni; Milani, Stefano; Arslan, Edoardo; Cobelli, Claudio
2002-06-01
Several approaches, based on different assumptions and with various degree of theoretical sophistication and implementation complexity, have been developed for improving the measurement of evoked potentials (EP) performed by conventional averaging (CA). In many of these methods, one of the major challenges is the exploitation of a priori knowledge. In this paper, we present a new method where the 2nd-order statistical information on the background EEG and on the unknown EP, necessary for the optimal filtering of each sweep in a Bayesian estimation framework, is, respectively, estimated from pre-stimulus data and obtained through a multiple integration of a white noise process model. The latter model is flexible (i.e. it can be employed for a large class of EP) and simple enough to be easily identifiable from the post-stimulus data thanks to a smoothing criterion. The mean EP is determined as the weighted average of the filtered sweeps, where each weight is inversely proportional to the expected value of the norm of the correspondent filter error, a quantity determinable thanks to the employment of the Bayesian approach. The performance of the new approach is shown on both simulated and real auditory EP. A signal-to-noise ratio enhancement is obtained that can allow the (possibly automatic) identification of peak latencies and amplitudes with less sweeps than those required by CA. For cochlear EP, the method also allows the audiology investigator to gather new and clinically important information. The possibility of handling single-sweep analysis with further development of the method is also addressed.
The Development of Bayesian Theory and Its Applications in Business and Bioinformatics
NASA Astrophysics Data System (ADS)
Zhang, Yifei
2018-03-01
Bayesian Theory originated from an Essay of a British mathematician named Thomas Bayes in 1763, and after its development in 20th century, Bayesian Statistics has been taking a significant part in statistical study of all fields. Due to the recent breakthrough of high-dimensional integral, Bayesian Statistics has been improved and perfected, and now it can be used to solve problems that Classical Statistics failed to solve. This paper summarizes Bayesian Statistics’ history, concepts and applications, which are illustrated in five parts: the history of Bayesian Statistics, the weakness of Classical Statistics, Bayesian Theory and its development and applications. The first two parts make a comparison between Bayesian Statistics and Classical Statistics in a macroscopic aspect. And the last three parts focus on Bayesian Theory in specific -- from introducing some particular Bayesian Statistics’ concepts to listing their development and finally their applications.
Active subspace uncertainty quantification for a polydomain ferroelectric phase-field model
NASA Astrophysics Data System (ADS)
Leon, Lider S.; Smith, Ralph C.; Miles, Paul; Oates, William S.
2018-03-01
Quantum-informed ferroelectric phase field models capable of predicting material behavior, are necessary for facilitating the development and production of many adaptive structures and intelligent systems. Uncertainty is present in these models, given the quantum scale at which calculations take place. A necessary analysis is to determine how the uncertainty in the response can be attributed to the uncertainty in the model inputs or parameters. A second analysis is to identify active subspaces within the original parameter space, which quantify directions in which the model response varies most dominantly, thus reducing sampling effort and computational cost. In this investigation, we identify an active subspace for a poly-domain ferroelectric phase-field model. Using the active variables as our independent variables, we then construct a surrogate model and perform Bayesian inference. Once we quantify the uncertainties in the active variables, we obtain uncertainties for the original parameters via an inverse mapping. The analysis provides insight into how active subspace methodologies can be used to reduce computational power needed to perform Bayesian inference on model parameters informed by experimental or simulated data.
Bayesian calibration of the Community Land Model using surrogates
DOE Office of Scientific and Technical Information (OSTI.GOV)
Ray, Jaideep; Hou, Zhangshuan; Huang, Maoyi
2014-02-01
We present results from the Bayesian calibration of hydrological parameters of the Community Land Model (CLM), which is often used in climate simulations and Earth system models. A statistical inverse problem is formulated for three hydrological parameters, conditional on observations of latent heat surface fluxes over 48 months. Our calibration method uses polynomial and Gaussian process surrogates of the CLM, and solves the parameter estimation problem using a Markov chain Monte Carlo sampler. Posterior probability densities for the parameters are developed for two sites with different soil and vegetation covers. Our method also allows us to examine the structural errormore » in CLM under two error models. We find that surrogate models can be created for CLM in most cases. The posterior distributions are more predictive than the default parameter values in CLM. Climatologically averaging the observations does not modify the parameters' distributions significantly. The structural error model reveals a correlation time-scale which can be used to identify the physical process that could be contributing to it. While the calibrated CLM has a higher predictive skill, the calibration is under-dispersive.« less
Hierarchical Bayesian modeling of ionospheric TEC disturbances as non-stationary processes
NASA Astrophysics Data System (ADS)
Seid, Abdu Mohammed; Berhane, Tesfahun; Roininen, Lassi; Nigussie, Melessew
2018-03-01
We model regular and irregular variation of ionospheric total electron content as stationary and non-stationary processes, respectively. We apply the method developed to SCINDA GPS data set observed at Bahir Dar, Ethiopia (11.6 °N, 37.4 °E) . We use hierarchical Bayesian inversion with Gaussian Markov random process priors, and we model the prior parameters in the hyperprior. We use Matérn priors via stochastic partial differential equations, and use scaled Inv -χ2 hyperpriors for the hyperparameters. For drawing posterior estimates, we use Markov Chain Monte Carlo methods: Gibbs sampling and Metropolis-within-Gibbs for parameter and hyperparameter estimations, respectively. This allows us to quantify model parameter estimation uncertainties as well. We demonstrate the applicability of the method proposed using a synthetic test case. Finally, we apply the method to real GPS data set, which we decompose to regular and irregular variation components. The result shows that the approach can be used as an accurate ionospheric disturbance characterization technique that quantifies the total electron content variability with corresponding error uncertainties.
Revision of a local magnitude relation for South Korea
NASA Astrophysics Data System (ADS)
Sheen, D. H.; Seo, K. J.; Oh, J.; Kim, S.; Kang, T. S.; Rhie, J.
2017-12-01
A local magnitude relation in South Korea is revised using synthetic Wood-Anderson seismograms from local earthquakes in the distance range of 10-600 km recorded by broadband seismic networks, operated by the Korea Institute of Geoscience and Mineral Resources (KIGAM) and the Korea Meteorological Administration (KMA) between 2001 and 2016. The magnitudes of the earthquakes ranged from ML 2.0 to 5.8 based on the catalog of the KMA. Total numbers of events and seismic records are about 500 and 10,000, respectively. In order to minimize the location error, inland earthquakes were relocated based on manual picks of P and S arrivals using 1-D velocity model for South Korea developed by a trans-dimensional hierarchical Bayesian inversion. Wood-Anderson peak amplitudes measured on the records whose signal-to-noise ratios are greater than 3.0 and were inverted for the attenuation curve by parametric and non-parametric least-squares inversion methods. The discussion on the comparison of the resulting local magnitude relationships will also be addressed.
Inverse problems biomechanical imaging (Conference Presentation)
NASA Astrophysics Data System (ADS)
Oberai, Assad A.
2016-03-01
It is now well recognized that a host of imaging modalities (a list that includes Ultrasound, MRI, Optical Coherence Tomography, and optical microscopy) can be used to "watch" tissue as it deforms in response to an internal or external excitation. The result is a detailed map of the deformation field in the interior of the tissue. This deformation field can be used in conjunction with a material mechanical response to determine the spatial distribution of material properties of the tissue by solving an inverse problem. Images of material properties thus obtained can be used to quantify the health of the tissue. Recently, they have been used to detect, diagnose and monitor cancerous lesions, detect vulnerable plaque in arteries, diagnose liver cirrhosis, and possibly detect the onset of Alzheimer's disease. In this talk I will describe the mathematical and computational aspects of solving this class of inverse problems, and their applications in biology and medicine. In particular, I will discuss the well-posedness of these problems and quantify the amount of displacement data necessary to obtain a unique property distribution. I will describe an efficient algorithm for solving the resulting inverse problem. I will also describe some recent developments based on Bayesian inference in estimating the variance in the estimates of material properties. I will conclude with the applications of these techniques in diagnosing breast cancer and in characterizing the mechanical properties of cells with sub-cellular resolution.
Hamiltonian Monte Carlo Inversion of Seismic Sources in Complex Media
NASA Astrophysics Data System (ADS)
Fichtner, A.; Simutė, S.
2017-12-01
We present a probabilistic seismic source inversion method that properly accounts for 3D heterogeneous Earth structure and provides full uncertainty information on the timing, location and mechanism of the event. Our method rests on two essential elements: (1) reciprocity and spectral-element simulations in complex media, and (2) Hamiltonian Monte Carlo sampling that requires only a small amount of test models. Using spectral-element simulations of 3D, visco-elastic, anisotropic wave propagation, we precompute a data base of the strain tensor in time and space by placing sources at the positions of receivers. Exploiting reciprocity, this receiver-side strain data base can be used to promptly compute synthetic seismograms at the receiver locations for any hypothetical source within the volume of interest. The rapid solution of the forward problem enables a Bayesian solution of the inverse problem. For this, we developed a variant of Hamiltonian Monte Carlo (HMC) sampling. Taking advantage of easily computable derivatives, HMC converges to the posterior probability density with orders of magnitude less samples than derivative-free Monte Carlo methods. (Exact numbers depend on observational errors and the quality of the prior). We apply our method to the Japanese Islands region where we previously constrained 3D structure of the crust and upper mantle using full-waveform inversion with a minimum period of around 15 s.
Family History as an Indicator of Risk for Reading Disability.
ERIC Educational Resources Information Center
Volger, George P.; And Others
1984-01-01
Self-reported reading ability of parents of 174 reading-disabled children and of 182 controls was used to estimate the probability that a child will become reading disabled. Using Bayesian inverse probability analysis, it was found that the risk for reading disability is increased substantially if either parent has had difficulty in learning to…
Source partitioning of methane emissions and its seasonality in the U.S. Midwest
Zichong Chen; Timothy J. Griffis; John M. Baker; Dylan B. Millet; Jeffrey D. Wood; Edward J. Dlugokencky; Arlyn E. Andrews; Colm Sweeney; Cheng Hu; Randall K. Kolka
2018-01-01
The methane (CH4) budget and its source partitioning are poorly constrained in the Midwestern United States. We used tall tower (185 m) aerodynamic flux measurements and atmospheric scale factor Bayesian inversions to constrain the monthly budget and to partition the total budget into natural (e.g., wetlands) and anthropogenic (e.g., livestock,...
Measurement Uncertainty of Dew-Point Temperature in a Two-Pressure Humidity Generator
NASA Astrophysics Data System (ADS)
Martins, L. Lages; Ribeiro, A. Silva; Alves e Sousa, J.; Forbes, Alistair B.
2012-09-01
This article describes the measurement uncertainty evaluation of the dew-point temperature when using a two-pressure humidity generator as a reference standard. The estimation of the dew-point temperature involves the solution of a non-linear equation for which iterative solution techniques, such as the Newton-Raphson method, are required. Previous studies have already been carried out using the GUM method and the Monte Carlo method but have not discussed the impact of the approximate numerical method used to provide the temperature estimation. One of the aims of this article is to take this approximation into account. Following the guidelines presented in the GUM Supplement 1, two alternative approaches can be developed: the forward measurement uncertainty propagation by the Monte Carlo method when using the Newton-Raphson numerical procedure; and the inverse measurement uncertainty propagation by Bayesian inference, based on prior available information regarding the usual dispersion of values obtained by the calibration process. The measurement uncertainties obtained using these two methods can be compared with previous results. Other relevant issues concerning this research are the broad application to measurements that require hygrometric conditions obtained from two-pressure humidity generators and, also, the ability to provide a solution that can be applied to similar iterative models. The research also studied the factors influencing both the use of the Monte Carlo method (such as the seed value and the convergence parameter) and the inverse uncertainty propagation using Bayesian inference (such as the pre-assigned tolerance, prior estimate, and standard deviation) in terms of their accuracy and adequacy.
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.
NASA Astrophysics Data System (ADS)
Saputro, D. R. S.; Amalia, F.; Widyaningsih, P.; Affan, R. C.
2018-05-01
Bayesian method is a method that can be used to estimate the parameters of multivariate multiple regression model. Bayesian method has two distributions, there are prior and posterior distributions. Posterior distribution is influenced by the selection of prior distribution. Jeffreys’ prior distribution is a kind of Non-informative prior distribution. This prior is used when the information about parameter not available. Non-informative Jeffreys’ prior distribution is combined with the sample information resulting the posterior distribution. Posterior distribution is used to estimate the parameter. The purposes of this research is to estimate the parameters of multivariate regression model using Bayesian method with Non-informative Jeffreys’ prior distribution. Based on the results and discussion, parameter estimation of β and Σ which were obtained from expected value of random variable of marginal posterior distribution function. The marginal posterior distributions for β and Σ are multivariate normal and inverse Wishart. However, in calculation of the expected value involving integral of a function which difficult to determine the value. Therefore, approach is needed by generating of random samples according to the posterior distribution characteristics of each parameter using Markov chain Monte Carlo (MCMC) Gibbs sampling algorithm.
Variational Bayesian identification and prediction of stochastic nonlinear dynamic causal models.
Daunizeau, J; Friston, K J; Kiebel, S J
2009-11-01
In this paper, we describe a general variational Bayesian approach for approximate inference on nonlinear stochastic dynamic models. This scheme extends established approximate inference on hidden-states to cover: (i) nonlinear evolution and observation functions, (ii) unknown parameters and (precision) hyperparameters and (iii) model comparison and prediction under uncertainty. Model identification or inversion entails the estimation of the marginal likelihood or evidence of a model. This difficult integration problem can be finessed by optimising a free-energy bound on the evidence using results from variational calculus. This yields a deterministic update scheme that optimises an approximation to the posterior density on the unknown model variables. We derive such a variational Bayesian scheme in the context of nonlinear stochastic dynamic hierarchical models, for both model identification and time-series prediction. The computational complexity of the scheme is comparable to that of an extended Kalman filter, which is critical when inverting high dimensional models or long time-series. Using Monte-Carlo simulations, we assess the estimation efficiency of this variational Bayesian approach using three stochastic variants of chaotic dynamic systems. We also demonstrate the model comparison capabilities of the method, its self-consistency and its predictive power.
NASA Astrophysics Data System (ADS)
Stucchi Boschi, Raquel; Qin, Mingming; Gimenez, Daniel; Cooper, Miguel
2016-04-01
Modeling is an important tool for better understanding and assessing land use impacts on landscape processes. A key point for environmental modeling is the knowledge of soil hydraulic properties. However, direct determination of soil hydraulic properties is difficult and costly, particularly in vast and remote regions such as one constituting the Amazon Biome. One way to overcome this problem is to extrapolate accurately estimated data to pedologically similar sites. The van Genuchten (VG) parametric equation is the most commonly used for modeling SWRC. The use of a Bayesian approach in combination with the Markov chain Monte Carlo to estimate the VG parameters has several advantages compared to the widely used global optimization techniques. The Bayesian approach provides posterior distributions of parameters that are independent from the initial values and allow for uncertainty analyses. The main objectives of this study were: i) to estimate hydraulic parameters from data of pasture and forest sites by the Bayesian inverse modeling approach; and ii) to investigate the extrapolation of the estimated VG parameters to a nearby toposequence with pedologically similar soils to those used for its estimate. The parameters were estimated from volumetric water content and tension observations obtained after rainfall events during a 207-day period from pasture and forest sites located in the southeastern Amazon region. These data were used to run HYDRUS-1D under a Differential Evolution Adaptive Metropolis (DREAM) scheme 10,000 times, and only the last 2,500 times were used to calculate the posterior distributions of each hydraulic parameter along with 95% confidence intervals (CI) of volumetric water content and tension time series. Then, the posterior distributions were used to generate hydraulic parameters for two nearby toposequences composed by six soil profiles, three are under forest and three are under pasture. The parameters of the nearby site were accepted when the predicted tension time series were within the 95% CI which is derived from the calibration site using DREAM scheme.
Korsgaard, Inge Riis; Lund, Mogens Sandø; Sorensen, Daniel; Gianola, Daniel; Madsen, Per; Jensen, Just
2003-01-01
A fully Bayesian analysis using Gibbs sampling and data augmentation in a multivariate model of Gaussian, right censored, and grouped Gaussian traits is described. The grouped Gaussian traits are either ordered categorical traits (with more than two categories) or binary traits, where the grouping is determined via thresholds on the underlying Gaussian scale, the liability scale. Allowances are made for unequal models, unknown covariance matrices and missing data. Having outlined the theory, strategies for implementation are reviewed. These include joint sampling of location parameters; efficient sampling from the fully conditional posterior distribution of augmented data, a multivariate truncated normal distribution; and sampling from the conditional inverse Wishart distribution, the fully conditional posterior distribution of the residual covariance matrix. Finally, a simulated dataset was analysed to illustrate the methodology. This paper concentrates on a model where residuals associated with liabilities of the binary traits are assumed to be independent. A Bayesian analysis using Gibbs sampling is outlined for the model where this assumption is relaxed. PMID:12633531
Ultrafast current imaging by Bayesian inversion
Somnath, Suhas; Law, Kody J. H.; Morozovska, Anna; Maksymovych, Petro; Kim, Yunseok; Lu, Xiaoli; Alexe, Marin; Archibald, Richard K; Kalinin, Sergei V; Jesse, Stephen; Vasudevan, Rama K
2016-01-01
Spectroscopic measurements of current-voltage curves in scanning probe microscopy is the earliest and one of the most common methods for characterizing local energy-dependent electronic properties, providing insight into superconductive, semiconductor, and memristive behaviors. However, the quasistatic nature of these measurements renders them extremely slow. Here, we demonstrate a fundamentally new approach for dynamic spectroscopic current imaging via full information capture and Bayesian inference analysis. This "general-mode I-V"method allows three orders of magnitude faster rates than presently possible. The technique is demonstrated by acquiring I-V curves in ferroelectric nanocapacitors, yielding >100,000 I-V curves in <20 minutes. This allows detection of switching currents in the nanoscale capacitors, as well as determination of dielectric constant. These experiments show the potential for the use of full information capture and Bayesian inference towards extracting physics from rapid I-V measurements, and can be used for transport measurements in both atomic force and scanning tunneling microscopy. The data was analyzed using pycroscopy - an open-source python package available at https://github.com/pycroscopy/pycroscopy
A stochastic approach for model reduction and memory function design in hydrogeophysical inversion
NASA Astrophysics Data System (ADS)
Hou, Z.; Kellogg, A.; Terry, N.
2009-12-01
Geophysical (e.g., seismic, electromagnetic, radar) techniques and statistical methods are essential for research related to subsurface characterization, including monitoring subsurface flow and transport processes, oil/gas reservoir identification, etc. For deep subsurface characterization such as reservoir petroleum exploration, seismic methods have been widely used. Recently, electromagnetic (EM) methods have drawn great attention in the area of reservoir characterization. However, considering the enormous computational demand corresponding to seismic and EM forward modeling, it is usually a big problem to have too many unknown parameters in the modeling domain. For shallow subsurface applications, the characterization can be very complicated considering the complexity and nonlinearity of flow and transport processes in the unsaturated zone. It is warranted to reduce the dimension of parameter space to a reasonable level. Another common concern is how to make the best use of time-lapse data with spatial-temporal correlations. This is even more critical when we try to monitor subsurface processes using geophysical data collected at different times. The normal practice is to get the inverse images individually. These images are not necessarily continuous or even reasonably related, because of the non-uniqueness of hydrogeophysical inversion. We propose to use a stochastic framework by integrating minimum-relative-entropy concept, quasi Monto Carlo sampling techniques, and statistical tests. The approach allows efficient and sufficient exploration of all possibilities of model parameters and evaluation of their significances to geophysical responses. The analyses enable us to reduce the parameter space significantly. The approach can be combined with Bayesian updating, allowing us to treat the updated ‘posterior’ pdf as a memory function, which stores all the information up to date about the distributions of soil/field attributes/properties, then consider the memory function as a new prior and generate samples from it for further updating when more geophysical data is available. We applied this approach for deep oil reservoir characterization and for shallow subsurface flow monitoring. The model reduction approach reliably helps reduce the joint seismic/EM/radar inversion computational time to reasonable levels. Continuous inversion images are obtained using time-lapse data with the “memory function” applied in the Bayesian inversion.
Improved characterisation of measurement errors in electrical resistivity tomography (ERT) surveys
NASA Astrophysics Data System (ADS)
Tso, C. H. M.; Binley, A. M.; Kuras, O.; Graham, J.
2016-12-01
Measurement errors can play a pivotal role in geophysical inversion. Most inverse models require users to prescribe a statistical model of data errors before inversion. Wrongly prescribed error levels can lead to over- or under-fitting of data, yet commonly used models of measurement error are relatively simplistic. With the heightening interests in uncertainty estimation across hydrogeophysics, better characterisation and treatment of measurement errors is needed to provide more reliable estimates of uncertainty. We have analysed two time-lapse electrical resistivity tomography (ERT) datasets; one contains 96 sets of direct and reciprocal data collected from a surface ERT line within a 24h timeframe, while the other is a year-long cross-borehole survey at a UK nuclear site with over 50,000 daily measurements. Our study included the characterisation of the spatial and temporal behaviour of measurement errors using autocorrelation and covariance analysis. We find that, in addition to well-known proportionality effects, ERT measurements can also be sensitive to the combination of electrodes used. This agrees with reported speculation in previous literature that ERT errors could be somewhat correlated. Based on these findings, we develop a new error model that allows grouping based on electrode number in additional to fitting a linear model to transfer resistance. The new model fits the observed measurement errors better and shows superior inversion and uncertainty estimates in synthetic examples. It is robust, because it groups errors together based on the number of the four electrodes used to make each measurement. The new model can be readily applied to the diagonal data weighting matrix commonly used in classical inversion methods, as well as to the data covariance matrix in the Bayesian inversion framework. We demonstrate its application using extensive ERT monitoring datasets from the two aforementioned sites.
Natanegara, Fanni; Neuenschwander, Beat; Seaman, John W; Kinnersley, Nelson; Heilmann, Cory R; Ohlssen, David; Rochester, George
2014-01-01
Bayesian applications in medical product development have recently gained popularity. Despite many advances in Bayesian methodology and computations, increase in application across the various areas of medical product development has been modest. The DIA Bayesian Scientific Working Group (BSWG), which includes representatives from industry, regulatory agencies, and academia, has adopted the vision to ensure Bayesian methods are well understood, accepted more broadly, and appropriately utilized to improve decision making and enhance patient outcomes. As Bayesian applications in medical product development are wide ranging, several sub-teams were formed to focus on various topics such as patient safety, non-inferiority, prior specification, comparative effectiveness, joint modeling, program-wide decision making, analytical tools, and education. The focus of this paper is on the recent effort of the BSWG Education sub-team to administer a Bayesian survey to statisticians across 17 organizations involved in medical product development. We summarize results of this survey, from which we provide recommendations on how to accelerate progress in Bayesian applications throughout medical product development. The survey results support findings from the literature and provide additional insight on regulatory acceptance of Bayesian methods and information on the need for a Bayesian infrastructure within an organization. The survey findings support the claim that only modest progress in areas of education and implementation has been made recently, despite substantial progress in Bayesian statistical research and software availability. Copyright © 2013 John Wiley & Sons, Ltd.
Estimating National-scale Emissions using Dense Monitoring Networks
NASA Astrophysics Data System (ADS)
Ganesan, A.; Manning, A.; Grant, A.; Young, D.; Oram, D.; Sturges, W. T.; Moncrieff, J. B.; O'Doherty, S.
2014-12-01
The UK's DECC (Deriving Emissions linked to Climate Change) network consists of four greenhouse gas measurement stations that are situated to constrain emissions from the UK and Northwest Europe. These four stations are located in Mace Head (West Coast of Ireland), and on telecommunication towers at Ridge Hill (Western England), Tacolneston (Eastern England) and Angus (Eastern Scotland). With the exception of Angus, which currently only measures carbon dioxide (CO2) and methane (CH4), the remaining sites are additionally equipped to monitor nitrous oxide (N2O). We present an analysis of the network's CH4 and N2O observations from 2011-2013 and compare derived top-down regional emissions with bottom-up inventories, including a recently produced high-resolution inventory (UK National Atmospheric Emissions Inventory). As countries are moving toward national-level emissions estimation, we also address some of the considerations that need to be made when designing these national networks. One of the novel aspects of this work is that we use a hierarchical Bayesian inversion framework. This methodology, which has newly been applied to greenhouse gas emissions estimation, is designed to estimate temporally and spatially varying model-measurement uncertainties and correlation scales, in addition to fluxes. Through this analysis, we demonstrate the importance of characterizing these covariance parameters in order to properly use data from high-density monitoring networks. This UK case study highlights the ways in which this new inverse framework can be used to address some of the limitations of traditional Bayesian inverse methods.
NASA Astrophysics Data System (ADS)
Ray, Anandaroop; Key, Kerry; Bodin, Thomas; Myer, David; Constable, Steven
2014-12-01
We apply a reversible-jump Markov chain Monte Carlo method to sample the Bayesian posterior model probability density function of 2-D seafloor resistivity as constrained by marine controlled source electromagnetic data. This density function of earth models conveys information on which parts of the model space are illuminated by the data. Whereas conventional gradient-based inversion approaches require subjective regularization choices to stabilize this highly non-linear and non-unique inverse problem and provide only a single solution with no model uncertainty information, the method we use entirely avoids model regularization. The result of our approach is an ensemble of models that can be visualized and queried to provide meaningful information about the sensitivity of the data to the subsurface, and the level of resolution of model parameters. We represent models in 2-D using a Voronoi cell parametrization. To make the 2-D problem practical, we use a source-receiver common midpoint approximation with 1-D forward modelling. Our algorithm is transdimensional and self-parametrizing where the number of resistivity cells within a 2-D depth section is variable, as are their positions and geometries. Two synthetic studies demonstrate the algorithm's use in the appraisal of a thin, segmented, resistive reservoir which makes for a challenging exploration target. As a demonstration example, we apply our method to survey data collected over the Scarborough gas field on the Northwest Australian shelf.
Uncertainty Estimation in Tsunami Initial Condition From Rapid Bayesian Finite Fault Modeling
NASA Astrophysics Data System (ADS)
Benavente, R. F.; Dettmer, J.; Cummins, P. R.; Urrutia, A.; Cienfuegos, R.
2017-12-01
It is well known that kinematic rupture models for a given earthquake can present discrepancies even when similar datasets are employed in the inversion process. While quantifying this variability can be critical when making early estimates of the earthquake and triggered tsunami impact, "most likely models" are normally used for this purpose. In this work, we quantify the uncertainty of the tsunami initial condition for the great Illapel earthquake (Mw = 8.3, 2015, Chile). We focus on utilizing data and inversion methods that are suitable to rapid source characterization yet provide meaningful and robust results. Rupture models from teleseismic body and surface waves as well as W-phase are derived and accompanied by Bayesian uncertainty estimates from linearized inversion under positivity constraints. We show that robust and consistent features about the rupture kinematics appear when working within this probabilistic framework. Moreover, by using static dislocation theory, we translate the probabilistic slip distributions into seafloor deformation which we interpret as a tsunami initial condition. After considering uncertainty, our probabilistic seafloor deformation models obtained from different data types appear consistent with each other providing meaningful results. We also show that selecting just a single "representative" solution from the ensemble of initial conditions for tsunami propagation may lead to overestimating information content in the data. Our results suggest that rapid, probabilistic rupture models can play a significant role during emergency response by providing robust information about the extent of the disaster.
NASA Astrophysics Data System (ADS)
Cucchi, K.; Kawa, N.; Hesse, F.; Rubin, Y.
2017-12-01
In order to reduce uncertainty in the prediction of subsurface flow and transport processes, practitioners should use all data available. However, classic inverse modeling frameworks typically only make use of information contained in in-situ field measurements to provide estimates of hydrogeological parameters. Such hydrogeological information about an aquifer is difficult and costly to acquire. In this data-scarce context, the transfer of ex-situ information coming from previously investigated sites can be critical for improving predictions by better constraining the estimation procedure. Bayesian inverse modeling provides a coherent framework to represent such ex-situ information by virtue of the prior distribution and combine them with in-situ information from the target site. In this study, we present an innovative data-driven approach for defining such informative priors for hydrogeological parameters at the target site. Our approach consists in two steps, both relying on statistical and machine learning methods. The first step is data selection; it consists in selecting sites similar to the target site. We use clustering methods for selecting similar sites based on observable hydrogeological features. The second step is data assimilation; it consists in assimilating data from the selected similar sites into the informative prior. We use a Bayesian hierarchical model to account for inter-site variability and to allow for the assimilation of multiple types of site-specific data. We present the application and validation of the presented methods on an established database of hydrogeological parameters. Data and methods are implemented in the form of an open-source R-package and therefore facilitate easy use by other practitioners.
Remote sensing of suspended sediment water research: principles, methods, and progress
NASA Astrophysics Data System (ADS)
Shen, Ping; Zhang, Jing
2011-12-01
In this paper, we reviewed the principle, data, methods and steps in suspended sediment research by using remote sensing, summed up some representative models and methods, and analyzes the deficiencies of existing methods. Combined with the recent progress of remote sensing theory and application in water suspended sediment research, we introduced in some data processing methods such as atmospheric correction method, adjacent effect correction, and some intelligence algorithms such as neural networks, genetic algorithms, support vector machines into the suspended sediment inversion research, combined with other geographic information, based on Bayesian theory, we improved the suspended sediment inversion precision, and aim to give references to the related researchers.
Minimum relative entropy, Bayes and Kapur
NASA Astrophysics Data System (ADS)
Woodbury, Allan D.
2011-04-01
The focus of this paper is to illustrate important philosophies on inversion and the similarly and differences between Bayesian and minimum relative entropy (MRE) methods. The development of each approach is illustrated through the general-discrete linear inverse. MRE differs from both Bayes and classical statistical methods in that knowledge of moments are used as ‘data’ rather than sample values. MRE like Bayes, presumes knowledge of a prior probability distribution and produces the posterior pdf itself. MRE attempts to produce this pdf based on the information provided by new moments. It will use moments of the prior distribution only if new data on these moments is not available. It is important to note that MRE makes a strong statement that the imposed constraints are exact and complete. In this way, MRE is maximally uncommitted with respect to unknown information. In general, since input data are known only to within a certain accuracy, it is important that any inversion method should allow for errors in the measured data. The MRE approach can accommodate such uncertainty and in new work described here, previous results are modified to include a Gaussian prior. A variety of MRE solutions are reproduced under a number of assumed moments and these include second-order central moments. Various solutions of Jacobs & van der Geest were repeated and clarified. Menke's weighted minimum length solution was shown to have a basis in information theory, and the classic least-squares estimate is shown as a solution to MRE under the conditions of more data than unknowns and where we utilize the observed data and their associated noise. An example inverse problem involving a gravity survey over a layered and faulted zone is shown. In all cases the inverse results match quite closely the actual density profile, at least in the upper portions of the profile. The similar results to Bayes presented in are a reflection of the fact that the MRE posterior pdf, and its mean are constrained not by d=Gm but by its first moment E(d=Gm), a weakened form of the constraints. If there is no error in the data then one should expect a complete agreement between Bayes and MRE and this is what is shown. Similar results are shown when second moment data is available (e.g. posterior covariance equal to zero). But dissimilar results are noted when we attempt to derive a Bayesian like result from MRE. In the various examples given in this paper, the problems look similar but are, in the final analysis, not equal. The methods of attack are different and so are the results even though we have used the linear inverse problem as a common template.
Ambient Noise Tomography of central Java, with Transdimensional Bayesian Inversion
NASA Astrophysics Data System (ADS)
Zulhan, Zulfakriza; Saygin, Erdinc; Cummins, Phil; Widiyantoro, Sri; Nugraha, Andri Dian; Luehr, Birger-G.; Bodin, Thomas
2014-05-01
Delineating the crustal structure of central Java is crucial for understanding its complex tectonic setting. However, seismic imaging of the strong heterogeneity typical of such a tectonically active region can be challenging, particularly in the upper crust where velocity contrasts are strongest and steep body wave ray-paths provide poor resolution. We have applied ambient noise cross correlation of pair stations in central Java, Indonesia by using the MERapi Amphibious EXperiment (MERAMEX) dataset. The data were collected between May to October 2004. We used 120 of 134 temporary seismic stations for about 150 days of observation, which covered central Java. More than 5000 Rayleigh wave Green's function were extracted by cross-correlating the noise simultaneously recorded at available station pairs. We applied a fully nonlinear 2D Bayesian inversion technique to the retrieved travel times. Features in the derived tomographic images correlate well with previous studies, and some shallow structures that were not evident in previous studies are clearly imaged with Ambient Noise Tomography. The Kendeng Basin and several active volcanoes appear with very low group velocities, and anomalies with relatively high velocities can be interpreted in terms of crustal sutures and/or surface geological features.
Colclough, Giles L; Woolrich, Mark W; Harrison, Samuel J; Rojas López, Pedro A; Valdes-Sosa, Pedro A; Smith, Stephen M
2018-05-07
A Bayesian model for sparse, hierarchical, inver-covariance estimation is presented, and applied to multi-subject functional connectivity estimation in the human brain. It enables simultaneous inference of the strength of connectivity between brain regions at both subject and population level, and is applicable to fMRI, MEG and EEG data. Two versions of the model can encourage sparse connectivity, either using continuous priors to suppress irrelevant connections, or using an explicit description of the network structure to estimate the connection probability between each pair of regions. A large evaluation of this model, and thirteen methods that represent the state of the art of inverse covariance modelling, is conducted using both simulated and resting-state functional imaging datasets. Our novel Bayesian approach has similar performance to the best extant alternative, Ng et al.'s Sparse Group Gaussian Graphical Model algorithm, which also is based on a hierarchical structure. Using data from the Human Connectome Project, we show that these hierarchical models are able to reduce the measurement error in MEG beta-band functional networks by 10%, producing concomitant increases in estimates of the genetic influence on functional connectivity. Copyright © 2018. Published by Elsevier Inc.
Bayesian statistical ionospheric tomography improved by incorporating ionosonde measurements
NASA Astrophysics Data System (ADS)
Norberg, Johannes; Virtanen, Ilkka I.; Roininen, Lassi; Vierinen, Juha; Orispää, Mikko; Kauristie, Kirsti; Lehtinen, Markku S.
2016-04-01
We validate two-dimensional ionospheric tomography reconstructions against EISCAT incoherent scatter radar measurements. Our tomography method is based on Bayesian statistical inversion with prior distribution given by its mean and covariance. We employ ionosonde measurements for the choice of the prior mean and covariance parameters and use the Gaussian Markov random fields as a sparse matrix approximation for the numerical computations. This results in a computationally efficient tomographic inversion algorithm with clear probabilistic interpretation. We demonstrate how this method works with simultaneous beacon satellite and ionosonde measurements obtained in northern Scandinavia. The performance is compared with results obtained with a zero-mean prior and with the prior mean taken from the International Reference Ionosphere 2007 model. In validating the results, we use EISCAT ultra-high-frequency incoherent scatter radar measurements as the ground truth for the ionization profile shape. We find that in comparison to the alternative prior information sources, ionosonde measurements improve the reconstruction by adding accurate information about the absolute value and the altitude distribution of electron density. With an ionosonde at continuous disposal, the presented method enhances stand-alone near-real-time ionospheric tomography for the given conditions significantly.
Bayesian inversion of the global present-day GIA signal uncertainty from RSL data
NASA Astrophysics Data System (ADS)
Caron, Lambert; Ivins, Erik R.; Adhikari, Surendra; Larour, Eric
2017-04-01
Various geophysical signals measured in the process of studying the present-day climate change (such as changes in the Earth gravitational potential, ocean altimery or GPS data) include a secular Glacial Isostatic Adjustment contribution that has to be corrected for. Yet, one of the current major challenges that Glacial Isostatic Adjustment modelling is currently struggling with is to accurately determine the uncertainty of the predicted present-day GIA signal. This is especially true at the global scale, where coupling between ice history and mantle rheology greatly contributes to the non-uniqueness of the solutions. Here we propose to use more than 11000 paleo sea level records to constrain a set of GIA Bayesian inversions and thoroughly explore its parameters space. We include two linearly relaxing models to represent the mantle rheology and couple them with a scalable ice history model in order to better assess the non-uniqueness of the solutions. From the resulting estimates of the Probability Density Function, we then extract maps of uncertainty affecting the present-day vertical land motion and geoid due to GIA at the global scale, and their associated expectation of the signal.
NASA Astrophysics Data System (ADS)
Mohammad-Djafari, Ali
2015-01-01
The main object of this tutorial article is first to review the main inference tools using Bayesian approach, Entropy, Information theory and their corresponding geometries. This review is focused mainly on the ways these tools have been used in data, signal and image processing. After a short introduction of the different quantities related to the Bayes rule, the entropy and the Maximum Entropy Principle (MEP), relative entropy and the Kullback-Leibler divergence, Fisher information, we will study their use in different fields of data and signal processing such as: entropy in source separation, Fisher information in model order selection, different Maximum Entropy based methods in time series spectral estimation and finally, general linear inverse problems.
Improving chemical species tomography of turbulent flows using covariance estimation.
Grauer, Samuel J; Hadwin, Paul J; Daun, Kyle J
2017-05-01
Chemical species tomography (CST) experiments can be divided into limited-data and full-rank cases. Both require solving ill-posed inverse problems, and thus the measurement data must be supplemented with prior information to carry out reconstructions. The Bayesian framework formalizes the role of additive information, expressed as the mean and covariance of a joint-normal prior probability density function. We present techniques for estimating the spatial covariance of a flow under limited-data and full-rank conditions. Our results show that incorporating a covariance estimate into CST reconstruction via a Bayesian prior increases the accuracy of instantaneous estimates. Improvements are especially dramatic in real-time limited-data CST, which is directly applicable to many industrially relevant experiments.
Modeling the Absorbing Aerosol Index
NASA Technical Reports Server (NTRS)
Penner, Joyce; Zhang, Sophia
2003-01-01
We propose a scheme to model the absorbing aerosol index and improve the biomass carbon inventories by optimizing the difference between TOMS aerosol index (AI) and modeled AI with an inverse model. Two absorbing aerosol types are considered, including biomass carbon and mineral dust. A priori biomass carbon source was generated by Liousse et al [1996]. Mineral dust emission is parameterized according to surface wind and soil moisture using the method developed by Ginoux [2000]. In this initial study, the coupled CCM1 and GRANTOUR model was used to determine the aerosol spatial and temporal distribution. With modeled aerosol concentrations and optical properties, we calculate the radiance at the top of the atmosphere at 340 nm and 380 nm with a radiative transfer model. The contrast of radiance at these two wavelengths will be used to calculate AI. Then we compare the modeled AI with TOMS AI. This paper reports our initial modeling for AI and its comparison with TOMS Nimbus 7 AI. For our follow-on project we will model the global AI with aerosol spatial and temporal distribution recomputed from the IMPACT model and DAO GEOS-1 meteorology fields. Then we will build an inverse model, which applies a Bayesian inverse technique to optimize the agreement of between model and observational data. The inverse model will tune the biomass burning source strength to reduce the difference between modelled AI and TOMS AI. Further simulations with a posteriori biomass carbon sources from the inverse model will be carried out. Results will be compared to available observations such as surface concentration and aerosol optical depth.
NASA Astrophysics Data System (ADS)
Singh, Sarvesh Kumar; Kumar, Pramod; Rani, Raj; Turbelin, Grégory
2017-04-01
The study highlights a theoretical comparison and various interpretations of a recent inversion technique, called renormalization, developed for the reconstruction of unknown tracer emissions from their measured concentrations. The comparative interpretations are presented in relation to the other inversion techniques based on principle of regularization, Bayesian, minimum norm, maximum entropy on mean, and model resolution optimization. It is shown that the renormalization technique can be interpreted in a similar manner to other techniques, with a practical choice of a priori information and error statistics, while eliminating the need of additional constraints. The study shows that the proposed weight matrix and weighted Gram matrix offer a suitable deterministic choice to the background error and measurement covariance matrices, respectively, in the absence of statistical knowledge about background and measurement errors. The technique is advantageous since it (i) utilizes weights representing a priori information apparent to the monitoring network, (ii) avoids dependence on background source estimates, (iii) improves on alternative choices for the error statistics, (iv) overcomes the colocalization problem in a natural manner, and (v) provides an optimally resolved source reconstruction. A comparative illustration of source retrieval is made by using the real measurements from a continuous point release conducted in Fusion Field Trials, Dugway Proving Ground, Utah.
EDITORIAL: Inverse Problems in Engineering
NASA Astrophysics Data System (ADS)
West, Robert M.; Lesnic, Daniel
2007-01-01
Presented here are 11 noteworthy papers selected from the Fifth International Conference on Inverse Problems in Engineering: Theory and Practice held in Cambridge, UK during 11-15 July 2005. The papers have been peer-reviewed to the usual high standards of this journal and the contributions of reviewers are much appreciated. The conference featured a good balance of the fundamental mathematical concepts of inverse problems with a diverse range of important and interesting applications, which are represented here by the selected papers. Aspects of finite-element modelling and the performance of inverse algorithms are investigated by Autrique et al and Leduc et al. Statistical aspects are considered by Emery et al and Watzenig et al with regard to Bayesian parameter estimation and inversion using particle filters. Electrostatic applications are demonstrated by van Berkel and Lionheart and also Nakatani et al. Contributions to the applications of electrical techniques and specifically electrical tomographies are provided by Wakatsuki and Kagawa, Kim et al and Kortschak et al. Aspects of inversion in optical tomography are investigated by Wright et al and Douiri et al. The authors are representative of the worldwide interest in inverse problems relating to engineering applications and their efforts in producing these excellent papers will be appreciated by many readers of this journal.
NASA Astrophysics Data System (ADS)
Fischer, P.; Jardani, A.; Wang, X.; Jourde, H.; Lecoq, N.
2017-12-01
The distributed modeling of flow paths within karstic and fractured fields remains a complex task because of the high dependence of the hydraulic responses to the relative locations between observational boreholes and interconnected fractures and karstic conduits that control the main flow of the hydrosystem. The inverse problem in a distributed model is one alternative approach to interpret the hydraulic test data by mapping the karstic networks and fractured areas. In this work, we developed a Bayesian inversion approach, the Cellular Automata-based Deterministic Inversion (CADI) algorithm to infer the spatial distribution of hydraulic properties in a structurally constrained model. This method distributes hydraulic properties along linear structures (i.e., flow conduits) and iteratively modifies the structural geometry of this conduit network to progressively match the observed hydraulic data to the modeled ones. As a result, this method produces a conductivity model that is composed of a discrete conduit network embedded in the background matrix, capable of producing the same flow behavior as the investigated hydrologic system. The method is applied to invert a set of multiborehole hydraulic tests collected from a hydraulic tomography experiment conducted at the Terrieu field site in the Lez aquifer, Southern France. The emergent model shows a high consistency to field observation of hydraulic connections between boreholes. Furthermore, it provides a geologically realistic pattern of flow conduits. This method is therefore of considerable value toward an enhanced distributed modeling of the fractured and karstified aquifers.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Zhang, Jiangjiang; Li, Weixuan; Zeng, Lingzao
Surrogate models are commonly used in Bayesian approaches such as Markov Chain Monte Carlo (MCMC) to avoid repetitive CPU-demanding model evaluations. However, the approximation error of a surrogate may lead to biased estimations of the posterior distribution. This bias can be corrected by constructing a very accurate surrogate or implementing MCMC in a two-stage manner. Since the two-stage MCMC requires extra original model evaluations, the computational cost is still high. If the information of measurement is incorporated, a locally accurate approximation of the original model can be adaptively constructed with low computational cost. Based on this idea, we propose amore » Gaussian process (GP) surrogate-based Bayesian experimental design and parameter estimation approach for groundwater contaminant source identification problems. A major advantage of the GP surrogate is that it provides a convenient estimation of the approximation error, which can be incorporated in the Bayesian formula to avoid over-confident estimation of the posterior distribution. The proposed approach is tested with a numerical case study. Without sacrificing the estimation accuracy, the new approach achieves about 200 times of speed-up compared to our previous work using two-stage MCMC.« less
A New Paradigm for Satellite Retrieval of Hydrologic Variables: The CDRD Methodology
NASA Astrophysics Data System (ADS)
Smith, E. A.; Mugnai, A.; Tripoli, G. J.
2009-09-01
Historically, retrieval of thermodynamically active geophysical variables in the atmosphere (e.g., temperature, moisture, precipitation) involved some time of inversion scheme - embedded within the retrieval algorithm - to transform radiometric observations (a vector) to the desired geophysical parameter(s) (either a scalar or a vector). Inversion is fundamentally a mathematical operation involving some type of integral-differential radiative transfer equation - often resisting a straightforward algebraic solution - in which the integral side of the equation (typically the right-hand side) contains the desired geophysical vector, while the left-hand side contains the radiative measurement vector often free of operators. Inversion was considered more desirable than forward modeling because the forward model solution had to be selected from a generally unmanageable set of parameter-observation relationships. However, in the classical inversion problem for retrieval of temperature using multiple radiative frequencies along the wing of an absorption band (or line) of a well-mixed radiatively active gas, in either the infrared or microwave spectrums, the inversion equation to be solved consists of a Fredholm integral equation of the 2nd kind - a specific type of transform problem in which there are an infinite number of solutions. This meant that special treatment of the transform process was required in order to obtain a single solution. Inversion had become the method of choice for retrieval in the 1950s because it appealed to the use of mathematical elegance, and because the numerical approaches used to solve the problems (typically some type of relaxation or perturbation scheme) were computationally fast in an age when computers speeds were slow. Like many solution schemes, inversion has lingered on regardless of the fact that computer speeds have increased many orders of magnitude and forward modeling itself has become far more elegant in combination with Bayesian averaging procedures given that the a priori probabilities of occurrence in the true environment of the parameter(s) in question can be approximated (or are actually known). In this presentation, the theory of the more modern retrieval approach using a combination of cloud, radiation and other specialized forward models in conjunction with Bayesian weighted averaging will be reviewed in light of a brief history of inversion. The application of the theory will be cast in the framework of what we call the Cloud-Dynamics-Radiation-Database (CDRD) methodology - which we now use for the retrieval of precipitation from spaceborne passive microwave radiometers. In a companion presentation, we will specifically describe the CDRD methodology and present results for its application within the Mediterranean basin.
NASA Astrophysics Data System (ADS)
Liu, Y.; Pau, G. S. H.; Finsterle, S.
2015-12-01
Parameter inversion involves inferring the model parameter values based on sparse observations of some observables. To infer the posterior probability distributions of the parameters, Markov chain Monte Carlo (MCMC) methods are typically used. However, the large number of forward simulations needed and limited computational resources limit the complexity of the hydrological model we can use in these methods. In view of this, we studied the implicit sampling (IS) method, an efficient importance sampling technique that generates samples in the high-probability region of the posterior distribution and thus reduces the number of forward simulations that we need to run. For a pilot-point inversion of a heterogeneous permeability field based on a synthetic ponded infiltration experiment simulated with TOUGH2 (a subsurface modeling code), we showed that IS with linear map provides an accurate Bayesian description of the parameterized permeability field at the pilot points with just approximately 500 forward simulations. We further studied the use of surrogate models to improve the computational efficiency of parameter inversion. We implemented two reduced-order models (ROMs) for the TOUGH2 forward model. One is based on polynomial chaos expansion (PCE), of which the coefficients are obtained using the sparse Bayesian learning technique to mitigate the "curse of dimensionality" of the PCE terms. The other model is Gaussian process regression (GPR) for which different covariance, likelihood and inference models are considered. Preliminary results indicate that ROMs constructed based on the prior parameter space perform poorly. It is thus impractical to replace this hydrological model by a ROM directly in a MCMC method. However, the IS method can work with a ROM constructed for parameters in the close vicinity of the maximum a posteriori probability (MAP) estimate. We will discuss the accuracy and computational efficiency of using ROMs in the implicit sampling procedure for the hydrological problem considered. This work was supported, in part, by the U.S. Dept. of Energy under Contract No. DE-AC02-05CH11231
Rhodes, Kirsty M; Turner, Rebecca M; White, Ian R; Jackson, Dan; Spiegelhalter, David J; Higgins, Julian P T
2016-12-20
Many meta-analyses combine results from only a small number of studies, a situation in which the between-study variance is imprecisely estimated when standard methods are applied. Bayesian meta-analysis allows incorporation of external evidence on heterogeneity, providing the potential for more robust inference on the effect size of interest. We present a method for performing Bayesian meta-analysis using data augmentation, in which we represent an informative conjugate prior for between-study variance by pseudo data and use meta-regression for estimation. To assist in this, we derive predictive inverse-gamma distributions for the between-study variance expected in future meta-analyses. These may serve as priors for heterogeneity in new meta-analyses. In a simulation study, we compare approximate Bayesian methods using meta-regression and pseudo data against fully Bayesian approaches based on importance sampling techniques and Markov chain Monte Carlo (MCMC). We compare the frequentist properties of these Bayesian methods with those of the commonly used frequentist DerSimonian and Laird procedure. The method is implemented in standard statistical software and provides a less complex alternative to standard MCMC approaches. An importance sampling approach produces almost identical results to standard MCMC approaches, and results obtained through meta-regression and pseudo data are very similar. On average, data augmentation provides closer results to MCMC, if implemented using restricted maximum likelihood estimation rather than DerSimonian and Laird or maximum likelihood estimation. The methods are applied to real datasets, and an extension to network meta-analysis is described. The proposed method facilitates Bayesian meta-analysis in a way that is accessible to applied researchers. © 2016 The Authors. Statistics in Medicine Published by John Wiley & Sons Ltd. © 2016 The Authors. Statistics in Medicine Published by John Wiley & Sons Ltd.
NASA Astrophysics Data System (ADS)
Cui, Y.; Falk, M.; Chen, Y.; Herner, J.; Croes, B. E.; Vijayan, A.
2017-12-01
Methane (CH4) is an important short-lived climate pollutant (SLCP), and the second most important greenhouse gas (GHG) in California which accounts for 9% of the statewide GHG emissions inventory. Over the years, California has enacted several ambitious climate change mitigation goals, including the California Global Warming Solutions Act of 2006 which requires ARB to reduce statewide GHG emissions to 1990 emission level by 2020, as well as Assembly Bill 1383 which requires implementation of a climate mitigation program to reduce statewide methane emissions by 40% below the 2013 levels. In order to meet these requirements, ARB has proposed a comprehensive SLCP Strategy with goals to reduce oil and gas related emissions and capture methane emissions from dairy operations and organic waste. Achieving these goals will require accurate understanding of the sources of CH4 emissions. Since direct monitoring of CH4 emission sources in large spatial and temporal scales is challenging and resource intensive, we developed a complex inverse technique combined with atmospheric three-dimensional (3D) transport model and atmospheric observations of CH4 concentrations from a regional tower network and aircraft measurements, to gain insights into emission sources in California. In this study, develop a comprehensive inversion estimate using available aircraft measurements from CalNex airborne campaigns (May-June 2010) and three years of hourly continuous measurements from the ARB Statewide GHG Monitoring Network (2014-2016). The inversion analysis is conducted using two independent 3D Lagrangian models (WRF-STILT and WRF-FLEXPART), with a variety of bottom-up prior inputs from national and regional inventories, as well as two different probability density functions (Gaussian and Lognormal). Altogether, our analysis provides a detailed picture of the spatially resolved CH4 emission sources and their temporal variation over a multi-year period.
Arenas, Miguel
2015-04-01
NGS technologies present a fast and cheap generation of genomic data. Nevertheless, ancestral genome inference is not so straightforward due to complex evolutionary processes acting on this material such as inversions, translocations, and other genome rearrangements that, in addition to their implicit complexity, can co-occur and confound ancestral inferences. Recently, models of genome evolution that accommodate such complex genomic events are emerging. This letter explores these novel evolutionary models and proposes their incorporation into robust statistical approaches based on computer simulations, such as approximate Bayesian computation, that may produce a more realistic evolutionary analysis of genomic data. Advantages and pitfalls in using these analytical methods are discussed. Potential applications of these ancestral genomic inferences are also pointed out.
Classification of Active Microwave and Passive Optical Data Based on Bayesian Theory and Mrf
NASA Astrophysics Data System (ADS)
Yu, F.; Li, H. T.; Han, Y. S.; Gu, H. Y.
2012-08-01
A classifier based on Bayesian theory and Markov random field (MRF) is presented to classify the active microwave and passive optical remote sensing data, which have demonstrated their respective advantages in inversion of surface soil moisture content. In the method, the VV, VH polarization of ASAR and all the 7 TM bands are taken as the input of the classifier to get the class labels of each pixel of the images. And the model is validated for the necessities of integration of TM and ASAR, it shows that, the total precision of classification in this paper is 89.4%. Comparing with the classification with single TM, the accuracy increase 11.5%, illustrating that synthesis of active and passive optical remote sensing data is efficient and potential in classification.
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
Global carbon monoxide cycle: Modeling and data analysis
NASA Astrophysics Data System (ADS)
Arellano, Avelino F., Jr.
The overarching goal of this dissertation is to develop robust, spatially and temporally resolved CO sources, using global chemical transport modeling, CO measurements from Climate Monitoring and Diagnostic Laboratory (CMDL) and Measurement of Pollution In The Troposphere (MOPITT), under the framework of Bayesian synthesis inversion. To rigorously quantify the CO sources, I conducted five sets of inverse analyses, with each set investigating specific methodological and scientific issues. The first two inverse analyses separately explored two different CO observations to estimate CO sources by region and sector. Under a range of scenarios relating to inverse methodology and data quality issues, top-down estimates using CMDL CO surface and MOPITT CO remote-sensed measurements show consistent results particularly on a significantly large fossil fuel/biofuel (FFBF) emission in East Asia than present bottom-up estimates. The robustness of this estimate is strongly supported by forward and inverse modeling studies in the region particularly from TRansport and Chemical Evolution over the Pacific (TRACE-P) campaign. The use of high-resolution measurement for the first time in CO inversion also draws attention to a methodology issue that the range of estimates from the scenarios is larger than posterior uncertainties, suggesting that estimate uncertainties may be underestimated. My analyses highlight the utility of top-down approach to provide additional constraints on present global estimates by also pointing to other discrepancies including apparent underestimation of FFBF from Africa/Latin America and biomass burning (BIOM) sources in Africa, southeast Asia and north-Latin America, indicating inconsistencies on our current understanding of fuel use and land-use patterns in these regions. Inverse analysis using MOPITT is extended to determine the extent of MOPITT information and estimate monthly regional CO sources. A major finding, which is consistent with other atmospheric observations but differ with satellite area-burned observations, is a significant overestimation in southern Africa for June/July relative to satellite-and-model-constrained BIOM emissions of CO. Sensitivity inverse analyses on observation error covariance and structure, and sequential inversion using NOAA CMDL to fully exploit available information, confirm the robustness of the estimates and further recognize the limitations of the approach, implying the need to further improve the methodology and to reconcile discrepancies.
Action understanding as inverse planning.
Baker, Chris L; Saxe, Rebecca; Tenenbaum, Joshua B
2009-12-01
Humans are adept at inferring the mental states underlying other agents' actions, such as goals, beliefs, desires, emotions and other thoughts. We propose a computational framework based on Bayesian inverse planning for modeling human action understanding. The framework represents an intuitive theory of intentional agents' behavior based on the principle of rationality: the expectation that agents will plan approximately rationally to achieve their goals, given their beliefs about the world. The mental states that caused an agent's behavior are inferred by inverting this model of rational planning using Bayesian inference, integrating the likelihood of the observed actions with the prior over mental states. This approach formalizes in precise probabilistic terms the essence of previous qualitative approaches to action understanding based on an "intentional stance" [Dennett, D. C. (1987). The intentional stance. Cambridge, MA: MIT Press] or a "teleological stance" [Gergely, G., Nádasdy, Z., Csibra, G., & Biró, S. (1995). Taking the intentional stance at 12 months of age. Cognition, 56, 165-193]. In three psychophysical experiments using animated stimuli of agents moving in simple mazes, we assess how well different inverse planning models based on different goal priors can predict human goal inferences. The results provide quantitative evidence for an approximately rational inference mechanism in human goal inference within our simplified stimulus paradigm, and for the flexible nature of goal representations that human observers can adopt. We discuss the implications of our experimental results for human action understanding in real-world contexts, and suggest how our framework might be extended to capture other kinds of mental state inferences, such as inferences about beliefs, or inferring whether an entity is an intentional agent.
Radial anisotropy of Northeast Asia inferred from Bayesian inversions of ambient noise data
NASA Astrophysics Data System (ADS)
Lee, S. J.; Kim, S.; Rhie, J.
2017-12-01
The eastern margin of the Eurasia plate exhibits complex tectonic settings due to interactions with the subducting Pacific and Philippine Sea plates and the colliding India plate. Distributed extensional basins and intraplate volcanoes, and their heterogeneous features in the region are not easily explained with a simple mechanism. Observations of radial anisotropy in the entire lithosphere and the part of the asthenosphere provide the most effective evidence for the deformation of the lithosphere and the associated variation of the lithosphere-asthenosphere boundary (LAB). To infer anisotropic structures of crustal and upper-mantle in this region, radial anisotropy is measured using ambient noise data. In a continuation of previous Rayleigh wave tomography study in Northeast Asia, we conduct Love wave tomography to determine radial anisotropy using the Bayesian inversion techniques. Continuous seismic noise recordings of 237 broad-band seismic stations are used and more than 55,000 group and phase velocities of fundamental mode are measured for periods of 5-60 s. Total 8 different types of dispersion maps of Love wave from this study (period 10-60 s), Rayleigh wave from previous tomographic study (Kim et al., 2016; period 8-70 s) and longer period data (period 70-200 s) from a global model (Ekstrom, 2011) are jointly inverted using a hierarchical and transdimensional Bayesian technique. For each grid-node, boundary depths, velocities and anisotropy parameters of layers are sampled simultaneously on the assumption of the layered half-space model. The constructed 3-D radial anisotropy model provides much more details about the crust and upper mantle anisotropic structures, and about the complex undulation of the LAB.
Characterize kinematic rupture history of large earthquakes with Multiple Haskell sources
NASA Astrophysics Data System (ADS)
Jia, Z.; Zhan, Z.
2017-12-01
Earthquakes are often regarded as continuous rupture along a single fault, but the occurrence of complex large events involving multiple faults and dynamic triggering challenges this view. Such rupture complexities cause difficulties in existing finite fault inversion algorithms, because they rely on specific parameterizations and regularizations to obtain physically meaningful solutions. Furthermore, it is difficult to assess reliability and uncertainty of obtained rupture models. Here we develop a Multi-Haskell Source (MHS) method to estimate rupture process of large earthquakes as a series of sub-events of varying location, timing and directivity. Each sub-event is characterized by a Haskell rupture model with uniform dislocation and constant unilateral rupture velocity. This flexible yet simple source parameterization allows us to constrain first-order rupture complexity of large earthquakes robustly. Additionally, relatively few parameters in the inverse problem yields improved uncertainty analysis based on Markov chain Monte Carlo sampling in a Bayesian framework. Synthetic tests and application of MHS method on real earthquakes show that our method can capture major features of large earthquake rupture process, and provide information for more detailed rupture history analysis.
NASA Astrophysics Data System (ADS)
Evangeliou, Nikolaos; Thompson, Rona; Stohl, Andreas; Shevchenko, Vladimir P.
2016-04-01
Black carbon (BC) is the main light absorbing aerosol species and it has important impacts on air quality, weather and climate. The major source of BC is incomplete combustion of fossil fuels and the burning of biomass or bio-fuels (soot). Therefore, to understand to what extent BC affects climate change and pollutant dynamics, accurate knowledge of the emissions, distribution and variation of BC is required. Most commonly, BC emission inventory datasets are built by "bottom up" approaches based on activity data and emissions factors, but these methods are considered to have large uncertainty (Cao et al, 2006). In this study, we have used a Bayesian Inversion to estimate spatially resolved BC emissions. Emissions are estimated monthly for 2014 and over the domain from 180°W to 180°E and 50°N to 90°N. Atmospheric transport is modeled using the Lagrangian Particle Dispersion Model, FLEXPART (Stohl et al., 1998; 2005), and the inversion framework, FLEXINVERT, developed by Thompson and Stohl, (2014). The study domain is of particular interest concerning the identification and estimation of BC sources. In contrast to Europe and North America, where BC sources are comparatively well documented as a result of intense monitoring, only one station recording BC concentrations exists in the whole of Siberia. In addition, emissions from gas flaring by the oil industry have been geographically misplaced in most emission inventories and may be an important source of BC at high latitudes since a significant proportion of the total gas flared occurs at these high latitudes (Stohl et al., 2013). Our results show large differences with the existing BC inventories, whereas the estimated fluxes improve modeled BC concentrations with respect to observations. References Cao, G. et al. Atmos. Environ., 40, 6516-6527, 2006. Stohl, A. et al. Atmos. Environ., 32(24), 4245-4264, 1998. Stohl, A. et al. Atmos. Chem. Phys., 5(9), 2461-2474, 2005. Stohl, A. et al. Atmos. Chem. Phys., 13, 8833-8855, 2013. Thompson, R. L., and Stohl A. Geosci. Model Dev., 7, 2223-2242, 2014.
Shahian, David M; He, Xia; Jacobs, Jeffrey P; Kurlansky, Paul A; Badhwar, Vinay; Cleveland, Joseph C; Fazzalari, Frank L; Filardo, Giovanni; Normand, Sharon-Lise T; Furnary, Anthony P; Magee, Mitchell J; Rankin, J Scott; Welke, Karl F; Han, Jane; O'Brien, Sean M
2015-10-01
Previous composite performance measures of The Society of Thoracic Surgeons (STS) were estimated at the STS participant level, typically a hospital or group practice. The STS Quality Measurement Task Force has now developed a multiprocedural, multidimensional composite measure suitable for estimating the performance of individual surgeons. The development sample from the STS National Database included 621,489 isolated coronary artery bypass grafting procedures, isolated aortic valve replacement, aortic valve replacement plus coronary artery bypass grafting, mitral, or mitral plus coronary artery bypass grafting procedures performed by 2,286 surgeons between July 1, 2011, and June 30, 2014. Each surgeon's composite score combined their aggregate risk-adjusted mortality and major morbidity rates (each weighted inversely by their standard deviations) and reflected the proportion of case types they performed. Model parameters were estimated in a Bayesian framework. Composite star ratings were examined using 90%, 95%, or 98% Bayesian credible intervals. Measure reliability was estimated using various 3-year case thresholds. The final composite measure was defined as 0.81 × (1 minus risk-standardized mortality rate) + 0.19 × (1 minus risk-standardized complication rate). Risk-adjusted mortality (median, 2.3%; interquartile range, 1.7% to 3.0%), morbidity (median, 13.7%; interquartile range, 10.8% to 17.1%), and composite scores (median, 95.4%; interquartile range, 94.4% to 96.3%) varied substantially across surgeons. Using 98% Bayesian credible intervals, there were 207 1-star (lower performance) surgeons (9.1%), 1,701 2-star (as-expected performance) surgeons (74.4%), and 378 3-star (higher performance) surgeons (16.5%). With an eligibility threshold of 100 cases over 3 years, measure reliability was 0.81. The STS has developed a multiprocedural composite measure suitable for evaluating performance at the individual surgeon level. Copyright © 2015 The Society of Thoracic Surgeons. Published by Elsevier Inc. All rights reserved.
Pidlisecky, Adam; Haines, S.S.
2011-01-01
Conventional processing methods for seismic cone penetrometer data present several shortcomings, most notably the absence of a robust velocity model uncertainty estimate. We propose a new seismic cone penetrometer testing (SCPT) data-processing approach that employs Bayesian methods to map measured data errors into quantitative estimates of model uncertainty. We first calculate travel-time differences for all permutations of seismic trace pairs. That is, we cross-correlate each trace at each measurement location with every trace at every other measurement location to determine travel-time differences that are not biased by the choice of any particular reference trace and to thoroughly characterize data error. We calculate a forward operator that accounts for the different ray paths for each measurement location, including refraction at layer boundaries. We then use a Bayesian inversion scheme to obtain the most likely slowness (the reciprocal of velocity) and a distribution of probable slowness values for each model layer. The result is a velocity model that is based on correct ray paths, with uncertainty bounds that are based on the data error. ?? NRC Research Press 2011.
NASA Astrophysics Data System (ADS)
Graziosi, F.; Arduini, J.; Furlani, F.; Giostra, U.; Kuijpers, L. J. M.; Montzka, S. A.; Miller, B. R.; O'Doherty, S. J.; Stohl, A.; Bonasoni, P.; Maione, M.
2015-07-01
HCFC-22 (CHClF2), a stratospheric ozone depleting substance and a powerful greenhouse gas, is the third most abundant anthropogenic halocarbon in the atmosphere. Primarily used in refrigeration and air conditioning systems, its global production and consumption have increased during the last 60 years, with the global increases in the last decade mainly attributable to developing countries. In 2007, an adjustment to the Montreal Protocol for Substances that Deplete the Ozone Layer called for an accelerated phase out of HCFCs, implying a 75% reduction (base year 1989) of HCFC production and consumption by 2010 in developed countries against the previous 65% reduction. In Europe HCFC-22 is continuously monitored at the two sites Mace Head (Ireland) and Monte Cimone (Italy). Combining atmospheric observations with a Bayesian inversion technique, we estimated fluxes of HCFC-22 from Europe and from eight macro-areas within it, over an 11-year period from January 2002 to December 2012, during which the accelerated restrictions on HCFCs production and consumption have entered into force. According to our study, the maximum emissions over the entire domain was in 2003 (38.2 ± 4.7 Gg yr-1), and the minimum in 2012 (12.1 ± 2.0 Gg yr-1); emissions continuously decreased between these years, except for secondary maxima in the 2008 and 2010. Despite such a decrease in regional emissions, background values of HCFC-22 measured at the two European stations over 2002-2012 are still increasing as a consequence of global emissions, in part from developing countries, with an average trend of ca 7.0 ppt yr-1. However, the observations at the two European stations show also that since 2008 a decrease in the global growth rate has occurred. In general, our European emission estimates are in good agreement with those reported by previous studies that used different techniques. Since the currently dominant emission source of HCFC-22 is from banks, we assess the banks' size and their contribution to the total European emissions up to 2030, and we project a fast decrease approaching negligible emissions in the last five years of the considered period. Finally, inversions conducted over three month periods showed evidence for a seasonal cycle in emissions in regions in the Mediterranean basin but not outside it. Emissions derived from regions in the Mediterranean basin were ca. 25% higher in warmer months than in colder months.
A Model-Based Probabilistic Inversion Framework for Wire Fault Detection Using TDR
NASA Technical Reports Server (NTRS)
Schuet, Stefan R.; Timucin, Dogan A.; Wheeler, Kevin R.
2010-01-01
Time-domain reflectometry (TDR) is one of the standard methods for diagnosing faults in electrical wiring and interconnect systems, with a long-standing history focused mainly on hardware development of both high-fidelity systems for laboratory use and portable hand-held devices for field deployment. While these devices can easily assess distance to hard faults such as sustained opens or shorts, their ability to assess subtle but important degradation such as chafing remains an open question. This paper presents a unified framework for TDR-based chafing fault detection in lossy coaxial cables by combining an S-parameter based forward modeling approach with a probabilistic (Bayesian) inference algorithm. Results are presented for the estimation of nominal and faulty cable parameters from laboratory data.
NASA Astrophysics Data System (ADS)
Kubo, H.; Asano, K.; Iwata, T.; Aoi, S.
2014-12-01
Previous studies for the period-dependent source characteristics of the 2011 Tohoku earthquake (e.g., Koper et al., 2011; Lay et al., 2012) were based on the short and long period source models using different method. Kubo et al. (2013) obtained source models of the 2011 Tohoku earthquake using multi period-bands waveform data by a common inversion method and discussed its period-dependent source characteristics. In this study, to achieve more in detail spatiotemporal source rupture behavior of this event, we introduce a new fault surface model having finer sub-fault size and estimate the source models in multi period-bands using a Bayesian inversion method combined with a multi-time-window method. Three components of velocity waveforms at 25 stations of K-NET, KiK-net, and F-net of NIED are used in this analysis. The target period band is 10-100 s. We divide this period band into three period bands (10-25 s, 25-50 s, and 50-100 s) and estimate a kinematic source model in each period band using a Bayesian inversion method with MCMC sampling (e.g., Fukuda & Johnson, 2008; Minson et al., 2013, 2014). The parameterization of spatiotemporal slip distribution follows the multi-time-window method (Hartzell & Heaton, 1983). The Green's functions are calculated by the 3D FDM (GMS; Aoi & Fujiwara, 1999) using a 3D velocity structure model (JIVSM; Koketsu et al., 2012). The assumed fault surface model is based on the Pacific plate boundary of JIVSM and is divided into 384 subfaults of about 16 * 16 km^2. The estimated source models in multi period-bands show the following source image: (1) First deep rupture off Miyagi at 0-60 s toward down-dip mostly radiating relatively short period (10-25 s) seismic waves. (2) Shallow rupture off Miyagi at 45-90 s toward up-dip with long duration radiating long period (50-100 s) seismic wave. (3) Second deep rupture off Miyagi at 60-105 s toward down-dip radiating longer period seismic waves then that of the first deep rupture. (4) Deep rupture off Fukushima at 90-135 s. The dominant-period difference of the seismic-wave radiation between two deep ruptures off Miyagi may result from the mechanism that small-scale heterogeneities on the fault are removed by the first rupture. This difference can be also interpreted by the concept of multi-scale dynamic rupture (Ide & Aochi, 2005).
DOE Office of Scientific and Technical Information (OSTI.GOV)
Manoli, Gabriele, E-mail: manoli@dmsa.unipd.it; Nicholas School of the Environment, Duke University, Durham, NC 27708; Rossi, Matteo
The modeling of unsaturated groundwater flow is affected by a high degree of uncertainty related to both measurement and model errors. Geophysical methods such as Electrical Resistivity Tomography (ERT) can provide useful indirect information on the hydrological processes occurring in the vadose zone. In this paper, we propose and test an iterated particle filter method to solve the coupled hydrogeophysical inverse problem. We focus on an infiltration test monitored by time-lapse ERT and modeled using Richards equation. The goal is to identify hydrological model parameters from ERT electrical potential measurements. Traditional uncoupled inversion relies on the solution of two sequentialmore » inverse problems, the first one applied to the ERT measurements, the second one to Richards equation. This approach does not ensure an accurate quantitative description of the physical state, typically violating mass balance. To avoid one of these two inversions and incorporate in the process more physical simulation constraints, we cast the problem within the framework of a SIR (Sequential Importance Resampling) data assimilation approach that uses a Richards equation solver to model the hydrological dynamics and a forward ERT simulator combined with Archie's law to serve as measurement model. ERT observations are then used to update the state of the system as well as to estimate the model parameters and their posterior distribution. The limitations of the traditional sequential Bayesian approach are investigated and an innovative iterative approach is proposed to estimate the model parameters with high accuracy. The numerical properties of the developed algorithm are verified on both homogeneous and heterogeneous synthetic test cases based on a real-world field experiment.« less
NASA Astrophysics Data System (ADS)
Gao, C.; Lekic, V.
2017-12-01
Seismic imaging utilizing complementary seismic data provides unique insight on the formation, evolution and current structure of continental lithosphere. While numerous efforts have improved the resolution of seismic structure, the quantification of uncertainties remains challenging due to the non-linearity and the non-uniqueness of geophysical inverse problem. In this project, we use a reverse jump Markov chain Monte Carlo (rjMcMC) algorithm to incorporate seismic observables including Rayleigh and Love wave dispersion, Ps and Sp receiver function to invert for shear velocity (Vs), compressional velocity (Vp), density, and radial anisotropy of the lithospheric structure. The Bayesian nature and the transdimensionality of this approach allow the quantification of the model parameter uncertainties while keeping the models parsimonious. Both synthetic test and inversion of actual data for Ps and Sp receiver functions are performed. We quantify the information gained in different inversions by calculating the Kullback-Leibler divergence. Furthermore, we explore the ability of Rayleigh and Love wave dispersion data to constrain radial anisotropy. We show that when multiple types of model parameters (Vsv, Vsh, and Vp) are inverted simultaneously, the constraints on radial anisotropy are limited by relatively large data uncertainties and trade-off strongly with Vp. We then perform joint inversion of the surface wave dispersion (SWD) and Ps, Sp receiver functions, and show that the constraints on both isotropic Vs and radial anisotropy are significantly improved. To achieve faster convergence of the rjMcMC, we propose a progressive inclusion scheme, and invert SWD measurements and receiver functions from about 400 USArray stations in the Northern Great Plains. We start by only using SWD data due to its fast convergence rate. We then use the average of the ensemble as a starting model for the joint inversion, which is able to resolve distinct seismic signatures of geological structures including the trans-Hudson orogen, Wyoming craton and Yellowstone hotspot. Various analyses are done to access the uncertainties of the seismic velocities and Moho depths. We also address the importance of careful data processing of receiver functions by illustrating artifacts due to unmodelled sediment reverberations.
Probabilistic Prognosis of Non-Planar Fatigue Crack Growth
NASA Technical Reports Server (NTRS)
Leser, Patrick E.; Newman, John A.; Warner, James E.; Leser, William P.; Hochhalter, Jacob D.; Yuan, Fuh-Gwo
2016-01-01
Quantifying the uncertainty in model parameters for the purpose of damage prognosis can be accomplished utilizing Bayesian inference and damage diagnosis data from sources such as non-destructive evaluation or structural health monitoring. The number of samples required to solve the Bayesian inverse problem through common sampling techniques (e.g., Markov chain Monte Carlo) renders high-fidelity finite element-based damage growth models unusable due to prohibitive computation times. However, these types of models are often the only option when attempting to model complex damage growth in real-world structures. Here, a recently developed high-fidelity crack growth model is used which, when compared to finite element-based modeling, has demonstrated reductions in computation times of three orders of magnitude through the use of surrogate models and machine learning. The model is flexible in that only the expensive computation of the crack driving forces is replaced by the surrogate models, leaving the remaining parameters accessible for uncertainty quantification. A probabilistic prognosis framework incorporating this model is developed and demonstrated for non-planar crack growth in a modified, edge-notched, aluminum tensile specimen. Predictions of remaining useful life are made over time for five updates of the damage diagnosis data, and prognostic metrics are utilized to evaluate the performance of the prognostic framework. Challenges specific to the probabilistic prognosis of non-planar fatigue crack growth are highlighted and discussed in the context of the experimental results.
How to Detect the Location and Time of a Covert Chemical Attack: A Bayesian Approach
2009-12-01
Inverse Problems, Design and Optimization Symposium 2004. Rio de Janeiro , Brazil. Chan, R., and Yee, E. (1997). A simple model for the probability...sensor interpretation applications and has been successfully applied, for example, to estimate the source strength of pollutant releases in multi...coagulation, and second-order pollutant diffusion in sorption- desorption, are not linear. Furthermore, wide uncertainty bounds exist for several of
NASA Astrophysics Data System (ADS)
Eilon, Zachary; Fischer, Karen M.; Dalton, Colleen A.
2018-07-01
We present a methodology for 1-D imaging of upper-mantle structure using a Bayesian approach that incorporates a novel combination of seismic data types and an adaptive parametrization based on piecewise discontinuous splines. Our inversion algorithm lays the groundwork for improved seismic velocity models of the lithosphere and asthenosphere by harnessing the recent expansion of large seismic arrays and computational power alongside sophisticated data analysis. Careful processing of P- and S-wave arrivals isolates converted phases generated at velocity gradients between the mid-crust and 300 km depth. This data is allied with ambient noise and earthquake Rayleigh wave phase velocities to obtain detailed VS and VP velocity models. Synthetic tests demonstrate that converted phases are necessary to accurately constrain velocity gradients, and S-p phases are particularly important for resolving mantle structure, while surface waves are necessary for capturing absolute velocities. We apply the method to several stations in the northwest and north-central United States, finding that the imaged structure improves upon existing models by sharpening the vertical resolution of absolute velocity profiles, offering robust uncertainty estimates, and revealing mid-lithospheric velocity gradients indicative of thermochemical cratonic layering. This flexible method holds promise for increasingly detailed understanding of the upper mantle.
Recent global methane trends: an investigation using hierarchical Bayesian methods
NASA Astrophysics Data System (ADS)
Rigby, M. L.; Stavert, A.; Ganesan, A.; Lunt, M. F.
2014-12-01
Following a decade with little growth, methane concentrations began to increase across the globe in 2007, and have continued to rise ever since. The reasons for this renewed growth are currently the subject of much debate. Here, we discuss the recent observed trends, and highlight some of the strengths and weaknesses in current "inverse" methods for quantifying fluxes using observations. In particular, we focus on the outstanding problems of accurately quantifying uncertainties in inverse frameworks. We examine to what extent the recent methane changes can be explained by the current generation of flux models and inventories. We examine the major modes of variability in wetland models along with the Global Fire Emissions Database (GFED) and the Emissions Database for Global Atmospheric Research (EDGAR). Using the Model for Ozone and Related Tracers (MOZART), we determine whether the spatial and temporal atmospheric trends predicted using these emissions can be brought into consistency with in situ atmospheric observations. We use a novel hierarchical Bayesian methodology in which scaling factors applied to the principal components of the flux fields are estimated simultaneously with the uncertainties associated with the a priori fluxes and with model representations of the observations. Using this method, we examine the predictive power of methane flux models for explaining recent fluctuations.
NASA Astrophysics Data System (ADS)
Li, Mengkui; Zhang, Shuangxi; Bodin, Thomas; Lin, Xu; Wu, Tengfei
2018-06-01
Inversion of receiver functions is commonly used to recover the S-wave velocity structure beneath seismic stations. Traditional approaches are based on deconvolved waveforms, where the horizontal component of P-wave seismograms is deconvolved by the vertical component. Deconvolution of noisy seismograms is a numerically unstable process that needs to be stabilized by regularization parameters. This biases noise statistics, making it difficult to estimate uncertainties in observed receiver functions for Bayesian inference. This study proposes a method to directly invert observed radial waveforms and to better account for data noise in a Bayesian formulation. We illustrate its feasibility with two synthetic tests having different types of noises added to seismograms. Then, a real site application is performed to obtain the 1-D S-wave velocity structure beneath a seismic station located in the Tengchong volcanic area, Southwestern China. Surface wave dispersion measurements spanning periods from 8 to 65 s are jointly inverted with P waveforms. The results show a complex S-wave velocity structure, as two low velocity zones are observed in the crust and uppermost mantle, suggesting the existence of magma chambers, or zones of partial melt. The upper magma chambers may be the heart source that cause the thermal activity on the surface.
NASA Astrophysics Data System (ADS)
Eilon, Zachary; Fischer, Karen M.; Dalton, Colleen A.
2018-04-01
We present a methodology for 1-D imaging of upper mantle structure using a Bayesian approach that incorporates a novel combination of seismic data types and an adaptive parameterisation based on piecewise discontinuous splines. Our inversion algorithm lays the groundwork for improved seismic velocity models of the lithosphere and asthenosphere by harnessing the recent expansion of large seismic arrays and computational power alongside sophisticated data analysis. Careful processing of P- and S-wave arrivals isolates converted phases generated at velocity gradients between the mid-crust and 300 km depth. This data is allied with ambient noise and earthquake Rayleigh wave phase velocities to obtain detailed VS and VP velocity models. Synthetic tests demonstrate that converted phases are necessary to accurately constrain velocity gradients, and S-p phases are particularly important for resolving mantle structure, while surface waves are necessary for capturing absolute velocities. We apply the method to several stations in the northwest and north-central United States, finding that the imaged structure improves upon existing models by sharpening the vertical resolution of absolute velocity profiles, offering robust uncertainty estimates, and revealing mid-lithospheric velocity gradients indicative of thermochemical cratonic layering. This flexible method holds promise for increasingly detailed understanding of the upper mantle.
Detection of Natural Fractures from Observed Surface Seismic Data Based on a Linear-Slip Model
NASA Astrophysics Data System (ADS)
Chen, Huaizhen; Zhang, Guangzhi
2018-03-01
Natural fractures play an important role in migration of hydrocarbon fluids. Based on a rock physics effective model, the linear-slip model, which defines fracture parameters (fracture compliances) for quantitatively characterizing the effects of fractures on rock total compliance, we propose a method to detect natural fractures from observed seismic data via inversion for the fracture compliances. We first derive an approximate PP-wave reflection coefficient in terms of fracture compliances. Using the approximate reflection coefficient, we derive azimuthal elastic impedance as a function of fracture compliances. An inversion method to estimate fracture compliances from seismic data is presented based on a Bayesian framework and azimuthal elastic impedance, which is implemented in a two-step procedure: a least-squares inversion for azimuthal elastic impedance and an iterative inversion for fracture compliances. We apply the inversion method to synthetic and real data to verify its stability and reasonability. Synthetic tests confirm that the method can make a stable estimation of fracture compliances in the case of seismic data containing a moderate signal-to-noise ratio for Gaussian noise, and the test on real data reveals that reasonable fracture compliances are obtained using the proposed method.
NASA Astrophysics Data System (ADS)
Rosas-Carbajal, Marina; Linde, Niklas; Kalscheuer, Thomas; Vrugt, Jasper A.
2014-03-01
Probabilistic inversion methods based on Markov chain Monte Carlo (MCMC) simulation are well suited to quantify parameter and model uncertainty of nonlinear inverse problems. Yet, application of such methods to CPU-intensive forward models can be a daunting task, particularly if the parameter space is high dimensional. Here, we present a 2-D pixel-based MCMC inversion of plane-wave electromagnetic (EM) data. Using synthetic data, we investigate how model parameter uncertainty depends on model structure constraints using different norms of the likelihood function and the model constraints, and study the added benefits of joint inversion of EM and electrical resistivity tomography (ERT) data. Our results demonstrate that model structure constraints are necessary to stabilize the MCMC inversion results of a highly discretized model. These constraints decrease model parameter uncertainty and facilitate model interpretation. A drawback is that these constraints may lead to posterior distributions that do not fully include the true underlying model, because some of its features exhibit a low sensitivity to the EM data, and hence are difficult to resolve. This problem can be partly mitigated if the plane-wave EM data is augmented with ERT observations. The hierarchical Bayesian inverse formulation introduced and used herein is able to successfully recover the probabilistic properties of the measurement data errors and a model regularization weight. Application of the proposed inversion methodology to field data from an aquifer demonstrates that the posterior mean model realization is very similar to that derived from a deterministic inversion with similar model constraints.
Hierarchical Bayesian method for mapping biogeochemical hot spots using induced polarization imaging
Wainwright, Haruko M.; Flores Orozco, Adrian; Bucker, Matthias; ...
2016-01-29
In floodplain environments, a naturally reduced zone (NRZ) is considered to be a common biogeochemical hot spot, having distinct microbial and geochemical characteristics. Although important for understanding their role in mediating floodplain biogeochemical processes, mapping the subsurface distribution of NRZs over the dimensions of a floodplain is challenging, as conventional wellbore data are typically spatially limited and the distribution of NRZs is heterogeneous. In this work, we present an innovative methodology for the probabilistic mapping of NRZs within a three-dimensional (3-D) subsurface domain using induced polarization imaging, which is a noninvasive geophysical technique. Measurements consist of surface geophysical surveys andmore » drilling-recovered sediments at the U.S. Department of Energy field site near Rifle, CO (USA). Inversion of surface time domain-induced polarization (TDIP) data yielded 3-D images of the complex electrical resistivity, in terms of magnitude and phase, which are associated with mineral precipitation and other lithological properties. By extracting the TDIP data values colocated with wellbore lithological logs, we found that the NRZs have a different distribution of resistivity and polarization from the other aquifer sediments. To estimate the spatial distribution of NRZs, we developed a Bayesian hierarchical model to integrate the geophysical and wellbore data. In addition, the resistivity images were used to estimate hydrostratigraphic interfaces under the floodplain. Validation results showed that the integration of electrical imaging and wellbore data using a Bayesian hierarchical model was capable of mapping spatially heterogeneous interfaces and NRZ distributions thereby providing a minimally invasive means to parameterize a hydrobiogeochemical model of the floodplain.« less
NASA Astrophysics Data System (ADS)
Davis, A. D.; Heimbach, P.; Marzouk, Y.
2017-12-01
We develop a Bayesian inverse modeling framework for predicting future ice sheet volume with associated formal uncertainty estimates. Marine ice sheets are drained by fast-flowing ice streams, which we simulate using a flowline model. Flowline models depend on geometric parameters (e.g., basal topography), parameterized physical processes (e.g., calving laws and basal sliding), and climate parameters (e.g., surface mass balance), most of which are unknown or uncertain. Given observations of ice surface velocity and thickness, we define a Bayesian posterior distribution over static parameters, such as basal topography. We also define a parameterized distribution over variable parameters, such as future surface mass balance, which we assume are not informed by the data. Hyperparameters are used to represent climate change scenarios, and sampling their distributions mimics internal variation. For example, a warming climate corresponds to increasing mean surface mass balance but an individual sample may have periods of increasing or decreasing surface mass balance. We characterize the predictive distribution of ice volume by evaluating the flowline model given samples from the posterior distribution and the distribution over variable parameters. Finally, we determine the effect of climate change on future ice sheet volume by investigating how changing the hyperparameters affects the predictive distribution. We use state-of-the-art Bayesian computation to address computational feasibility. Characterizing the posterior distribution (using Markov chain Monte Carlo), sampling the full range of variable parameters and evaluating the predictive model is prohibitively expensive. Furthermore, the required resolution of the inferred basal topography may be very high, which is often challenging for sampling methods. Instead, we leverage regularity in the predictive distribution to build a computationally cheaper surrogate over the low dimensional quantity of interest (future ice sheet volume). Continual surrogate refinement guarantees asymptotic sampling from the predictive distribution. Directly characterizing the predictive distribution in this way allows us to assess the ice sheet's sensitivity to climate variability and change.
Analysis of the variability in ground-motion synthesis and inversion
Spudich, Paul A.; Cirella, Antonella; Scognamiglio, Laura; Tinti, Elisa
2017-12-07
In almost all past inversions of large-earthquake ground motions for rupture behavior, the goal of the inversion is to find the “best fitting” rupture model that predicts ground motions which optimize some function of the difference between predicted and observed ground motions. This type of inversion was pioneered in the linear-inverse sense by Olson and Apsel (1982), who minimized the square of the difference between observed and simulated motions (“least squares”) while simultaneously minimizing the rupture-model norm (by setting the null-space component of the rupture model to zero), and has been extended in many ways, one of which is the use of nonlinear inversion schemes such as simulated annealing algorithms that optimize some other misfit function. For example, the simulated annealing algorithm of Piatanesi and others (2007) finds the rupture model that minimizes a “cost” function which combines a least-squares and a waveform-correlation measure of misfit.All such inversions that look for a unique “best” model have at least three problems. (1) They have removed the null-space component of the rupture model—that is, an infinite family of rupture models that all fit the data equally well have been narrowed down to a single model. Some property of interest in the rupture model might have been discarded in this winnowing process. (2) Smoothing constraints are commonly used to yield a unique “best” model, in which case spatially rough rupture models will have been discarded, even if they provide a good fit to the data. (3) No estimate of confidence in the resulting rupture models can be given because the effects of unknown errors in the Green’s functions (“theory errors”) have not been assessed. In inversion for rupture behavior, these theory errors are generally larger than the data errors caused by ground noise and instrumental limitations, and so overfitting of the data is probably ubiquitous for such inversions.Recently, attention has turned to the inclusion of theory errors in the inversion process. Yagi and Fukahata (2011) made an important contribution by presenting a method to estimate the uncertainties in predicted large-earthquake ground motions due to uncertainties in the Green’s functions. Here we derive their result and compare it with the results of other recent studies that look at theory errors in a Bayesian inversion context particularly those by Bodin and others (2012), Duputel and others (2012), Dettmer and others (2014), and Minson and others (2014).Notably, in all these studies, the estimates of theory error were obtained from theoretical considerations alone; none of the investigators actually measured Green’s function errors. Large earthquakes typically have aftershocks, which, if their rupture surfaces are physically small enough, can be considered point evaluations of the real Green’s functions of the Earth. Here we simulate smallaftershock ground motions with (erroneous) theoretical Green’s functions. Taking differences between aftershock ground motions and simulated motions to be the “theory error,” we derive a statistical model of the sources of discrepancies between the theoretical and real Green’s functions. We use this model with an extended frequency-domain version of the time-domain theory of Yagi and Fukahata (2011) to determine the expected variance 2 τ caused by Green’s function error in ground motions from a larger (nonpoint) earthquake that we seek to model.We also differ from the above-mentioned Bayesian inversions in our handling of the nonuniqueness problem of seismic inversion. We follow the philosophy of Segall and Du (1993), who, instead of looking for a best-fitting model, looked for slip models that answered specific questions about the earthquakes they studied. In their Bayesian inversions, they inductively derived a posterior probability-density function (PDF) for every model parameter. We instead seek to find two extremal rupture models whose ground motions fit the data within the error bounds given by 2 τ , as quantified by using a chi-squared test described below. So, we can ask questions such as, “What are the rupture models with the highest and lowest average rupture speed consistent with the theory errors?” Having found those models, we can then say with confidence that the true rupture speed is somewhere between those values. Although the Bayesian approach gives a complete solution to the inverse problem, it is computationally demanding: Minson and others (2014) needed 1010 forward kinematic simulations to derive their posterior probability distribution. In our approach, only about107 simulations are needed. Moreover, in practical application, only a small set of rupture models may be needed to answer the relevant questions—for example, determining the maximum likelihood solution (achievable through standard inversion techniques) and the two rupture models bounding some property of interest.The specific property that we wish to investigate is the correlation between various rupturemodel parameters, such as peak slip velocity and rupture velocity, in models of real earthquakes. In some simulations of ground motions for hypothetical large earthquakes, such as those by Aagaard and others (2010) and the Southern California Earthquake Center Broadband Simulation Platform (Graves and Pitarka, 2015), rupture speed is assumed to correlate locally with peak slip, although there is evidence that rupture speed should correlate better with peak slip speed, owing to its dependence on local stress drop. We may be able to determine ways to modify Piatanesi and others’s (2007) inversion’s “cost” function to find rupture models with either high or low degrees of correlation between pairs of rupture parameters. We propose a cost function designed to find these two extremal models.
Efficient Stochastic Inversion Using Adjoint Models and Kernel-PCA
DOE Office of Scientific and Technical Information (OSTI.GOV)
Thimmisetty, Charanraj A.; Zhao, Wenju; Chen, Xiao
2017-10-18
Performing stochastic inversion on a computationally expensive forward simulation model with a high-dimensional uncertain parameter space (e.g. a spatial random field) is computationally prohibitive even when gradient information can be computed efficiently. Moreover, the ‘nonlinear’ mapping from parameters to observables generally gives rise to non-Gaussian posteriors even with Gaussian priors, thus hampering the use of efficient inversion algorithms designed for models with Gaussian assumptions. In this paper, we propose a novel Bayesian stochastic inversion methodology, which is characterized by a tight coupling between the gradient-based Langevin Markov Chain Monte Carlo (LMCMC) method and a kernel principal component analysis (KPCA). Thismore » approach addresses the ‘curse-of-dimensionality’ via KPCA to identify a low-dimensional feature space within the high-dimensional and nonlinearly correlated parameter space. In addition, non-Gaussian posterior distributions are estimated via an efficient LMCMC method on the projected low-dimensional feature space. We will demonstrate this computational framework by integrating and adapting our recent data-driven statistics-on-manifolds constructions and reduction-through-projection techniques to a linear elasticity model.« less
NASA Astrophysics Data System (ADS)
Fukahata, Y.; Wright, T. J.
2006-12-01
We developed a method of geodetic data inversion for slip distribution on a fault with an unknown dip angle. When fault geometry is unknown, the problem of geodetic data inversion is non-linear. A common strategy for obtaining slip distribution is to first determine the fault geometry by minimizing the square misfit under the assumption of a uniform slip on a rectangular fault, and then apply the usual linear inversion technique to estimate a slip distribution on the determined fault. It is not guaranteed, however, that the fault determined under the assumption of a uniform slip gives the best fault geometry for a spatially variable slip distribution. In addition, in obtaining a uniform slip fault model, we have to simultaneously determine the values of the nine mutually dependent parameters, which is a highly non-linear, complicated process. Although the inverse problem is non-linear for cases with unknown fault geometries, the non-linearity of the problems is actually weak, when we can assume the fault surface to be flat. In particular, when a clear fault trace is observed on the EarthOs surface after an earthquake, we can precisely estimate the strike and the location of the fault. In this case only the dip angle has large ambiguity. In geodetic data inversion we usually need to introduce smoothness constraints in order to compromise reciprocal requirements for model resolution and estimation errors in a natural way. Strictly speaking, the inverse problem with smoothness constraints is also non-linear, even if the fault geometry is known. The non-linearity has been dissolved by introducing AkaikeOs Bayesian Information Criterion (ABIC), with which the optimal value of the relative weight of observed data to smoothness constraints is objectively determined. In this study, using ABIC in determining the optimal dip angle, we dissolved the non-linearity of the inverse problem. We applied the method to the InSAR data of the 1995 Dinar, Turkey earthquake and obtained a much shallower dip angle than before.
Dimension-independent likelihood-informed MCMC
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
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.
iSEDfit: Bayesian spectral energy distribution modeling of galaxies
NASA Astrophysics Data System (ADS)
Moustakas, John
2017-08-01
iSEDfit uses Bayesian inference to extract the physical properties of galaxies from their observed broadband photometric spectral energy distribution (SED). In its default mode, the inputs to iSEDfit are the measured photometry (fluxes and corresponding inverse variances) and a measurement of the galaxy redshift. Alternatively, iSEDfit can be used to estimate photometric redshifts from the input photometry alone. After the priors have been specified, iSEDfit calculates the marginalized posterior probability distributions for the physical parameters of interest, including the stellar mass, star-formation rate, dust content, star formation history, and stellar metallicity. iSEDfit also optionally computes K-corrections and produces multiple "quality assurance" (QA) plots at each stage of the modeling procedure to aid in the interpretation of the prior parameter choices and subsequent fitting results. The software is distributed as part of the impro IDL suite.
NASA Astrophysics Data System (ADS)
Reiter, D. T.; Rodi, W. L.
2015-12-01
Constructing 3D Earth models through the joint inversion of large geophysical data sets presents numerous theoretical and practical challenges, especially when diverse types of data and model parameters are involved. Among the challenges are the computational complexity associated with large data and model vectors and the need to unify differing model parameterizations, forward modeling methods and regularization schemes within a common inversion framework. The challenges can be addressed in part by decomposing the inverse problem into smaller, simpler inverse problems that can be solved separately, providing one knows how to merge the separate inversion results into an optimal solution of the full problem. We have formulated an approach to the decomposition of large inverse problems based on the augmented Lagrangian technique from optimization theory. As commonly done, we define a solution to the full inverse problem as the Earth model minimizing an objective function motivated, for example, by a Bayesian inference formulation. Our decomposition approach recasts the minimization problem equivalently as the minimization of component objective functions, corresponding to specified data subsets, subject to the constraints that the minimizing models be equal. A standard optimization algorithm solves the resulting constrained minimization problems by alternating between the separate solution of the component problems and the updating of Lagrange multipliers that serve to steer the individual solution models toward a common model solving the full problem. We are applying our inversion method to the reconstruction of the·crust and upper-mantle seismic velocity structure across Eurasia.· Data for the inversion comprise a large set of P and S body-wave travel times·and fundamental and first-higher mode Rayleigh-wave group velocities.
Mantle viscosity structure constrained by joint inversions of seismic velocities and density
NASA Astrophysics Data System (ADS)
Rudolph, M. L.; Moulik, P.; Lekic, V.
2017-12-01
The viscosity structure of Earth's deep mantle affects the thermal evolution of Earth, the ascent of mantle upwellings, sinking of subducted oceanic lithosphere, and the mixing of compositional heterogeneities in the mantle. Modeling the long-wavelength dynamic geoid allows us to constrain the radial viscosity profile of the mantle. Typically, in inversions for the mantle viscosity structure, wavespeed variations are mapped into density variations using a constant- or depth-dependent scaling factor. Here, we use a newly developed joint model of anisotropic Vs, Vp, density and transition zone topographies to generate a suite of solutions for the mantle viscosity structure directly from the seismologically constrained density structure. The density structure used to drive our forward models includes contributions from both thermal and compositional variations, including important contributions from compositionally dense material in the Large Low Velocity Provinces at the base of the mantle. These compositional variations have been neglected in the forward models used in most previous inversions and have the potential to significantly affect large-scale flow and thus the inferred viscosity structure. We use a transdimensional, hierarchical, Bayesian approach to solve the inverse problem, and our solutions for viscosity structure include an increase in viscosity below the base of the transition zone, in the shallow lower mantle. Using geoid dynamic response functions and an analysis of the correlation between the observed geoid and mantle structure, we demonstrate the underlying reason for this inference. Finally, we present a new family of solutions in which the data uncertainty is accounted for using covariance matrices associated with the mantle structure models.
A physiologically motivated sparse, compact, and smooth (SCS) approach to EEG source localization.
Cao, Cheng; Akalin Acar, Zeynep; Kreutz-Delgado, Kenneth; Makeig, Scott
2012-01-01
Here, we introduce a novel approach to the EEG inverse problem based on the assumption that principal cortical sources of multi-channel EEG recordings may be assumed to be spatially sparse, compact, and smooth (SCS). To enforce these characteristics of solutions to the EEG inverse problem, we propose a correlation-variance model which factors a cortical source space covariance matrix into the multiplication of a pre-given correlation coefficient matrix and the square root of the diagonal variance matrix learned from the data under a Bayesian learning framework. We tested the SCS method using simulated EEG data with various SNR and applied it to a real ECOG data set. We compare the results of SCS to those of an established SBL algorithm.
FOREWORD: 5th International Workshop on New Computational Methods for Inverse Problems
NASA Astrophysics Data System (ADS)
Vourc'h, Eric; Rodet, Thomas
2015-11-01
This volume of Journal of Physics: Conference Series is dedicated to the scientific research presented during the 5th International Workshop on New Computational Methods for Inverse Problems, NCMIP 2015 (http://complement.farman.ens-cachan.fr/NCMIP_2015.html). This workshop took place at Ecole Normale Supérieure de Cachan, on May 29, 2015. The prior editions of NCMIP also took place in Cachan, France, firstly within the scope of ValueTools Conference, in May 2011, and secondly at the initiative of Institut Farman, in May 2012, May 2013 and May 2014. The New Computational Methods for Inverse Problems (NCMIP) workshop focused on recent advances in the resolution of inverse problems. Indeed, inverse problems appear in numerous scientific areas such as geophysics, biological and medical imaging, material and structure characterization, electrical, mechanical and civil engineering, and finances. The resolution of inverse problems consists of estimating the parameters of the observed system or structure from data collected by an instrumental sensing or imaging device. Its success firstly requires the collection of relevant observation data. It also requires accurate models describing the physical interactions between the instrumental device and the observed system, as well as the intrinsic properties of the solution itself. Finally, it requires the design of robust, accurate and efficient inversion algorithms. Advanced sensor arrays and imaging devices provide high rate and high volume data; in this context, the efficient resolution of the inverse problem requires the joint development of new models and inversion methods, taking computational and implementation aspects into account. During this one-day workshop, researchers had the opportunity to bring to light and share new techniques and results in the field of inverse problems. The topics of the workshop were: algorithms and computational aspects of inversion, Bayesian estimation, Kernel methods, learning methods, convex optimization, free discontinuity problems, metamodels, proper orthogonal decomposition, reduced models for the inversion, non-linear inverse scattering, image reconstruction and restoration, and applications (bio-medical imaging, non-destructive evaluation...). NCMIP 2015 was a one-day workshop held in May 2015 which attracted around 70 attendees. Each of the submitted papers has been reviewed by two reviewers. There have been 15 accepted papers. In addition, three international speakers were invited to present a longer talk. The workshop was supported by Institut Farman (ENS Cachan, CNRS) and endorsed by the following French research networks: GDR ISIS, GDR MIA, GDR MOA and GDR Ondes. The program committee acknowledges the following research laboratories: CMLA, LMT, LURPA and SATIE.
NASA Astrophysics Data System (ADS)
Tso, Chak-Hau Michael; Kuras, Oliver; Wilkinson, Paul B.; Uhlemann, Sebastian; Chambers, Jonathan E.; Meldrum, Philip I.; Graham, James; Sherlock, Emma F.; Binley, Andrew
2017-11-01
Measurement errors can play a pivotal role in geophysical inversion. Most inverse models require users to prescribe or assume a statistical model of data errors before inversion. Wrongly prescribed errors can lead to over- or under-fitting of data; however, the derivation of models of data errors is often neglected. With the heightening interest in uncertainty estimation within hydrogeophysics, better characterisation and treatment of measurement errors is needed to provide improved image appraisal. Here we focus on the role of measurement errors in electrical resistivity tomography (ERT). We have analysed two time-lapse ERT datasets: one contains 96 sets of direct and reciprocal data collected from a surface ERT line within a 24 h timeframe; the other is a two-year-long cross-borehole survey at a UK nuclear site with 246 sets of over 50,000 measurements. Our study includes the characterisation of the spatial and temporal behaviour of measurement errors using autocorrelation and correlation coefficient analysis. We find that, in addition to well-known proportionality effects, ERT measurements can also be sensitive to the combination of electrodes used, i.e. errors may not be uncorrelated as often assumed. Based on these findings, we develop a new error model that allows grouping based on electrode number in addition to fitting a linear model to transfer resistance. The new model explains the observed measurement errors better and shows superior inversion results and uncertainty estimates in synthetic examples. It is robust, because it groups errors together based on the electrodes used to make the measurements. The new model can be readily applied to the diagonal data weighting matrix widely used in common inversion methods, as well as to the data covariance matrix in a Bayesian inversion framework. We demonstrate its application using extensive ERT monitoring datasets from the two aforementioned sites.
NASA Astrophysics Data System (ADS)
Ravenna, Matteo; Lebedev, Sergei
2018-04-01
Seismic anisotropy provides important information on the deformation history of the Earth's interior. Rayleigh and Love surface-waves are sensitive to and can be used to determine both radial and azimuthal shear-wave anisotropies at depth, but parameter trade-offs give rise to substantial model non-uniqueness. Here, we explore the trade-offs between isotropic and anisotropic structure parameters and present a suite of methods for the inversion of surface-wave, phase-velocity curves for radial and azimuthal anisotropies. One Markov chain Monte Carlo (McMC) implementation inverts Rayleigh and Love dispersion curves for a radially anisotropic shear velocity profile of the crust and upper mantle. Another McMC implementation inverts Rayleigh phase velocities and their azimuthal anisotropy for profiles of vertically polarized shear velocity and its depth-dependent azimuthal anisotropy. The azimuthal anisotropy inversion is fully non-linear, with the forward problem solved numerically at different azimuths for every model realization, which ensures that any linearization biases are avoided. The computations are performed in parallel, in order to reduce the computing time. The often challenging issue of data noise estimation is addressed by means of a Hierarchical Bayesian approach, with the variance of the noise treated as an unknown during the radial anisotropy inversion. In addition to the McMC inversions, we also present faster, non-linear gradient-search inversions for the same anisotropic structure. The results of the two approaches are mutually consistent; the advantage of the McMC inversions is that they provide a measure of uncertainty of the models. Applying the method to broad-band data from the Baikal-central Mongolia region, we determine radial anisotropy from the crust down to the transition-zone depths. Robust negative anisotropy (Vsh < Vsv) in the asthenosphere, at 100-300 km depths, presents strong new evidence for a vertical component of asthenospheric flow. This is consistent with an upward flow from below the thick lithosphere of the Siberian Craton to below the thinner lithosphere of central Mongolia, likely to give rise to decompression melting and the scattered, sporadic volcanism observed in the Baikal Rift area, as proposed previously. Inversion of phase-velocity data from west-central Italy for azimuthal anisotropy reveals a clear change in the shear-wave fast-propagation direction at 70-100 km depths, near the lithosphere-asthenosphere boundary. The orientation of the fabric in the lithosphere is roughly E-W, parallel to the direction of stretching over the last 10 m.y. The orientation of the fabric in the asthenosphere is NW-SE, matching the fast directions inferred from shear-wave splitting and probably indicating the direction of the asthenospheric flow.
Methane emissions in East Asia for 2000-2011 estimated using an atmospheric Bayesian inversion
NASA Astrophysics Data System (ADS)
Thompson, R. L.; Stohl, A.; Zhou, L. X.; Dlugokencky, E.; Fukuyama, Y.; Tohjima, Y.; Kim, S.-Y.; Lee, H.; Nisbet, E. G.; Fisher, R. E.; Lowry, D.; Weiss, R. F.; Prinn, R. G.; O'Doherty, S.; Young, D.; White, J. W. C.
2015-05-01
We present methane (CH4) emissions for East Asia from a Bayesian inversion of CH4 mole fraction and stable isotope (δ13C-CH4) measurements. Emissions were estimated at monthly resolution from 2000 to 2011. A posteriori, the total emission for East Asia increased from 43 ± 4 to 59 ± 4 Tg yr-1 between 2000 and 2011, owing largely to the increase in emissions from China, from 39 ± 4 to 54 ± 4 Tg yr-1, while emissions in other East Asian countries remained relatively stable. For China, South Korea, and Japan, the total emissions were smaller than the prior estimates (i.e., Emission Database for Global Atmospheric Research 4.2 FT2010 for anthropogenic emissions) by an average of 29%, 20%, and 23%, respectively. For Mongolia, Taiwan, and North Korea, the total emission was less than 2 Tg yr-1 and was not significantly different from the prior. The largest reductions in emissions, compared to the prior, occurred in summer in regions important for rice agriculture suggesting that this source is overestimated in the prior. Furthermore, an analysis of the isotope data suggests that the prior underestimates emissions from landfills and ruminant animals for winter 2010 to spring 2011 (no data available for other times). The inversion also found a lower average emission trend for China, 1.2 Tg yr-1 compared to 2.8 Tg yr-1 in the prior. This trend was not constant, however, and increased significantly after 2005, up to 2.0 Tg yr-1. Overall, the changes in emissions from China explain up to 40% of the increase in global emissions in the 2000s.
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.
Integrating laboratory creep compaction data with numerical fault models: A Bayesian framework
Fitzenz, D.D.; Jalobeanu, A.; Hickman, S.H.
2007-01-01
We developed a robust Bayesian inversion scheme to plan and analyze laboratory creep compaction experiments. We chose a simple creep law that features the main parameters of interest when trying to identify rate-controlling mechanisms from experimental data. By integrating the chosen creep law or an approximation thereof, one can use all the data, either simultaneously or in overlapping subsets, thus making more complete use of the experiment data and propagating statistical variations in the data through to the final rate constants. Despite the nonlinearity of the problem, with this technique one can retrieve accurate estimates of both the stress exponent and the activation energy, even when the porosity time series data are noisy. Whereas adding observation points and/or experiments reduces the uncertainty on all parameters, enlarging the range of temperature or effective stress significantly reduces the covariance between stress exponent and activation energy. We apply this methodology to hydrothermal creep compaction data on quartz to obtain a quantitative, semiempirical law for fault zone compaction in the interseismic period. Incorporating this law into a simple direct rupture model, we find marginal distributions of the time to failure that are robust with respect to errors in the initial fault zone porosity. Copyright 2007 by the American Geophysical Union.
Joint Bayesian inference for near-surface explosion yield
NASA Astrophysics Data System (ADS)
Bulaevskaya, V.; Ford, S. R.; Ramirez, A. L.; Rodgers, A. J.
2016-12-01
A near-surface explosion generates seismo-acoustic motion that is related to its yield. However, the recorded motion is affected by near-source effects such as depth-of-burial, and propagation-path effects such as variable geology. We incorporate these effects in a forward model relating yield to seismo-acoustic motion, and use Bayesian inference to estimate yield given recordings of the seismo-acoustic wavefield. The Bayesian approach to this inverse problem allows us to obtain the probability distribution of plausible yield values and thus quantify the uncertainty in the yield estimate. Moreover, the sensitivity of the acoustic signal falls as a function of the depth-of-burial, while the opposite relationship holds for the seismic signal. Therefore, using both the acoustic and seismic wavefield data allows us to avoid the trade-offs associated with using only one of these signals alone. In addition, our inference framework allows for correlated features of the same data type (seismic or acoustic) to be incorporated in the estimation of yield in order to make use of as much information from the same waveform as possible. We demonstrate our approach with a historical dataset and a contemporary field experiment.
An inverse method to estimate the flow through a levee breach
NASA Astrophysics Data System (ADS)
D'Oria, Marco; Mignosa, Paolo; Tanda, Maria Giovanna
2015-08-01
We propose a procedure to estimate the flow through a levee breach based on water levels recorded in river stations downstream and/or upstream of the failure site. The inverse problem is solved using a Bayesian approach and requires the execution of several forward unsteady flow simulations. For this purpose, we have used the well-known 1-D HEC-RAS model, but any unsteady flow model could be adopted in the same way. The procedure has been tested using four synthetic examples. Levee breaches with different characteristics (free flow, flow with tailwater effects, etc.) have been simulated to collect the synthetic level data used at a later stage in the inverse procedure. The method was able to accurately reproduce the flow through the breach in all cases. The practicability of the procedure was then confirmed applying it to the inundation of the Polesine Region (Northern Italy) which occurred in 1951 and was caused by three contiguous and almost simultaneous breaches on the left embankment of the Po River.
Improved source inversion from joint measurements of translational and rotational ground motions
NASA Astrophysics Data System (ADS)
Donner, S.; Bernauer, M.; Reinwald, M.; Hadziioannou, C.; Igel, H.
2017-12-01
Waveform inversion for seismic point (moment tensor) and kinematic sources is a standard procedure. However, especially in the local and regional distances a lack of appropriate velocity models, the sparsity of station networks, or a low signal-to-noise ratio combined with more complex waveforms hamper the successful retrieval of reliable source solutions. We assess the potential of rotational ground motion recordings to increase the resolution power and reduce non-uniquenesses for point and kinematic source solutions. Based on synthetic waveform data, we perform a Bayesian (i.e. probabilistic) inversion. Thus, we avoid the subjective selection of the most reliable solution according the lowest misfit or other constructed criterion. In addition, we obtain unbiased measures of resolution and possible trade-offs. Testing different earthquake mechanisms and scenarios, we can show that the resolution of the source solutions can be improved significantly. Especially depth dependent components show significant improvement. Next to synthetic data of station networks, we also tested sparse-network and single station cases.
Karabatsos, George
2017-02-01
Most of applied statistics involves regression analysis of data. In practice, it is important to specify a regression model that has minimal assumptions which are not violated by data, to ensure that statistical inferences from the model are informative and not misleading. This paper presents a stand-alone and menu-driven software package, Bayesian Regression: Nonparametric and Parametric Models, constructed from MATLAB Compiler. Currently, this package gives the user a choice from 83 Bayesian models for data analysis. They include 47 Bayesian nonparametric (BNP) infinite-mixture regression models; 5 BNP infinite-mixture models for density estimation; and 31 normal random effects models (HLMs), including normal linear models. Each of the 78 regression models handles either a continuous, binary, or ordinal dependent variable, and can handle multi-level (grouped) data. All 83 Bayesian models can handle the analysis of weighted observations (e.g., for meta-analysis), and the analysis of left-censored, right-censored, and/or interval-censored data. Each BNP infinite-mixture model has a mixture distribution assigned one of various BNP prior distributions, including priors defined by either the Dirichlet process, Pitman-Yor process (including the normalized stable process), beta (two-parameter) process, normalized inverse-Gaussian process, geometric weights prior, dependent Dirichlet process, or the dependent infinite-probits prior. The software user can mouse-click to select a Bayesian model and perform data analysis via Markov chain Monte Carlo (MCMC) sampling. After the sampling completes, the software automatically opens text output that reports MCMC-based estimates of the model's posterior distribution and model predictive fit to the data. Additional text and/or graphical output can be generated by mouse-clicking other menu options. This includes output of MCMC convergence analyses, and estimates of the model's posterior predictive distribution, for selected functionals and values of covariates. The software is illustrated through the BNP regression analysis of real data.
Decadal trends in regional CO2 fluxes estimated from atmospheric inversions
NASA Astrophysics Data System (ADS)
Saeki, T.; Patra, P. K.
2016-12-01
Top-down approach (or atmospheric inversion) using atmospheric transport models and CO2 observations are an effective way to optimize surface fluxes at subcontinental scales and monthly time intervals. We used the CCSR/NIES/FRCGC AGCM-based Chemistry Transport Model (JAMSTEC's ACTM) and atmospheric CO2 concentrations at NOAA, CSIRO, JMA, NIES, NIES-MRI sites from Obspack GLOBALVIEW-CO2 data product (2013) for estimating CO2 fluxes for the period of 1990-2011. Carbon fluxes were estimated for 84 partitions (54 lands + 30 oceans) of the globe by using a Bayesian synthesis inversion framework. A priori fluxes are (1) atmosphere-ocean exchange from Takahashi et al. (2009), (2) 3-hourly terrestrial biosphere fluxes (annually balanced) from CASA model, and (3) fossil fuel fluxes from CDIAC global totals and EDGAR4.2 spatial distributions. Four inversion cases have been tested with 1) 21 sites (sites which have real data fraction of 90 % or more for 1989-2012), 2) 21 sites + CONTRAIL data, 3) 66 sites (over 70 % coverage), and 4) 157 sites. As a result of time-dependent inversions, mean total flux (excluding fossil fuel) for the period 1990-2011 is estimated to be -3.09 ±0.16 PgC/yr (mean and standard deviation of the four cases), where land (incl. biomass burning and land use change) and ocean absorb an average rate of -1.80 ±0.18 and -1.29 ±0.08 PgC/yr, respectively. The average global total sink from 1991-2000 to 2001-2010 increases by about 0.5 PgC/yr, mainly due to the increase in northern and tropical land sinks (Africa, Boreal Eurasia, East Asia and Europe), while ocean sinks show no clear trend. Inversion with CONTRAIL data estimates large positive flux anomalies in late 1997 associated with the 1997/98 El-Nino, while inversion without CONTARIL data between Japan and Australia fails to estimate such large anomalies. Acknowledgements. This work is supported by the Environment Research and Technology Development Fund (2-1401) of the Ministry of the Environment, Japan. We thank all measurement groups for submitting CO2 concentration data to the obspack-GLOBALVIEW product.
Estimating uncertainty of Full Waveform Inversion with Ensemble-based methods
NASA Astrophysics Data System (ADS)
Thurin, J.; Brossier, R.; Métivier, L.
2017-12-01
Uncertainty estimation is one key feature of tomographic applications for robust interpretation. However, this information is often missing in the frame of large scale linearized inversions, and only the results at convergence are shown, despite the ill-posed nature of the problem. This issue is common in the Full Waveform Inversion community.While few methodologies have already been proposed in the literature, standard FWI workflows do not include any systematic uncertainty quantifications methods yet, but often try to assess the result's quality through cross-comparison with other results from seismic or comparison with other geophysical data. With the development of large seismic networks/surveys, the increase in computational power and the more and more systematic application of FWI, it is crucial to tackle this problem and to propose robust and affordable workflows, in order to address the uncertainty quantification problem faced for near surface targets, crustal exploration, as well as regional and global scales.In this work (Thurin et al., 2017a,b), we propose an approach which takes advantage of the Ensemble Transform Kalman Filter (ETKF) proposed by Bishop et al., (2001), in order to estimate a low-rank approximation of the posterior covariance matrix of the FWI problem, allowing us to evaluate some uncertainty information of the solution. Instead of solving the FWI problem through a Bayesian inversion with the ETKF, we chose to combine a conventional FWI, based on local optimization, and the ETKF strategies. This scheme allows combining the efficiency of local optimization for solving large scale inverse problems and make the sampling of the local solution space possible thanks to its embarrassingly parallel property. References:Bishop, C. H., Etherton, B. J. and Majumdar, S. J., 2001. Adaptive sampling with the ensemble transform Kalman filter. Part I: Theoretical aspects. Monthly weather review, 129(3), 420-436.Thurin, J., Brossier, R. and Métivier, L. 2017,a.: Ensemble-Based Uncertainty Estimation in Full Waveform Inversion. 79th EAGE Conference and Exhibition 2017, (12 - 15 June, 2017)Thurin, J., Brossier, R. and Métivier, L. 2017,b.: An Ensemble-Transform Kalman Filter - Full Waveform Inversion scheme for Uncertainty estimation; SEG Technical Program Expanded Abstracts 2012
The effects of time-varying observation errors on semi-empirical sea-level projections
Ruckert, Kelsey L.; Guan, Yawen; Bakker, Alexander M. R.; ...
2016-11-30
Sea-level rise is a key driver of projected flooding risks. The design of strategies to manage these risks often hinges on projections that inform decision-makers about the surrounding uncertainties. Producing semi-empirical sea-level projections is difficult, for example, due to the complexity of the error structure of the observations, such as time-varying (heteroskedastic) observation errors and autocorrelation of the data-model residuals. This raises the question of how neglecting the error structure impacts hindcasts and projections. Here, we quantify this effect on sea-level projections and parameter distributions by using a simple semi-empirical sea-level model. Specifically, we compare three model-fitting methods: a frequentistmore » bootstrap as well as a Bayesian inversion with and without considering heteroskedastic residuals. All methods produce comparable hindcasts, but the parametric distributions and projections differ considerably based on methodological choices. In conclusion, our results show that the differences based on the methodological choices are enhanced in the upper tail projections. For example, the Bayesian inversion accounting for heteroskedasticity increases the sea-level anomaly with a 1% probability of being equaled or exceeded in the year 2050 by about 34% and about 40% in the year 2100 compared to a frequentist bootstrap. These results indicate that neglecting known properties of the observation errors and the data-model residuals can lead to low-biased sea-level projections.« less
The effects of time-varying observation errors on semi-empirical sea-level projections
DOE Office of Scientific and Technical Information (OSTI.GOV)
Ruckert, Kelsey L.; Guan, Yawen; Bakker, Alexander M. R.
Sea-level rise is a key driver of projected flooding risks. The design of strategies to manage these risks often hinges on projections that inform decision-makers about the surrounding uncertainties. Producing semi-empirical sea-level projections is difficult, for example, due to the complexity of the error structure of the observations, such as time-varying (heteroskedastic) observation errors and autocorrelation of the data-model residuals. This raises the question of how neglecting the error structure impacts hindcasts and projections. Here, we quantify this effect on sea-level projections and parameter distributions by using a simple semi-empirical sea-level model. Specifically, we compare three model-fitting methods: a frequentistmore » bootstrap as well as a Bayesian inversion with and without considering heteroskedastic residuals. All methods produce comparable hindcasts, but the parametric distributions and projections differ considerably based on methodological choices. In conclusion, our results show that the differences based on the methodological choices are enhanced in the upper tail projections. For example, the Bayesian inversion accounting for heteroskedasticity increases the sea-level anomaly with a 1% probability of being equaled or exceeded in the year 2050 by about 34% and about 40% in the year 2100 compared to a frequentist bootstrap. These results indicate that neglecting known properties of the observation errors and the data-model residuals can lead to low-biased sea-level projections.« less
Reconstruction of the water table from self-potential data: a bayesian approach.
Jardani, A; Revil, A; Barrash, W; Crespy, A; Rizzo, E; Straface, S; Cardiff, M; Malama, B; Miller, C; Johnson, T
2009-01-01
Ground water flow associated with pumping and injection tests generates self-potential signals that can be measured at the ground surface and used to estimate the pattern of ground water flow at depth. We propose an inversion of the self-potential signals that accounts for the heterogeneous nature of the aquifer and a relationship between the electrical resistivity and the streaming current coupling coefficient. We recast the inversion of the self-potential data into a Bayesian framework. Synthetic tests are performed showing the advantage in using self-potential signals in addition to in situ measurements of the potentiometric levels to reconstruct the shape of the water table. This methodology is applied to a new data set from a series of coordinated hydraulic tomography, self-potential, and electrical resistivity tomography experiments performed at the Boise Hydrogeophysical Research Site, Idaho. In particular, we examine one of the dipole hydraulic tests and its reciprocal to show the sensitivity of the self-potential signals to variations of the potentiometric levels under steady-state conditions. However, because of the high pumping rate, the response was also influenced by the Reynolds number, especially near the pumping well for a given test. Ground water flow in the inertial laminar flow regime is responsible for nonlinearity that is not yet accounted for in self-potential tomography. Numerical modeling addresses the sensitivity of the self-potential response to this problem.
Source Partitioning of Methane Emissions and its Seasonality in the U.S. Midwest
NASA Astrophysics Data System (ADS)
Chen, Zichong; Griffis, Timothy J.; Baker, John M.; Millet, Dylan B.; Wood, Jeffrey D.; Dlugokencky, Edward J.; Andrews, Arlyn E.; Sweeney, Colm; Hu, Cheng; Kolka, Randall K.
2018-02-01
The methane (CH4) budget and its source partitioning are poorly constrained in the Midwestern United States. We used tall tower (185 m) aerodynamic flux measurements and atmospheric scale factor Bayesian inversions to constrain the monthly budget and to partition the total budget into natural (e.g., wetlands) and anthropogenic (e.g., livestock, waste, and natural gas) sources for the period June 2016 to September 2017. Aerodynamic flux observations indicated that the landscape was a CH4 source with a mean annual CH4 flux of +13.7 ± 0.34 nmol m-2 s-1 and was rarely a net sink. The scale factor Bayesian inversion analyses revealed a mean annual source of +12.3 ± 2.1 nmol m-2 s-1. Flux partitioning revealed that the anthropogenic source (7.8 ± 1.6 Tg CH4 yr-1) was 1.5 times greater than the bottom-up gridded United States Environmental Protection Agency inventory, in which livestock and oil/gas sources were underestimated by 1.8-fold and 1.3-fold, respectively. Wetland emissions (4.0 ± 1.2 Tg CH4 yr-1) were the second largest source, accounting for 34% of the total budget. The temporal variability of total CH4 emissions was dominated by wetlands with peak emissions occurring in August. In contrast, emissions from oil/gas and other anthropogenic sources showed relatively weak seasonality.
Merlé, Y; Mentré, F
1995-02-01
In this paper 3 criteria to design experiments for Bayesian estimation of the parameters of nonlinear models with respect to their parameters, when a prior distribution is available, are presented: the determinant of the Bayesian information matrix, the determinant of the pre-posterior covariance matrix, and the expected information provided by an experiment. A procedure to simplify the computation of these criteria is proposed in the case of continuous prior distributions and is compared with the criterion obtained from a linearization of the model about the mean of the prior distribution for the parameters. This procedure is applied to two models commonly encountered in the area of pharmacokinetics and pharmacodynamics: the one-compartment open model with bolus intravenous single-dose injection and the Emax model. They both involve two parameters. Additive as well as multiplicative gaussian measurement errors are considered with normal prior distributions. Various combinations of the variances of the prior distribution and of the measurement error are studied. Our attention is restricted to designs with limited numbers of measurements (1 or 2 measurements). This situation often occurs in practice when Bayesian estimation is performed. The optimal Bayesian designs that result vary with the variances of the parameter distribution and with the measurement error. The two-point optimal designs sometimes differ from the D-optimal designs for the mean of the prior distribution and may consist of replicating measurements. For the studied cases, the determinant of the Bayesian information matrix and its linearized form lead to the same optimal designs. In some cases, the pre-posterior covariance matrix can be far from its lower bound, namely, the inverse of the Bayesian information matrix, especially for the Emax model and a multiplicative measurement error. The expected information provided by the experiment and the determinant of the pre-posterior covariance matrix generally lead to the same designs except for the Emax model and the multiplicative measurement error. Results show that these criteria can be easily computed and that they could be incorporated in modules for designing experiments.
The Bayesian Revolution Approaches Psychological Development
ERIC Educational Resources Information Center
Shultz, Thomas R.
2007-01-01
This commentary reviews five articles that apply Bayesian ideas to psychological development, some with psychology experiments, some with computational modeling, and some with both experiments and modeling. The reviewed work extends the current Bayesian revolution into tasks often studied in children, such as causal learning and word learning, and…
Quantum Mechanics, Pattern Recognition, and the Mammalian Brain
NASA Astrophysics Data System (ADS)
Chapline, George
2008-10-01
Although the usual way of representing Markov processes is time asymmetric, there is a way of describing Markov processes, due to Schrodinger, which is time symmetric. This observation provides a link between quantum mechanics and the layered Bayesian networks that are often used in automated pattern recognition systems. In particular, there is a striking formal similarity between quantum mechanics and a particular type of Bayesian network, the Helmholtz machine, which provides a plausible model for how the mammalian brain recognizes important environmental situations. One interesting aspect of this relationship is that the "wake-sleep" algorithm for training a Helmholtz machine is very similar to the problem of finding the potential for the multi-channel Schrodinger equation. As a practical application of this insight it may be possible to use inverse scattering techniques to study the relationship between human brain wave patterns, pattern recognition, and learning. We also comment on whether there is a relationship between quantum measurements and consciousness.
Krissansen-Totton, Joshua; Catling, David C
2017-05-22
The relative influences of tectonics, continental weathering and seafloor weathering in controlling the geological carbon cycle are unknown. Here we develop a new carbon cycle model that explicitly captures the kinetics of seafloor weathering to investigate carbon fluxes and the evolution of atmospheric CO 2 and ocean pH since 100 Myr ago. We compare model outputs to proxy data, and rigorously constrain model parameters using Bayesian inverse methods. Assuming our forward model is an accurate representation of the carbon cycle, to fit proxies the temperature dependence of continental weathering must be weaker than commonly assumed. We find that 15-31 °C (1σ) surface warming is required to double the continental weathering flux, versus 3-10 °C in previous work. In addition, continental weatherability has increased 1.7-3.3 times since 100 Myr ago, demanding explanation by uplift and sea-level changes. The average Earth system climate sensitivity is K (1σ) per CO 2 doubling, which is notably higher than fast-feedback estimates. These conclusions are robust to assumptions about outgassing, modern fluxes and seafloor weathering kinetics.
Inverse Ising problem in continuous time: A latent variable approach
NASA Astrophysics Data System (ADS)
Donner, Christian; Opper, Manfred
2017-12-01
We consider the inverse Ising problem: the inference of network couplings from observed spin trajectories for a model with continuous time Glauber dynamics. By introducing two sets of auxiliary latent random variables we render the likelihood into a form which allows for simple iterative inference algorithms with analytical updates. The variables are (1) Poisson variables to linearize an exponential term which is typical for point process likelihoods and (2) Pólya-Gamma variables, which make the likelihood quadratic in the coupling parameters. Using the augmented likelihood, we derive an expectation-maximization (EM) algorithm to obtain the maximum likelihood estimate of network parameters. Using a third set of latent variables we extend the EM algorithm to sparse couplings via L1 regularization. Finally, we develop an efficient approximate Bayesian inference algorithm using a variational approach. We demonstrate the performance of our algorithms on data simulated from an Ising model. For data which are simulated from a more biologically plausible network with spiking neurons, we show that the Ising model captures well the low order statistics of the data and how the Ising couplings are related to the underlying synaptic structure of the simulated network.
Krissansen-Totton, Joshua; Catling, David C.
2017-01-01
The relative influences of tectonics, continental weathering and seafloor weathering in controlling the geological carbon cycle are unknown. Here we develop a new carbon cycle model that explicitly captures the kinetics of seafloor weathering to investigate carbon fluxes and the evolution of atmospheric CO2 and ocean pH since 100 Myr ago. We compare model outputs to proxy data, and rigorously constrain model parameters using Bayesian inverse methods. Assuming our forward model is an accurate representation of the carbon cycle, to fit proxies the temperature dependence of continental weathering must be weaker than commonly assumed. We find that 15–31 °C (1σ) surface warming is required to double the continental weathering flux, versus 3–10 °C in previous work. In addition, continental weatherability has increased 1.7–3.3 times since 100 Myr ago, demanding explanation by uplift and sea-level changes. The average Earth system climate sensitivity is K (1σ) per CO2 doubling, which is notably higher than fast-feedback estimates. These conclusions are robust to assumptions about outgassing, modern fluxes and seafloor weathering kinetics. PMID:28530231
Generalized Uncertainty Quantification for Linear Inverse Problems in X-ray Imaging
DOE Office of Scientific and Technical Information (OSTI.GOV)
Fowler, Michael James
2014-04-25
In industrial and engineering applications, X-ray radiography has attained wide use as a data collection protocol for the assessment of material properties in cases where direct observation is not possible. The direct measurement of nuclear materials, particularly when they are under explosive or implosive loading, is not feasible, and radiography can serve as a useful tool for obtaining indirect measurements. In such experiments, high energy X-rays are pulsed through a scene containing material of interest, and a detector records a radiograph by measuring the radiation that is not attenuated in the scene. One approach to the analysis of these radiographsmore » is to model the imaging system as an operator that acts upon the object being imaged to produce a radiograph. In this model, the goal is to solve an inverse problem to reconstruct the values of interest in the object, which are typically material properties such as density or areal density. The primary objective in this work is to provide quantitative solutions with uncertainty estimates for three separate applications in X-ray radiography: deconvolution, Abel inversion, and radiation spot shape reconstruction. For each problem, we introduce a new hierarchical Bayesian model for determining a posterior distribution on the unknowns and develop efficient Markov chain Monte Carlo (MCMC) methods for sampling from the posterior. A Poisson likelihood, based on a noise model for photon counts at the detector, is combined with a prior tailored to each application: an edge-localizing prior for deconvolution; a smoothing prior with non-negativity constraints for spot reconstruction; and a full covariance sampling prior based on a Wishart hyperprior for Abel inversion. After developing our methods in a general setting, we demonstrate each model on both synthetically generated datasets, including those from a well known radiation transport code, and real high energy radiographs taken at two U. S. Department of Energy laboratories.« less
Multilevel Sequential Monte Carlo Samplers for Normalizing Constants
Moral, Pierre Del; Jasra, Ajay; Law, Kody J. H.; ...
2017-08-24
This article considers the sequential Monte Carlo (SMC) approximation of ratios of normalizing constants associated to posterior distributions which in principle rely on continuum models. Therefore, the Monte Carlo estimation error and the discrete approximation error must be balanced. A multilevel strategy is utilized to substantially reduce the cost to obtain a given error level in the approximation as compared to standard estimators. Two estimators are considered and relative variance bounds are given. The theoretical results are numerically illustrated for two Bayesian inverse problems arising from elliptic partial differential equations (PDEs). The examples involve the inversion of observations of themore » solution of (i) a 1-dimensional Poisson equation to infer the diffusion coefficient, and (ii) a 2-dimensional Poisson equation to infer the external forcing.« less
Non-linear Parameter Estimates from Non-stationary MEG Data
Martínez-Vargas, Juan D.; López, Jose D.; Baker, Adam; Castellanos-Dominguez, German; Woolrich, Mark W.; Barnes, Gareth
2016-01-01
We demonstrate a method to estimate key electrophysiological parameters from resting state data. In this paper, we focus on the estimation of head-position parameters. The recovery of these parameters is especially challenging as they are non-linearly related to the measured field. In order to do this we use an empirical Bayesian scheme to estimate the cortical current distribution due to a range of laterally shifted head-models. We compare different methods of approaching this problem from the division of M/EEG data into stationary sections and performing separate source inversions, to explaining all of the M/EEG data with a single inversion. We demonstrate this through estimation of head position in both simulated and empirical resting state MEG data collected using a head-cast. PMID:27597815
Kennington, W Jason; Hoffmann, Ary A
2013-05-20
Chromosomal inversions are increasingly being recognized as important in adaptive shifts and are expected to influence patterns of genetic variation, but few studies have examined genetic patterns in inversion polymorphisms across and within populations. Here, we examine genetic variation at 20 microsatellite loci and the alcohol dehydrogenase gene (Adh) located within and near the In(2L)t inversion of Drosophila melanogaster at three different sites along a latitudinal cline on the east coast of Australia. We found significant genetic differentiation between the standard and inverted chromosomal arrangements at each site as well as significant, but smaller differences among sites in the same arrangement. Genetic differentiation between pairs of sites was higher for inverted chromosomes than standard chromosomes, while inverted chromosomes had lower levels of genetic variation even well away from inversion breakpoints. Bayesian clustering analysis provided evidence of genetic exchange between chromosomal arrangements at each site. The strong differentiation between arrangements and reduced variation in the inverted chromosomes are likely to reflect ongoing selection at multiple loci within the inverted region. They may also reflect lower effective population sizes of In(2L)t chromosomes and colonization of Australia, although there was no consistent evidence of a recent bottleneck and simulations suggest that differences between arrangements would not persist unless rates of gene exchange between them were low. Genetic patterns therefore support the notion of selection and linkage disequilibrium contributing to inversion polymorphisms, although more work is needed to determine whether there are spatially varying targets of selection within this inversion. They also support the idea that the allelic content within an inversion can vary between geographic locations.
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.
Hu, Shiang; Yao, Dezhong; Valdes-Sosa, Pedro A
2018-01-01
The choice of reference for the electroencephalogram (EEG) is a long-lasting unsolved issue resulting in inconsistent usages and endless debates. Currently, both the average reference (AR) and the reference electrode standardization technique (REST) are two primary, apparently irreconcilable contenders. We propose a theoretical framework to resolve this reference issue by formulating both (a) estimation of potentials at infinity, and (b) determination of the reference, as a unified Bayesian linear inverse problem, which can be solved by maximum a posterior estimation. We find that AR and REST are very particular cases of this unified framework: AR results from biophysically non-informative prior; while REST utilizes the prior based on the EEG generative model. To allow for simultaneous denoising and reference estimation, we develop the regularized versions of AR and REST, named rAR and rREST, respectively. Both depend on a regularization parameter that is the noise to signal variance ratio. Traditional and new estimators are evaluated with this framework, by both simulations and analysis of real resting EEGs. Toward this end, we leverage the MRI and EEG data from 89 subjects which participated in the Cuban Human Brain Mapping Project. Generated artificial EEGs-with a known ground truth, show that relative error in estimating the EEG potentials at infinity is lowest for rREST. It also reveals that realistic volume conductor models improve the performances of REST and rREST. Importantly, for practical applications, it is shown that an average lead field gives the results comparable to the individual lead field. Finally, it is shown that the selection of the regularization parameter with Generalized Cross-Validation (GCV) is close to the "oracle" choice based on the ground truth. When evaluated with the real 89 resting state EEGs, rREST consistently yields the lowest GCV. This study provides a novel perspective to the EEG reference problem by means of a unified inverse solution framework. It may allow additional principled theoretical formulations and numerical evaluation of performance.
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).
An Intuitive Dashboard for Bayesian Network Inference
NASA Astrophysics Data System (ADS)
Reddy, Vikas; Charisse Farr, Anna; Wu, Paul; Mengersen, Kerrie; Yarlagadda, Prasad K. D. V.
2014-03-01
Current Bayesian network software packages provide good graphical interface for users who design and develop Bayesian networks for various applications. However, the intended end-users of these networks may not necessarily find such an interface appealing and at times it could be overwhelming, particularly when the number of nodes in the network is large. To circumvent this problem, this paper presents an intuitive dashboard, which provides an additional layer of abstraction, enabling the end-users to easily perform inferences over the Bayesian networks. Unlike most software packages, which display the nodes and arcs of the network, the developed tool organises the nodes based on the cause-and-effect relationship, making the user-interaction more intuitive and friendly. In addition to performing various types of inferences, the users can conveniently use the tool to verify the behaviour of the developed Bayesian network. The tool has been developed using QT and SMILE libraries in C++.
Clay aquitards as archives of holocene paleoclimate: delta18O and thermal profiling.
Hendry, M Jim; Woodbury, A D
2007-01-01
Paleoclimatic conditions in the Holocene were reconstructed from a detailed vertical profile of pore water delta(18)O and a series of downhole thermal profiles at a thick, hydrogeologically simple, aquitard research site in the Northern Great Plains of Saskatchewan. Reconstructions were obtained using the theory of one-dimensional diffusive transport and an empirical Bayesian inversion technique. Inversion of the delta(18)O profile shows that input signal consists of a sudden increase of +6 per thousand (corresponding to a temperature increase of about 18 degrees C) at about 12,000 years before present (BP), after which no measurable change in delta(18)O is apparent to present day. This research shows, at this location, that there is no evidence of large amplitude temperature shifts in the Holocene and supports the commonly used assumption in ground water studies of constant atmospheric delta(18)O values throughout the Holocene. Inversion of the temperature profiles suggests the ground surface temperature increased primarily in the last half of the 20th century, with a peak temperature (about 3 degrees C) circa 1990. For both profiles, the ability to resolve historical variability decays rapidly with time. For the temperature profiles, the decay in resolution precluded the development of reliable estimates of climatic conditions prior to about 1950 and, in the case of the delta(18)O profile, it prevented the precise definition of climate changes (e.g., Hypsithermal and Little Ice Age) in the Holocene.
Evaluating the UK's carbon budget using a dense network of tall-tower observations
NASA Astrophysics Data System (ADS)
White, E.; Rigby, M. L.; Manning, A.; Lunt, M. F.; Ganesan, A.; O'Doherty, S.; Stavert, A.; Stanley, K. M.; Williams, M. D.; Smallman, T. L.; Comyn-Platt, E.; Levy, P. E.
2017-12-01
The UK has committed to reducing greenhouse gas (GHG) emissions to 80% of 1990 levels by 2050. Evaluating the UK's GHG emissions, and in particular those of carbon dioxide, is imperative to the UK's ability to track progress towards these goals. Making top-down estimates of regional carbon dioxide emissions is challenging due to the rapid temporal variability in the biogenic flux, and the co-location of anthropogenic and biogenic sources and sinks. We present a hierarchical Bayesian inverse modelling framework, which is able to estimate a yearly total (anthropogenic and biogenic) carbon dioxide budget for the UK. Using observations from a high-density GHG monitoring network, combined with high temporal resolution prior information and a Lagrangian atmospheric transport model (NAME, developed by the UK Met Office), we derive a net positive flux for the UK of 0.39 Pg/yr in 2014. We will compare the outcome of inversions that used prior information from two different biosphere models, CARDAMOM and JULES. This comparison helps to understand more about the biogenic processes contributing to the UK's carbon dioxide budget, limitations with different modelling approaches and the sensitivity of the inversion framework to the choice of prior. A better understanding of how the biogenic flux changes throughout the year can, in turn, help to improve the UK's anthropogenic carbon dioxide inventory by identifying times in the year when the anthropogenic signal may be possible to detect.
FOREWORD: 4th International Workshop on New Computational Methods for Inverse Problems (NCMIP2014)
NASA Astrophysics Data System (ADS)
2014-10-01
This volume of Journal of Physics: Conference Series is dedicated to the scientific contributions presented during the 4th International Workshop on New Computational Methods for Inverse Problems, NCMIP 2014 (http://www.farman.ens-cachan.fr/NCMIP_2014.html). This workshop took place at Ecole Normale Supérieure de Cachan, on May 23, 2014. The prior editions of NCMIP also took place in Cachan, France, firstly within the scope of ValueTools Conference, in May 2011 (http://www.ncmip.org/2011/), and secondly at the initiative of Institut Farman, in May 2012 and May 2013, (http://www.farman.ens-cachan.fr/NCMIP_2012.html), (http://www.farman.ens-cachan.fr/NCMIP_2013.html). The New Computational Methods for Inverse Problems (NCMIP) Workshop focused on recent advances in the resolution of inverse problems. Indeed, inverse problems appear in numerous scientific areas such as geophysics, biological and medical imaging, material and structure characterization, electrical, mechanical and civil engineering, and finances. The resolution of inverse problems consists of estimating the parameters of the observed system or structure from data collected by an instrumental sensing or imaging device. Its success firstly requires the collection of relevant observation data. It also requires accurate models describing the physical interactions between the instrumental device and the observed system, as well as the intrinsic properties of the solution itself. Finally, it requires the design of robust, accurate and efficient inversion algorithms. Advanced sensor arrays and imaging devices provide high rate and high volume data; in this context, the efficient resolution of the inverse problem requires the joint development of new models and inversion methods, taking computational and implementation aspects into account. During this one-day workshop, researchers had the opportunity to bring to light and share new techniques and results in the field of inverse problems. The topics of the workshop were: algorithms and computational aspects of inversion, Bayesian estimation, Kernel methods, learning methods, convex optimization, free discontinuity problems, metamodels, proper orthogonal decomposition, reduced models for the inversion, non-linear inverse scattering, image reconstruction and restoration, and applications (bio-medical imaging, non-destructive evaluation...). NCMIP 2014 was a one-day workshop held in May 2014 which attracted around sixty attendees. Each of the submitted papers has been reviewed by two reviewers. There have been nine accepted papers. In addition, three international speakers were invited to present a longer talk. The workshop was supported by Institut Farman (ENS Cachan, CNRS) and endorsed by the following French research networks (GDR ISIS, GDR MIA, GDR MOA, GDR Ondes). The program committee acknowledges the following research laboratories: CMLA, LMT, LURPA, SATIE. Eric Vourc'h and Thomas Rodet
Estimating the Earthquake Source Time Function by Markov Chain Monte Carlo Sampling
NASA Astrophysics Data System (ADS)
Dȩbski, Wojciech
2008-07-01
Many aspects of earthquake source dynamics like dynamic stress drop, rupture velocity and directivity, etc. are currently inferred from the source time functions obtained by a deconvolution of the propagation and recording effects from seismograms. The question of the accuracy of obtained results remains open. In this paper we address this issue by considering two aspects of the source time function deconvolution. First, we propose a new pseudo-spectral parameterization of the sought function which explicitly takes into account the physical constraints imposed on the sought functions. Such parameterization automatically excludes non-physical solutions and so improves the stability and uniqueness of the deconvolution. Secondly, we demonstrate that the Bayesian approach to the inverse problem at hand, combined with an efficient Markov Chain Monte Carlo sampling technique, is a method which allows efficient estimation of the source time function uncertainties. The key point of the approach is the description of the solution of the inverse problem by the a posteriori probability density function constructed according to the Bayesian (probabilistic) theory. Next, the Markov Chain Monte Carlo sampling technique is used to sample this function so the statistical estimator of a posteriori errors can be easily obtained with minimal additional computational effort with respect to modern inversion (optimization) algorithms. The methodological considerations are illustrated by a case study of the mining-induced seismic event of the magnitude M L ≈3.1 that occurred at Rudna (Poland) copper mine. The seismic P-wave records were inverted for the source time functions, using the proposed algorithm and the empirical Green function technique to approximate Green functions. The obtained solutions seem to suggest some complexity of the rupture process with double pulses of energy release. However, the error analysis shows that the hypothesis of source complexity is not justified at the 95% confidence level. On the basis of the analyzed event we also show that the separation of the source inversion into two steps introduces limitations on the completeness of the a posteriori error analysis.
NASA Astrophysics Data System (ADS)
Ghattas, O.; Petra, N.; Cui, T.; Marzouk, Y.; Benjamin, P.; Willcox, K.
2016-12-01
Model-based projections of the dynamics of the polar ice sheets play a central role in anticipating future sea level rise. However, a number of mathematical and computational challenges place significant barriers on improving predictability of these models. One such challenge is caused by the unknown model parameters (e.g., in the basal boundary conditions) that must be inferred from heterogeneous observational data, leading to an ill-posed inverse problem and the need to quantify uncertainties in its solution. In this talk we discuss the problem of estimating the uncertainty in the solution of (large-scale) ice sheet inverse problems within the framework of Bayesian inference. Computing the general solution of the inverse problem--i.e., the posterior probability density--is intractable with current methods on today's computers, due to the expense of solving the forward model (3D full Stokes flow with nonlinear rheology) and the high dimensionality of the uncertain parameters (which are discretizations of the basal sliding coefficient field). To overcome these twin computational challenges, it is essential to exploit problem structure (e.g., sensitivity of the data to parameters, the smoothing property of the forward model, and correlations in the prior). To this end, we present a data-informed approach that identifies low-dimensional structure in both parameter space and the forward model state space. This approach exploits the fact that the observations inform only a low-dimensional parameter space and allows us to construct a parameter-reduced posterior. Sampling this parameter-reduced posterior still requires multiple evaluations of the forward problem, therefore we also aim to identify a low dimensional state space to reduce the computational cost. To this end, we apply a proper orthogonal decomposition (POD) approach to approximate the state using a low-dimensional manifold constructed using ``snapshots'' from the parameter reduced posterior, and the discrete empirical interpolation method (DEIM) to approximate the nonlinearity in the forward problem. We show that using only a limited number of forward solves, the resulting subspaces lead to an efficient method to explore the high-dimensional posterior.
NASA Astrophysics Data System (ADS)
Ragon, Théa; Sladen, Anthony; Simons, Mark
2018-05-01
The ill-posed nature of earthquake source estimation derives from several factors including the quality and quantity of available observations and the fidelity of our forward theory. Observational errors are usually accounted for in the inversion process. Epistemic errors, which stem from our simplified description of the forward problem, are rarely dealt with despite their potential to bias the estimate of a source model. In this study, we explore the impact of uncertainties related to the choice of a fault geometry in source inversion problems. The geometry of a fault structure is generally reduced to a set of parameters, such as position, strike and dip, for one or a few planar fault segments. While some of these parameters can be solved for, more often they are fixed to an uncertain value. We propose a practical framework to address this limitation by following a previously implemented method exploring the impact of uncertainties on the elastic properties of our models. We develop a sensitivity analysis to small perturbations of fault dip and position. The uncertainties in fault geometry are included in the inverse problem under the formulation of the misfit covariance matrix that combines both prediction and observation uncertainties. We validate this approach with the simplified case of a fault that extends infinitely along strike, using both Bayesian and optimization formulations of a static inversion. If epistemic errors are ignored, predictions are overconfident in the data and source parameters are not reliably estimated. In contrast, inclusion of uncertainties in fault geometry allows us to infer a robust posterior source model. Epistemic uncertainties can be many orders of magnitude larger than observational errors for great earthquakes (Mw > 8). Not accounting for uncertainties in fault geometry may partly explain observed shallow slip deficits for continental earthquakes. Similarly, ignoring the impact of epistemic errors can also bias estimates of near surface slip and predictions of tsunamis induced by megathrust earthquakes. (Mw > 8)
Hybrid inversions of CO2 fluxes at regional scale applied to network design
NASA Astrophysics Data System (ADS)
Kountouris, Panagiotis; Gerbig, Christoph; -Thomas Koch, Frank
2013-04-01
Long term observations of atmospheric greenhouse gas measuring stations, located at representative regions over the continent, improve our understanding of greenhouse gas sources and sinks. These mixing ratio measurements can be linked to surface fluxes by atmospheric transport inversions. Within the upcoming years new stations are to be deployed, which requires decision making tools with respect to the location and the density of the network. We are developing a method to assess potential greenhouse gas observing networks in terms of their ability to recover specific target quantities. As target quantities we use CO2 fluxes aggregated to specific spatial and temporal scales. We introduce a high resolution inverse modeling framework, which attempts to combine advantages from pixel based inversions with those of a carbon cycle data assimilation system (CCDAS). The hybrid inversion system consists of the Lagrangian transport model STILT, the diagnostic biosphere model VPRM and a Bayesian inversion scheme. We aim to retrieve the spatiotemporal distribution of net ecosystem exchange (NEE) at a high spatial resolution (10 km x 10 km) by inverting for spatially and temporally varying scaling factors for gross ecosystem exchange (GEE) and respiration (R) rather than solving for the fluxes themselves. Thus the state space includes parameters for controlling photosynthesis and respiration, but unlike in a CCDAS it allows for spatial and temporal variations, which can be expressed as NEE(x,y,t) = λG(x,y,t) GEE(x,y,t) + λR(x,y,t) R(x,y,t) . We apply spatially and temporally correlated uncertainties by using error covariance matrices with non-zero off-diagonal elements. Synthetic experiments will test our system and select the optimal a priori error covariance by using different spatial and temporal correlation lengths on the error statistics of the a priori covariance and comparing the optimized fluxes against the 'known truth'. As 'known truth' we use independent fluxes generated from a different biosphere model (BIOME-BGC). Initially we perform single-station inversions for Ochsenkopf tall tower located in Germany. Further expansion of the inversion framework to multiple stations and its application to network design will address the questions of how well a set of network stations can constrain a given target quantity, and whether there are objective criteria to select an optimal configuration for new stations that maximizes the uncertainty reduction.
Bayesian flood forecasting methods: A review
NASA Astrophysics Data System (ADS)
Han, Shasha; Coulibaly, Paulin
2017-08-01
Over the past few decades, floods have been seen as one of the most common and largely distributed natural disasters in the world. If floods could be accurately forecasted in advance, then their negative impacts could be greatly minimized. It is widely recognized that quantification and reduction of uncertainty associated with the hydrologic forecast is of great importance for flood estimation and rational decision making. Bayesian forecasting system (BFS) offers an ideal theoretic framework for uncertainty quantification that can be developed for probabilistic flood forecasting via any deterministic hydrologic model. It provides suitable theoretical structure, empirically validated models and reasonable analytic-numerical computation method, and can be developed into various Bayesian forecasting approaches. This paper presents a comprehensive review on Bayesian forecasting approaches applied in flood forecasting from 1999 till now. The review starts with an overview of fundamentals of BFS and recent advances in BFS, followed with BFS application in river stage forecasting and real-time flood forecasting, then move to a critical analysis by evaluating advantages and limitations of Bayesian forecasting methods and other predictive uncertainty assessment approaches in flood forecasting, and finally discusses the future research direction in Bayesian flood forecasting. Results show that the Bayesian flood forecasting approach is an effective and advanced way for flood estimation, it considers all sources of uncertainties and produces a predictive distribution of the river stage, river discharge or runoff, thus gives more accurate and reliable flood forecasts. Some emerging Bayesian forecasting methods (e.g. ensemble Bayesian forecasting system, Bayesian multi-model combination) were shown to overcome limitations of single model or fixed model weight and effectively reduce predictive uncertainty. In recent years, various Bayesian flood forecasting approaches have been developed and widely applied, but there is still room for improvements. Future research in the context of Bayesian flood forecasting should be on assimilation of various sources of newly available information and improvement of predictive performance assessment methods.
NASA Astrophysics Data System (ADS)
Aleardi, Mattia
2018-01-01
We apply a two-step probabilistic seismic-petrophysical inversion for the characterization of a clastic, gas-saturated, reservoir located in offshore Nile Delta. In particular, we discuss and compare the results obtained when two different rock-physics models (RPMs) are employed in the inversion. The first RPM is an empirical, linear model directly derived from the available well log data by means of an optimization procedure. The second RPM is a theoretical, non-linear model based on the Hertz-Mindlin contact theory. The first step of the inversion procedure is a Bayesian linearized amplitude versus angle (AVA) inversion in which the elastic properties, and the associated uncertainties, are inferred from pre-stack seismic data. The estimated elastic properties constitute the input to the second step that is a probabilistic petrophysical inversion in which we account for the noise contaminating the recorded seismic data and the uncertainties affecting both the derived rock-physics models and the estimated elastic parameters. In particular, a Gaussian mixture a-priori distribution is used to properly take into account the facies-dependent behavior of petrophysical properties, related to the different fluid and rock properties of the different litho-fluid classes. In the synthetic and in the field data tests, the very minor differences between the results obtained by employing the two RPMs, and the good match between the estimated properties and well log information, confirm the applicability of the inversion approach and the suitability of the two different RPMs for reservoir characterization in the investigated area.
Fundamentals and Recent Developments in Approximate Bayesian Computation
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
NASA Astrophysics Data System (ADS)
Wang, Z.; Kato, T.; Wang, Y.
2015-12-01
The spatiotemporal fault slip history of the 2008 Iwate-Miyagi Nairiku earthquake, Japan, is obtained by the joint inversion of 1-Hz GPS waveforms and near-field strong motion records. 1-Hz GPS data from GEONET is processed by GAMIT/GLOBK and then a low-pass filter of 0.05 Hz is applied. The ground surface strong motion records from stations of K-NET and Kik-Net are band-pass filtered for the range of 0.05 ~ 0.3 Hz and integrated once to obtain velocity. The joint inversion exploits a broader frequency band for near-field ground motions, which provides excellent constraints for both the detailed slip history and slip distribution. A fully Bayesian inversion method is performed to simultaneously and objectively determine the rupture model, the unknown relative weighting of multiple data sets and the unknown smoothing hyperparameters. The preferred rupture model is stable for different choices of velocity structure model and station distribution, with maximum slip of ~ 8.0 m and seismic moment of 2.9 × 1019 Nm (Mw 6.9). By comparison with the single inversion of strong motion records, the cumulative slip distribution of joint inversion shows sparser slip distribution with two slip asperities. One common slip asperity extends from the hypocenter southeastward to the ground surface of breakage; another slip asperity, which is unique for joint inversion contributed by 1-Hz GPS waveforms, appears in the deep part of fault where very few aftershocks are occurring. The differential moment rate function of joint and single inversions obviously indicates that rich high frequency waves are radiated in the first three seconds but few low frequency waves.
The Psychology of Bayesian Reasoning
2014-10-21
The psychology of Bayesian reasoning David R. Mandel* Socio-Cognitive Systems Section, Defence Research and Development Canada and Department...belief revision, subjective probability, human judgment, psychological methods. Most psychological research on Bayesian reasoning since the 1970s has...attention to some important problems with the conventional approach to studying Bayesian reasoning in psychology that has been dominant since the
Modeling Non-Gaussian Time Series with Nonparametric Bayesian Model.
Xu, Zhiguang; MacEachern, Steven; Xu, Xinyi
2015-02-01
We present a class of Bayesian copula models whose major components are the marginal (limiting) distribution of a stationary time series and the internal dynamics of the series. We argue that these are the two features with which an analyst is typically most familiar, and hence that these are natural components with which to work. For the marginal distribution, we use a nonparametric Bayesian prior distribution along with a cdf-inverse cdf transformation to obtain large support. For the internal dynamics, we rely on the traditionally successful techniques of normal-theory time series. Coupling the two components gives us a family of (Gaussian) copula transformed autoregressive models. The models provide coherent adjustments of time scales and are compatible with many extensions, including changes in volatility of the series. We describe basic properties of the models, show their ability to recover non-Gaussian marginal distributions, and use a GARCH modification of the basic model to analyze stock index return series. The models are found to provide better fit and improved short-range and long-range predictions than Gaussian competitors. The models are extensible to a large variety of fields, including continuous time models, spatial models, models for multiple series, models driven by external covariate streams, and non-stationary models.
NASA Astrophysics Data System (ADS)
Rajaona, Harizo; Septier, François; Armand, Patrick; Delignon, Yves; Olry, Christophe; Albergel, Armand; Moussafir, Jacques
2015-12-01
In the eventuality of an accidental or intentional atmospheric release, the reconstruction of the source term using measurements from a set of sensors is an important and challenging inverse problem. A rapid and accurate estimation of the source allows faster and more efficient action for first-response teams, in addition to providing better damage assessment. This paper presents a Bayesian probabilistic approach to estimate the location and the temporal emission profile of a pointwise source. The release rate is evaluated analytically by using a Gaussian assumption on its prior distribution, and is enhanced with a positivity constraint to improve the estimation. The source location is obtained by the means of an advanced iterative Monte-Carlo technique called Adaptive Multiple Importance Sampling (AMIS), which uses a recycling process at each iteration to accelerate its convergence. The proposed methodology is tested using synthetic and real concentration data in the framework of the Fusion Field Trials 2007 (FFT-07) experiment. The quality of the obtained results is comparable to those coming from the Markov Chain Monte Carlo (MCMC) algorithm, a popular Bayesian method used for source estimation. Moreover, the adaptive processing of the AMIS provides a better sampling efficiency by reusing all the generated samples.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Brown, Justin; Hund, Lauren
2017-02-01
Dynamic compression experiments are being performed on complicated materials using increasingly complex drivers. The data produced in these experiments are beginning to reach a regime where traditional analysis techniques break down; requiring the solution of an inverse problem. A common measurement in dynamic experiments is an interface velocity as a function of time, and often this functional output can be simulated using a hydrodynamics code. Bayesian model calibration is a statistical framework to estimate inputs into a computational model in the presence of multiple uncertainties, making it well suited to measurements of this type. In this article, we apply Bayesianmore » model calibration to high pressure (250 GPa) ramp compression measurements in tantalum. We address several issues speci c to this calibration including the functional nature of the output as well as parameter and model discrepancy identi ability. Speci cally, we propose scaling the likelihood function by an e ective sample size rather than modeling the autocorrelation function to accommodate the functional output and propose sensitivity analyses using the notion of `modularization' to assess the impact of experiment-speci c nuisance input parameters on estimates of material properties. We conclude that the proposed Bayesian model calibration procedure results in simple, fast, and valid inferences on the equation of state parameters for tantalum.« less
NASA Astrophysics Data System (ADS)
Yin, Ping; Mu, Lan; Madden, Marguerite; Vena, John E.
2014-10-01
Lung cancer is the second most commonly diagnosed cancer in both men and women in Georgia, USA. However, the spatio-temporal patterns of lung cancer risk in Georgia have not been fully studied. Hierarchical Bayesian models are used here to explore the spatio-temporal patterns of lung cancer incidence risk by race and gender in Georgia for the period of 2000-2007. With the census tract level as the spatial scale and the 2-year period aggregation as the temporal scale, we compare a total of seven Bayesian spatio-temporal models including two under a separate modeling framework and five under a joint modeling framework. One joint model outperforms others based on the deviance information criterion. Results show that the northwest region of Georgia has consistently high lung cancer incidence risk for all population groups during the study period. In addition, there are inverse relationships between the socioeconomic status and the lung cancer incidence risk among all Georgian population groups, and the relationships in males are stronger than those in females. By mapping more reliable variations in lung cancer incidence risk at a relatively fine spatio-temporal scale for different Georgian population groups, our study aims to better support healthcare performance assessment, etiological hypothesis generation, and health policy making.
A Tutorial Introduction to Bayesian Models of Cognitive Development
ERIC Educational Resources Information Center
Perfors, Amy; Tenenbaum, Joshua B.; Griffiths, Thomas L.; Xu, Fei
2011-01-01
We present an introduction to Bayesian inference as it is used in probabilistic models of cognitive development. Our goal is to provide an intuitive and accessible guide to the "what", the "how", and the "why" of the Bayesian approach: what sorts of problems and data the framework is most relevant for, and how and why it may be useful for…
NASA Astrophysics Data System (ADS)
Rohmer, Jeremy; Rousseau, Marie; Lemoine, Anne; Pedreros, Rodrigo; Lambert, Jerome; benki, Aalae
2017-04-01
Recent tsunami events including the 2004 Indian Ocean tsunami and the 2011 Tohoku tsunami have caused many casualties and damages to structures. Advances in numerical simulation of tsunami-induced wave processes have tremendously improved forecast, hazard and risk assessment and design of early warning for tsunamis. Among the major challenges, several studies have underlined uncertainties in earthquake slip distributions and rupture processes as major contributor on tsunami wave height and inundation extent. Constraining these uncertainties can be performed by taking advantage of observations either on tsunami waves (using network of water level gauge) or on inundation characteristics (using field evidence and eyewitness accounts). Despite these successful applications, combining tsunami observations and simulations still faces several limitations when the problem is addressed for past tsunamis events like 1755 Lisbon. 1) While recent inversion studies can benefit from current modern networks (e.g., tide gauges, sea bottom pressure gauges, GPS-mounted buoys), the number of tide gauges can be very scarce and testimonies on tsunami observations can be limited, incomplete and imprecise for past tsunamis events. These observations often restrict to eyewitness accounts on wave heights (e.g., maximum reached wave height at the coast) instead of the full observed waveforms; 2) Tsunami phenomena involve a large span of spatial scales (from ocean basin scales to local coastal wave interactions), which can make the modelling very demanding: the computation time cost of tsunami simulation can be very prohibitive; often reaching several hours. This often limits the number of allowable long-running simulations for performing the inversion, especially when the problem is addressed from a Bayesian inference perspective. The objective of the present study is to overcome both afore-described difficulties in the view to combine historical observations on past tsunami-induced waves and numerical simulations. In order to learn the uncertainty information on source parameters, we treat the problem within the Bayesian setting, which enables to incorporate in a flexible manner the different uncertainty sources. We propose to rely on an emerging technique called Approximate Bayesian Computation ABC, which has been developed to estimate the posterior distribution in modelling scenarios where the likelihood function is either unknown or cannot be explicitly defined. To overcome the computational issue, we combine ABC with statistical emulators (aka meta-model). We apply the proposed approach on the case study of Ligurian (North West of Italy) tsunami (1887) and discuss the results with a special attention paid to the impact of the observational error.
NASA Astrophysics Data System (ADS)
Anderson, Kyle R.; Poland, Michael P.
2016-08-01
Estimating rates of magma supply to the world's volcanoes remains one of the most fundamental aims of volcanology. Yet, supply rates can be difficult to estimate even at well-monitored volcanoes, in part because observations are noisy and are usually considered independently rather than as part of a holistic system. In this work we demonstrate a technique for probabilistically estimating time-variable rates of magma supply to a volcano through probabilistic constraint on storage and eruption rates. This approach utilizes Bayesian joint inversion of diverse datasets using predictions from a multiphysical volcano model, and independent prior information derived from previous geophysical, geochemical, and geological studies. The solution to the inverse problem takes the form of a probability density function which takes into account uncertainties in observations and prior information, and which we sample using a Markov chain Monte Carlo algorithm. Applying the technique to Kīlauea Volcano, we develop a model which relates magma flow rates with deformation of the volcano's surface, sulfur dioxide emission rates, lava flow field volumes, and composition of the volcano's basaltic magma. This model accounts for effects and processes mostly neglected in previous supply rate estimates at Kīlauea, including magma compressibility, loss of sulfur to the hydrothermal system, and potential magma storage in the volcano's deep rift zones. We jointly invert data and prior information to estimate rates of supply, storage, and eruption during three recent quasi-steady-state periods at the volcano. Results shed new light on the time-variability of magma supply to Kīlauea, which we find to have increased by 35-100% between 2001 and 2006 (from 0.11-0.17 to 0.18-0.28 km3/yr), before subsequently decreasing to 0.08-0.12 km3/yr by 2012. Changes in supply rate directly impact hazard at the volcano, and were largely responsible for an increase in eruption rate of 60-150% between 2001 and 2006, and subsequent decline by as much as 60% by 2012. We also demonstrate the occurrence of temporal changes in the proportion of Kīlauea's magma supply that is stored versus erupted, with the supply ;surge; in 2006 associated with increased accumulation of magma at the summit. Finally, we are able to place some constraints on sulfur concentrations in Kīlauea magma and the scrubbing of sulfur by the volcano's hydrothermal system. Multiphysical, Bayesian constraint on magma flow rates may be used to monitor evolving volcanic hazard not just at Kīlauea but at other volcanoes around the world.
Reed, H; Leckey, Cara A C; Dick, A; Harvey, G; Dobson, J
2018-01-01
Ultrasonic damage detection and characterization is commonly used in nondestructive evaluation (NDE) of aerospace composite components. In recent years there has been an increased development of guided wave based methods. In real materials and structures, these dispersive waves result in complicated behavior in the presence of complex damage scenarios. Model-based characterization methods utilize accurate three dimensional finite element models (FEMs) of guided wave interaction with realistic damage scenarios to aid in defect identification and classification. This work describes an inverse solution for realistic composite damage characterization by comparing the wavenumber-frequency spectra of experimental and simulated ultrasonic inspections. The composite laminate material properties are first verified through a Bayesian solution (Markov chain Monte Carlo), enabling uncertainty quantification surrounding the characterization. A study is undertaken to assess the efficacy of the proposed damage model and comparative metrics between the experimental and simulated output. The FEM is then parameterized with a damage model capable of describing the typical complex damage created by impact events in composites. The damage is characterized through a transdimensional Markov chain Monte Carlo solution, enabling a flexible damage model capable of adapting to the complex damage geometry investigated here. The posterior probability distributions of the individual delamination petals as well as the overall envelope of the damage site are determined. Copyright © 2017 Elsevier B.V. All rights reserved.
A Bayesian analysis of redshifted 21-cm H I signal and foregrounds: simulations for LOFAR
NASA Astrophysics Data System (ADS)
Ghosh, Abhik; Koopmans, Léon V. E.; Chapman, E.; Jelić, V.
2015-09-01
Observations of the epoch of reionization (EoR) using the 21-cm hyperfine emission of neutral hydrogen (H I) promise to open an entirely new window on the formation of the first stars, galaxies and accreting black holes. In order to characterize the weak 21-cm signal, we need to develop imaging techniques that can reconstruct the extended emission very precisely. Here, we present an inversion technique for LOw Frequency ARray (LOFAR) baselines at the North Celestial Pole (NCP), based on a Bayesian formalism with optimal spatial regularization, which is used to reconstruct the diffuse foreground map directly from the simulated visibility data. We notice that the spatial regularization de-noises the images to a large extent, allowing one to recover the 21-cm power spectrum over a considerable k⊥-k∥ space in the range 0.03 Mpc-1 < k⊥ < 0.19 Mpc-1 and 0.14 Mpc-1 < k∥ < 0.35 Mpc-1 without subtracting the noise power spectrum. We find that, in combination with using generalized morphological component analysis (GMCA), a non-parametric foreground removal technique, we can mostly recover the spherical average power spectrum within 2σ statistical fluctuations for an input Gaussian random root-mean-square noise level of 60 mK in the maps after 600 h of integration over a 10-MHz bandwidth.
Multielevation calibration of frequency-domain electromagnetic data
Minsley, Burke J.; Kass, M. Andy; Hodges, Greg; Smith, Bruce D.
2014-01-01
Systematic calibration errors must be taken into account because they can substantially impact the accuracy of inverted subsurface resistivity models derived from frequency-domain electromagnetic data, resulting in potentially misleading interpretations. We have developed an approach that uses data acquired at multiple elevations over the same location to assess calibration errors. A significant advantage is that this method does not require prior knowledge of subsurface properties from borehole or ground geophysical data (though these can be readily incorporated if available), and is, therefore, well suited to remote areas. The multielevation data were used to solve for calibration parameters and a single subsurface resistivity model that are self consistent over all elevations. The deterministic and Bayesian formulations of the multielevation approach illustrate parameter sensitivity and uncertainty using synthetic- and field-data examples. Multiplicative calibration errors (gain and phase) were found to be better resolved at high frequencies and when data were acquired over a relatively conductive area, whereas additive errors (bias) were reasonably resolved over conductive and resistive areas at all frequencies. The Bayesian approach outperformed the deterministic approach when estimating calibration parameters using multielevation data at a single location; however, joint analysis of multielevation data at multiple locations using the deterministic algorithm yielded the most accurate estimates of calibration parameters. Inversion results using calibration-corrected data revealed marked improvement in misfit, lending added confidence to the interpretation of these models.
Imaging Anisotropic Layering with Bayesian Inversion of Multiple Data Types
NASA Astrophysics Data System (ADS)
Bodin, T.; Leiva, J.; Romanowicz, B. A.; Maupin, V.; Yuan, H.
2015-12-01
Anisotropic images of the upper-mantle are usually obtained by analyzing different types of seismic observables, such as surface wave dispersion curves or waveforms, SKS splitting data, or receiver functions. These different data types sample different volumes of the earth, they are sensitive to separate length-scales, and hence are associated with various levels of uncertainties. They are traditionally interpreted separately, and often result in incompatible models. We present a Bayesian inversion approach to jointly invert these different data types. Seismograms for SKS and P phases are directly inverted, thus avoiding intermediate processing steps such as numerical deconvolution or computation of splitting parameters. Probabilistic 1D profiles are obtained with a transdimensional Markov chain Monte Carlo scheme, in which the number of layers, as well as the presence or absence of anisotropy in each layer, are treated as unknown parameters. In this way, seismic anisotropy is only introduced if required by the data. The algorithm is used to resolve both isotropic and anisotropic layering down to a depth of 350 km beneath two seismic stations in North America in two different tectonic settings: the stable Canadian shield (station FFC), and the tectonically active southern Basin and Range Province (station TA-214A). In both cases, the lithosphere-asthenosphere boundary is clearly visible, and marked by a change in direction of the fast axis of anisotropy. Our study confirms that azimuthal anisotropy is a powerful tool for detecting layering in the upper mantle.
Multilevel Sequential2 Monte Carlo for Bayesian inverse problems
NASA Astrophysics Data System (ADS)
Latz, Jonas; Papaioannou, Iason; Ullmann, Elisabeth
2018-09-01
The identification of parameters in mathematical models using noisy observations is a common task in uncertainty quantification. We employ the framework of Bayesian inversion: we combine monitoring and observational data with prior information to estimate the posterior distribution of a parameter. Specifically, we are interested in the distribution of a diffusion coefficient of an elliptic PDE. In this setting, the sample space is high-dimensional, and each sample of the PDE solution is expensive. To address these issues we propose and analyse a novel Sequential Monte Carlo (SMC) sampler for the approximation of the posterior distribution. Classical, single-level SMC constructs a sequence of measures, starting with the prior distribution, and finishing with the posterior distribution. The intermediate measures arise from a tempering of the likelihood, or, equivalently, a rescaling of the noise. The resolution of the PDE discretisation is fixed. In contrast, our estimator employs a hierarchy of PDE discretisations to decrease the computational cost. We construct a sequence of intermediate measures by decreasing the temperature or by increasing the discretisation level at the same time. This idea builds on and generalises the multi-resolution sampler proposed in P.S. Koutsourelakis (2009) [33] where a bridging scheme is used to transfer samples from coarse to fine discretisation levels. Importantly, our choice between tempering and bridging is fully adaptive. We present numerical experiments in 2D space, comparing our estimator to single-level SMC and the multi-resolution sampler.
Landslide caracteristics determination using bayesian inversion and seismic recording
NASA Astrophysics Data System (ADS)
Mangeney, A.; Moretti, L.; Capdeville, Y.; Stutzmann, E.; Bodin, T.; Bouchut, F.
2014-12-01
Gravitational instabilities, such as landslides, avalanches, or debris flows, play a key role in erosional processes and represent one of the major natural hazards in mountainous, coastal, and volcanic regions. Despite the great amount of field, experimental and numerical work devoted to this problem, the understanding of the physical processes at work in gravitational flows is still an open issue, in particular due to the lack of observations relevant to their dynamics. In this context, the seismic signal generated by gravitational flows is a unique opportunity to obtain information on their dynamics and characteristics. Here we present the study of the 1997 Boxing Day landslide that occurred in Montserrat. We accessed the force applied by the landslide to the ground surface responsible of the seismic waves by inverting the seismic waveform recorded (force-time function). This force was then used as a constraint in a bayesian inversion problem where the forward problem is the force-time function calculation obtained by simulating the landslide with the SHALTOP model (mangeney et al., 2007). With this method, we are able to give an estimate of the rheology (friction coefficient) and the initial shape of the collapsing mass. The volume retrieved is very similar to that obtained by field observations. The friction coefficient determined is also similar to that constrained by former studies or to that predicted by empirical laws (Lucas et al., 2014). Furthermore the method permits to give an estimate of the error made on these parameters.
Abundance and sources of atmospheric halocarbons in the Eastern Mediterranean
NASA Astrophysics Data System (ADS)
Schoenenberger, Fabian; Henne, Stephan; Hill, Matthias; Vollmer, Martin K.; Kouvarakis, Giorgos; Mihalopoulos, Nikolaos; O'Doherty, Simon; Maione, Michela; Emmenegger, Lukas; Peter, Thomas; Reimann, Stefan
2018-03-01
A wide range of anthropogenic halocarbons is released to the atmosphere, contributing to stratospheric ozone depletion and global warming. Using measurements of atmospheric abundances for the estimation of halocarbon emissions on the global and regional scale has become an important top-down tool for emission validation in the recent past, but many populated and developing areas of the world are only poorly covered by the existing atmospheric halocarbon measurement network. Here we present 6 months of continuous halocarbon observations from Finokalia on the island of Crete in the Eastern Mediterranean. The gases measured are the hydrofluorocarbons (HFCs), HFC-134a (CH2FCF3), HFC-125 (CHF2CF3), HFC-152a (CH3CHF2) and HFC-143a (CH3CF3) and the hydrochlorofluorocarbons (HCFCs), HCFC-22 (CHClF2) and HCFC-142b (CH3CClF2). The Eastern Mediterranean is home to 250 million inhabitants, consisting of a number of developed and developing countries, for which different emission regulations exist under the Kyoto and Montreal protocols. Regional emissions of halocarbons were estimated with Lagrangian atmospheric transport simulations and a Bayesian inverse modeling system, using measurements at Finokalia in conjunction with those from Advanced Global Atmospheric Gases Experiment (AGAGE) sites at Mace Head (Ireland), Jungfraujoch (Switzerland) and Monte Cimone (Italy). Measured peak mole fractions at Finokalia showed generally smaller amplitudes for HFCs than at the European AGAGE sites except for periodic peaks of HFC-152a, indicating strong upwind sources. Higher peak mole fractions were observed for HCFCs, suggesting continued emissions from nearby developing regions such as Egypt and the Middle East. For 2013, the Eastern Mediterranean inverse emission estimates for the four analyzed HFCs and the two HCFCs were 13.9 (11.3-19.3) and 9.5 (6.8-15.1) Tg CO2eq yr-1, respectively. These emissions contributed 16.8 % (13.6-23.3 %) and 53.2 % (38.1-84.2 %) to the total inversion domain, which covers the Eastern Mediterranean as well as central and western Europe. Greek bottom-up HFC emissions reported to the UNFCCC were higher than our top-down estimates, whereas for Turkey our estimates agreed with UNFCCC-reported values for HFC-125 and HFC-143a, but were much and slightly smaller for HFC-134a and HFC-152a, respectively. Sensitivity estimates suggest an improvement of the a posteriori emission estimates, i.e., a reduction of the uncertainties by 40-80 % in the entire inversion domain, compared to an inversion using only the existing central European AGAGE observations.
Kernel-imbedded Gaussian processes for disease classification using microarray gene expression data
Zhao, Xin; Cheung, Leo Wang-Kit
2007-01-01
Background Designing appropriate machine learning methods for identifying genes that have a significant discriminating power for disease outcomes has become more and more important for our understanding of diseases at genomic level. Although many machine learning methods have been developed and applied to the area of microarray gene expression data analysis, the majority of them are based on linear models, which however are not necessarily appropriate for the underlying connection between the target disease and its associated explanatory genes. Linear model based methods usually also bring in false positive significant features more easily. Furthermore, linear model based algorithms often involve calculating the inverse of a matrix that is possibly singular when the number of potentially important genes is relatively large. This leads to problems of numerical instability. To overcome these limitations, a few non-linear methods have recently been introduced to the area. Many of the existing non-linear methods have a couple of critical problems, the model selection problem and the model parameter tuning problem, that remain unsolved or even untouched. In general, a unified framework that allows model parameters of both linear and non-linear models to be easily tuned is always preferred in real-world applications. Kernel-induced learning methods form a class of approaches that show promising potentials to achieve this goal. Results A hierarchical statistical model named kernel-imbedded Gaussian process (KIGP) is developed under a unified Bayesian framework for binary disease classification problems using microarray gene expression data. In particular, based on a probit regression setting, an adaptive algorithm with a cascading structure is designed to find the appropriate kernel, to discover the potentially significant genes, and to make the optimal class prediction accordingly. A Gibbs sampler is built as the core of the algorithm to make Bayesian inferences. Simulation studies showed that, even without any knowledge of the underlying generative model, the KIGP performed very close to the theoretical Bayesian bound not only in the case with a linear Bayesian classifier but also in the case with a very non-linear Bayesian classifier. This sheds light on its broader usability to microarray data analysis problems, especially to those that linear methods work awkwardly. The KIGP was also applied to four published microarray datasets, and the results showed that the KIGP performed better than or at least as well as any of the referred state-of-the-art methods did in all of these cases. Conclusion Mathematically built on the kernel-induced feature space concept under a Bayesian framework, the KIGP method presented in this paper provides a unified machine learning approach to explore both the linear and the possibly non-linear underlying relationship between the target features of a given binary disease classification problem and the related explanatory gene expression data. More importantly, it incorporates the model parameter tuning into the framework. The model selection problem is addressed in the form of selecting a proper kernel type. The KIGP method also gives Bayesian probabilistic predictions for disease classification. These properties and features are beneficial to most real-world applications. The algorithm is naturally robust in numerical computation. The simulation studies and the published data studies demonstrated that the proposed KIGP performs satisfactorily and consistently. PMID:17328811
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.
Pulkkinen, Aki; Cox, Ben T; Arridge, Simon R; Goh, Hwan; Kaipio, Jari P; Tarvainen, Tanja
2016-11-01
Estimation of optical absorption and scattering of a target is an inverse problem associated with quantitative photoacoustic tomography. Conventionally, the problem is expressed as two folded. First, images of initial pressure distribution created by absorption of a light pulse are formed based on acoustic boundary measurements. Then, the optical properties are determined based on these photoacoustic images. The optical stage of the inverse problem can thus suffer from, for example, artefacts caused by the acoustic stage. These could be caused by imperfections in the acoustic measurement setting, of which an example is a limited view acoustic measurement geometry. In this work, the forward model of quantitative photoacoustic tomography is treated as a coupled acoustic and optical model and the inverse problem is solved by using a Bayesian approach. Spatial distribution of the optical properties of the imaged target are estimated directly from the photoacoustic time series in varying acoustic detection and optical illumination configurations. It is numerically demonstrated, that estimation of optical properties of the imaged target is feasible in limited view acoustic detection setting.
NASA Astrophysics Data System (ADS)
Tian, Yu-Kun; Zhou, Hui; Chen, Han-Ming; Zou, Ya-Ming; Guan, Shou-Jun
2013-12-01
Seismic inversion is a highly ill-posed problem, due to many factors such as the limited seismic frequency bandwidth and inappropriate forward modeling. To obtain a unique solution, some smoothing constraints, e.g., the Tikhonov regularization are usually applied. The Tikhonov method can maintain a global smooth solution, but cause a fuzzy structure edge. In this paper we use Huber-Markov random-field edge protection method in the procedure of inverting three parameters, P-velocity, S-velocity and density. The method can avoid blurring the structure edge and resist noise. For the parameter to be inverted, the Huber-Markov random-field constructs a neighborhood system, which further acts as the vertical and lateral constraints. We use a quadratic Huber edge penalty function within the layer to suppress noise and a linear one on the edges to avoid a fuzzy result. The effectiveness of our method is proved by inverting the synthetic data without and with noises. The relationship between the adopted constraints and the inversion results is analyzed as well.
Bayesian Nonlinear Assimilation of Eulerian and Lagrangian Coastal Flow Data
2015-09-30
Lagrangian Coastal Flow Data Dr. Pierre F.J. Lermusiaux Department of Mechanical Engineering Center for Ocean Science and Engineering Massachusetts...Develop and apply theory, schemes and computational systems for rigorous Bayesian nonlinear assimilation of Eulerian and Lagrangian coastal flow data...coastal ocean fields, both in Eulerian and Lagrangian forms. - Further develop and implement our GMM-DO schemes for robust Bayesian nonlinear estimation
NASA Astrophysics Data System (ADS)
Evangeliou, Nikolaos; Hamburger, Thomas; Cozic, Anne; Balkanski, Yves; Stohl, Andreas
2017-07-01
This paper describes the results of an inverse modeling study for the determination of the source term of the radionuclides 134Cs, 137Cs and 131I released after the Chernobyl accident. The accident occurred on 26 April 1986 in the Former Soviet Union and released about 1019 Bq of radioactive materials that were transported as far away as the USA and Japan. Thereafter, several attempts to assess the magnitude of the emissions were made that were based on the knowledge of the core inventory and the levels of the spent fuel. More recently, when modeling tools were further developed, inverse modeling techniques were applied to the Chernobyl case for source term quantification. However, because radioactivity is a sensitive topic for the public and attracts a lot of attention, high-quality measurements, which are essential for inverse modeling, were not made available except for a few sparse activity concentration measurements far from the source and far from the main direction of the radioactive fallout. For the first time, we apply Bayesian inversion of the Chernobyl source term using not only activity concentrations but also deposition measurements from the most recent public data set. These observations refer to a data rescue attempt that started more than 10 years ago, with a final goal to provide available measurements to anyone interested. In regards to our inverse modeling results, emissions of 134Cs were estimated to be 80 PBq or 30-50 % higher than what was previously published. From the released amount of 134Cs, about 70 PBq were deposited all over Europe. Similar to 134Cs, emissions of 137Cs were estimated as 86 PBq, on the same order as previously reported results. Finally, 131I emissions of 1365 PBq were found, which are about 10 % less than the prior total releases. The inversion pushes the injection heights of the three radionuclides to higher altitudes (up to about 3 km) than previously assumed (≈ 2.2 km) in order to better match both concentration and deposition observations over Europe. The results of the present inversion were confirmed using an independent Eulerian model, for which deposition patterns were also improved when using the estimated posterior releases. Although the independent model tends to underestimate deposition in countries that are not in the main direction of the plume, it reproduces country levels of deposition very efficiently. The results were also tested for robustness against different setups of the inversion through sensitivity runs. The source term data from this study are publicly available.
NASA Astrophysics Data System (ADS)
Thompson, R. L.; Gerbig, C.; Roedenbeck, C.; Heimann, M.
2009-04-01
The nitrous oxide (N2O) mixing ratio has been increasing in the atmosphere since the industrial revolution, from 270 ppb in 1750 to 320 ppb in 2007 with a steady growth rate of around 0.26% since the early 1980's. The increase in N2O is worrisome for two main reasons. First, it is a greenhouse gas; this means that its atmospheric increase translates to an enhancement in radiative forcing of 0.16 ± 0.02 Wm-2 making it currently the fourth most important long-lived greenhouse gas and is predicted to soon overtake CFC's to become the third most important. Second, it plays an important role in stratospheric ozone chemistry. Human activities are the primary cause of the atmospheric N2O increase. The largest anthropogenic source of N2O is from the use of N-fertilizers in agriculture but fossil fuel combustion and industrial processes, such as adipic and nitric acid production, are also important. We present a Bayesian inversion approach for estimating N2O fluxes over central and western Europe using high frequency in-situ concentration data from the Ochsenkopf tall tower (50 °01â²N, 11 °48â², 1022 masl). For the inversion, we employ a Lagrangian-type transport model, STILT, which provides source-receptor relationships at 10 km using ECMWF meteorological data. The a priori flux estimates used were from IER, for anthropogenic, and GEIA, for natural fluxes. N2O fluxes were retrieved monthly at 2 x 2 degree spatial resolution for 2007. The retrieved N2O fluxes showed significantly more spatial heterogeneity than in the a priori field and considerable seasonal variability. The timing of peak emissions was different for different regions but in general the months with the strongest emissions were May and August. Overall, the retrieved flux (anthropogenic and natural) was lower than in the a priori field.
North American Crust and Upper Mantle Structure Imaged Using an Adaptive Bayesian Inversion
NASA Astrophysics Data System (ADS)
Eilon, Z.; Fischer, K. M.; Dalton, C. A.
2017-12-01
We present a methodology for imaging upper mantle structure using a Bayesian approach that incorporates a novel combination of seismic data types and an adaptive parameterization based on piecewise discontinuous splines. Our inversion algorithm lays the groundwork for improved seismic velocity models of the lithosphere and asthenosphere by harnessing increased computing power alongside sophisticated data analysis, with the flexibility to include multiple datatypes with complementary resolution. Our new method has been designed to simultaneously fit P-s and S-p converted phases and Rayleigh wave phase velocities measured from ambient noise (periods 6-40 s) and earthquake sources (periods 30-170s). Careful processing of the body wave data isolates the signals from velocity gradients between the mid-crust and 250 km depth. We jointly invert the body and surface wave data to obtain detailed 1-D velocity models that include robustly imaged mantle discontinuities. Synthetic tests demonstrate that S-p phases are particularly important for resolving mantle structure, while surface waves capture absolute velocities with resolution better than 0.1 km/s. By treating data noise as an unknown parameter, and by generating posterior parameter distributions, model trade offs and uncertainties are fully captured by the inversion. We apply the method to stations across the northwest and north-central United States, finding that the imaged structure improves upon existing models by sharpening the vertical resolution of absolute velocity profiles and offering robust uncertainty estimates. In the tectonically active northwestern US, a strong velocity drop immediately beneath the Moho connotes thin (<70 km) lithosphere and a sharp lithosphere-asthenosphere transition; the asthenospheric velocity profile here matches observations at mid-ocean ridges. Within the Wyoming and Superior cratons, our models reveal mid-lithospheric velocity gradients indicative of thermochemical cratonic layering, but the lithosphere-asthenosphere boundary is relatively gradual. This flexible method holds promise for increasingly detailed understanding of the lithosphere-asthenosphere system.
High-resolution moisture profiles from full-waveform probabilistic inversion of TDR signals
NASA Astrophysics Data System (ADS)
Laloy, Eric; Huisman, Johan Alexander; Jacques, Diederik
2014-11-01
This study presents an novel Bayesian inversion scheme for high-dimensional undetermined TDR waveform inversion. The methodology quantifies uncertainty in the moisture content distribution, using a Gaussian Markov random field (GMRF) prior as regularization operator. A spatial resolution of 1 cm along a 70-cm long TDR probe is considered for the inferred moisture content. Numerical testing shows that the proposed inversion approach works very well in case of a perfect model and Gaussian measurement errors. Real-world application results are generally satisfying. For a series of TDR measurements made during imbibition and evaporation from a laboratory soil column, the average root-mean-square error (RMSE) between maximum a posteriori (MAP) moisture distribution and reference TDR measurements is 0.04 cm3 cm-3. This RMSE value reduces to less than 0.02 cm3 cm-3 for a field application in a podzol soil. The observed model-data discrepancies are primarily due to model inadequacy, such as our simplified modeling of the bulk soil electrical conductivity profile. Among the important issues that should be addressed in future work are the explicit inference of the soil electrical conductivity profile along with the other sampled variables, the modeling of the temperature-dependence of the coaxial cable properties and the definition of an appropriate statistical model of the residual errors.
Editorial: Bayesian benefits for child psychology and psychiatry researchers.
Oldehinkel, Albertine J
2016-09-01
For many scientists, performing statistical tests has become an almost automated routine. However, p-values are frequently used and interpreted incorrectly; and even when used appropriately, p-values tend to provide answers that do not match researchers' questions and hypotheses well. Bayesian statistics present an elegant and often more suitable alternative. The Bayesian approach has rarely been applied in child psychology and psychiatry research so far, but the development of user-friendly software packages and tutorials has placed it well within reach now. Because Bayesian analyses require a more refined definition of hypothesized probabilities of possible outcomes than the classical approach, going Bayesian may offer the additional benefit of sparkling the development and refinement of theoretical models in our field. © 2016 Association for Child and Adolescent Mental Health.
Bayesian characterization of micro-perforated panels and multi-layer absorbers
NASA Astrophysics Data System (ADS)
Schmitt, Andrew Alexander Joseph
First described by the late acoustician Dah-You Maa, micro-perforated panel (MPP) absorbers produce extremely high acoustic absorption coefficients. This is done without the use of conventional fibrous or porous materials that are often used in acoustic treatments, meaning MPP absorbers are capable of being implemented and withstanding critical situations where traditional absorbers do not suffice. The absorption function of a micro-perforated panel yields high yet relatively narrow results at certain frequencies, although wide-band absorption can be designed by stacking multiple MPP absorbers comprised of different characteristic parameters. Using Bayesian analysis, the physical properties of panel thickness, pore diameter, perforation ratio, and air depth are estimated inversely from experimental data of acoustic absorption, based on theoretical models for design of micro-perforated panels. Furthermore, this analysis helps to understand the interdependence and uncertainties of the parameters and how each affects the performance of the panel. Various micro-perforated panels are manufactured and tested in single- and double-layer absorber constructions.
Bayesian inference of ice thickness from remote-sensing data
NASA Astrophysics Data System (ADS)
Werder, Mauro A.; Huss, Matthias
2017-04-01
Knowledge about ice thickness and volume is indispensable for studying ice dynamics, future sea-level rise due to glacier melt or their contribution to regional hydrology. Accurate measurements of glacier thickness require on-site work, usually employing radar techniques. However, these field measurements are time consuming, expensive and sometime downright impossible. Conversely, measurements of the ice surface, namely elevation and flow velocity, are becoming available world-wide through remote sensing. The model of Farinotti et al. (2009) calculates ice thicknesses based on a mass conservation approach paired with shallow ice physics using estimates of the surface mass balance. The presented work applies a Bayesian inference approach to estimate the parameters of a modified version of this forward model by fitting it to both measurements of surface flow speed and of ice thickness. The inverse model outputs ice thickness as well the distribution of the error. We fit the model to ten test glaciers and ice caps and quantify the improvements of thickness estimates through the usage of surface ice flow measurements.
NASA Astrophysics Data System (ADS)
Chen, Ting; Luo, Haipeng; Furlong, Kevin P.
2017-05-01
On 1st April 2007 a Mw 8.1 megathrust earthquake occurred in the western Solomon Islands of the Southwest Pacific and generated a regional tsunami with run-up heights of up to 12 m. A Bayesian inversion model is constructed to derive fault dip angle and cumulative co-seismic and early post-seismic slip using coral reef displacement measurements, in which both data misfit and moment magnitude are used as constraints. Results show three shallow, high-slip patches concentrated along the trench from west of Ranongga Island to Rendova Island on a fault plane dipping 20°, and a maximum dip slip of 11.6 m beneath Ranongga Island. Considerable subsidence on Simbo Island outboard of the trench on the subducting plate is not well explained with this model, but may be related to the effects of afterslip and/or Simbo Island's location near the triple junction among the Australia, Woodlark and Pacific plates.
NASA Astrophysics Data System (ADS)
Eriçok, Ozan Burak; Ertürk, Hakan
2018-07-01
Optical characterization of nanoparticle aggregates is a complex inverse problem that can be solved by deterministic or statistical methods. Previous studies showed that there exists a different lower size limit of reliable characterization, corresponding to the wavelength of light source used. In this study, these characterization limits are determined considering a light source wavelength range changing from ultraviolet to near infrared (266-1064 nm) relying on numerical light scattering experiments. Two different measurement ensembles are considered. Collection of well separated aggregates made up of same sized particles and that of having particle size distribution. Filippov's cluster-cluster algorithm is used to generate the aggregates and the light scattering behavior is calculated by discrete dipole approximation. A likelihood-free Approximate Bayesian Computation, relying on Adaptive Population Monte Carlo method, is used for characterization. It is found that when the wavelength range of 266-1064 nm is used, successful characterization limit changes from 21-62 nm effective radius for monodisperse and polydisperse soot aggregates.
Uncertainties in ozone concentrations predicted with a Lagrangian photochemical air quality model have been estimated using Bayesian Monte Carlo (BMC) analysis. Bayesian Monte Carlo analysis provides a means of combining subjective "prior" uncertainty estimates developed ...
NASA Astrophysics Data System (ADS)
Simutė, S.; Fichtner, A.
2015-12-01
We present a feasibility study for seismic source inversions using a 3-D velocity model for the Japanese Islands. The approach involves numerically calculating 3-D Green's tensors, which is made efficient by exploiting Green's reciprocity. The rationale for 3-D seismic source inversion has several aspects. For structurally complex regions, such as the Japan area, it is necessary to account for 3-D Earth heterogeneities to prevent unknown structure polluting source solutions. In addition, earthquake source characterisation can serve as a means to delineate existing faults. Source parameters obtained for more realistic Earth models can then facilitate improvements in seismic tomography and early warning systems, which are particularly important for seismically active areas, such as Japan. We have created a database of numerically computed 3-D Green's reciprocals for a 40°× 40°× 600 km size area around the Japanese Archipelago for >150 broadband stations. For this we used a regional 3-D velocity model, recently obtained from full waveform inversion. The model includes attenuation and radial anisotropy and explains seismic waveform data for periods between 10 - 80 s generally well. The aim is to perform source inversions using the database of 3-D Green's tensors. As preliminary steps, we present initial concepts to address issues that are at the basis of our approach. We first investigate to which extent Green's reciprocity works in a discrete domain. Considering substantial amounts of computed Green's tensors we address storage requirements and file formatting. We discuss the importance of the initial source model, as an intelligent choice can substantially reduce the search volume. Possibilities to perform a Bayesian inversion and ways to move to finite source inversion are also explored.
NASA Astrophysics Data System (ADS)
Pan, Xinpeng; Zhang, Guangzhi; Yin, Xingyao
2018-01-01
Seismic amplitude variation with offset and azimuth (AVOaz) inversion is well known as a popular and pragmatic tool utilized to estimate fracture parameters. A single set of vertical fractures aligned along a preferred horizontal direction embedded in a horizontally layered medium can be considered as an effective long-wavelength orthorhombic medium. Estimation of Thomsen's weak-anisotropy (WA) parameters and fracture weaknesses plays an important role in characterizing the orthorhombic anisotropy in a weakly anisotropic medium. Our goal is to demonstrate an orthorhombic anisotropic AVOaz inversion approach to describe the orthorhombic anisotropy utilizing the observable wide-azimuth seismic reflection data in a fractured reservoir with the assumption of orthorhombic symmetry. Combining Thomsen's WA theory and linear-slip model, we first derive a perturbation in stiffness matrix of a weakly anisotropic medium with orthorhombic symmetry under the assumption of small WA parameters and fracture weaknesses. Using the perturbation matrix and scattering function, we then derive an expression for linearized PP-wave reflection coefficient in terms of P- and S-wave moduli, density, Thomsen's WA parameters, and fracture weaknesses in such an orthorhombic medium, which avoids the complicated nonlinear relationship between the orthorhombic anisotropy and azimuthal seismic reflection data. Incorporating azimuthal seismic data and Bayesian inversion theory, the maximum a posteriori solutions of Thomsen's WA parameters and fracture weaknesses in a weakly anisotropic medium with orthorhombic symmetry are reasonably estimated with the constraints of Cauchy a priori probability distribution and smooth initial models of model parameters to enhance the inversion resolution and the nonlinear iteratively reweighted least squares strategy. The synthetic examples containing a moderate noise demonstrate the feasibility of the derived orthorhombic anisotropic AVOaz inversion method, and the real data illustrate the inversion stabilities of orthorhombic anisotropy in a fractured reservoir.
An Inversion Analysis of Recent Variability in CO2 Fluxes Using GOSAT and In Situ Observations
NASA Astrophysics Data System (ADS)
Wang, J. S.; Kawa, S. R.; Baker, D. F.; Collatz, G. J.
2016-12-01
About one-half of the global CO2 emissions from fossil fuel combustion and deforestation accumulates in the atmosphere, where it contributes to global warming. The rest is taken up by vegetation and the ocean. The precise contribution of the two sinks and their location and year-to-year variability are not well understood. We use two different approaches, batch Bayesian synthesis inversion and variational data assimilation, to deduce the global spatiotemporal distributions of CO2 fluxes during 2009-2010. One of our objectives is to assess different sources of uncertainties in inferred fluxes, including uncertainties in prior flux estimates and observations, and differences in inversion techniques. For prior constraints, we utilize fluxes and uncertainties from the CASA-GFED model of the terrestrial biosphere and biomass burning driven by satellite observations. We also use measurement-based ocean flux estimates and fixed fossil CO2 emissions. Our inversions incorporate column CO2 measurements from the GOSAT satellite (ACOS retrieval, bias-corrected) and in situ observations (individual flask and afternoon-average continuous observations) to estimate fluxes in 108 regions over 8-day intervals for the batch inversion and at 3° x 3.75° weekly for the variational system. Relationships between fluxes and atmospheric concentrations are derived consistently for the two inversion systems using the PCTM transport model with MERRA meteorology. We compare the posterior fluxes and uncertainties derived using different data sets and the two inversion approaches, and evaluate the posterior atmospheric concentrations against independent data including aircraft measurements. The optimized fluxes generally resemble each other and those from other studies. For example, a GOSAT-only inversion suggests a shift in the global sink from the tropics/south to the north relative to the prior and to an in-situ-only inversion. The posterior fluxes of the GOSAT inversion are better constrained in most regions than those of the in situ inversion because of the greater spatial coverage of the GOSAT observations. The GOSAT inversion also indicates a significantly smaller terrestrial sink in higher-latitude northern regions in boreal summer of 2010 relative to 2009, consistent with observed drought conditions.
Uncertainty Analysis and Parameter Estimation For Nearshore Hydrodynamic Models
NASA Astrophysics Data System (ADS)
Ardani, S.; Kaihatu, J. M.
2012-12-01
Numerical models represent deterministic approaches used for the relevant physical processes in the nearshore. Complexity of the physics of the model and uncertainty involved in the model inputs compel us to apply a stochastic approach to analyze the robustness of the model. The Bayesian inverse problem is one powerful way to estimate the important input model parameters (determined by apriori sensitivity analysis) and can be used for uncertainty analysis of the outputs. Bayesian techniques can be used to find the range of most probable parameters based on the probability of the observed data and the residual errors. In this study, the effect of input data involving lateral (Neumann) boundary conditions, bathymetry and off-shore wave conditions on nearshore numerical models are considered. Monte Carlo simulation is applied to a deterministic numerical model (the Delft3D modeling suite for coupled waves and flow) for the resulting uncertainty analysis of the outputs (wave height, flow velocity, mean sea level and etc.). Uncertainty analysis of outputs is performed by random sampling from the input probability distribution functions and running the model as required until convergence to the consistent results is achieved. The case study used in this analysis is the Duck94 experiment, which was conducted at the U.S. Army Field Research Facility at Duck, North Carolina, USA in the fall of 1994. The joint probability of model parameters relevant for the Duck94 experiments will be found using the Bayesian approach. We will further show that, by using Bayesian techniques to estimate the optimized model parameters as inputs and applying them for uncertainty analysis, we can obtain more consistent results than using the prior information for input data which means that the variation of the uncertain parameter will be decreased and the probability of the observed data will improve as well. Keywords: Monte Carlo Simulation, Delft3D, uncertainty analysis, Bayesian techniques, MCMC
Quantitative three-dimensional ice roughness from scanning electron microscopy
NASA Astrophysics Data System (ADS)
Butterfield, Nicholas; Rowe, Penny M.; Stewart, Emily; Roesel, David; Neshyba, Steven
2017-03-01
We present a method for inferring surface morphology of ice from scanning electron microscope images. We first develop a novel functional form for the backscattered electron intensity as a function of ice facet orientation; this form is parameterized using smooth ice facets of known orientation. Three-dimensional representations of rough surfaces are retrieved at approximately micrometer resolution using Gauss-Newton inversion within a Bayesian framework. Statistical analysis of the resulting data sets permits characterization of ice surface roughness with a much higher statistical confidence than previously possible. A survey of results in the range -39°C to -29°C shows that characteristics of the roughness (e.g., Weibull parameters) are sensitive not only to the degree of roughening but also to the symmetry of the roughening. These results suggest that roughening characteristics obtained by remote sensing and in situ measurements of atmospheric ice clouds can potentially provide more facet-specific information than has previously been appreciated.
Volcanic Eruption Forecasts From Accelerating Rates of Drumbeat Long-Period Earthquakes
NASA Astrophysics Data System (ADS)
Bell, Andrew F.; Naylor, Mark; Hernandez, Stephen; Main, Ian G.; Gaunt, H. Elizabeth; Mothes, Patricia; Ruiz, Mario
2018-02-01
Accelerating rates of quasiperiodic "drumbeat" long-period earthquakes (LPs) are commonly reported before eruptions at andesite and dacite volcanoes, and promise insights into the nature of fundamental preeruptive processes and improved eruption forecasts. Here we apply a new Bayesian Markov chain Monte Carlo gamma point process methodology to investigate an exceptionally well-developed sequence of drumbeat LPs preceding a recent large vulcanian explosion at Tungurahua volcano, Ecuador. For more than 24 hr, LP rates increased according to the inverse power law trend predicted by material failure theory, and with a retrospectively forecast failure time that agrees with the eruption onset within error. LPs resulted from repeated activation of a single characteristic source driven by accelerating loading, rather than a distributed failure process, showing that similar precursory trends can emerge from quite different underlying physics. Nevertheless, such sequences have clear potential for improving forecasts of eruptions at Tungurahua and analogous volcanoes.
Quantifying Carbon Flux Estimation Errors
NASA Astrophysics Data System (ADS)
Wesloh, D.
2017-12-01
Atmospheric Bayesian inversions have been used to estimate surface carbon dioxide (CO2) fluxes from global to sub-continental scales using atmospheric mixing ratio measurements. These inversions use an atmospheric transport model, coupled to a set of fluxes, in order to simulate mixing ratios that can then be compared to the observations. The comparison is then used to update the fluxes to better match the observations in a manner consistent with the uncertainties prescribed for each. However, inversion studies disagree with each other at continental scales, prompting further investigations to examine the causes of these differences. Inter-comparison studies have shown that the errors resulting from atmospheric transport inaccuracies are comparable to those from the errors in the prior fluxes. However, not as much effort has gone into studying the origins of the errors induced by errors in the transport as by errors in the prior distribution. This study uses a mesoscale transport model to evaluate the effects of representation errors in the observations and of incorrect descriptions of the transport. To obtain realizations of these errors, we performed an Observing System Simulation Experiments (OSSEs), with the transport model used for the inversion operating at two resolutions, one typical of a global inversion and the other of a mesoscale, and with various prior flux distributions to. Transport error covariances are inferred from an ensemble of perturbed mesoscale simulations while flux error covariances are computed using prescribed distributions and magnitudes. We examine how these errors can be diagnosed in the inversion process using aircraft, ground-based, and satellite observations of meteorological variables and CO2.
Geometric MCMC for infinite-dimensional inverse problems
NASA Astrophysics Data System (ADS)
Beskos, Alexandros; Girolami, Mark; Lan, Shiwei; Farrell, Patrick E.; Stuart, Andrew M.
2017-04-01
Bayesian inverse problems often involve sampling posterior distributions on infinite-dimensional function spaces. Traditional Markov chain Monte Carlo (MCMC) algorithms are characterized by deteriorating mixing times upon mesh-refinement, when the finite-dimensional approximations become more accurate. Such methods are typically forced to reduce step-sizes as the discretization gets finer, and thus are expensive as a function of dimension. Recently, a new class of MCMC methods with mesh-independent convergence times has emerged. However, few of them take into account the geometry of the posterior informed by the data. At the same time, recently developed geometric MCMC algorithms have been found to be powerful in exploring complicated distributions that deviate significantly from elliptic Gaussian laws, but are in general computationally intractable for models defined in infinite dimensions. In this work, we combine geometric methods on a finite-dimensional subspace with mesh-independent infinite-dimensional approaches. Our objective is to speed up MCMC mixing times, without significantly increasing the computational cost per step (for instance, in comparison with the vanilla preconditioned Crank-Nicolson (pCN) method). This is achieved by using ideas from geometric MCMC to probe the complex structure of an intrinsic finite-dimensional subspace where most data information concentrates, while retaining robust mixing times as the dimension grows by using pCN-like methods in the complementary subspace. The resulting algorithms are demonstrated in the context of three challenging inverse problems arising in subsurface flow, heat conduction and incompressible flow control. The algorithms exhibit up to two orders of magnitude improvement in sampling efficiency when compared with the pCN method.
Dynamics of Genome Rearrangement in Bacterial Populations
Darling, Aaron E.; Miklós, István; Ragan, Mark A.
2008-01-01
Genome structure variation has profound impacts on phenotype in organisms ranging from microbes to humans, yet little is known about how natural selection acts on genome arrangement. Pathogenic bacteria such as Yersinia pestis, which causes bubonic and pneumonic plague, often exhibit a high degree of genomic rearrangement. The recent availability of several Yersinia genomes offers an unprecedented opportunity to study the evolution of genome structure and arrangement. We introduce a set of statistical methods to study patterns of rearrangement in circular chromosomes and apply them to the Yersinia. We constructed a multiple alignment of eight Yersinia genomes using Mauve software to identify 78 conserved segments that are internally free from genome rearrangement. Based on the alignment, we applied Bayesian statistical methods to infer the phylogenetic inversion history of Yersinia. The sampling of genome arrangement reconstructions contains seven parsimonious tree topologies, each having different histories of 79 inversions. Topologies with a greater number of inversions also exist, but were sampled less frequently. The inversion phylogenies agree with results suggested by SNP patterns. We then analyzed reconstructed inversion histories to identify patterns of rearrangement. We confirm an over-representation of “symmetric inversions”—inversions with endpoints that are equally distant from the origin of chromosomal replication. Ancestral genome arrangements demonstrate moderate preference for replichore balance in Yersinia. We found that all inversions are shorter than expected under a neutral model, whereas inversions acting within a single replichore are much shorter than expected. We also found evidence for a canonical configuration of the origin and terminus of replication. Finally, breakpoint reuse analysis reveals that inversions with endpoints proximal to the origin of DNA replication are nearly three times more frequent. Our findings represent the first characterization of genome arrangement evolution in a bacterial population evolving outside laboratory conditions. Insight into the process of genomic rearrangement may further the understanding of pathogen population dynamics and selection on the architecture of circular bacterial chromosomes. PMID:18650965
Bayesian extraction of the parton distribution amplitude from the Bethe-Salpeter wave function
NASA Astrophysics Data System (ADS)
Gao, Fei; Chang, Lei; Liu, Yu-xin
2017-07-01
We propose a new numerical method to compute the parton distribution amplitude (PDA) from the Euclidean Bethe-Salpeter wave function. The essential step is to extract the weight function in the Nakanishi representation of the Bethe-Salpeter wave function in Euclidean space, which is an ill-posed inversion problem, via the maximum entropy method (MEM). The Nakanishi weight function as well as the corresponding light-front parton distribution amplitude (PDA) can be well determined. We confirm prior work on PDA computations, which was based on different methods.
Bayesian Inversion of Concentration Data for an Unknown Number of Contaminant Sources
2007-06-01
répondre aux urgences et celle de leur gestion rétrospective dirigée contre des incidents ter- roristes comprenant la dissémination secrète d’agent CBR...d’intervention d’urgence avancé pour la prédiction et l’évaluation des risques CBRN en mi- lieu urbain). Cette composante a été incorporée dans le...computationally efficient methodology for de - termination of the likelihood function for the problem, based on an adjoint representation of the source–receptor
A comparative study of minimum norm inverse methods for MEG imaging
DOE Office of Scientific and Technical Information (OSTI.GOV)
Leahy, R.M.; Mosher, J.C.; Phillips, J.W.
1996-07-01
The majority of MEG imaging techniques currently in use fall into the general class of (weighted) minimum norm methods. The minimization of a norm is used as the basis for choosing one from a generally infinite set of solutions that provide an equally good fit to the data. This ambiguity in the solution arises from the inherent non- uniqueness of the continuous inverse problem and is compounded by the imbalance between the relatively small number of measurements and the large number of source voxels. Here we present a unified view of the minimum norm methods and describe how we canmore » use Tikhonov regularization to avoid instabilities in the solutions due to noise. We then compare the performance of regularized versions of three well known linear minimum norm methods with the non-linear iteratively reweighted minimum norm method and a Bayesian approach.« less
NASA Astrophysics Data System (ADS)
Gilbert, A.; Vincent, C.
2013-05-01
the paucity of observations, a great deal of uncertainty remains concerning temperature changes at very high altitudes over the last century. Englacial temperature measurements performed in boreholes provide a very good indicator of atmospheric temperatures for very high elevations although they are not directly related to air temperatures. Temperature profiles from seven deep boreholes drilled at three different sites between 4240 and 4300 m above sea level in the Mont Blanc area (French Alps) have been analyzed using a heat flow model and a Bayesian inverse modeling approach. Atmospheric temperature changes over the last century were estimated by simultaneous inversion of these temperature profiles. A mean warming rate of 0.14°C/decade between 1900 and 2004 was found. This is similar to the observed regional low altitude trend in the northwestern Alps, suggesting that air temperature trends are not altitude dependent.
New Approaches For Asteroid Spin State and Shape Modeling From Delay-Doppler Radar Images
NASA Astrophysics Data System (ADS)
Raissi, Chedy; Lamee, Mehdi; Mosiane, Olorato; Vassallo, Corinne; Busch, Michael W.; Greenberg, Adam; Benner, Lance A. M.; Naidu, Shantanu P.; Duong, Nicholas
2016-10-01
Delay-Doppler radar imaging is a powerful technique to characterize the trajectories, shapes, and spin states of near-Earth asteroids; and has yielded detailed models of dozens of objects. Reconstructing objects' shapes and spins from delay-Doppler data is a computationally intensive inversion problem. Since the 1990s, delay-Doppler data has been analyzed using the SHAPE software. SHAPE performs sequential single-parameter fitting, and requires considerable computer runtime and human intervention (Hudson 1993, Magri et al. 2007). Recently, multiple-parameter fitting algorithms have been shown to more efficiently invert delay-Doppler datasets (Greenberg & Margot 2015) - decreasing runtime while improving accuracy. However, extensive human oversight of the shape modeling process is still required. We have explored two new techniques to better automate delay-Doppler shape modeling: Bayesian optimization and a machine-learning neural network.One of the most time-intensive steps of the shape modeling process is to perform a grid search to constrain the target's spin state. We have implemented a Bayesian optimization routine that uses SHAPE to autonomously search the space of spin-state parameters. To test the efficacy of this technique, we compared it to results with human-guided SHAPE for asteroids 1992 UY4, 2000 RS11, and 2008 EV5. Bayesian optimization yielded similar spin state constraints within a factor of 3 less computer runtime.The shape modeling process could be further accelerated using a deep neural network to replace iterative fitting. We have implemented a neural network with a variational autoencoder (VAE), using a subset of known asteroid shapes and a large set of synthetic radar images as inputs to train the network. Conditioning the VAE in this manner allows the user to give the network a set of radar images and get a 3D shape model as an output. Additional development will be required to train a network to reliably render shapes from delay-Doppler images.This work was supported by NASA Ames, NVIDIA, Autodesk and the SETI Institute as part of the NASA Frontier Development Lab program.
Semisupervised learning using Bayesian interpretation: application to LS-SVM.
Adankon, Mathias M; Cheriet, Mohamed; Biem, Alain
2011-04-01
Bayesian reasoning provides an ideal basis for representing and manipulating uncertain knowledge, with the result that many interesting algorithms in machine learning are based on Bayesian inference. In this paper, we use the Bayesian approach with one and two levels of inference to model the semisupervised learning problem and give its application to the successful kernel classifier support vector machine (SVM) and its variant least-squares SVM (LS-SVM). Taking advantage of Bayesian interpretation of LS-SVM, we develop a semisupervised learning algorithm for Bayesian LS-SVM using our approach based on two levels of inference. Experimental results on both artificial and real pattern recognition problems show the utility of our method.
Hierarchical Bayesian Modeling of Fluid-Induced Seismicity
NASA Astrophysics Data System (ADS)
Broccardo, M.; Mignan, A.; Wiemer, S.; Stojadinovic, B.; Giardini, D.
2017-11-01
In this study, we present a Bayesian hierarchical framework to model fluid-induced seismicity. The framework is based on a nonhomogeneous Poisson process with a fluid-induced seismicity rate proportional to the rate of injected fluid. The fluid-induced seismicity rate model depends upon a set of physically meaningful parameters and has been validated for six fluid-induced case studies. In line with the vision of hierarchical Bayesian modeling, the rate parameters are considered as random variables. We develop both the Bayesian inference and updating rules, which are used to develop a probabilistic forecasting model. We tested the Basel 2006 fluid-induced seismic case study to prove that the hierarchical Bayesian model offers a suitable framework to coherently encode both epistemic uncertainty and aleatory variability. Moreover, it provides a robust and consistent short-term seismic forecasting model suitable for online risk quantification and mitigation.
Covariate Balance in Bayesian Propensity Score Approaches for Observational Studies
ERIC Educational Resources Information Center
Chen, Jianshen; Kaplan, David
2015-01-01
Bayesian alternatives to frequentist propensity score approaches have recently been proposed. However, few studies have investigated their covariate balancing properties. This article compares a recently developed two-step Bayesian propensity score approach to the frequentist approach with respect to covariate balance. The effects of different…
A Bayesian pick-the-winner design in a randomized phase II clinical trial.
Chen, Dung-Tsa; Huang, Po-Yu; Lin, Hui-Yi; Chiappori, Alberto A; Gabrilovich, Dmitry I; Haura, Eric B; Antonia, Scott J; Gray, Jhanelle E
2017-10-24
Many phase II clinical trials evaluate unique experimental drugs/combinations through multi-arm design to expedite the screening process (early termination of ineffective drugs) and to identify the most effective drug (pick the winner) to warrant a phase III trial. Various statistical approaches have been developed for the pick-the-winner design but have been criticized for lack of objective comparison among the drug agents. We developed a Bayesian pick-the-winner design by integrating a Bayesian posterior probability with Simon two-stage design in a randomized two-arm clinical trial. The Bayesian posterior probability, as the rule to pick the winner, is defined as probability of the response rate in one arm higher than in the other arm. The posterior probability aims to determine the winner when both arms pass the second stage of the Simon two-stage design. When both arms are competitive (i.e., both passing the second stage), the Bayesian posterior probability performs better to correctly identify the winner compared with the Fisher exact test in the simulation study. In comparison to a standard two-arm randomized design, the Bayesian pick-the-winner design has a higher power to determine a clear winner. In application to two studies, the approach is able to perform statistical comparison of two treatment arms and provides a winner probability (Bayesian posterior probability) to statistically justify the winning arm. We developed an integrated design that utilizes Bayesian posterior probability, Simon two-stage design, and randomization into a unique setting. It gives objective comparisons between the arms to determine the winner.
Quantifying uncertainty in geoacoustic inversion. II. Application to broadband, shallow-water data.
Dosso, Stan E; Nielsen, Peter L
2002-01-01
This paper applies the new method of fast Gibbs sampling (FGS) to estimate the uncertainties of seabed geoacoustic parameters in a broadband, shallow-water acoustic survey, with the goal of interpreting the survey results and validating the method for experimental data. FGS applies a Bayesian approach to geoacoustic inversion based on sampling the posterior probability density to estimate marginal probability distributions and parameter covariances. This requires knowledge of the statistical distribution of the data errors, including both measurement and theory errors, which is generally not available. Invoking the simplifying assumption of independent, identically distributed Gaussian errors allows a maximum-likelihood estimate of the data variance and leads to a practical inversion algorithm. However, it is necessary to validate these assumptions, i.e., to verify that the parameter uncertainties obtained represent meaningful estimates. To this end, FGS is applied to a geoacoustic experiment carried out at a site off the west coast of Italy where previous acoustic and geophysical studies have been performed. The parameter uncertainties estimated via FGS are validated by comparison with: (i) the variability in the results of inverting multiple independent data sets collected during the experiment; (ii) the results of FGS inversion of synthetic test cases designed to simulate the experiment and data errors; and (iii) the available geophysical ground truth. Comparisons are carried out for a number of different source bandwidths, ranges, and levels of prior information, and indicate that FGS provides reliable and stable uncertainty estimates for the geoacoustic inverse problem.
Evaluating the inverse reasoning account of object discovery.
Carroll, Christopher D; Kemp, Charles
2015-06-01
People routinely make inferences about unobserved objects. A hotel guest with welts on his arms, for example, will often worry about bed bugs. The discovery of unobserved objects almost always involves a backward inference from some observed effects (e.g., welts) to unobserved causes (e.g., bed bugs). The inverse reasoning account, which is typically formalized as Bayesian inference, posits that the strength of a backward inference is closely connected to the strength of the corresponding forward inference from the unobserved causes to the observed effects. We evaluated the inverse reasoning account of object discovery in three experiments where participants were asked to discover the unobserved "attractors" and "repellers" that controlled a "particle" moving within an arena. Experiments 1 and 2 showed that participants often failed to provide the best explanations for various particle motions, even when the best explanations were simple and when participants enthusiastically endorsed these explanations when presented with them. This failure demonstrates that object discovery is critically dependent on the processes that support hypothesis generation-processes that the inverse reasoning account does not explain. Experiment 3 demonstrated that people sometimes generate explanations that are invalid even according to their own forward inferences, suggesting that the psychological processes that support forward and backward inference are less intertwined than the inverse reasoning account suggests. The experimental findings support an alternative account of object discovery in which people rely on heuristics to generate possible explanations. Copyright © 2015 Elsevier B.V. All rights reserved.
Using field inversion to quantify functional errors in turbulence closures
NASA Astrophysics Data System (ADS)
Singh, Anand Pratap; Duraisamy, Karthik
2016-04-01
A data-informed approach is presented with the objective of quantifying errors and uncertainties in the functional forms of turbulence closure models. The approach creates modeling information from higher-fidelity simulations and experimental data. Specifically, a Bayesian formalism is adopted to infer discrepancies in the source terms of transport equations. A key enabling idea is the transformation of the functional inversion procedure (which is inherently infinite-dimensional) into a finite-dimensional problem in which the distribution of the unknown function is estimated at discrete mesh locations in the computational domain. This allows for the use of an efficient adjoint-driven inversion procedure. The output of the inversion is a full-field of discrepancy that provides hitherto inaccessible modeling information. The utility of the approach is demonstrated by applying it to a number of problems including channel flow, shock-boundary layer interactions, and flows with curvature and separation. In all these cases, the posterior model correlates well with the data. Furthermore, it is shown that even if limited data (such as surface pressures) are used, the accuracy of the inferred solution is improved over the entire computational domain. The results suggest that, by directly addressing the connection between physical data and model discrepancies, the field inversion approach materially enhances the value of computational and experimental data for model improvement. The resulting information can be used by the modeler as a guiding tool to design more accurate model forms, or serve as input to machine learning algorithms to directly replace deficient modeling terms.
NASA Astrophysics Data System (ADS)
Ramirez, A. L.; Foxall, W.
2011-12-01
Surface displacements caused by reservoir pressure perturbations resulting from CO2 injection can often be measured by geodetic methods such as InSAR, tilt and GPS. We have developed a Markov Chain Monte Carlo (MCMC) approach to invert surface displacements measured by InSAR to map the pressure distribution associated with CO2 injection at the In Salah Krechba field, Algeria. The MCMC inversion entails sampling the solution space by proposing a series of trial 3D pressure-plume models. In the case of In Salah, the range of allowable models is constrained by prior information provided by well and geophysical data for the reservoir and possible fluid pathways in the overburden, and injection pressures and volumes. Each trial pressure distribution source is run through a (mathematical) forward model to calculate a set of synthetic surface deformation data. The likelihood that a particular proposal represents the true source is determined from the fit of the calculated data to the InSAR measurements, and those having higher likelihoods are passed to the posterior distribution. This procedure is repeated over typically ~104 - 105 trials until the posterior distribution converges to a stable solution. The solution to each stochastic inversion is in the form of Bayesian posterior probability density function (pdf) over the range of the alternative models that are consistent with the measured data and prior information. Therefore, the solution provides not only the highest likelihood model but also a realistic estimate of the solution uncertainty. Our InSalah work considered three flow model alternatives: 1) The first model assumed that the CO2 saturation and fluid pressure changes were confined to the reservoir; 2) the second model allowed the perturbations to occur also in a damage zone inferred in the lower caprock from 3D seismic surveys; and 3) the third model allowed fluid pressure changes anywhere within the reservoir and overburden. Alternative (2) yielded optimal fits to the data in inversions of InSAR data collected in 2007. The results indicate that pressure changes developed near the injection well and then penetrated into the lower caprock along the postulated damage zone. As in many geophysical inverse problems, inversion of surface displacement data for subsurface sources of deformation is inherently uncertain and non-unique. We will also discuss the approach used to characterize solution uncertainty. This work was performed under the auspices of the U.S. Department of Energy by Lawrence Livermore National Laboratory under Contract DE-AC52-07NA27344.
Bayesian Analysis of Nonlinear Structural Equation Models with Nonignorable Missing Data
ERIC Educational Resources Information Center
Lee, Sik-Yum
2006-01-01
A Bayesian approach is developed for analyzing nonlinear structural equation models with nonignorable missing data. The nonignorable missingness mechanism is specified by a logistic regression model. A hybrid algorithm that combines the Gibbs sampler and the Metropolis-Hastings algorithm is used to produce the joint Bayesian estimates of…
Variational Bayesian Learning for Wavelet Independent Component Analysis
NASA Astrophysics Data System (ADS)
Roussos, E.; Roberts, S.; Daubechies, I.
2005-11-01
In an exploratory approach to data analysis, it is often useful to consider the observations as generated from a set of latent generators or "sources" via a generally unknown mapping. For the noisy overcomplete case, where we have more sources than observations, the problem becomes extremely ill-posed. Solutions to such inverse problems can, in many cases, be achieved by incorporating prior knowledge about the problem, captured in the form of constraints. This setting is a natural candidate for the application of the Bayesian methodology, allowing us to incorporate "soft" constraints in a natural manner. The work described in this paper is mainly driven by problems in functional magnetic resonance imaging of the brain, for the neuro-scientific goal of extracting relevant "maps" from the data. This can be stated as a `blind' source separation problem. Recent experiments in the field of neuroscience show that these maps are sparse, in some appropriate sense. The separation problem can be solved by independent component analysis (ICA), viewed as a technique for seeking sparse components, assuming appropriate distributions for the sources. We derive a hybrid wavelet-ICA model, transforming the signals into a domain where the modeling assumption of sparsity of the coefficients with respect to a dictionary is natural. We follow a graphical modeling formalism, viewing ICA as a probabilistic generative model. We use hierarchical source and mixing models and apply Bayesian inference to the problem. This allows us to perform model selection in order to infer the complexity of the representation, as well as automatic denoising. Since exact inference and learning in such a model is intractable, we follow a variational Bayesian mean-field approach in the conjugate-exponential family of distributions, for efficient unsupervised learning in multi-dimensional settings. The performance of the proposed algorithm is demonstrated on some representative experiments.
Bayesian estimation of multicomponent relaxation parameters in magnetic resonance fingerprinting.
McGivney, Debra; Deshmane, Anagha; Jiang, Yun; Ma, Dan; Badve, Chaitra; Sloan, Andrew; Gulani, Vikas; Griswold, Mark
2018-07-01
To estimate multiple components within a single voxel in magnetic resonance fingerprinting when the number and types of tissues comprising the voxel are not known a priori. Multiple tissue components within a single voxel are potentially separable with magnetic resonance fingerprinting as a result of differences in signal evolutions of each component. The Bayesian framework for inverse problems provides a natural and flexible setting for solving this problem when the tissue composition per voxel is unknown. Assuming that only a few entries from the dictionary contribute to a mixed signal, sparsity-promoting priors can be placed upon the solution. An iterative algorithm is applied to compute the maximum a posteriori estimator of the posterior probability density to determine the magnetic resonance fingerprinting dictionary entries that contribute most significantly to mixed or pure voxels. Simulation results show that the algorithm is robust in finding the component tissues of mixed voxels. Preliminary in vivo data confirm this result, and show good agreement in voxels containing pure tissue. The Bayesian framework and algorithm shown provide accurate solutions for the partial-volume problem in magnetic resonance fingerprinting. The flexibility of the method will allow further study into different priors and hyperpriors that can be applied in the model. Magn Reson Med 80:159-170, 2018. © 2017 International Society for Magnetic Resonance in Medicine. © 2017 International Society for Magnetic Resonance in Medicine.
NASA Astrophysics Data System (ADS)
Drilleau, M.; Beucler, E.; Mocquet, A.; Verhoeven, O.; Burgos, G.; Capdeville, Y.; Montagner, J.
2011-12-01
The transition zone plays a key role in the dynamics of the Earth's mantle, especially for the exchanges between the upper and the lower mantles. Phase transitions, convective motions, hot upwelling and/or cold downwelling materials may make the 400 to 1000 km depth range very anisotropic and heterogeneous, both thermally and chemically. A classical procedure to infer the thermal state and the composition is to interpret 3D velocity perturbation models in terms of temperature and mineralogical composition, with respect to a global 1D model. However, the strength of heterogeneity and anisotropy can be so high that the concept of a one-dimensional reference seismic model might be addressed for this depth range. Some recent studies prefer to directly invert seismic travel times and normal modes catalogues in terms of temperature and composition. Bayesian approach allows to go beyond the classical computation of the best fit model by providing a quantitative measure of model uncertainty. We implement a non linear inverse approach (Monte Carlo Markov Chains) to interpret seismic data in terms of temperature, anisotropy and composition. Two different data sets are used and compared : surface wave waveforms and phase velocities (fundamental mode and the first overtones). A guideline of this method is to let the resolution power of the data govern the spatial resolution of the model. Up to now, the model parameters are the temperature field and the mineralogical composition ; other important effects, such as macroscopic anisotropy, will be taken into account in the near future. In order to reduce the computing time of the Monte Carlo procedure, polynomial Bézier curves are used for the parameterization. This choice allows for smoothly varying models and first-order discontinuities. Our Bayesian algorithm is tested with standard circular synthetic experiments and with more realistic simulations including 3D wave propagation effects (SEM). The test results enhance the ability of this approach to match the three-component waveforms and address the question of the mean radial interpretation of a 3D model. The method is also tested using real datasets, such as along the Vanuatu-California path.
Woodbury, Allan D.; Rubin, Yoram
2000-01-01
A method for inverting the travel time moments of solutes in heterogeneous aquifers is presented and is based on peak concentration arrival times as measured at various samplers in an aquifer. The approach combines a Lagrangian [Rubin and Dagan, 1992] solute transport framework with full‐Bayesian hydrogeological parameter inference. In the full‐Bayesian approach the noise values in the observed data are treated as hyperparameters, and their effects are removed by marginalization. The prior probability density functions (pdfs) for the model parameters (horizontal integral scale, velocity, and log K variance) and noise values are represented by prior pdfs developed from minimum relative entropy considerations. Analysis of the Cape Cod (Massachusetts) field experiment is presented. Inverse results for the hydraulic parameters indicate an expected value for the velocity, variance of log hydraulic conductivity, and horizontal integral scale of 0.42 m/d, 0.26, and 3.0 m, respectively. While these results are consistent with various direct‐field determinations, the importance of the findings is in the reduction of confidence range about the various expected values. On selected control planes we compare observed travel time frequency histograms with the theoretical pdf, conditioned on the observed travel time moments. We observe a positive skew in the travel time pdf which tends to decrease as the travel time distance grows. We also test the hypothesis that there is no scale dependence of the integral scale λ with the scale of the experiment at Cape Cod. We adopt two strategies. The first strategy is to use subsets of the full data set and then to see if the resulting parameter fits are different as we use different data from control planes at expanding distances from the source. The second approach is from the viewpoint of entropy concentration. No increase in integral scale with distance is inferred from either approach over the range of the Cape Cod tracer experiment.
NASA Astrophysics Data System (ADS)
Tichý, Ondřej; Šmídl, Václav; Hofman, Radek; Šindelářová, Kateřina; Hýža, Miroslav; Stohl, Andreas
2017-10-01
In the fall of 2011, iodine-131 (131I) was detected at several radionuclide monitoring stations in central Europe. After investigation, the International Atomic Energy Agency (IAEA) was informed by Hungarian authorities that 131I was released from the Institute of Isotopes Ltd. in Budapest, Hungary. It was reported that a total activity of 342 GBq of 131I was emitted between 8 September and 16 November 2011. In this study, we use the ambient concentration measurements of 131I to determine the location of the release as well as its magnitude and temporal variation. As the location of the release and an estimate of the source strength became eventually known, this accident represents a realistic test case for inversion models. For our source reconstruction, we use no prior knowledge. Instead, we estimate the source location and emission variation using only the available 131I measurements. Subsequently, we use the partial information about the source term available from the Hungarian authorities for validation of our results. For the source determination, we first perform backward runs of atmospheric transport models and obtain source-receptor sensitivity (SRS) matrices for each grid cell of our study domain. We use two dispersion models, FLEXPART and Hysplit, driven with meteorological analysis data from the global forecast system (GFS) and from European Centre for Medium-range Weather Forecasts (ECMWF) weather forecast models. Second, we use a recently developed inverse method, least-squares with adaptive prior covariance (LS-APC), to determine the 131I emissions and their temporal variation from the measurements and computed SRS matrices. For each grid cell of our simulation domain, we evaluate the probability that the release was generated in that cell using Bayesian model selection. The model selection procedure also provides information about the most suitable dispersion model for the source term reconstruction. Third, we select the most probable location of the release with its associated source term and perform a forward model simulation to study the consequences of the iodine release. Results of these procedures are compared with the known release location and reported information about its time variation. We find that our algorithm could successfully locate the actual release site. The estimated release period is also in agreement with the values reported by IAEA and the reported total released activity of 342 GBq is within the 99 % confidence interval of the posterior distribution of our most likely model.
NASA Astrophysics Data System (ADS)
Bui-Thanh, T.; Girolami, M.
2014-11-01
We consider the Riemann manifold Hamiltonian Monte Carlo (RMHMC) method for solving statistical inverse problems governed by partial differential equations (PDEs). The Bayesian framework is employed to cast the inverse problem into the task of statistical inference whose solution is the posterior distribution in infinite dimensional parameter space conditional upon observation data and Gaussian prior measure. We discretize both the likelihood and the prior using the H1-conforming finite element method together with a matrix transfer technique. The power of the RMHMC method is that it exploits the geometric structure induced by the PDE constraints of the underlying inverse problem. Consequently, each RMHMC posterior sample is almost uncorrelated/independent from the others providing statistically efficient Markov chain simulation. However this statistical efficiency comes at a computational cost. This motivates us to consider computationally more efficient strategies for RMHMC. At the heart of our construction is the fact that for Gaussian error structures the Fisher information matrix coincides with the Gauss-Newton Hessian. We exploit this fact in considering a computationally simplified RMHMC method combining state-of-the-art adjoint techniques and the superiority of the RMHMC method. Specifically, we first form the Gauss-Newton Hessian at the maximum a posteriori point and then use it as a fixed constant metric tensor throughout RMHMC simulation. This eliminates the need for the computationally costly differential geometric Christoffel symbols, which in turn greatly reduces computational effort at a corresponding loss of sampling efficiency. We further reduce the cost of forming the Fisher information matrix by using a low rank approximation via a randomized singular value decomposition technique. This is efficient since a small number of Hessian-vector products are required. The Hessian-vector product in turn requires only two extra PDE solves using the adjoint technique. Various numerical results up to 1025 parameters are presented to demonstrate the ability of the RMHMC method in exploring the geometric structure of the problem to propose (almost) uncorrelated/independent samples that are far away from each other, and yet the acceptance rate is almost unity. The results also suggest that for the PDE models considered the proposed fixed metric RMHMC can attain almost as high a quality performance as the original RMHMC, i.e. generating (almost) uncorrelated/independent samples, while being two orders of magnitude less computationally expensive.
Palacios, Julia A; Minin, Vladimir N
2013-03-01
Changes in population size influence genetic diversity of the population and, as a result, leave a signature of these changes in individual genomes in the population. We are interested in the inverse problem of reconstructing past population dynamics from genomic data. We start with a standard framework based on the coalescent, a stochastic process that generates genealogies connecting randomly sampled individuals from the population of interest. These genealogies serve as a glue between the population demographic history and genomic sequences. It turns out that only the times of genealogical lineage coalescences contain information about population size dynamics. Viewing these coalescent times as a point process, estimating population size trajectories is equivalent to estimating a conditional intensity of this point process. Therefore, our inverse problem is similar to estimating an inhomogeneous Poisson process intensity function. We demonstrate how recent advances in Gaussian process-based nonparametric inference for Poisson processes can be extended to Bayesian nonparametric estimation of population size dynamics under the coalescent. We compare our Gaussian process (GP) approach to one of the state-of-the-art Gaussian Markov random field (GMRF) methods for estimating population trajectories. Using simulated data, we demonstrate that our method has better accuracy and precision. Next, we analyze two genealogies reconstructed from real sequences of hepatitis C and human Influenza A viruses. In both cases, we recover more believed aspects of the viral demographic histories than the GMRF approach. We also find that our GP method produces more reasonable uncertainty estimates than the GMRF method. Copyright © 2013, The International Biometric Society.
Bayesian-based integration of multisensory naturalistic perithreshold stimuli.
Regenbogen, Christina; Johansson, Emilia; Andersson, Patrik; Olsson, Mats J; Lundström, Johan N
2016-07-29
Most studies exploring multisensory integration have used clearly perceivable stimuli. According to the principle of inverse effectiveness, the added neural and behavioral benefit of integrating clear stimuli is reduced in comparison to stimuli with degraded and less salient unisensory information. Traditionally, speed and accuracy measures have been analyzed separately with few studies merging these to gain an understanding of speed-accuracy trade-offs in multisensory integration. In two separate experiments, we assessed multisensory integration of naturalistic audio-visual objects consisting of individually-tailored perithreshold dynamic visual and auditory stimuli, presented within a multiple-choice task, using a Bayesian Hierarchical Drift Diffusion Model that combines response time and accuracy. For both experiments, unisensory stimuli were degraded to reach a 75% identification accuracy level for all individuals and stimuli to promote multisensory binding. In Experiment 1, we subsequently presented uni- and their respective bimodal stimuli followed by a 5-alternative-forced-choice task. In Experiment 2, we controlled for low-level integration and attentional differences. Both experiments demonstrated significant superadditive multisensory integration of bimodal perithreshold dynamic information. We present evidence that the use of degraded sensory stimuli may provide a link between previous findings of inverse effectiveness on a single neuron level and overt behavior. We further suggest that a combined measure of accuracy and reaction time may be a more valid and holistic approach of studying multisensory integration and propose the application of drift diffusion models for studying behavioral correlates as well as brain-behavior relationships of multisensory integration. Copyright © 2015 Elsevier Ltd. All rights reserved.
NASA Astrophysics Data System (ADS)
Chen, Huaizhen; Pan, Xinpeng; Ji, Yuxin; Zhang, Guangzhi
2017-08-01
A system of aligned vertical fractures and fine horizontal shale layers combine to form equivalent orthorhombic media. Weak anisotropy parameters and fracture weaknesses play an important role in the description of orthorhombic anisotropy (OA). We propose a novel approach of utilizing seismic reflection amplitudes to estimate weak anisotropy parameters and fracture weaknesses from observed seismic data, based on azimuthal elastic impedance (EI). We first propose perturbation in stiffness matrix in terms of weak anisotropy parameters and fracture weaknesses, and using the perturbation and scattering function, we derive PP-wave reflection coefficient and azimuthal EI for the case of an interface separating two OA media. Then we demonstrate an approach to first use a model constrained damped least-squares algorithm to estimate azimuthal EI from partially incidence-phase-angle-stack seismic reflection data at different azimuths, and then extract weak anisotropy parameters and fracture weaknesses from the estimated azimuthal EI using a Bayesian Markov Chain Monte Carlo inversion method. In addition, a new procedure to construct rock physics effective model is presented to estimate weak anisotropy parameters and fracture weaknesses from well log interpretation results (minerals and their volumes, porosity, saturation, fracture density, etc.). Tests on synthetic and real data indicate that unknown parameters including elastic properties (P- and S-wave impedances and density), weak anisotropy parameters and fracture weaknesses can be estimated stably in the case of seismic data containing a moderate noise, and our approach can make a reasonable estimation of anisotropy in a fractured shale reservoir.
Quantifying Uncertainty in Inverse Models of Geologic Data from Shear Zones
NASA Astrophysics Data System (ADS)
Davis, J. R.; Titus, S.
2016-12-01
We use Bayesian Markov chain Monte Carlo simulation to quantify uncertainty in inverse models of geologic data. Although this approach can be applied to many tectonic settings, field areas, and mathematical models, we focus on transpressional shear zones. The underlying forward model, either kinematic or dynamic, produces a velocity field, which predicts the dikes, foliation-lineations, crystallographic preferred orientation (CPO), shape preferred orientation (SPO), and other geologic data that should arise in the shear zone. These predictions are compared to data using modern methods of geometric statistics, including the Watson (for lines such as dike poles), isotropic matrix Fisher (for orientations such as foliation-lineations and CPO), and multivariate normal (for log-ellipsoids such as SPO) distributions. The result of the comparison is a likelihood, which is a key ingredient in the Bayesian approach. The other key ingredient is a prior distribution, which reflects the geologist's knowledge of the parameters before seeing the data. For some parameters, such as shear zone strike and dip, we identify realistic informative priors. For other parameters, where the geologist has no prior knowledge, we identify useful uninformative priors.We investigate the performance of this approach through numerical experiments on synthetic data sets. A fundamental issue is that many models of deformation exhibit asymptotic behavior (e.g., flow apophyses, fabric attractors) or periodic behavior (e.g., SPO when the clasts are rigid), which causes the likelihood to be too uniform. Based on our experiments, we offer rules of thumb for how many data, of which types, are needed to constrain deformation.
A Bayesian-frequentist two-stage single-arm phase II clinical trial design.
Dong, Gaohong; Shih, Weichung Joe; Moore, Dirk; Quan, Hui; Marcella, Stephen
2012-08-30
It is well-known that both frequentist and Bayesian clinical trial designs have their own advantages and disadvantages. To have better properties inherited from these two types of designs, we developed a Bayesian-frequentist two-stage single-arm phase II clinical trial design. This design allows both early acceptance and rejection of the null hypothesis ( H(0) ). The measures (for example probability of trial early termination, expected sample size, etc.) of the design properties under both frequentist and Bayesian settings are derived. Moreover, under the Bayesian setting, the upper and lower boundaries are determined with predictive probability of trial success outcome. Given a beta prior and a sample size for stage I, based on the marginal distribution of the responses at stage I, we derived Bayesian Type I and Type II error rates. By controlling both frequentist and Bayesian error rates, the Bayesian-frequentist two-stage design has special features compared with other two-stage designs. Copyright © 2012 John Wiley & Sons, Ltd.
Appraisal of geodynamic inversion results: a data mining approach
NASA Astrophysics Data System (ADS)
Baumann, T. S.
2016-11-01
Bayesian sampling based inversions require many thousands or even millions of forward models, depending on how nonlinear or non-unique the inverse problem is, and how many unknowns are involved. The result of such a probabilistic inversion is not a single `best-fit' model, but rather a probability distribution that is represented by the entire model ensemble. Often, a geophysical inverse problem is non-unique, and the corresponding posterior distribution is multimodal, meaning that the distribution consists of clusters with similar models that represent the observations equally well. In these cases, we would like to visualize the characteristic model properties within each of these clusters of models. However, even for a moderate number of inversion parameters, a manual appraisal for a large number of models is not feasible. This poses the question whether it is possible to extract end-member models that represent each of the best-fit regions including their uncertainties. Here, I show how a machine learning tool can be used to characterize end-member models, including their uncertainties, from a complete model ensemble that represents a posterior probability distribution. The model ensemble used here results from a nonlinear geodynamic inverse problem, where rheological properties of the lithosphere are constrained from multiple geophysical observations. It is demonstrated that by taking vertical cross-sections through the effective viscosity structure of each of the models, the entire model ensemble can be classified into four end-member model categories that have a similar effective viscosity structure. These classification results are helpful to explore the non-uniqueness of the inverse problem and can be used to compute representative data fits for each of the end-member models. Conversely, these insights also reveal how new observational constraints could reduce the non-uniqueness. The method is not limited to geodynamic applications and a generalized MATLAB code is provided to perform the appraisal analysis.
Bayesian Asymmetric Regression as a Means to Estimate and Evaluate Oral Reading Fluency Slopes
ERIC Educational Resources Information Center
Solomon, Benjamin G.; Forsberg, Ole J.
2017-01-01
Bayesian techniques have become increasingly present in the social sciences, fueled by advances in computer speed and the development of user-friendly software. In this paper, we forward the use of Bayesian Asymmetric Regression (BAR) to monitor intervention responsiveness when using Curriculum-Based Measurement (CBM) to assess oral reading…
Testing students' e-learning via Facebook through Bayesian structural equation modeling.
Salarzadeh Jenatabadi, Hashem; Moghavvemi, Sedigheh; Wan Mohamed Radzi, Che Wan Jasimah Bt; Babashamsi, Parastoo; Arashi, Mohammad
2017-01-01
Learning is an intentional activity, with several factors affecting students' intention to use new learning technology. Researchers have investigated technology acceptance in different contexts by developing various theories/models and testing them by a number of means. Although most theories/models developed have been examined through regression or structural equation modeling, Bayesian analysis offers more accurate data analysis results. To address this gap, the unified theory of acceptance and technology use in the context of e-learning via Facebook are re-examined in this study using Bayesian analysis. The data (S1 Data) were collected from 170 students enrolled in a business statistics course at University of Malaya, Malaysia, and tested with the maximum likelihood and Bayesian approaches. The difference between the two methods' results indicates that performance expectancy and hedonic motivation are the strongest factors influencing the intention to use e-learning via Facebook. The Bayesian estimation model exhibited better data fit than the maximum likelihood estimator model. The results of the Bayesian and maximum likelihood estimator approaches are compared and the reasons for the result discrepancy are deliberated.
Testing students’ e-learning via Facebook through Bayesian structural equation modeling
Moghavvemi, Sedigheh; Wan Mohamed Radzi, Che Wan Jasimah Bt; Babashamsi, Parastoo; Arashi, Mohammad
2017-01-01
Learning is an intentional activity, with several factors affecting students’ intention to use new learning technology. Researchers have investigated technology acceptance in different contexts by developing various theories/models and testing them by a number of means. Although most theories/models developed have been examined through regression or structural equation modeling, Bayesian analysis offers more accurate data analysis results. To address this gap, the unified theory of acceptance and technology use in the context of e-learning via Facebook are re-examined in this study using Bayesian analysis. The data (S1 Data) were collected from 170 students enrolled in a business statistics course at University of Malaya, Malaysia, and tested with the maximum likelihood and Bayesian approaches. The difference between the two methods’ results indicates that performance expectancy and hedonic motivation are the strongest factors influencing the intention to use e-learning via Facebook. The Bayesian estimation model exhibited better data fit than the maximum likelihood estimator model. The results of the Bayesian and maximum likelihood estimator approaches are compared and the reasons for the result discrepancy are deliberated. PMID:28886019
Estimation of Regional Carbon Balance from Atmospheric Observations
NASA Astrophysics Data System (ADS)
Denning, S.; Uliasz, M.; Skidmore, J.
2002-12-01
Variations in the concentration of CO2 and other trace gases in time and space contain information about sources and sinks at regional scales. Several methods have been developed to quantitatively extract this information from atmospheric measurements. Mass-balance techniques depend on the ability to repeatedly sample the same mass of air, which involves careful attention to airmass trajectories. Inverse and adjoint techniques rely on decomposition of the source field into quasi-independent "basis functions" that are propagated through transport models and then used to synthesize optimal linear combinations that best match observations. A recently proposed method for regional flux estimation from continuous measurements at tall towers relies on time-mean vertical gradients, and requires careful trajectory analysis to map the estimates onto regional ecosystems. Each of these techniques is likely to be applied to measurements made during the North American Carbon Program. We have also explored the use of Bayesian synthesis inversion at regional scales, using a Lagrangian particle dispersion model driven by mesoscale transport fields. Influence functions were calculated for each hypothetical observation in a realistic diurnally-varying flow. These influence functions were then treated as basis functions for the purpose of separate inversions for daytime photosynthesis and 24-hour mean ecosystem respiration. Our results highlight the importance of estimating CO2 fluxes through the lateral boundaries of the model. Respiration fluxes were well constrained by one or two hypothetical towers, regardless of inflow fluxes. Time-varying assimilation fluxes were less well constrained, and much more dependent on knowledge of inflow fluxes. The small net difference between respiration and photosynthesis was the most difficult to determine, being extremely sensitive to knowledge of inflow fluxes. Finally, we explored the feasibility of directly incorporating mid-day concentration values measured at surface-layer flux towers in global inversions for regional surface fluxes. We found that such data would substantially improve the observational constraint on current carbon cycle models, especially if applied selectively to a well-designed subset of the current network of flux towers.
Underworld results as a triple (shopping list, posterior, priors)
NASA Astrophysics Data System (ADS)
Quenette, S. M.; Moresi, L. N.; Abramson, D.
2013-12-01
When studying long-term lithosphere deformation and other such large-scale, spatially distinct and behaviour rich problems, there is a natural trade-off between the meaning of a model, the observations used to validate the model and the ability to compute over this space. For example, many models of varying lithologies, rheological properties and underlying physics may reasonably match (or not match) observables. To compound this problem, each realisation is computationally intensive, requiring high resolution, algorithm tuning and code tuning to contemporary computer hardware. It is often intractable to use sampling based assimilation methods, but with better optimisation, the window of tractability becomes wider. The ultimate goal is to find a sweet-spot where a formal assimilation method is used, and where a model affines to observations. Its natural to think of this as an inverse problem, in which the underlying physics may be fixed and the rheological properties and possibly the lithologies themselves are unknown. What happens when we push this approach and treat some portion of the underlying physics as an unknown? At its extreme this is an intractable problem. However, there is an analogy here with how we develop software for these scientific problems. What happens when we treat the changing part of a largely complete code as an unknown, where the changes are working towards this sweet-spot? When posed as a Bayesian inverse problem the result is a triple - the model changes, the real priors and the real posterior. Not only does this give meaning to the process by which a code changes, it forms a mathematical bridge from an inverse problem to compiler optimisations given such changes. As a stepping stone example we show a regional scale heat flow model with constraining observations, and the inverse process including increasingly complexity in the software. The implementation uses Underworld-GT (Underworld plus research extras to import geology and export geothermic measures, etc). Underworld uses StGermain an early (partial) implementation of the theories described here.
NASA Astrophysics Data System (ADS)
Wang, Dong; Zhao, Yang; Yang, Fangfang; Tsui, Kwok-Leung
2017-09-01
Brownian motion with adaptive drift has attracted much attention in prognostics because its first hitting time is highly relevant to remaining useful life prediction and it follows the inverse Gaussian distribution. Besides linear degradation modeling, nonlinear-drifted Brownian motion has been developed to model nonlinear degradation. Moreover, the first hitting time distribution of the nonlinear-drifted Brownian motion has been approximated by time-space transformation. In the previous studies, the drift coefficient is the only hidden state used in state space modeling of the nonlinear-drifted Brownian motion. Besides the drift coefficient, parameters of a nonlinear function used in the nonlinear-drifted Brownian motion should be treated as additional hidden states of state space modeling to make the nonlinear-drifted Brownian motion more flexible. In this paper, a prognostic method based on nonlinear-drifted Brownian motion with multiple hidden states is proposed and then it is applied to predict remaining useful life of rechargeable batteries. 26 sets of rechargeable battery degradation samples are analyzed to validate the effectiveness of the proposed prognostic method. Moreover, some comparisons with a standard particle filter based prognostic method, a spherical cubature particle filter based prognostic method and two classic Bayesian prognostic methods are conducted to highlight the superiority of the proposed prognostic method. Results show that the proposed prognostic method has lower average prediction errors than the particle filter based prognostic methods and the classic Bayesian prognostic methods for battery remaining useful life prediction.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Wainwright, Haruko M.; Flores Orozco, Adrian; Bucker, Matthias
In floodplain environments, a naturally reduced zone (NRZ) is considered to be a common biogeochemical hot spot, having distinct microbial and geochemical characteristics. Although important for understanding their role in mediating floodplain biogeochemical processes, mapping the subsurface distribution of NRZs over the dimensions of a floodplain is challenging, as conventional wellbore data are typically spatially limited and the distribution of NRZs is heterogeneous. In this work, we present an innovative methodology for the probabilistic mapping of NRZs within a three-dimensional (3-D) subsurface domain using induced polarization imaging, which is a noninvasive geophysical technique. Measurements consist of surface geophysical surveys andmore » drilling-recovered sediments at the U.S. Department of Energy field site near Rifle, CO (USA). Inversion of surface time domain-induced polarization (TDIP) data yielded 3-D images of the complex electrical resistivity, in terms of magnitude and phase, which are associated with mineral precipitation and other lithological properties. By extracting the TDIP data values colocated with wellbore lithological logs, we found that the NRZs have a different distribution of resistivity and polarization from the other aquifer sediments. To estimate the spatial distribution of NRZs, we developed a Bayesian hierarchical model to integrate the geophysical and wellbore data. In addition, the resistivity images were used to estimate hydrostratigraphic interfaces under the floodplain. Validation results showed that the integration of electrical imaging and wellbore data using a Bayesian hierarchical model was capable of mapping spatially heterogeneous interfaces and NRZ distributions thereby providing a minimally invasive means to parameterize a hydrobiogeochemical model of the floodplain.« less
NASA Astrophysics Data System (ADS)
Henne, Stephan; Leuenberger, Markus; Steinbacher, Martin; Eugster, Werner; Meinhardt, Frank; Bergamaschi, Peter; Emmenegger, Lukas; Brunner, Dominik
2017-04-01
Similar to other Western European countries, agricultural sources dominate the methane (CH4) emission budget in Switzerland. 'Bottom-up' estimates of these emissions are still connected with relatively large uncertainties due to considerable variability and uncertainties in observed emission factors for the underlying processes (e.g., enteric fermentation, manure management). Here, we present a regional-scale (˜300 x 200 km2) atmospheric inversion study of CH4 emissions in Switzerland making use of the recently established CarboCount-CH network of four stations on the Swiss Plateau as well as the neighbouring mountain-top sites Jungfraujoch and Schauinsland (Germany). Continuous observations from all CarboCount-CH sites are available since 2013. We use a high-resolution (7 x 7 km2) Lagrangian particle dispersion model (FLEXPART-COSMO) in connection with two different inversion systems (Bayesian and extended Kalman filter) to estimate spatially and temporally resolved CH4 emissions for the Swiss domain in the period 2013 to 2016. An extensive set of sensitivity inversions is used to assess the overall uncertainty of our inverse approach. In general we find good agreement of the total Swiss CH4 emissions between our 'top-down' estimate and the national 'bottom-up' reporting. In addition, a robust emission seasonality, with reduced winter time values, can be seen in all years. No significant trend or year-to-year variability was observed for the analysed four-year period, again in agreement with a very small downward trend in the national 'bottom-up' reporting. Special attention is given to the influence of boundary conditions as taken from different global scale model simulations (TM5, FLEXPART) and remote observations. We find that uncertainties in the boundary conditions can induce large offsets in the national total emissions. However, spatial emission patterns are less sensitive to the choice of boundary condition. Furthermore and in order to demonstrate the validity of our approach, a series of inversion runs using synthetic observations, generated from 'true' emissions, in combination with various sources of uncertainty are presented.
A reversible-jump Markov chain Monte Carlo algorithm for 1D inversion of magnetotelluric data
NASA Astrophysics Data System (ADS)
Mandolesi, Eric; Ogaya, Xenia; Campanyà, Joan; Piana Agostinetti, Nicola
2018-04-01
This paper presents a new computer code developed to solve the 1D magnetotelluric (MT) inverse problem using a Bayesian trans-dimensional Markov chain Monte Carlo algorithm. MT data are sensitive to the depth-distribution of rock electric conductivity (or its reciprocal, resistivity). The solution provided is a probability distribution - the so-called posterior probability distribution (PPD) for the conductivity at depth, together with the PPD of the interface depths. The PPD is sampled via a reversible-jump Markov Chain Monte Carlo (rjMcMC) algorithm, using a modified Metropolis-Hastings (MH) rule to accept or discard candidate models along the chains. As the optimal parameterization for the inversion process is generally unknown a trans-dimensional approach is used to allow the dataset itself to indicate the most probable number of parameters needed to sample the PPD. The algorithm is tested against two simulated datasets and a set of MT data acquired in the Clare Basin (County Clare, Ireland). For the simulated datasets the correct number of conductive layers at depth and the associated electrical conductivity values is retrieved, together with reasonable estimates of the uncertainties on the investigated parameters. Results from the inversion of field measurements are compared with results obtained using a deterministic method and with well-log data from a nearby borehole. The PPD is in good agreement with the well-log data, showing as a main structure a high conductive layer associated with the Clare Shale formation. In this study, we demonstrate that our new code go beyond algorithms developend using a linear inversion scheme, as it can be used: (1) to by-pass the subjective choices in the 1D parameterizations, i.e. the number of horizontal layers in the 1D parameterization, and (2) to estimate realistic uncertainties on the retrieved parameters. The algorithm is implemented using a simple MPI approach, where independent chains run on isolated CPU, to take full advantage of parallel computer architectures. In case of a large number of data, a master/slave appoach can be used, where the master CPU samples the parameter space and the slave CPUs compute forward solutions.
Hu, Shiang; Yao, Dezhong; Valdes-Sosa, Pedro A.
2018-01-01
The choice of reference for the electroencephalogram (EEG) is a long-lasting unsolved issue resulting in inconsistent usages and endless debates. Currently, both the average reference (AR) and the reference electrode standardization technique (REST) are two primary, apparently irreconcilable contenders. We propose a theoretical framework to resolve this reference issue by formulating both (a) estimation of potentials at infinity, and (b) determination of the reference, as a unified Bayesian linear inverse problem, which can be solved by maximum a posterior estimation. We find that AR and REST are very particular cases of this unified framework: AR results from biophysically non-informative prior; while REST utilizes the prior based on the EEG generative model. To allow for simultaneous denoising and reference estimation, we develop the regularized versions of AR and REST, named rAR and rREST, respectively. Both depend on a regularization parameter that is the noise to signal variance ratio. Traditional and new estimators are evaluated with this framework, by both simulations and analysis of real resting EEGs. Toward this end, we leverage the MRI and EEG data from 89 subjects which participated in the Cuban Human Brain Mapping Project. Generated artificial EEGs—with a known ground truth, show that relative error in estimating the EEG potentials at infinity is lowest for rREST. It also reveals that realistic volume conductor models improve the performances of REST and rREST. Importantly, for practical applications, it is shown that an average lead field gives the results comparable to the individual lead field. Finally, it is shown that the selection of the regularization parameter with Generalized Cross-Validation (GCV) is close to the “oracle” choice based on the ground truth. When evaluated with the real 89 resting state EEGs, rREST consistently yields the lowest GCV. This study provides a novel perspective to the EEG reference problem by means of a unified inverse solution framework. It may allow additional principled theoretical formulations and numerical evaluation of performance. PMID:29780302
NASA Astrophysics Data System (ADS)
Arneitz, P.; Leonhardt, R.; Fabian, K.; Egli, R.
2017-12-01
Historical and paleomagnetic data are the two main sources of information about the long-term geomagnetic field evolution. Historical observations extend to the late Middle Ages, and prior to the 19th century, they consisted mainly of pure declination measurements from navigation and orientation logs. Field reconstructions going back further in time rely solely on magnetization acquired by rocks, sediments, and archaeological artefacts. The combined dataset is characterized by a strongly inhomogeneous spatio-temporal distribution and highly variable data reliability and quality. Therefore, an adequate weighting of the data that correctly accounts for data density, type, and realistic error estimates represents the major challenge for an inversion approach. Until now, there has not been a fully self-consistent geomagnetic model that correctly recovers the variation of the geomagnetic dipole together with the higher-order spherical harmonics. Here we present a new geomagnetic field model for the last 4 kyrs based on historical, archeomagnetic and volcanic records. The iterative Bayesian inversion approach targets the implementation of reliable error treatment, which allows different record types to be combined in a fully self-consistent way. Modelling results will be presented along with a thorough analysis of model limitations, validity and sensitivity.
Bowhead whale localization using asynchronous hydrophones in the Chukchi Sea.
Warner, Graham A; Dosso, Stan E; Hannay, David E; Dettmer, Jan
2016-07-01
This paper estimates bowhead whale locations and uncertainties using non-linear Bayesian inversion of their modally-dispersed calls recorded on asynchronous recorders in the Chukchi Sea, Alaska. Bowhead calls were recorded on a cluster of 7 asynchronous ocean-bottom hydrophones that were separated by 0.5-9.2 km. A warping time-frequency analysis is used to extract relative mode arrival times as a function of frequency for nine frequency-modulated whale calls that dispersed in the shallow water environment. Each call was recorded on multiple hydrophones and the mode arrival times are inverted for: the whale location in the horizontal plane, source instantaneous frequency (IF), water sound-speed profile, seabed geoacoustic parameters, relative recorder clock drifts, and residual error standard deviations, all with estimated uncertainties. A simulation study shows that accurate prior environmental knowledge is not required for accurate localization as long as the inversion treats the environment as unknown. Joint inversion of multiple recorded calls is shown to substantially reduce uncertainties in location, source IF, and relative clock drift. Whale location uncertainties are estimated to be 30-160 m and relative clock drift uncertainties are 3-26 ms.
NASA Astrophysics Data System (ADS)
Matthews-Bird, Frazer; Brooks, Stephen J.; Holden, Philip B.; Montoya, Encarni; Gosling, William D.
2016-06-01
Presented here is the first chironomid calibration data set for tropical South America. Surface sediments were collected from 59 lakes across Bolivia (15 lakes), Peru (32 lakes), and Ecuador (12 lakes) between 2004 and 2013 over an altitudinal gradient from 150 m above sea level (a.s.l) to 4655 m a.s.l, between 0-17° S and 64-78° W. The study sites cover a mean annual temperature (MAT) gradient of 25 °C. In total, 55 chironomid taxa were identified in the 59 calibration data set lakes. When used as a single explanatory variable, MAT explains 12.9 % of the variance (λ1/λ2 = 1.431). Two inference models were developed using weighted averaging (WA) and Bayesian methods. The best-performing model using conventional statistical methods was a WA (inverse) model (R2jack = 0.890; RMSEPjack = 2.404 °C, RMSEP - root mean squared error of prediction; mean biasjack = -0.017 °C; max biasjack = 4.665 °C). The Bayesian method produced a model with R2jack = 0.909, RMSEPjack = 2.373 °C, mean biasjack = 0.598 °C, and max biasjack = 3.158 °C. Both models were used to infer past temperatures from a ca. 3000-year record from the tropical Andes of Ecuador, Laguna Pindo. Inferred temperatures fluctuated around modern-day conditions but showed significant departures at certain intervals (ca. 1600 cal yr BP; ca. 3000-2500 cal yr BP). Both methods (WA and Bayesian) showed similar patterns of temperature variability; however, the magnitude of fluctuations differed. In general the WA method was more variable and often underestimated Holocene temperatures (by ca. -7 ± 2.5 °C relative to the modern period). The Bayesian method provided temperature anomaly estimates for cool periods that lay within the expected range of the Holocene (ca. -3 ± 3.4 °C). The error associated with both reconstructions is consistent with a constant temperature of 20 °C for the past 3000 years. We would caution, however, against an over-interpretation at this stage. The reconstruction can only currently be deemed qualitative and requires more research before quantitative estimates can be generated with confidence. Increasing the number, and spread, of lakes in the calibration data set would enable the detection of smaller climate signals.
Characterizing the impact of model error in hydrologic time series recovery inverse problems
DOE Office of Scientific and Technical Information (OSTI.GOV)
Hansen, Scott K.; He, Jiachuan; Vesselinov, Velimir V.
Hydrologic models are commonly over-smoothed relative to reality, owing to computational limitations and to the difficulty of obtaining accurate high-resolution information. When used in an inversion context, such models may introduce systematic biases which cannot be encapsulated by an unbiased “observation noise” term of the type assumed by standard regularization theory and typical Bayesian formulations. Despite its importance, model error is difficult to encapsulate systematically and is often neglected. In this paper, model error is considered for an important class of inverse problems that includes interpretation of hydraulic transients and contaminant source history inference: reconstruction of a time series thatmore » has been convolved against a transfer function (i.e., impulse response) that is only approximately known. Using established harmonic theory along with two results established here regarding triangular Toeplitz matrices, upper and lower error bounds are derived for the effect of systematic model error on time series recovery for both well-determined and over-determined inverse problems. It is seen that use of additional measurement locations does not improve expected performance in the face of model error. A Monte Carlo study of a realistic hydraulic reconstruction problem is presented, and the lower error bound is seen informative about expected behavior. Finally, a possible diagnostic criterion for blind transfer function characterization is also uncovered.« less
NASA Astrophysics Data System (ADS)
Horesh, L.; Haber, E.
2009-09-01
The ell1 minimization problem has been studied extensively in the past few years. Recently, there has been a growing interest in its application for inverse problems. Most studies have concentrated in devising ways for sparse representation of a solution using a given prototype dictionary. Very few studies have addressed the more challenging problem of optimal dictionary construction, and even these were primarily devoted to the simplistic sparse coding application. In this paper, sensitivity analysis of the inverse solution with respect to the dictionary is presented. This analysis reveals some of the salient features and intrinsic difficulties which are associated with the dictionary design problem. Equipped with these insights, we propose an optimization strategy that alleviates these hurdles while utilizing the derived sensitivity relations for the design of a locally optimal dictionary. Our optimality criterion is based on local minimization of the Bayesian risk, given a set of training models. We present a mathematical formulation and an algorithmic framework to achieve this goal. The proposed framework offers the design of dictionaries for inverse problems that incorporate non-trivial, non-injective observation operators, where the data and the recovered parameters may reside in different spaces. We test our algorithm and show that it yields improved dictionaries for a diverse set of inverse problems in geophysics and medical imaging.
Characterizing the impact of model error in hydrologic time series recovery inverse problems
Hansen, Scott K.; He, Jiachuan; Vesselinov, Velimir V.
2017-10-28
Hydrologic models are commonly over-smoothed relative to reality, owing to computational limitations and to the difficulty of obtaining accurate high-resolution information. When used in an inversion context, such models may introduce systematic biases which cannot be encapsulated by an unbiased “observation noise” term of the type assumed by standard regularization theory and typical Bayesian formulations. Despite its importance, model error is difficult to encapsulate systematically and is often neglected. In this paper, model error is considered for an important class of inverse problems that includes interpretation of hydraulic transients and contaminant source history inference: reconstruction of a time series thatmore » has been convolved against a transfer function (i.e., impulse response) that is only approximately known. Using established harmonic theory along with two results established here regarding triangular Toeplitz matrices, upper and lower error bounds are derived for the effect of systematic model error on time series recovery for both well-determined and over-determined inverse problems. It is seen that use of additional measurement locations does not improve expected performance in the face of model error. A Monte Carlo study of a realistic hydraulic reconstruction problem is presented, and the lower error bound is seen informative about expected behavior. Finally, a possible diagnostic criterion for blind transfer function characterization is also uncovered.« less
NASA Astrophysics Data System (ADS)
Smith, D. E.; Felizardo, C.; Minson, S. E.; Boese, M.; Langbein, J. O.; Murray, J. R.
2016-12-01
Finite-fault source algorithms can greatly benefit earthquake early warning (EEW) systems. Estimates of finite-fault parameters provide spatial information, which can significantly improve real-time shaking calculations and help with disaster response. In this project, we have focused on integrating a finite-fault seismic-geodetic algorithm into the West Coast ShakeAlert framework. The seismic part is FinDer 2, a C++ version of the algorithm developed by Böse et al. (2012). It interpolates peak ground accelerations and calculates the best fault length and strike from template matching. The geodetic part is a C++ version of BEFORES, the algorithm developed by Minson et al. (2014) that uses a Bayesian methodology to search for the most probable slip distribution on a fault of unknown orientation. Ultimately, these two will be used together where FinDer generates a Bayesian prior for BEFORES via the methodology of Minson et al. (2015), and the joint solution will generate estimates of finite-fault extent, strike, dip, best slip distribution, and magnitude. We have created C++ versions of both FinDer and BEFORES using open source libraries and have developed a C++ Application Protocol Interface (API) for them both. Their APIs allow FinDer and BEFORES to contribute to the ShakeAlert system via an open source messaging system, ActiveMQ. FinDer has been receiving real-time data, detecting earthquakes, and reporting messages on the development system for several months. We are also testing FinDer extensively with Earthworm tankplayer files. BEFORES has been tested with ActiveMQ messaging in the ShakeAlert framework, and works off a FinDer trigger. We are finishing the FinDer-BEFORES connections in this framework, and testing this system via seismic-geodetic tankplayer files. This will include actual and simulated data.
Bayesian statistics in medicine: a 25 year review.
Ashby, Deborah
2006-11-15
This review examines the state of Bayesian thinking as Statistics in Medicine was launched in 1982, reflecting particularly on its applicability and uses in medical research. It then looks at each subsequent five-year epoch, with a focus on papers appearing in Statistics in Medicine, putting these in the context of major developments in Bayesian thinking and computation with reference to important books, landmark meetings and seminal papers. It charts the growth of Bayesian statistics as it is applied to medicine and makes predictions for the future. From sparse beginnings, where Bayesian statistics was barely mentioned, Bayesian statistics has now permeated all the major areas of medical statistics, including clinical trials, epidemiology, meta-analyses and evidence synthesis, spatial modelling, longitudinal modelling, survival modelling, molecular genetics and decision-making in respect of new technologies.
Crandell, Jamie L.; Voils, Corrine I.; Chang, YunKyung; Sandelowski, Margarete
2010-01-01
The possible utility of Bayesian methods for the synthesis of qualitative and quantitative research has been repeatedly suggested but insufficiently investigated. In this project, we developed and used a Bayesian method for synthesis, with the goal of identifying factors that influence adherence to HIV medication regimens. We investigated the effect of 10 factors on adherence. Recognizing that not all factors were examined in all studies, we considered standard methods for dealing with missing data and chose a Bayesian data augmentation method. We were able to summarize, rank, and compare the effects of each of the 10 factors on medication adherence. This is a promising methodological development in the synthesis of qualitative and quantitative research. PMID:21572970
Rodgers, Joseph Lee
2016-01-01
The Bayesian-frequentist debate typically portrays these statistical perspectives as opposing views. However, both Bayesian and frequentist statisticians have expanded their epistemological basis away from a singular focus on the null hypothesis, to a broader perspective involving the development and comparison of competing statistical/mathematical models. For frequentists, statistical developments such as structural equation modeling and multilevel modeling have facilitated this transition. For Bayesians, the Bayes factor has facilitated this transition. The Bayes factor is treated in articles within this issue of Multivariate Behavioral Research. The current presentation provides brief commentary on those articles and more extended discussion of the transition toward a modern modeling epistemology. In certain respects, Bayesians and frequentists share common goals.
2016-10-01
and implementation of embedded, adaptive feedback and performance assessment. The investigators also initiated work designing a Bayesian Belief ...training; Teamwork; Adaptive performance; Leadership; Simulation; Modeling; Bayesian belief networks (BBN) 16. SECURITY CLASSIFICATION OF: 17. LIMITATION...Trauma teams Team training Teamwork Adaptability Adaptive performance Leadership Simulation Modeling Bayesian belief networks (BBN) 6
ERIC Educational Resources Information Center
Chung, Gregory K. W. K.; Dionne, Gary B.; Kaiser, William J.
2006-01-01
Our research question was whether we could develop a feasible technique, using Bayesian networks, to diagnose gaps in student knowledge. Thirty-four college-age participants completed tasks designed to measure conceptual knowledge, procedural knowledge, and problem-solving skills related to circuit analysis. A Bayesian network was used to model…
Anderson, Kyle R.; Poland, Michael
2016-01-01
Estimating rates of magma supply to the world's volcanoes remains one of the most fundamental aims of volcanology. Yet, supply rates can be difficult to estimate even at well-monitored volcanoes, in part because observations are noisy and are usually considered independently rather than as part of a holistic system. In this work we demonstrate a technique for probabilistically estimating time-variable rates of magma supply to a volcano through probabilistic constraint on storage and eruption rates. This approach utilizes Bayesian joint inversion of diverse datasets using predictions from a multiphysical volcano model, and independent prior information derived from previous geophysical, geochemical, and geological studies. The solution to the inverse problem takes the form of a probability density function which takes into account uncertainties in observations and prior information, and which we sample using a Markov chain Monte Carlo algorithm. Applying the technique to Kīlauea Volcano, we develop a model which relates magma flow rates with deformation of the volcano's surface, sulfur dioxide emission rates, lava flow field volumes, and composition of the volcano's basaltic magma. This model accounts for effects and processes mostly neglected in previous supply rate estimates at Kīlauea, including magma compressibility, loss of sulfur to the hydrothermal system, and potential magma storage in the volcano's deep rift zones. We jointly invert data and prior information to estimate rates of supply, storage, and eruption during three recent quasi-steady-state periods at the volcano. Results shed new light on the time-variability of magma supply to Kīlauea, which we find to have increased by 35–100% between 2001 and 2006 (from 0.11–0.17 to 0.18–0.28 km3/yr), before subsequently decreasing to 0.08–0.12 km3/yr by 2012. Changes in supply rate directly impact hazard at the volcano, and were largely responsible for an increase in eruption rate of 60–150% between 2001 and 2006, and subsequent decline by as much as 60% by 2012. We also demonstrate the occurrence of temporal changes in the proportion of Kīlauea's magma supply that is stored versus erupted, with the supply “surge” in 2006 associated with increased accumulation of magma at the summit. Finally, we are able to place some constraints on sulfur concentrations in Kīlauea magma and the scrubbing of sulfur by the volcano's hydrothermal system. Multiphysical, Bayesian constraint on magma flow rates may be used to monitor evolving volcanic hazard not just at Kīlauea but at other volcanoes around the world.
Comparing interpolation techniques for annual temperature mapping across Xinjiang region
NASA Astrophysics Data System (ADS)
Ren-ping, Zhang; Jing, Guo; Tian-gang, Liang; Qi-sheng, Feng; Aimaiti, Yusupujiang
2016-11-01
Interpolating climatic variables such as temperature is challenging due to the highly variable nature of meteorological processes and the difficulty in establishing a representative network of stations. In this paper, based on the monthly temperature data which obtained from the 154 official meteorological stations in the Xinjiang region and surrounding areas, we compared five spatial interpolation techniques: Inverse distance weighting (IDW), Ordinary kriging, Cokriging, thin-plate smoothing splines (ANUSPLIN) and Empirical Bayesian kriging(EBK). Error metrics were used to validate interpolations against independent data. Results indicated that, the ANUSPLIN performed best than the other four interpolation methods.
Quantitative estimation of source complexity in tsunami-source inversion
NASA Astrophysics Data System (ADS)
Dettmer, Jan; Cummins, Phil R.; Hawkins, Rhys; Jakir Hossen, M.
2016-04-01
This work analyses tsunami waveforms to infer the spatiotemporal evolution of sea-surface displacement (the tsunami source) caused by earthquakes or other sources. Since the method considers sea-surface displacement directly, no assumptions about the fault or seafloor deformation are required. While this approach has no ability to study seismic aspects of rupture, it greatly simplifies the tsunami source estimation, making it much less dependent on subjective fault and deformation assumptions. This results in a more accurate sea-surface displacement evolution in the source region. The spatial discretization is by wavelet decomposition represented by a trans-D Bayesian tree structure. Wavelet coefficients are sampled by a reversible jump algorithm and additional coefficients are only included when required by the data. Therefore, source complexity is consistent with data information (parsimonious) and the method can adapt locally in both time and space. Since the source complexity is unknown and locally adapts, no regularization is required, resulting in more meaningful displacement magnitudes. By estimating displacement uncertainties in a Bayesian framework we can study the effect of parametrization choice on the source estimate. Uncertainty arises from observation errors and limitations in the parametrization to fully explain the observations. As a result, parametrization choice is closely related to uncertainty estimation and profoundly affects inversion results. Therefore, parametrization selection should be included in the inference process. Our inversion method is based on Bayesian model selection, a process which includes the choice of parametrization in the inference process and makes it data driven. A trans-dimensional (trans-D) model for the spatio-temporal discretization is applied here to include model selection naturally and efficiently in the inference by sampling probabilistically over parameterizations. The trans-D process results in better uncertainty estimates since the parametrization adapts parsimoniously (in both time and space) according to the local data resolving power and the uncertainty about the parametrization choice is included in the uncertainty estimates. We apply the method to the tsunami waveforms recorded for the great 2011 Japan tsunami. All data are recorded on high-quality sensors (ocean-bottom pressure sensors, GPS gauges, and DART buoys). The sea-surface Green's functions are computed by JAGURS and include linear dispersion effects. By treating the noise level at each gauge as unknown, individual gauge contributions to the source estimate are appropriately and objectively weighted. The results show previously unreported detail of the source, quantify uncertainty spatially, and produce excellent data fits. The source estimate shows an elongated peak trench-ward from the hypo centre that closely follows the trench, indicating significant sea-floor deformation near the trench. Also notable is a bi-modal (negative to positive) displacement feature in the northern part of the source near the trench. The feature has ~2 m amplitude and is clearly resolved by the data with low uncertainties.
Regional inverse modeling for high reactive species with PYVAR-CHIMERE
NASA Astrophysics Data System (ADS)
Fortems-Cheiney, A.; Pison, I.; Dufour, G.; Broquet, G.; Costantino, L.
2017-12-01
The degradation of air quality is a worldwide environmental problem: according to the World Health Organization WHO, 92% of the world's population breathe polluted air in 2016. A number of air pollutants associated with respiratory disease and shortened life expectancy play a particularly important role in global outdoor air pollution. In addition to threatening both human health and ecosystems, these gaseous air pollutants including nitrogen oxides (NOx=NO+NO2), sulfur dioxide (SO2), ammonia (NH3), and volatile organic compounds (VOCs) could be precursors of ozone (O3) and Particulate Matter (PM). Without a strong scientific back-up to determine their different sources, the necessary regulations to improve air quality will not be efficient. To date, only chemistry-transport models (CTM) are able to describe pollutant concentrations at any location in the world and their evolution in the atmosphere. Consequently, they have become essential tools for studying air quality. However, CTM are hampered by incomplete information on gaseous precursors and one of the large shortcoming for simulating the gaseous pollutants budgets is the lack of high spatio-temporal variability for the emission estimations provided as inputs for chemistry-transport models. For all these reasons, an inverse system called PYVAR-CHIMERE has been developed, operating in synergy between a CTM and atmospheric observations, and being adjust for the highly reactive species of interest here, as NO2. We present here the first results of this Bayesian variational inverse method for the quantification of NO2 emissions both over Europe (in March 2011) and over China (in January 2015), with a spatial resolution of 0.5°x0.5° and at a weekly temporal resolution, constrained by surface measurements and OMI NO2 satellite observations.
An attempt at estimating Paris area CO2 emissions from atmospheric concentration measurements
NASA Astrophysics Data System (ADS)
Bréon, F. M.; Broquet, G.; Puygrenier, V.; Chevallier, F.; Xueref-Rémy, I.; Ramonet, M.; Dieudonné, E.; Lopez, M.; Schmidt, M.; Perrussel, O.; Ciais, P.
2014-04-01
Atmospheric concentration measurements are used to adjust the daily to monthly budget of CO2 emissions from the AirParif inventory of the Paris agglomeration. We use 5 atmospheric monitoring sites including one at the top of the Eiffel tower. The atmospheric inversion is based on a Bayesian approach, and relies on an atmospheric transport model with a spatial resolution of 2 km with boundary conditions from a global coarse grid transport model. The inversion tool adjusts the CO2 fluxes (anthropogenic and biogenic) with a temporal resolution of 6 h, assuming temporal correlation of emissions uncertainties within the daily cycle and from day to day, while keeping the a priori spatial distribution from the emission inventory. The inversion significantly improves the agreement between measured and modelled concentrations. However, the amplitude of the atmospheric transport errors is often large compared to the CO2 gradients between the sites that are used to estimate the fluxes, in particular for the Eiffel tower station. In addition, we sometime observe large model-measurement differences upwind from the Paris agglomeration, which confirms the large and poorly constrained contribution from distant sources and sinks included in the prescribed CO2 boundary conditions These results suggest that (i) the Eiffel measurements at 300 m above ground cannot be used with the current system and (ii) the inversion shall rely on the measured upwind-downwind gradients rather than the raw mole fraction measurements. With such setup, realistic emissions are retrieved for two 30 day periods. Similar inversions over longer periods are necessary for a proper evaluation of the results.
Rufibach, Kaspar; Burger, Hans Ulrich; Abt, Markus
2016-09-01
Bayesian predictive power, the expectation of the power function with respect to a prior distribution for the true underlying effect size, is routinely used in drug development to quantify the probability of success of a clinical trial. Choosing the prior is crucial for the properties and interpretability of Bayesian predictive power. We review recommendations on the choice of prior for Bayesian predictive power and explore its features as a function of the prior. The density of power values induced by a given prior is derived analytically and its shape characterized. We find that for a typical clinical trial scenario, this density has a u-shape very similar, but not equal, to a β-distribution. Alternative priors are discussed, and practical recommendations to assess the sensitivity of Bayesian predictive power to its input parameters are provided. Copyright © 2016 John Wiley & Sons, Ltd. Copyright © 2016 John Wiley & Sons, Ltd.
NASA Astrophysics Data System (ADS)
Smith, D. E.; Felizardo, C.; Minson, S. E.; Boese, M.; Langbein, J. O.; Guillemot, C.; Murray, J. R.
2015-12-01
The earthquake early warning (EEW) systems in California and elsewhere can greatly benefit from algorithms that generate estimates of finite-fault parameters. These estimates could significantly improve real-time shaking calculations and yield important information for immediate disaster response. Minson et al. (2015) determined that combining FinDer's seismic-based algorithm (Böse et al., 2012) with BEFORES' geodetic-based algorithm (Minson et al., 2014) yields a more robust and informative joint solution than using either algorithm alone. FinDer examines the distribution of peak ground accelerations from seismic stations and determines the best finite-fault extent and strike from template matching. BEFORES employs a Bayesian framework to search for the best slip inversion over all possible fault geometries in terms of strike and dip. Using FinDer and BEFORES together generates estimates of finite-fault extent, strike, dip, preferred slip, and magnitude. To yield the quickest, most flexible, and open-source version of the joint algorithm, we translated BEFORES and FinDer from Matlab into C++. We are now developing a C++ Application Protocol Interface for these two algorithms to be connected to the seismic and geodetic data flowing from the EEW system. The interface that is being developed will also enable communication between the two algorithms to generate the joint solution of finite-fault parameters. Once this interface is developed and implemented, the next step will be to run test seismic and geodetic data through the system via the Earthworm module, Tank Player. This will allow us to examine algorithm performance on simulated data and past real events.
Link, William; Sauer, John R.
2016-01-01
The analysis of ecological data has changed in two important ways over the last 15 years. The development and easy availability of Bayesian computational methods has allowed and encouraged the fitting of complex hierarchical models. At the same time, there has been increasing emphasis on acknowledging and accounting for model uncertainty. Unfortunately, the ability to fit complex models has outstripped the development of tools for model selection and model evaluation: familiar model selection tools such as Akaike's information criterion and the deviance information criterion are widely known to be inadequate for hierarchical models. In addition, little attention has been paid to the evaluation of model adequacy in context of hierarchical modeling, i.e., to the evaluation of fit for a single model. In this paper, we describe Bayesian cross-validation, which provides tools for model selection and evaluation. We describe the Bayesian predictive information criterion and a Bayesian approximation to the BPIC known as the Watanabe-Akaike information criterion. We illustrate the use of these tools for model selection, and the use of Bayesian cross-validation as a tool for model evaluation, using three large data sets from the North American Breeding Bird Survey.
NASA Astrophysics Data System (ADS)
Wang, J. S.; Kawa, S. R.; Baker, D. F.; Collatz, G. J.; Ott, L. E.
2015-12-01
About one-half of the global CO2 emissions from fossil fuel combustion and deforestation accumulates in the atmosphere, where it contributes to global warming. The rest is taken up by vegetation and the ocean. The precise contribution of the two sinks, and their location and year-to-year variability are, however, not well understood. We use two different approaches, batch Bayesian synthesis inversion and variational data assimilation, to deduce the global spatiotemporal distributions of CO2 fluxes during 2009-2010. One of our objectives is to assess different sources of uncertainties in inferred fluxes, including uncertainties in prior flux estimates and observations, and differences in inversion techniques. For prior constraints, we utilize fluxes and uncertainties from the CASA-GFED model of the terrestrial biosphere and biomass burning driven by satellite observations and interannually varying meteorology. We also use measurement-based ocean flux estimates and two sets of fixed fossil CO2 emissions. Here, our inversions incorporate column CO2 measurements from the GOSAT satellite (ACOS retrieval, filtered and bias-corrected) and in situ observations (individual flask and afternoon-average continuous observations) to estimate fluxes in 108 regions over 8-day intervals for the batch inversion and at 3° x 3.75° weekly for the variational system. Relationships between fluxes and atmospheric concentrations are derived consistently for the two inversion systems using the PCTM atmospheric transport model driven by meteorology from the MERRA reanalysis. We compare the posterior fluxes and uncertainties derived using different data sets and the two inversion approaches, and evaluate the posterior atmospheric concentrations against independent data including aircraft measurements. The optimized fluxes generally resemble those from other studies. For example, the results indicate that the terrestrial biosphere is a net CO2 sink, and a GOSAT-only inversion suggests a shift in the global sink from the tropics/south to the north relative to the prior and to an in-situ-only inversion. We also find a smaller terrestrial sink in higher-latitude northern regions in boreal summer of 2010 relative to 2009.
NASA Astrophysics Data System (ADS)
Revil, A.
2015-12-01
Geological expertise and petrophysical relationships can be brought together to provide prior information while inverting multiple geophysical datasets. The merging of such information can result in more realistic solution in the distribution of the model parameters, reducing ipse facto the non-uniqueness of the inverse problem. We consider two level of heterogeneities: facies, described by facies boundaries and heteroegenities inside each facies determined by a correlogram. In this presentation, we pose the geophysical inverse problem in terms of Gaussian random fields with mean functions controlled by petrophysical relationships and covariance functions controlled by a prior geological cross-section, including the definition of spatial boundaries for the geological facies. The petrophysical relationship problem is formulated as a regression problem upon each facies. The inversion of the geophysical data is performed in a Bayesian framework. We demonstrate the usefulness of this strategy using a first synthetic case for which we perform a joint inversion of gravity and galvanometric resistivity data with the stations located at the ground surface. The joint inversion is used to recover the density and resistivity distributions of the subsurface. In a second step, we consider the possibility that the facies boundaries are deformable and their shapes are inverted as well. We use the level set approach to perform such deformation preserving prior topological properties of the facies throughout the inversion. With the help of prior facies petrophysical relationships and topological characteristic of each facies, we make posterior inference about multiple geophysical tomograms based on their corresponding geophysical data misfits. The method is applied to a second synthetic case showing that we can recover the heterogeneities inside the facies, the mean values for the petrophysical properties, and, to some extent, the facies boundaries using the 2D joint inversion of gravity and galvanometric resistivity data. For this 2D synthetic example, we note that the position of the facies are well-recovered except far from the ground surfce where the sensitivity is too low. The figure shows the evolution of the shape of the facies during the inversion itertion by iteration.
NASA Technical Reports Server (NTRS)
Wang, James S.; Kawa, S. Randolph; Collatz, G. James; Baker, David F.; Ott, Lesley
2015-01-01
About one-half of the global CO2 emissions from fossil fuel combustion and deforestation accumulates in the atmosphere, where it contributes to global warming. The rest is taken up by vegetation and the ocean. The precise contribution of the two sinks, and their location and year-to-year variability are, however, not well understood. We use two different approaches, batch Bayesian synthesis inversion and variational data assimilation, to deduce the global spatiotemporal distributions of CO2 fluxes during 2009-2010. One of our objectives is to assess different sources of uncertainties in inferred fluxes, including uncertainties in prior flux estimates and observations, and differences in inversion techniques. For prior constraints, we utilize fluxes and uncertainties from the CASA-GFED model of the terrestrial biosphere and biomass burning driven by satellite observations and interannually varying meteorology. We also use measurement-based ocean flux estimates and two sets of fixed fossil CO2 emissions. Here, our inversions incorporate column CO2 measurements from the GOSAT satellite (ACOS retrieval, filtered and bias-corrected) and in situ observations (individual flask and afternoon-average continuous observations) to estimate fluxes in 108 regions over 8-day intervals for the batch inversion and at 3 x 3.75 weekly for the variational system. Relationships between fluxes and atmospheric concentrations are derived consistently for the two inversion systems using the PCTM atmospheric transport model driven by meteorology from the MERRA reanalysis. We compare the posterior fluxes and uncertainties derived using different data sets and the two inversion approaches, and evaluate the posterior atmospheric concentrations against independent data including aircraft measurements. The optimized fluxes generally resemble those from other studies. For example, the results indicate that the terrestrial biosphere is a net CO2 sink, and a GOSAT-only inversion suggests a shift in the global sink from the tropics south to the north relative to the prior and to an in-situ-only inversion. We also find a smaller terrestrial sink in higher-latitude northern regions in boreal summer of 2010 relative to 2009.
B.G. Marcot; J.D. Steventon; G.D. Sutherland; R.K. McCann
2006-01-01
We provide practical guidelines for developing, testing, and revising Bayesian belief networks (BBNs). Primary steps in this process include creating influence diagrams of the hypothesized "causal web" of key factors affecting a species or ecological outcome of interest; developing a first, alpha-level BBN model from the influence diagram; revising the model...
A Bayesian approach to earthquake source studies
NASA Astrophysics Data System (ADS)
Minson, Sarah
Bayesian sampling has several advantages over conventional optimization approaches to solving inverse problems. It produces the distribution of all possible models sampled proportionally to how much each model is consistent with the data and the specified prior information, and thus images the entire solution space, revealing the uncertainties and trade-offs in the model. Bayesian sampling is applicable to both linear and non-linear modeling, and the values of the model parameters being sampled can be constrained based on the physics of the process being studied and do not have to be regularized. However, these methods are computationally challenging for high-dimensional problems. Until now the computational expense of Bayesian sampling has been too great for it to be practicable for most geophysical problems. I present a new parallel sampling algorithm called CATMIP for Cascading Adaptive Tempered Metropolis In Parallel. This technique, based on Transitional Markov chain Monte Carlo, makes it possible to sample distributions in many hundreds of dimensions, if the forward model is fast, or to sample computationally expensive forward models in smaller numbers of dimensions. The design of the algorithm is independent of the model being sampled, so CATMIP can be applied to many areas of research. I use CATMIP to produce a finite fault source model for the 2007 Mw 7.7 Tocopilla, Chile earthquake. Surface displacements from the earthquake were recorded by six interferograms and twelve local high-rate GPS stations. Because of the wealth of near-fault data, the source process is well-constrained. I find that the near-field high-rate GPS data have significant resolving power above and beyond the slip distribution determined from static displacements. The location and magnitude of the maximum displacement are resolved. The rupture almost certainly propagated at sub-shear velocities. The full posterior distribution can be used not only to calculate source parameters but also to determine their uncertainties. So while kinematic source modeling and the estimation of source parameters is not new, with CATMIP I am able to use Bayesian sampling to determine which parts of the source process are well-constrained and which are not.
Monitoring fossil fuel sources of methane in Australia
NASA Astrophysics Data System (ADS)
Loh, Zoe; Etheridge, David; Luhar, Ashok; Hibberd, Mark; Thatcher, Marcus; Noonan, Julie; Thornton, David; Spencer, Darren; Gregory, Rebecca; Jenkins, Charles; Zegelin, Steve; Leuning, Ray; Day, Stuart; Barrett, Damian
2017-04-01
CSIRO has been active in identifying and quantifying methane emissions from a range of fossil fuel sources in Australia over the past decade. We present here a history of the development of our work in this domain. While we have principally focused on optimising the use of long term, fixed location, high precision monitoring, paired with both forward and inverse modelling techniques suitable either local or regional scales, we have also incorporated mobile ground surveys and flux calculations from plumes in some contexts. We initially developed leak detection methodologies for geological carbon storage at a local scale using a Bayesian probabilistic approach coupled to a backward Lagrangian particle dispersion model (Luhar et al. JGR, 2014), and single point monitoring with sector analysis (Etheridge et al. In prep.) We have since expanded our modelling techniques to regional scales using both forward and inverse approaches to constrain methane emissions from coal mining and coal seam gas (CSG) production. The Surat Basin (Queensland, Australia) is a region of rapidly expanding CSG production, in which we have established a pair of carefully located, well-intercalibrated monitoring stations. These data sets provide an almost continuous record of (i) background air arriving at the Surat Basin, and (ii) the signal resulting from methane emissions within the Basin, i.e. total downwind methane concentration (comprising emissions including natural geological seeps, agricultural and biogenic sources and fugitive emissions from CSG production) minus background or upwind concentration. We will present our latest results on monitoring from the Surat Basin and their application to estimating methane emissions.
Radiation Source Mapping with Bayesian Inverse Methods
Hykes, Joshua M.; Azmy, Yousry Y.
2017-03-22
In this work, we present a method to map the spectral and spatial distributions of radioactive sources using a limited number of detectors. Locating and identifying radioactive materials is important for border monitoring, in accounting for special nuclear material in processing facilities, and in cleanup operations following a radioactive material spill. Most methods to analyze these types of problems make restrictive assumptions about the distribution of the source. In contrast, the source mapping method presented here allows an arbitrary three-dimensional distribution in space and a gamma peak distribution in energy. To apply the method, the problem is cast as anmore » inverse problem where the system’s geometry and material composition are known and fixed, while the radiation source distribution is sought. A probabilistic Bayesian approach is used to solve the resulting inverse problem since the system of equations is ill-posed. The posterior is maximized with a Newton optimization method. The probabilistic approach also provides estimates of the confidence in the final source map prediction. A set of adjoint, discrete ordinates flux solutions, obtained in this work by the Denovo code, is required to efficiently compute detector responses from a candidate source distribution. These adjoint fluxes form the linear mapping from the state space to the response space. The test of the method’s success is simultaneously locating a set of 137Cs and 60Co gamma sources in a room. This test problem is solved using experimental measurements that we collected for this purpose. Because of the weak sources available for use in the experiment, some of the expected photopeaks were not distinguishable from the Compton continuum. However, by supplanting 14 flawed measurements (out of a total of 69) with synthetic responses computed by MCNP, the proof-of-principle source mapping was successful. The locations of the sources were predicted within 25 cm for two of the sources and 90 cm for the third, in a room with an ~4-x 4-m floor plan. Finally, the predicted source intensities were within a factor of ten of their true value.« less
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.
Development of uncertainty-based work injury model using Bayesian structural equation modelling.
Chatterjee, Snehamoy
2014-01-01
This paper proposed a Bayesian method-based structural equation model (SEM) of miners' work injury for an underground coal mine in India. The environmental and behavioural variables for work injury were identified and causal relationships were developed. For Bayesian modelling, prior distributions of SEM parameters are necessary to develop the model. In this paper, two approaches were adopted to obtain prior distribution for factor loading parameters and structural parameters of SEM. In the first approach, the prior distributions were considered as a fixed distribution function with specific parameter values, whereas, in the second approach, prior distributions of the parameters were generated from experts' opinions. The posterior distributions of these parameters were obtained by applying Bayesian rule. The Markov Chain Monte Carlo sampling in the form Gibbs sampling was applied for sampling from the posterior distribution. The results revealed that all coefficients of structural and measurement model parameters are statistically significant in experts' opinion-based priors, whereas, two coefficients are not statistically significant when fixed prior-based distributions are applied. The error statistics reveals that Bayesian structural model provides reasonably good fit of work injury with high coefficient of determination (0.91) and less mean squared error as compared to traditional SEM.
NASA Technical Reports Server (NTRS)
Mengshoel, Ole Jakob; Poll, Scott; Kurtoglu, Tolga
2009-01-01
In this paper, we investigate the use of Bayesian networks to construct large-scale diagnostic systems. In particular, we consider the development of large-scale Bayesian networks by composition. This compositional approach reflects how (often redundant) subsystems are architected to form systems such as electrical power systems. We develop high-level specifications, Bayesian networks, clique trees, and arithmetic circuits representing 24 different electrical power systems. The largest among these 24 Bayesian networks contains over 1,000 random variables. Another BN represents the real-world electrical power system ADAPT, which is representative of electrical power systems deployed in aerospace vehicles. In addition to demonstrating the scalability of the compositional approach, we briefly report on experimental results from the diagnostic competition DXC, where the ProADAPT team, using techniques discussed here, obtained the highest scores in both Tier 1 (among 9 international competitors) and Tier 2 (among 6 international competitors) of the industrial track. While we consider diagnosis of power systems specifically, we believe this work is relevant to other system health management problems, in particular in dependable systems such as aircraft and spacecraft. (See CASI ID 20100021910 for supplemental data disk.)
NASA Astrophysics Data System (ADS)
Li, L.; Xu, C.-Y.; Engeland, K.
2012-04-01
With respect to model calibration, parameter estimation and analysis of uncertainty sources, different approaches have been used in hydrological models. Bayesian method is one of the most widely used methods for uncertainty assessment of hydrological models, which incorporates different sources of information into a single analysis through Bayesian theorem. However, none of these applications can well treat the uncertainty in extreme flows of hydrological models' simulations. This study proposes a Bayesian modularization method approach in uncertainty assessment of conceptual hydrological models by considering the extreme flows. It includes a comprehensive comparison and evaluation of uncertainty assessments by a new Bayesian modularization method approach and traditional Bayesian models using the Metropolis Hasting (MH) algorithm with the daily hydrological model WASMOD. Three likelihood functions are used in combination with traditional Bayesian: the AR (1) plus Normal and time period independent model (Model 1), the AR (1) plus Normal and time period dependent model (Model 2) and the AR (1) plus multi-normal model (Model 3). The results reveal that (1) the simulations derived from Bayesian modularization method are more accurate with the highest Nash-Sutcliffe efficiency value, and (2) the Bayesian modularization method performs best in uncertainty estimates of entire flows and in terms of the application and computational efficiency. The study thus introduces a new approach for reducing the extreme flow's effect on the discharge uncertainty assessment of hydrological models via Bayesian. Keywords: extreme flow, uncertainty assessment, Bayesian modularization, hydrological model, WASMOD
Domurat, Artur; Kowalczuk, Olga; Idzikowska, Katarzyna; Borzymowska, Zuzanna; Nowak-Przygodzka, Marta
2015-01-01
This paper has two aims. First, we investigate how often people make choices conforming to Bayes' rule when natural sampling is applied. Second, we show that using Bayes' rule is not necessary to make choices satisfying Bayes' rule. Simpler methods, even fallacious heuristics, might prescribe correct choices reasonably often under specific circumstances. We considered elementary situations with binary sets of hypotheses and data. We adopted an ecological approach and prepared two-stage computer tasks resembling natural sampling. Probabilistic relations were inferred from a set of pictures, followed by a choice which was made to maximize the chance of a preferred outcome. Use of Bayes' rule was deduced indirectly from choices. Study 1 used a stratified sample of N = 60 participants equally distributed with regard to gender and type of education (humanities vs. pure sciences). Choices satisfying Bayes' rule were dominant. To investigate ways of making choices more directly, we replicated Study 1, adding a task with a verbal report. In Study 2 (N = 76) choices conforming to Bayes' rule dominated again. However, the verbal reports revealed use of a new, non-inverse rule, which always renders correct choices, but is easier than Bayes' rule to apply. It does not require inversion of conditions [transforming P(H) and P(D|H) into P(H|D)] when computing chances. Study 3 examined the efficiency of three fallacious heuristics (pre-Bayesian, representativeness, and evidence-only) in producing choices concordant with Bayes' rule. Computer-simulated scenarios revealed that the heuristics produced correct choices reasonably often under specific base rates and likelihood ratios. Summing up we conclude that natural sampling results in most choices conforming to Bayes' rule. However, people tend to replace Bayes' rule with simpler methods, and even use of fallacious heuristics may be satisfactorily efficient.
Transdimensional Seismic Tomography
NASA Astrophysics Data System (ADS)
Bodin, T.; Sambridge, M.
2009-12-01
In seismic imaging the degree of model complexity is usually determined by manually tuning damping parameters within a fixed parameterization chosen in advance. Here we present an alternative methodology for seismic travel time tomography where the model complexity is controlled automatically by the data. In particular we use a variable parametrization consisting of Voronoi cells with mobile geometry, shape and number, all treated as unknowns in the inversion. The reversible jump algorithm is used to sample the transdimensional model space within a Bayesian framework which avoids global damping procedures and the need to tune regularisation parameters. The method is an ensemble inference approach, as many potential solutions are generated with variable numbers of cells. Information is extracted from the ensemble as a whole by performing Monte Carlo integration to produce the expected Earth model. The ensemble of models can also be used to produce velocity uncertainty estimates and experiments with synthetic data suggest they represent actual uncertainty surprisingly well. In a transdimensional approach, the level of data uncertainty directly determines the model complexity needed to satisfy the data. Intriguingly, the Bayesian formulation can be extended to the case where data uncertainty is also uncertain. Experiments show that it is possible to recover data noise estimate while at the same time controlling model complexity in an automated fashion. The method is tested on synthetic data in a 2-D application and compared with a more standard matrix based inversion scheme. The method has also been applied to real data obtained from cross correlation of ambient noise where little is known about the size of the errors associated with the travel times. As an example, a tomographic image of Rayleigh wave group velocity for the Australian continent is constructed for 5s data together with uncertainty estimates.
Helbich, Marco; Klein, Nadja; Roberts, Hannah; Hagedoorn, Paulien; Groenewegen, Peter P
2018-06-20
Exposure to green space seems to be beneficial for self-reported mental health. In this study we used an objective health indicator, namely antidepressant prescription rates. Current studies rely exclusively upon mean regression models assuming linear associations. It is, however, plausible that the presence of green space is non-linearly related with different quantiles of the outcome antidepressant prescription rates. These restrictions may contribute to inconsistent findings. Our aim was: a) to assess antidepressant prescription rates in relation to green space, and b) to analyze how the relationship varies non-linearly across different quantiles of antidepressant prescription rates. We used cross-sectional data for the year 2014 at a municipality level in the Netherlands. Ecological Bayesian geoadditive quantile regressions were fitted for the 15%, 50%, and 85% quantiles to estimate green space-prescription rate correlations, controlling for physical activity levels, socio-demographics, urbanicity, etc. RESULTS: The results suggested that green space was overall inversely and non-linearly associated with antidepressant prescription rates. More important, the associations differed across the quantiles, although the variation was modest. Significant non-linearities were apparent: The associations were slightly positive in the lower quantile and strongly negative in the upper one. Our findings imply that an increased availability of green space within a municipality may contribute to a reduction in the number of antidepressant prescriptions dispensed. Green space is thus a central health and community asset, whilst a minimum level of 28% needs to be established for health gains. The highest effectiveness occurred at a municipality surface percentage higher than 79%. This inverse dose-dependent relation has important implications for setting future community-level health and planning policies. Copyright © 2018 Elsevier Inc. All rights reserved.
NASA Astrophysics Data System (ADS)
Ma, X.; Lowry, A. R.
2015-12-01
The composition and thickness of crustal layering is fundamental to understanding the evolution and dynamics of continental lithosphere. Lowry and Pérez-Gussinyé (2011) found that the western Cordillera of the United States, characterized by active deformation and high heat flow, is strongly correlated with low bulk crustal seismic velocity ratio. They interpreted this observation as evidence that quartz controls continental tectonism and deformation. We will present new imaging of two-layer crustal composition and structure from cross-correlation of observed receiver functions and model synthetics. The cross-correlation coefficient of the two-layer model increases significantly relative to an assumed one-layer model, and the lower crustal thickness map from raw two-layer modeling (prior to Bayesian filtering with gravity models and Optimal Interpolation) clearly shows Colorado plateau and Appalachian boundaries, which are not apparent in upper crustal models, and also the high vP/vS fill the most of middle continental region while low vP/vS are on the west and east continental edge. In the presentation, we will show results of a new algorithm for joint Bayesian inversion of thickness and vP/vS of two-layer continental crustal structure. Recent thermodynamical modeling of geophysical models based on lab experiment data (Guerri et al., 2015) found that a large impedance contrast can be expected in the midcrust due to a phase transition that decreases plagioclase and increases clinopyroxene, without invoking any change in crustal chemistry. The depth of the transition depends on pressure, temperature and hydration, and in this presentation we will compare predictions of layer thicknesses and vP/vS predicted by mineral thermodynamics to those we observe in the USArray footprint.
Schmidt, Andres; Law, Beverly E.; Göckede, Mathias; ...
2016-09-15
Here, the vast forests and natural areas of the Pacific Northwest comprise one of the most productive ecosystems in the northern hemisphere. The heterogeneous landscape of Oregon poses a particular challenge to ecosystem models. We present a framework using a scaling factor Bayesian inversion to improve the modeled atmosphere-biosphere exchange of carbon dioxide. Observations from 5 CO/CO 2 towers, eddy covariance towers, and airborne campaigns were used to constrain the Community Land Model CLM4.5 simulated terrestrial CO 2 exchange at a high spatial and temporal resolution (1/24°, 3-hourly). To balance aggregation errors and the degrees of freedom in the inversemore » modeling system, we applied an unsupervised clustering approach for the spatial structuring of our model domain. Data from flight campaigns were used to quantify the uncertainty introduced by the Lagrangian particle dispersion model that was applied for the inversions. The average annual statewide net ecosystem productivity (NEP) was increased by 32% to 29.7 TgC per year by assimilating the tropospheric mixing ratio data. The associated uncertainty was decreased by 28.4% to 29%, on average over the entire Oregon model domain with the lowest uncertainties of 11% in western Oregon. The largest differences between posterior and prior CO 2 fluxes were found for the Coast Range ecoregion of Oregon that also exhibits the highest availability of atmospheric observations and associated footprints. In this area, covered by highly productive Douglas-fir forest, the differences between the prior and posterior estimate of NEP averaged 3.84 TgC per year during the study period from 2012 through 2014.« less
DOE Office of Scientific and Technical Information (OSTI.GOV)
Schmidt, Andres; Law, Beverly E.; Göckede, Mathias
Here, the vast forests and natural areas of the Pacific Northwest comprise one of the most productive ecosystems in the northern hemisphere. The heterogeneous landscape of Oregon poses a particular challenge to ecosystem models. We present a framework using a scaling factor Bayesian inversion to improve the modeled atmosphere-biosphere exchange of carbon dioxide. Observations from 5 CO/CO 2 towers, eddy covariance towers, and airborne campaigns were used to constrain the Community Land Model CLM4.5 simulated terrestrial CO 2 exchange at a high spatial and temporal resolution (1/24°, 3-hourly). To balance aggregation errors and the degrees of freedom in the inversemore » modeling system, we applied an unsupervised clustering approach for the spatial structuring of our model domain. Data from flight campaigns were used to quantify the uncertainty introduced by the Lagrangian particle dispersion model that was applied for the inversions. The average annual statewide net ecosystem productivity (NEP) was increased by 32% to 29.7 TgC per year by assimilating the tropospheric mixing ratio data. The associated uncertainty was decreased by 28.4% to 29%, on average over the entire Oregon model domain with the lowest uncertainties of 11% in western Oregon. The largest differences between posterior and prior CO 2 fluxes were found for the Coast Range ecoregion of Oregon that also exhibits the highest availability of atmospheric observations and associated footprints. In this area, covered by highly productive Douglas-fir forest, the differences between the prior and posterior estimate of NEP averaged 3.84 TgC per year during the study period from 2012 through 2014.« less
Murray, Jessica R.; Minson, Sarah E.; Svarc, Jerry L.
2014-01-01
Fault creep, depending on its rate and spatial extent, is thought to reduce earthquake hazard by releasing tectonic strain aseismically. We use Bayesian inversion and a newly expanded GPS data set to infer the deep slip rates below assigned locking depths on the San Andreas, Maacama, and Bartlett Springs Faults of Northern California and, for the latter two, the spatially variable interseismic creep rate above the locking depth. We estimate deep slip rates of 21.5 ± 0.5, 13.1 ± 0.8, and 7.5 ± 0.7 mm/yr below 16 km, 9 km, and 13 km on the San Andreas, Maacama, and Bartlett Springs Faults, respectively. We infer that on average the Bartlett Springs fault creeps from the Earth's surface to 13 km depth, and below 5 km the creep rate approaches the deep slip rate. This implies that microseismicity may extend below the locking depth; however, we cannot rule out the presence of locked patches in the seismogenic zone that could generate moderate earthquakes. Our estimated Maacama creep rate, while comparable to the inferred deep slip rate at the Earth's surface, decreases with depth, implying a slip deficit exists. The Maacama deep slip rate estimate, 13.1 mm/yr, exceeds long-term geologic slip rate estimates, perhaps due to distributed off-fault strain or the presence of multiple active fault strands. While our creep rate estimates are relatively insensitive to choice of model locking depth, insufficient independent information regarding locking depths is a source of epistemic uncertainty that impacts deep slip rate estimates.
Domurat, Artur; Kowalczuk, Olga; Idzikowska, Katarzyna; Borzymowska, Zuzanna; Nowak-Przygodzka, Marta
2015-01-01
This paper has two aims. First, we investigate how often people make choices conforming to Bayes’ rule when natural sampling is applied. Second, we show that using Bayes’ rule is not necessary to make choices satisfying Bayes’ rule. Simpler methods, even fallacious heuristics, might prescribe correct choices reasonably often under specific circumstances. We considered elementary situations with binary sets of hypotheses and data. We adopted an ecological approach and prepared two-stage computer tasks resembling natural sampling. Probabilistic relations were inferred from a set of pictures, followed by a choice which was made to maximize the chance of a preferred outcome. Use of Bayes’ rule was deduced indirectly from choices. Study 1 used a stratified sample of N = 60 participants equally distributed with regard to gender and type of education (humanities vs. pure sciences). Choices satisfying Bayes’ rule were dominant. To investigate ways of making choices more directly, we replicated Study 1, adding a task with a verbal report. In Study 2 (N = 76) choices conforming to Bayes’ rule dominated again. However, the verbal reports revealed use of a new, non-inverse rule, which always renders correct choices, but is easier than Bayes’ rule to apply. It does not require inversion of conditions [transforming P(H) and P(D|H) into P(H|D)] when computing chances. Study 3 examined the efficiency of three fallacious heuristics (pre-Bayesian, representativeness, and evidence-only) in producing choices concordant with Bayes’ rule. Computer-simulated scenarios revealed that the heuristics produced correct choices reasonably often under specific base rates and likelihood ratios. Summing up we conclude that natural sampling results in most choices conforming to Bayes’ rule. However, people tend to replace Bayes’ rule with simpler methods, and even use of fallacious heuristics may be satisfactorily efficient. PMID:26347676
NASA Astrophysics Data System (ADS)
Abdelsalhin, Tiziano; Maselli, Andrea; Ferrari, Valeria
2018-04-01
The LIGO/Virgo Collaboration has recently announced the direct detection of gravitational waves emitted in the coalescence of a neutron star binary. This discovery allows, for the first time, to set new constraints on the behavior of matter at supranuclear density, complementary with those coming from astrophysical observations in the electromagnetic band. In this paper we demonstrate the feasibility of using gravitational signals to solve the relativistic inverse stellar problem, i.e., to reconstruct the parameters of the equation of state (EoS) from measurements of the stellar mass and tidal Love number. We perform Bayesian inference of mock data, based on different models of the star internal composition, modeled through piecewise polytropes. Our analysis shows that the detection of a small number of sources by a network of advanced interferometers would allow to put accurate bounds on the EoS parameters, and to perform a model selection among the realistic equations of state proposed in the literature.
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.
NASA Astrophysics Data System (ADS)
Fan, Qingbiao; Xu, Caijun; Yi, Lei; Liu, Yang; Wen, Yangmao; Yin, Zhi
2017-10-01
When ill-posed problems are inverted, the regularization process is equivalent to adding constraint equations or prior information from a Bayesian perspective. The veracity of the constraints (or the regularization matrix R) significantly affects the solution, and a smoothness constraint is usually added in seismic slip inversions. In this paper, an adaptive smoothness constraint (ASC) based on the classic Laplacian smoothness constraint (LSC) is proposed. The ASC not only improves the smoothness constraint, but also helps constrain the slip direction. A series of experiments are conducted in which different magnitudes of noise are imposed and different densities of observation are assumed, and the results indicated that the ASC was superior to the LSC. Using the proposed ASC, the Helmert variance component estimation method is highlighted as the best for selecting the regularization parameter compared with other methods, such as generalized cross-validation or the mean squared error criterion method. The ASC may also benefit other ill-posed problems in which a smoothness constraint is required.
The Bayesian reader: explaining word recognition as an optimal Bayesian decision process.
Norris, Dennis
2006-04-01
This article presents a theory of visual word recognition that assumes that, in the tasks of word identification, lexical decision, and semantic categorization, human readers behave as optimal Bayesian decision makers. This leads to the development of a computational model of word recognition, the Bayesian reader. The Bayesian reader successfully simulates some of the most significant data on human reading. The model accounts for the nature of the function relating word frequency to reaction time and identification threshold, the effects of neighborhood density and its interaction with frequency, and the variation in the pattern of neighborhood density effects seen in different experimental tasks. Both the general behavior of the model and the way the model predicts different patterns of results in different tasks follow entirely from the assumption that human readers approximate optimal Bayesian decision makers. ((c) 2006 APA, all rights reserved).
A Primer on Bayesian Analysis for Experimental Psychopathologists
Krypotos, Angelos-Miltiadis; Blanken, Tessa F.; Arnaudova, Inna; Matzke, Dora; Beckers, Tom
2016-01-01
The principal goals of experimental psychopathology (EPP) research are to offer insights into the pathogenic mechanisms of mental disorders and to provide a stable ground for the development of clinical interventions. The main message of the present article is that those goals are better served by the adoption of Bayesian statistics than by the continued use of null-hypothesis significance testing (NHST). In the first part of the article we list the main disadvantages of NHST and explain why those disadvantages limit the conclusions that can be drawn from EPP research. Next, we highlight the advantages of Bayesian statistics. To illustrate, we then pit NHST and Bayesian analysis against each other using an experimental data set from our lab. Finally, we discuss some challenges when adopting Bayesian statistics. We hope that the present article will encourage experimental psychopathologists to embrace Bayesian statistics, which could strengthen the conclusions drawn from EPP research. PMID:28748068
Spatio-temporal interpolation of precipitation during monsoon periods in Pakistan
NASA Astrophysics Data System (ADS)
Hussain, Ijaz; Spöck, Gunter; Pilz, Jürgen; Yu, Hwa-Lung
2010-08-01
Spatio-temporal estimation of precipitation over a region is essential to the modeling of hydrologic processes for water resources management. The changes of magnitude and space-time heterogeneity of rainfall observations make space-time estimation of precipitation a challenging task. In this paper we propose a Box-Cox transformed hierarchical Bayesian multivariate spatio-temporal interpolation method for the skewed response variable. The proposed method is applied to estimate space-time monthly precipitation in the monsoon periods during 1974-2000, and 27-year monthly average precipitation data are obtained from 51 stations in Pakistan. The results of transformed hierarchical Bayesian multivariate spatio-temporal interpolation are compared to those of non-transformed hierarchical Bayesian interpolation by using cross-validation. The software developed by [11] is used for Bayesian non-stationary multivariate space-time interpolation. It is observed that the transformed hierarchical Bayesian method provides more accuracy than the non-transformed hierarchical Bayesian method.
Is probabilistic bias analysis approximately Bayesian?
MacLehose, Richard F.; Gustafson, Paul
2011-01-01
Case-control studies are particularly susceptible to differential exposure misclassification when exposure status is determined following incident case status. Probabilistic bias analysis methods have been developed as ways to adjust standard effect estimates based on the sensitivity and specificity of exposure misclassification. The iterative sampling method advocated in probabilistic bias analysis bears a distinct resemblance to a Bayesian adjustment; however, it is not identical. Furthermore, without a formal theoretical framework (Bayesian or frequentist), the results of a probabilistic bias analysis remain somewhat difficult to interpret. We describe, both theoretically and empirically, the extent to which probabilistic bias analysis can be viewed as approximately Bayesian. While the differences between probabilistic bias analysis and Bayesian approaches to misclassification can be substantial, these situations often involve unrealistic prior specifications and are relatively easy to detect. Outside of these special cases, probabilistic bias analysis and Bayesian approaches to exposure misclassification in case-control studies appear to perform equally well. PMID:22157311
Bayesian analyses of time-interval data for environmental radiation monitoring.
Luo, Peng; Sharp, Julia L; DeVol, Timothy A
2013-01-01
Time-interval (time difference between two consecutive pulses) analysis based on the principles of Bayesian inference was investigated for online radiation monitoring. Using experimental and simulated data, Bayesian analysis of time-interval data [Bayesian (ti)] was compared with Bayesian and a conventional frequentist analysis of counts in a fixed count time [Bayesian (cnt) and single interval test (SIT), respectively]. The performances of the three methods were compared in terms of average run length (ARL) and detection probability for several simulated detection scenarios. Experimental data were acquired with a DGF-4C system in list mode. Simulated data were obtained using Monte Carlo techniques to obtain a random sampling of the Poisson distribution. All statistical algorithms were developed using the R Project for statistical computing. Bayesian analysis of time-interval information provided a similar detection probability as Bayesian analysis of count information, but the authors were able to make a decision with fewer pulses at relatively higher radiation levels. In addition, for the cases with very short presence of the source (< count time), time-interval information is more sensitive to detect a change than count information since the source data is averaged by the background data over the entire count time. The relationships of the source time, change points, and modifications to the Bayesian approach for increasing detection probability are presented.
Efficient Probabilistic Diagnostics for Electrical Power Systems
NASA Technical Reports Server (NTRS)
Mengshoel, Ole J.; Chavira, Mark; Cascio, Keith; Poll, Scott; Darwiche, Adnan; Uckun, Serdar
2008-01-01
We consider in this work the probabilistic approach to model-based diagnosis when applied to electrical power systems (EPSs). Our probabilistic approach is formally well-founded, as it based on Bayesian networks and arithmetic circuits. We investigate the diagnostic task known as fault isolation, and pay special attention to meeting two of the main challenges . model development and real-time reasoning . often associated with real-world application of model-based diagnosis technologies. To address the challenge of model development, we develop a systematic approach to representing electrical power systems as Bayesian networks, supported by an easy-to-use speci.cation language. To address the real-time reasoning challenge, we compile Bayesian networks into arithmetic circuits. Arithmetic circuit evaluation supports real-time diagnosis by being predictable and fast. In essence, we introduce a high-level EPS speci.cation language from which Bayesian networks that can diagnose multiple simultaneous failures are auto-generated, and we illustrate the feasibility of using arithmetic circuits, compiled from Bayesian networks, for real-time diagnosis on real-world EPSs of interest to NASA. The experimental system is a real-world EPS, namely the Advanced Diagnostic and Prognostic Testbed (ADAPT) located at the NASA Ames Research Center. In experiments with the ADAPT Bayesian network, which currently contains 503 discrete nodes and 579 edges, we .nd high diagnostic accuracy in scenarios where one to three faults, both in components and sensors, were inserted. The time taken to compute the most probable explanation using arithmetic circuits has a small mean of 0.2625 milliseconds and standard deviation of 0.2028 milliseconds. In experiments with data from ADAPT we also show that arithmetic circuit evaluation substantially outperforms joint tree propagation and variable elimination, two alternative algorithms for diagnosis using Bayesian network inference.
NASA Astrophysics Data System (ADS)
Benavente, Roberto; Cummins, Phil; Dettmer, Jan
2016-04-01
Rapid estimation of the spatial and temporal rupture characteristics of large megathrust earthquakes by finite fault inversion is important for disaster mitigation. For example, estimates of the spatio-temporal evolution of rupture can be used to evaluate population exposure to tsunami waves and ground shaking soon after the event by providing more accurate predictions than possible with point source approximations. In addition, rapid inversion results can reveal seismic source complexity to guide additional, more detailed subsequent studies. This work develops a method to rapidly estimate the slip distribution of megathrust events while reducing subjective parameter choices by automation. The method is simple yet robust and we show that it provides excellent preliminary rupture models as soon as 30 minutes for three great earthquakes in the South-American subduction zone. This may slightly change for other regions depending on seismic station coverage but method can be applied to any subduction region. The inversion is based on W-phase data since it is rapidly and widely available and of low amplitude which avoids clipping at close stations for large events. In addition, prior knowledge of the slab geometry (e.g. SLAB 1.0) is applied and rapid W-phase point source information (time delay and centroid location) is used to constrain the fault geometry and extent. Since the linearization by multiple time window (MTW) parametrization requires regularization, objective smoothing is achieved by the discrepancy principle in two fully automated steps. First, the residuals are estimated assuming unknown noise levels, and second, seeking a subsequent solution which fits the data to noise level. The MTW scheme is applied with positivity constraints and a solution is obtained by an efficient non-negative least squares solver. Systematic application of the algorithm to the Maule (2010), Iquique (2014) and Illapel (2015) events illustrates that rapid finite fault inversion with teleseismic data is feasible and provides meaningful results. The results for the three events show excellent data fits and are consistent with other solutions showing most of the slip occurring close to the trench for the Maule an Illapel events and some deeper slip for the Iquique event. Importantly, the Illapel source model predicts tsunami waveforms of close agreement with observed waveforms. Finally, we develop a new Bayesian approach to approximate uncertainties as part of the rapid inversion scheme with positivity constraints. Uncertainties are estimated by approximating the posterior distribution as a multivariate log-normal distribution. While solving for the posterior adds some additional computational cost, we illustrate that uncertainty estimation is important for meaningful interpretation of finite fault models.
A Bayesian approach to microwave precipitation profile retrieval
NASA Technical Reports Server (NTRS)
Evans, K. Franklin; Turk, Joseph; Wong, Takmeng; Stephens, Graeme L.
1995-01-01
A multichannel passive microwave precipitation retrieval algorithm is developed. Bayes theorem is used to combine statistical information from numerical cloud models with forward radiative transfer modeling. A multivariate lognormal prior probability distribution contains the covariance information about hydrometeor distribution that resolves the nonuniqueness inherent in the inversion process. Hydrometeor profiles are retrieved by maximizing the posterior probability density for each vector of observations. The hydrometeor profile retrieval method is tested with data from the Advanced Microwave Precipitation Radiometer (10, 19, 37, and 85 GHz) of convection over ocean and land in Florida. The CP-2 multiparameter radar data are used to verify the retrieved profiles. The results show that the method can retrieve approximate hydrometeor profiles, with larger errors over land than water. There is considerably greater accuracy in the retrieval of integrated hydrometeor contents than of profiles. Many of the retrieval errors are traced to problems with the cloud model microphysical information, and future improvements to the algorithm are suggested.
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
A Bayesian network to predict vulnerability to sea-level rise: data report
Gutierrez, Benjamin T.; Plant, Nathaniel G.; Thieler, E. Robert
2011-01-01
During the 21st century, sea-level rise is projected to have a wide range of effects on coastal environments, development, and infrastructure. Consequently, there has been an increased focus on developing modeling or other analytical approaches to evaluate potential impacts to inform coastal management. This report provides the data that were used to develop and evaluate the performance of a Bayesian network designed to predict long-term shoreline change due to sea-level rise. The data include local rates of relative sea-level rise, wave height, tide range, geomorphic classification, coastal slope, and shoreline-change rate compiled as part of the U.S. Geological Survey Coastal Vulnerability Index for the U.S. Atlantic coast. In this project, the Bayesian network is used to define relationships among driving forces, geologic constraints, and coastal responses. Using this information, the Bayesian network is used to make probabilistic predictions of shoreline change in response to different future sea-level-rise scenarios.
NASA Astrophysics Data System (ADS)
Toda, M.; Yokozawa, M.; Richardson, A. D.; Kohyama, T.
2011-12-01
The effects of wind disturbance on interannual variability in ecosystem CO2 exchange have been assessed in two forests in northern Japan, i.e., a young, even-aged, monocultured, deciduous forest and an uneven-aged mixed forest of evergreen and deciduous trees, including some over 200 years old using eddy covariance (EC) measurements during 2004-2008. The EC measurements have indicated that photosynthetic recovery of trees after a huge typhoon occurred during early September in 2004 activated annual carbon uptake of both forests due to changes in physiological response of tree leaves during their growth stages. However, little have been resolved about what biotic and abiotic factors regulated interannual variability in heat, water and carbon exchange between an atmosphere and forests. In recent years, an inverse modeling analysis has been utilized as a powerful tool to estimate biotic and abiotic parameters that might affect heat, water and CO2 exchange between the atmosphere and forest of a parsimonious physiologically based model. We conducted the Bayesian inverse model analysis for the model with the EC measurements. The preliminary result showed that the above model-derived NEE values were consistent with observed ones on the hourly basis with optimized parameters by Baysian inversion. In the presentation, we would examine interannual variability in biotic and abiotic parameters related to heat, water and carbon exchange between the atmosphere and forests after disturbance by typhoon.
Multiparameter elastic full waveform inversion with facies-based constraints
NASA Astrophysics Data System (ADS)
Zhang, Zhen-dong; Alkhalifah, Tariq; Naeini, Ehsan Zabihi; Sun, Bingbing
2018-06-01
Full waveform inversion (FWI) incorporates all the data characteristics to estimate the parameters described by the assumed physics of the subsurface. However, current efforts to utilize FWI beyond improved acoustic imaging, like in reservoir delineation, faces inherent challenges related to the limited resolution and the potential trade-off between the elastic model parameters. Some anisotropic parameters are insufficiently updated because of their minor contributions to the surface collected data. Adding rock physics constraints to the inversion helps mitigate such limited sensitivity, but current approaches to add such constraints are based on including them as a priori knowledge mostly valid around the well or as a global constraint for the whole area. Since similar rock formations inside the Earth admit consistent elastic properties and relative values of elasticity and anisotropy parameters (this enables us to define them as a seismic facies), utilizing such localized facies information in FWI can improve the resolution of inverted parameters. We propose a novel approach to use facies-based constraints in both isotropic and anisotropic elastic FWI. We invert for such facies using Bayesian theory and update them at each iteration of the inversion using both the inverted models and a priori information. We take the uncertainties of the estimated parameters (approximated by radiation patterns) into consideration and improve the quality of estimated facies maps. Four numerical examples corresponding to different acquisition, physical assumptions and model circumstances are used to verify the effectiveness of the proposed method.
NASA Astrophysics Data System (ADS)
Rosat, S.; Lambert, S. B.; Gattano, C.; Calvo, M.
2017-01-01
Geophysical parameters of the deep Earth's interior can be evaluated through the resonance effects associated with the core and inner-core wobbles on the forced nutations of the Earth's figure axis, as observed by very long baseline interferometry (VLBI), or on the diurnal tidal waves, retrieved from the time-varying surface gravity recorded by superconducting gravimeters (SGs). In this paper, we inverse for the rotational mode parameters from both techniques to retrieve geophysical parameters of the deep Earth. We analyse surface gravity data from 15 SG stations and VLBI delays accumulated over the last 35 yr. We show existing correlations between several basic Earth parameters and then decide to inverse for the rotational modes parameters. We employ a Bayesian inversion based on the Metropolis-Hastings algorithm with a Markov-chain Monte Carlo method. We obtain estimates of the free core nutation resonant period and quality factor that are consistent for both techniques. We also attempt an inversion for the free inner-core nutation (FICN) resonant period from gravity data. The most probable solution gives a period close to the annual prograde term (or S1 tide). However the 95 per cent confidence interval extends the possible values between roughly 28 and 725 d for gravity, and from 362 to 414 d from nutation data, depending on the prior bounds. The precisions of the estimated long-period nutation and respective small diurnal tidal constituents are hence not accurate enough for a correct determination of the FICN complex frequency.
Predicting site locations for biomass using facilities with Bayesian methods
Timothy M. Young; James H. Perdue; Xia Huang
2017-01-01
Logistic regression models combined with Bayesian inference were developed to predict locations and quantify factors that influence the siting of biomass-using facilities that use woody biomass in the Southeastern United States. Predictions were developed for two groups of mills, one representing larger capacity mills similar to pulp and paper mills (Group II...
A Bayesian approach to evaluating habitat for woodland caribou in north-central British Columbia.
R.S. McNay; B.G. Marcot; V. Brumovsky; R. Ellis
2006-01-01
Woodland caribou (Rangifer tarandus caribou) populations are in decline throughout much of their range. With increasing development of caribou habitat, tools are required to make management decisions to support effective conservation of caribou and their range. We developed a series of Bayesian belief networks to evaluate conservation policy...
Predicting Software Suitability Using a Bayesian Belief Network
NASA Technical Reports Server (NTRS)
Beaver, Justin M.; Schiavone, Guy A.; Berrios, Joseph S.
2005-01-01
The ability to reliably predict the end quality of software under development presents a significant advantage for a development team. It provides an opportunity to address high risk components earlier in the development life cycle, when their impact is minimized. This research proposes a model that captures the evolution of the quality of a software product, and provides reliable forecasts of the end quality of the software being developed in terms of product suitability. Development team skill, software process maturity, and software problem complexity are hypothesized as driving factors of software product quality. The cause-effect relationships between these factors and the elements of software suitability are modeled using Bayesian Belief Networks, a machine learning method. This research presents a Bayesian Network for software quality, and the techniques used to quantify the factors that influence and represent software quality. The developed model is found to be effective in predicting the end product quality of small-scale software development efforts.
Diagnosis and Reconfiguration using Bayesian Networks: An Electrical Power System Case Study
NASA Technical Reports Server (NTRS)
Knox, W. Bradley; Mengshoel, Ole
2009-01-01
Automated diagnosis and reconfiguration are important computational techniques that aim to minimize human intervention in autonomous systems. In this paper, we develop novel techniques and models in the context of diagnosis and reconfiguration reasoning using causal Bayesian networks (BNs). We take as starting point a successful diagnostic approach, using a static BN developed for a real-world electrical power system. We discuss in this paper the extension of this diagnostic approach along two dimensions, namely: (i) from a static BN to a dynamic BN; and (ii) from a diagnostic task to a reconfiguration task. More specifically, we discuss the auto-generation of a dynamic Bayesian network from a static Bayesian network. In addition, we discuss subtle, but important, differences between Bayesian networks when used for diagnosis versus reconfiguration. We discuss a novel reconfiguration agent, which models a system causally, including effects of actions through time, using a dynamic Bayesian network. Though the techniques we discuss are general, we demonstrate them in the context of electrical power systems (EPSs) for aircraft and spacecraft. EPSs are vital subsystems on-board aircraft and spacecraft, and many incidents and accidents of these vehicles have been attributed to EPS failures. We discuss a case study that provides initial but promising results for our approach in the setting of electrical power systems.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Dana L. Kelly; Albert Malkhasyan
2010-06-01
There is a nearly ubiquitous assumption in PSA that parameter values are at least piecewise-constant in time. As a result, Bayesian inference tends to incorporate many years of plant operation, over which there have been significant changes in plant operational and maintenance practices, plant management, etc. These changes can cause significant changes in parameter values over time; however, failure to perform Bayesian inference in the proper time-dependent framework can mask these changes. Failure to question the assumption of constant parameter values, and failure to perform Bayesian inference in the proper time-dependent framework were noted as important issues in NUREG/CR-6813, performedmore » for the U. S. Nuclear Regulatory Commission’s Advisory Committee on Reactor Safeguards in 2003. That report noted that “industry lacks tools to perform time-trend analysis with Bayesian updating.” This paper describes an application of time-dependent Bayesian inference methods developed for the European Commission Ageing PSA Network. These methods utilize open-source software, implementing Markov chain Monte Carlo sampling. The paper also illustrates the development of a generic prior distribution, which incorporates multiple sources of generic data via weighting factors that address differences in key influences, such as vendor, component boundaries, conditions of the operating environment, etc.« less
NASA Astrophysics Data System (ADS)
Davis, A. D.; Huan, X.; Heimbach, P.; Marzouk, Y.
2017-12-01
Borehole data are essential for calibrating ice sheet models. However, field expeditions for acquiring borehole data are often time-consuming, expensive, and dangerous. It is thus essential to plan the best sampling locations that maximize the value of data while minimizing costs and risks. We present an uncertainty quantification (UQ) workflow based on rigorous probability framework to achieve these objectives. First, we employ an optimal experimental design (OED) procedure to compute borehole locations that yield the highest expected information gain. We take into account practical considerations of location accessibility (e.g., proximity to research sites, terrain, and ice velocity may affect feasibility of drilling) and robustness (e.g., real-time constraints such as weather may force researchers to drill at sub-optimal locations near those originally planned), by incorporating a penalty reflecting accessibility as well as sensitivity to deviations from the optimal locations. Next, we extract vertical temperature profiles from these boreholes and formulate a Bayesian inverse problem to reconstruct past surface temperatures. Using a model of temperature advection/diffusion, the top boundary condition (corresponding to surface temperatures) is calibrated via efficient Markov chain Monte Carlo (MCMC). The overall procedure can then be iterated to choose new optimal borehole locations for the next expeditions.Through this work, we demonstrate powerful UQ methods for designing experiments, calibrating models, making predictions, and assessing sensitivity--all performed under an uncertain environment. We develop a theoretical framework as well as practical software within an intuitive workflow, and illustrate their usefulness for combining data and models for environmental and climate research.
A generative model of whole-brain effective connectivity.
Frässle, Stefan; Lomakina, Ekaterina I; Kasper, Lars; Manjaly, Zina M; Leff, Alex; Pruessmann, Klaas P; Buhmann, Joachim M; Stephan, Klaas E
2018-05-25
The development of whole-brain models that can infer effective (directed) connection strengths from fMRI data represents a central challenge for computational neuroimaging. A recently introduced generative model of fMRI data, regression dynamic causal modeling (rDCM), moves towards this goal as it scales gracefully to very large networks. However, large-scale networks with thousands of connections are difficult to interpret; additionally, one typically lacks information (data points per free parameter) for precise estimation of all model parameters. This paper introduces sparsity constraints to the variational Bayesian framework of rDCM as a solution to these problems in the domain of task-based fMRI. This sparse rDCM approach enables highly efficient effective connectivity analyses in whole-brain networks and does not require a priori assumptions about the network's connectivity structure but prunes fully (all-to-all) connected networks as part of model inversion. Following the derivation of the variational Bayesian update equations for sparse rDCM, we use both simulated and empirical data to assess the face validity of the model. In particular, we show that it is feasible to infer effective connection strengths from fMRI data using a network with more than 100 regions and 10,000 connections. This demonstrates the feasibility of whole-brain inference on effective connectivity from fMRI data - in single subjects and with a run-time below 1 min when using parallelized code. We anticipate that sparse rDCM may find useful application in connectomics and clinical neuromodeling - for example, for phenotyping individual patients in terms of whole-brain network structure. Copyright © 2018. Published by Elsevier Inc.
Numerical convergence and validation of the DIMP inverse particle transport model
Nelson, Noel; Azmy, Yousry
2017-09-01
The data integration with modeled predictions (DIMP) model is a promising inverse radiation transport method for solving the special nuclear material (SNM) holdup problem. Unlike previous methods, DIMP is a completely passive nondestructive assay technique that requires no initial assumptions regarding the source distribution or active measurement time. DIMP predicts the most probable source location and distribution through Bayesian inference and quasi-Newtonian optimization of predicted detector re-sponses (using the adjoint transport solution) with measured responses. DIMP performs well with for-ward hemispherical collimation and unshielded measurements, but several considerations are required when using narrow-view collimated detectors. DIMP converged well to themore » correct source distribution as the number of synthetic responses increased. DIMP also performed well for the first experimental validation exercise after applying a collimation factor, and sufficiently reducing the source search vol-ume's extent to prevent the optimizer from getting stuck in local minima. DIMP's simple point detector response function (DRF) is being improved to address coplanar false positive/negative responses, and an angular DRF is being considered for integration with the next version of DIMP to account for highly collimated responses. Overall, DIMP shows promise for solving the SNM holdup inverse problem, especially once an improved optimization algorithm is implemented.« less
An adaptive importance sampling algorithm for Bayesian inversion with multimodal distributions
Li, Weixuan; Lin, Guang
2015-03-21
Parametric uncertainties are encountered in the simulations of many physical systems, and may be reduced by an inverse modeling procedure that calibrates the simulation results to observations on the real system being simulated. Following Bayes’ rule, a general approach for inverse modeling problems is to sample from the posterior distribution of the uncertain model parameters given the observations. However, the large number of repetitive forward simulations required in the sampling process could pose a prohibitive computational burden. This difficulty is particularly challenging when the posterior is multimodal. We present in this paper an adaptive importance sampling algorithm to tackle thesemore » challenges. Two essential ingredients of the algorithm are: 1) a Gaussian mixture (GM) model adaptively constructed as the proposal distribution to approximate the possibly multimodal target posterior, and 2) a mixture of polynomial chaos (PC) expansions, built according to the GM proposal, as a surrogate model to alleviate the computational burden caused by computational-demanding forward model evaluations. In three illustrative examples, the proposed adaptive importance sampling algorithm demonstrates its capabilities of automatically finding a GM proposal with an appropriate number of modes for the specific problem under study, and obtaining a sample accurately and efficiently representing the posterior with limited number of forward simulations.« less
NASA Astrophysics Data System (ADS)
Motavalli-Anbaran, Seyed-Hani; Zeyen, Hermann; Ebrahimzadeh Ardestani, Vahid
2013-02-01
We present a 3D algorithm to obtain the density structure of the lithosphere from joint inversion of free air gravity, geoid and topography data based on a Bayesian approach with Gaussian probability density functions. The algorithm delivers the crustal and lithospheric thicknesses and the average crustal density. Stabilization of the inversion process may be obtained through parameter damping and smoothing as well as use of a priori information like crustal thicknesses from seismic profiles. The algorithm is applied to synthetic models in order to demonstrate its usefulness. A real data application is presented for the area of northern Iran (with the Alborz Mountains as main target) and the South Caspian Basin. The resulting model shows an important crustal root (up to 55 km) under the Alborz Mountains and a thin crust (ca. 30 km) under the southernmost South Caspian Basin thickening northward to the Apsheron-Balkan Sill to 45 km. Central and NW Iran is underlain by a thin lithosphere (ca. 90-100 km). The lithosphere thickens under the South Caspian Basin until the Apsheron-Balkan Sill where it reaches more than 240 km. Under the stable Turan platform, we find a lithospheric thickness of 160-180 km.
Surface wave tomography of the European crust and upper mantle from ambient seismic noise
NASA Astrophysics Data System (ADS)
LU, Y.; Stehly, L.; Paul, A.
2017-12-01
We present a high-resolution 3-D Shear wave velocity model of the European crust and upper mantle derived from ambient seismic noise tomography. In this study, we collect 4 years of continuous vertical-component seismic recordings from 1293 broadband stations across Europe (10W-35E, 30N-75N). We analyze group velocity dispersion from 5s to 150s for cross-correlations of more than 0.8 million virtual source-receiver pairs. 2-D group velocity maps are estimated using adaptive parameterization to accommodate the strong heterogeneity of path coverage. 3-D velocity model is obtained by merging 1-D models inverted at each pixel through a two-step data-driven inversion algorithm: a non-linear Bayesian Monte Carlo inversion, followed by a linearized inversion. Resulting S-wave velocity model and Moho depth are compared with previous geophysical studies: 1) The crustal model and Moho depth show striking agreement with active seismic imaging results. Moreover, it even provides new valuable information such as a strong difference of the European Moho along two seismic profiles in the Western Alps (Cifalps and ECORS-CROP). 2) The upper mantle model displays strong similarities with published models even at 150km deep, which is usually imaged using earthquake records.
An adaptive importance sampling algorithm for Bayesian inversion with multimodal distributions
DOE Office of Scientific and Technical Information (OSTI.GOV)
Li, Weixuan; Lin, Guang, E-mail: guanglin@purdue.edu
2015-08-01
Parametric uncertainties are encountered in the simulations of many physical systems, and may be reduced by an inverse modeling procedure that calibrates the simulation results to observations on the real system being simulated. Following Bayes' rule, a general approach for inverse modeling problems is to sample from the posterior distribution of the uncertain model parameters given the observations. However, the large number of repetitive forward simulations required in the sampling process could pose a prohibitive computational burden. This difficulty is particularly challenging when the posterior is multimodal. We present in this paper an adaptive importance sampling algorithm to tackle thesemore » challenges. Two essential ingredients of the algorithm are: 1) a Gaussian mixture (GM) model adaptively constructed as the proposal distribution to approximate the possibly multimodal target posterior, and 2) a mixture of polynomial chaos (PC) expansions, built according to the GM proposal, as a surrogate model to alleviate the computational burden caused by computational-demanding forward model evaluations. In three illustrative examples, the proposed adaptive importance sampling algorithm demonstrates its capabilities of automatically finding a GM proposal with an appropriate number of modes for the specific problem under study, and obtaining a sample accurately and efficiently representing the posterior with limited number of forward simulations.« less
A Robust Deconvolution Method based on Transdimensional Hierarchical Bayesian Inference
NASA Astrophysics Data System (ADS)
Kolb, J.; Lekic, V.
2012-12-01
Analysis of P-S and S-P conversions allows us to map receiver side crustal and lithospheric structure. This analysis often involves deconvolution of the parent wave field from the scattered wave field as a means of suppressing source-side complexity. A variety of deconvolution techniques exist including damped spectral division, Wiener filtering, iterative time-domain deconvolution, and the multitaper method. All of these techniques require estimates of noise characteristics as input parameters. We present a deconvolution method based on transdimensional Hierarchical Bayesian inference in which both noise magnitude and noise correlation are used as parameters in calculating the likelihood probability distribution. Because the noise for P-S and S-P conversion analysis in terms of receiver functions is a combination of both background noise - which is relatively easy to characterize - and signal-generated noise - which is much more difficult to quantify - we treat measurement errors as an known quantity, characterized by a probability density function whose mean and variance are model parameters. This transdimensional Hierarchical Bayesian approach has been successfully used previously in the inversion of receiver functions in terms of shear and compressional wave speeds of an unknown number of layers [1]. In our method we used a Markov chain Monte Carlo (MCMC) algorithm to find the receiver function that best fits the data while accurately assessing the noise parameters. In order to parameterize the receiver function we model the receiver function as an unknown number of Gaussians of unknown amplitude and width. The algorithm takes multiple steps before calculating the acceptance probability of a new model, in order to avoid getting trapped in local misfit minima. Using both observed and synthetic data, we show that the MCMC deconvolution method can accurately obtain a receiver function as well as an estimate of the noise parameters given the parent and daughter components. Furthermore, we demonstrate that this new approach is far less susceptible to generating spurious features even at high noise levels. Finally, the method yields not only the most-likely receiver function, but also quantifies its full uncertainty. [1] Bodin, T., M. Sambridge, H. Tkalčić, P. Arroucau, K. Gallagher, and N. Rawlinson (2012), Transdimensional inversion of receiver functions and surface wave dispersion, J. Geophys. Res., 117, B02301
NASA Astrophysics Data System (ADS)
Hopcroft, Peter O.; Gallagher, Kerry; Pain, Christopher C.
2009-08-01
Collections of suitably chosen borehole profiles can be used to infer large-scale trends in ground-surface temperature (GST) histories for the past few hundred years. These reconstructions are based on a large database of carefully selected borehole temperature measurements from around the globe. Since non-climatic thermal influences are difficult to identify, representative temperature histories are derived by averaging individual reconstructions to minimize the influence of these perturbing factors. This may lead to three potentially important drawbacks: the net signal of non-climatic factors may not be zero, meaning that the average does not reflect the best estimate of past climate; the averaging over large areas restricts the useful amount of more local climate change information available; and the inversion methods used to reconstruct the past temperatures at each site must be mathematically identical and are therefore not necessarily best suited to all data sets. In this work, we avoid these issues by using a Bayesian partition model (BPM), which is computed using a trans-dimensional form of a Markov chain Monte Carlo algorithm. This then allows the number and spatial distribution of different GST histories to be inferred from a given set of borehole data by partitioning the geographical area into discrete partitions. Profiles that are heavily influenced by non-climatic factors will be partitioned separately. Conversely, profiles with climatic information, which is consistent with neighbouring profiles, will then be inferred to lie in the same partition. The geographical extent of these partitions then leads to information on the regional extent of the climatic signal. In this study, three case studies are described using synthetic and real data. The first demonstrates that the Bayesian partition model method is able to correctly partition a suite of synthetic profiles according to the inferred GST history. In the second, more realistic case, a series of temperature profiles are calculated using surface air temperatures of a global climate model simulation. In the final case, 23 real boreholes from the United Kingdom, previously used for climatic reconstructions, are examined and the results compared with a local instrumental temperature series and the previous estimate derived from the same borehole data. The results indicate that the majority (17) of the 23 boreholes are unsuitable for climatic reconstruction purposes, at least without including other thermal processes in the forward model.
NASA Astrophysics Data System (ADS)
Gao, C.; Lekic, V.
2016-12-01
When constraining the structure of the Earth's continental lithosphere, multiple seismic observables are often combined due to their complementary sensitivities.The transdimensional Bayesian (TB) approach in seismic inversion allows model parameter uncertainties and trade-offs to be quantified with few assumptions. TB sampling yields an adaptive parameterization that enables simultaneous inversion for different model parameters (Vp, Vs, density, radial anisotropy), without the need for strong prior information or regularization. We use a reversible jump Markov chain Monte Carlo (rjMcMC) algorithm to incorporate different seismic observables - surface wave dispersion (SWD), Rayleigh wave ellipticity (ZH ratio), and receiver functions - into the inversion for the profiles of shear velocity (Vs), compressional velocity (Vp), density (ρ), and radial anisotropy (ξ) beneath a seismic station. By analyzing all three data types individually and together, we show that TB sampling can eliminate the need for a fixed parameterization based on prior information, and reduce trade-offs in model estimates. We then explore the effect of different types of misfit functions for receiver function inversion, which is a highly non-unique problem. We compare the synthetic inversion results using the L2 norm, cross-correlation type and integral type misfit function by their convergence rates and retrieved seismic structures. In inversions in which only one type of model parameter (Vs for the case of SWD) is inverted, assumed scaling relationships are often applied to account for sensitivity to other model parameters (e.g. Vp, ρ, ξ). Here we show that under a TB framework, we can eliminate scaling assumptions, while simultaneously constraining multiple model parameters to varying degrees. Furthermore, we compare the performance of TB inversion when different types of model parameters either share the same or use independent parameterizations. We show that different parameterizations can lead to differences in retrieved model parameters, consistent with limited data constraints. We then quantitatively examine the model parameter trade-offs and find that trade-offs between Vp and radial anisotropy might limit our ability to constrain shallow-layer radial anisotropy using current seismic observables.
A Ground Flash Fraction Retrieval Algorithm for GLM
NASA Technical Reports Server (NTRS)
Koshak, William J.
2010-01-01
A Bayesian inversion method is introduced for retrieving the fraction of ground flashes in a set of N lightning observed by a satellite lightning imager (such as the Geostationary Lightning Mapper, GLM). An exponential model is applied as a physically reasonable constraint to describe the measured lightning optical parameter distributions. Population statistics (i.e., the mean and variance) are invoked to add additional constraints to the retrieval process. The Maximum A Posteriori (MAP) solution is employed. The approach is tested by performing simulated retrievals, and retrieval error statistics are provided. The approach is feasible for N greater than 2000, and retrieval errors decrease as N is increased.
Assessment and Classification of Service Learning: A Case Study of CS/EE Students
Wang, Yu-Tseng; Lai, Pao-Lien; Chen, Jen-Yeu
2014-01-01
This study investigates the undergraduate students in computer science/electric engineering (CS/EE) in Taiwan to measure their perceived benefits from the experiences in service learning coursework. In addition, the confidence of their professional disciplines and its correlation with service learning experiences are examined. The results show that students take positive attitudes toward service learning and their perceived benefits from service learning are correlated with their confidence in professional disciplines. Furthermore, this study designs the knowledge model by Bayesian network (BN) classifiers and term frequency-inverse document frequency (TFIDF) for counseling students on the optimal choice of service learning. PMID:25295294
Model Parameterization and P-wave AVA Direct Inversion for Young's Impedance
NASA Astrophysics Data System (ADS)
Zong, Zhaoyun; Yin, Xingyao
2017-05-01
AVA inversion is an important tool for elastic parameters estimation to guide the lithology prediction and "sweet spot" identification of hydrocarbon reservoirs. The product of the Young's modulus and density (named as Young's impedance in this study) is known as an effective lithology and brittleness indicator of unconventional hydrocarbon reservoirs. Density is difficult to predict from seismic data, which renders the estimation of the Young's impedance inaccurate in conventional approaches. In this study, a pragmatic seismic AVA inversion approach with only P-wave pre-stack seismic data is proposed to estimate the Young's impedance to avoid the uncertainty brought by density. First, based on the linearized P-wave approximate reflectivity equation in terms of P-wave and S-wave moduli, the P-wave approximate reflectivity equation in terms of the Young's impedance is derived according to the relationship between P-wave modulus, S-wave modulus, Young's modulus and Poisson ratio. This equation is further compared to the exact Zoeppritz equation and the linearized P-wave approximate reflectivity equation in terms of P- and S-wave velocities and density, which illustrates that this equation is accurate enough to be used for AVA inversion when the incident angle is within the critical angle. Parameter sensitivity analysis illustrates that the high correlation between the Young's impedance and density render the estimation of the Young's impedance difficult. Therefore, a de-correlation scheme is used in the pragmatic AVA inversion with Bayesian inference to estimate Young's impedance only with pre-stack P-wave seismic data. Synthetic examples demonstrate that the proposed approach is able to predict the Young's impedance stably even with moderate noise and the field data examples verify the effectiveness of the proposed approach in Young's impedance estimation and "sweet spots" evaluation.
Ice Cores Dating With a New Inverse Method Taking Account of the Flow Modeling Errors
NASA Astrophysics Data System (ADS)
Lemieux-Dudon, B.; Parrenin, F.; Blayo, E.
2007-12-01
Deep ice cores extracted from Antarctica or Greenland recorded a wide range of past climatic events. In order to contribute to the Quaternary climate system understanding, the calculation of an accurate depth-age relationship is a crucial point. Up to now ice chronologies for deep ice cores estimated with inverse approaches are based on quite simplified ice-flow models that fail to reproduce flow irregularities and consequently to respect all available set of age markers. We describe in this paper, a new inverse method that takes into account the model uncertainty in order to circumvent the restrictions linked to the use of simplified flow models. This method uses first guesses on two flow physical entities, the ice thinning function and the accumulation rate and then identifies correction functions on both flow entities. We highlight two major benefits brought by this new method: first of all the ability to respect large set of observations and as a consequence, the feasibility to estimate a synchronized common ice chronology for several cores at the same time. This inverse approach relies on a bayesian framework. To respect the positive constraint on the searched correction functions, we assume lognormal probability distribution on one hand for the background errors, but also for one particular set of the observation errors. We test this new inversion method on three cores simultaneously (the two EPICA cores : DC and DML and the Vostok core) and we assimilate more than 150 observations (e.g.: age markers, stratigraphic links,...). We analyze the sensitivity of the solution with respect to the background information, especially the prior error covariance matrix. The confidence intervals based on the posterior covariance matrix calculation, are estimated on the correction functions and for the first time on the overall output chronologies.
Chen, J. M.; Fung, J. W.; Mo, G.; ...
2015-01-19
In order to improve quantification of the spatial distribution of carbon sinks and sources in the conterminous US, we conduct a nested global atmospheric inversion with detailed spatial information on crop production and consumption. County-level cropland net primary productivity, harvested biomass, soil carbon change, and human and livestock consumption data over the conterminous US are used for this purpose. Time-dependent Bayesian synthesis inversions are conducted based on CO₂ observations at 210 stations to infer CO₂ fluxes globally at monthly time steps with a nested focus on 30 regions in North America. Prior land surface carbon fluxes are first generated usingmore » a biospheric model, and the inversions are constrained using prior fluxes with and without adjustments for crop production and consumption over the 2002–2007 period. After these adjustments, the inverted regional carbon sink in the US Midwest increases from 0.25 ± 0.03 to 0.42 ± 0.13 Pg C yr⁻¹, whereas the large sink in the US southeast forest region is weakened from 0.41 ± 0.12 to 0.29 ± 0.12 Pg C yr⁻¹. These adjustments also reduce the inverted sink in the west region from 0.066 ± 0.04 to 0.040 ± 0.02 Pg C yr⁻¹ because of high crop consumption and respiration by humans and livestock. The general pattern of sink increases in crop production areas and sink decreases (or source increases) in crop consumption areas highlights the importance of considering the lateral carbon transfer in crop products in atmospheric inverse modeling, which provides a reliable atmospheric perspective of the overall carbon balance at the continental scale but is unreliable for separating fluxes from different ecosystems.« less
Gamalo-Siebers, Margaret; Savic, Jasmina; Basu, Cynthia; Zhao, Xin; Gopalakrishnan, Mathangi; Gao, Aijun; Song, Guochen; Baygani, Simin; Thompson, Laura; Xia, H Amy; Price, Karen; Tiwari, Ram; Carlin, Bradley P
2017-07-01
Children represent a large underserved population of "therapeutic orphans," as an estimated 80% of children are treated off-label. However, pediatric drug development often faces substantial challenges, including economic, logistical, technical, and ethical barriers, among others. Among many efforts trying to remove these barriers, increased recent attention has been paid to extrapolation; that is, the leveraging of available data from adults or older age groups to draw conclusions for the pediatric population. The Bayesian statistical paradigm is natural in this setting, as it permits the combining (or "borrowing") of information across disparate sources, such as the adult and pediatric data. In this paper, authored by the pediatric subteam of the Drug Information Association Bayesian Scientific Working Group and Adaptive Design Working Group, we develop, illustrate, and provide suggestions on Bayesian statistical methods that could be used to design improved pediatric development programs that use all available information in the most efficient manner. A variety of relevant Bayesian approaches are described, several of which are illustrated through 2 case studies: extrapolating adult efficacy data to expand the labeling for Remicade to include pediatric ulcerative colitis and extrapolating adult exposure-response information for antiepileptic drugs to pediatrics. Copyright © 2017 John Wiley & Sons, Ltd.
Dahabreh, Issa J; Trikalinos, Thomas A; Lau, Joseph; Schmid, Christopher H
2017-03-01
To compare statistical methods for meta-analysis of sensitivity and specificity of medical tests (e.g., diagnostic or screening tests). We constructed a database of PubMed-indexed meta-analyses of test performance from which 2 × 2 tables for each included study could be extracted. We reanalyzed the data using univariate and bivariate random effects models fit with inverse variance and maximum likelihood methods. Analyses were performed using both normal and binomial likelihoods to describe within-study variability. The bivariate model using the binomial likelihood was also fit using a fully Bayesian approach. We use two worked examples-thoracic computerized tomography to detect aortic injury and rapid prescreening of Papanicolaou smears to detect cytological abnormalities-to highlight that different meta-analysis approaches can produce different results. We also present results from reanalysis of 308 meta-analyses of sensitivity and specificity. Models using the normal approximation produced sensitivity and specificity estimates closer to 50% and smaller standard errors compared to models using the binomial likelihood; absolute differences of 5% or greater were observed in 12% and 5% of meta-analyses for sensitivity and specificity, respectively. Results from univariate and bivariate random effects models were similar, regardless of estimation method. Maximum likelihood and Bayesian methods produced almost identical summary estimates under the bivariate model; however, Bayesian analyses indicated greater uncertainty around those estimates. Bivariate models produced imprecise estimates of the between-study correlation of sensitivity and specificity. Differences between methods were larger with increasing proportion of studies that were small or required a continuity correction. The binomial likelihood should be used to model within-study variability. Univariate and bivariate models give similar estimates of the marginal distributions for sensitivity and specificity. Bayesian methods fully quantify uncertainty and their ability to incorporate external evidence may be useful for imprecisely estimated parameters. Copyright © 2017 Elsevier Inc. All rights reserved.
NASA Astrophysics Data System (ADS)
Fer, I.; Kelly, R.; Andrews, T.; Dietze, M.; Richardson, A. D.
2016-12-01
Our ability to forecast ecosystems is limited by how well we parameterize ecosystem models. Direct measurements for all model parameters are not always possible and inverse estimation of these parameters through Bayesian methods is computationally costly. A solution to computational challenges of Bayesian calibration is to approximate the posterior probability surface using a Gaussian Process that emulates the complex process-based model. Here we report the integration of this method within an ecoinformatics toolbox, Predictive Ecosystem Analyzer (PEcAn), and its application with two ecosystem models: SIPNET and ED2.1. SIPNET is a simple model, allowing application of MCMC methods both to the model itself and to its emulator. We used both approaches to assimilate flux (CO2 and latent heat), soil respiration, and soil carbon data from Bartlett Experimental Forest. This comparison showed that emulator is reliable in terms of convergence to the posterior distribution. A 10000-iteration MCMC analysis with SIPNET itself required more than two orders of magnitude greater computation time than an MCMC run of same length with its emulator. This difference would be greater for a more computationally demanding model. Validation of the emulator-calibrated SIPNET against both the assimilated data and out-of-sample data showed improved fit and reduced uncertainty around model predictions. We next applied the validated emulator method to the ED2, whose complexity precludes standard Bayesian data assimilation. We used the ED2 emulator to assimilate demographic data from a network of inventory plots. For validation of the calibrated ED2, we compared the model to results from Empirical Succession Mapping (ESM), a novel synthesis of successional patterns in Forest Inventory and Analysis data. Our results revealed that while the pre-assimilation ED2 formulation cannot capture the emergent demographic patterns from ESM analysis, constrained model parameters controlling demographic processes increased their agreement considerably.
Bayesian models: A statistical primer for ecologists
Hobbs, N. Thompson; Hooten, Mevin B.
2015-01-01
Bayesian modeling has become an indispensable tool for ecological research because it is uniquely suited to deal with complexity in a statistically coherent way. This textbook provides a comprehensive and accessible introduction to the latest Bayesian methods—in language ecologists can understand. Unlike other books on the subject, this one emphasizes the principles behind the computations, giving ecologists a big-picture understanding of how to implement this powerful statistical approach.Bayesian Models is an essential primer for non-statisticians. It begins with a definition of probability and develops a step-by-step sequence of connected ideas, including basic distribution theory, network diagrams, hierarchical models, Markov chain Monte Carlo, and inference from single and multiple models. This unique book places less emphasis on computer coding, favoring instead a concise presentation of the mathematical statistics needed to understand how and why Bayesian analysis works. It also explains how to write out properly formulated hierarchical Bayesian models and use them in computing, research papers, and proposals.This primer enables ecologists to understand the statistical principles behind Bayesian modeling and apply them to research, teaching, policy, and management.Presents the mathematical and statistical foundations of Bayesian modeling in language accessible to non-statisticiansCovers basic distribution theory, network diagrams, hierarchical models, Markov chain Monte Carlo, and moreDeemphasizes computer coding in favor of basic principlesExplains how to write out properly factored statistical expressions representing Bayesian models
Sparse Event Modeling with Hierarchical Bayesian Kernel Methods
2016-01-05
SECURITY CLASSIFICATION OF: The research objective of this proposal was to develop a predictive Bayesian kernel approach to model count data based on...several predictive variables. Such an approach, which we refer to as the Poisson Bayesian kernel model , is able to model the rate of occurrence of...which adds specificity to the model and can make nonlinear data more manageable. Early results show that the 1. REPORT DATE (DD-MM-YYYY) 4. TITLE
Bayesian Group Bridge for Bi-level Variable Selection.
Mallick, Himel; Yi, Nengjun
2017-06-01
A Bayesian bi-level variable selection method (BAGB: Bayesian Analysis of Group Bridge) is developed for regularized regression and classification. This new development is motivated by grouped data, where generic variables can be divided into multiple groups, with variables in the same group being mechanistically related or statistically correlated. As an alternative to frequentist group variable selection methods, BAGB incorporates structural information among predictors through a group-wise shrinkage prior. Posterior computation proceeds via an efficient MCMC algorithm. In addition to the usual ease-of-interpretation of hierarchical linear models, the Bayesian formulation produces valid standard errors, a feature that is notably absent in the frequentist framework. Empirical evidence of the attractiveness of the method is illustrated by extensive Monte Carlo simulations and real data analysis. Finally, several extensions of this new approach are presented, providing a unified framework for bi-level variable selection in general models with flexible penalties.
The mode of toxic action (MoA) has been recognized as a key determinant of chemical toxicity, but development of predictive MoA classification models in aquatic toxicology has been limited. We developed a Bayesian network model to classify aquatic toxicity MoA using a recently pu...