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PyApprox: A software package for sensitivity analysis, Bayesian inference, optimal experimental design, and multi-fidelity uncertainty quantification and surrogate modeling

PyApprox is a Python-based one-stop-shop for probabilistic analysis of numerical models such as those used in the earth, environmental and engineering sciences. Easy to use and extendable tools are provided for constructing surrogates, sensitivity analysis, Bayesian inference, experimental design, and forward uncertainty quantification. The algorithms implemented represent a wide range of methods for model analysis developed over the past two decades, including recent advances in multi-fidelity approaches that use multiple model discretizations and/or simplified physics to significantly reduce the computational cost of various types of analyses. An extensive set of Benchmarks from the literature is also provided to facilitate the easy comparison of new or existing algorithms for a wide range of model analyses. Here, this paper introduces PyApprox and its various features, and presents results demonstrating the utility of PyApprox on a benchmark problem modeling the advection of a tracer in groundwater.

54 ENVIRONMENTAL SCIENCES↗

BAYESIAN ANALYSIS TO IDENTIFY NEW STAR CANDIDATES IN NEARBY YOUNG STELLAR KINEMATIC GROUPS

We present a new method based on a Bayesian analysis to identify new members of nearby young kinematic groups. The analysis minimally takes into account the position, proper motion, magnitude, and color of a star, but other observables can be readily added (e.g., radial velocity, distance). We use this method to find new young low-mass stars in the {beta} Pictoris and AB Doradus moving groups and in the TW Hydrae, Tucana-Horologium, Columba, Carina, and Argus associations. Starting from a sample of 758 mid-K to mid-M (K5V-M5V) stars showing youth indicators such as H{alpha} and X-ray emission, our analysis yields 214 new highly probable low-mass members of the kinematic groups analyzed. One is in TW Hydrae, 37 in {beta} Pictoris, 17 in Tucana-Horologium, 20 in Columba, 6 in Carina, 50 in Argus, 32 in AB Doradus, and the remaining 51 candidates are likely young but have an ambiguous membership to more than one association. The false alarm rate for new candidates is estimated to be 5% for {beta} Pictoris and TW Hydrae, 10% for Tucana-Horologium, Columba, Carina, and Argus, and 14% for AB Doradus. Our analysis confirms the membership of 58 stars proposed in the literature. Firm membership confirmation of our new candidates will require measurement of their radial velocity (predicted by our analysis), parallax, and lithium 6708 A equivalent width. We have initiated these follow-up observations for a number of candidates, and we have identified two stars (2MASSJ01112542+1526214, 2MASSJ05241914-1601153) as very strong candidate members of the {beta} Pictoris moving group and one strong candidate member (2MASSJ05332558-5117131) of the Tucana-Horologium association; these three stars have radial velocity measurements confirming their membership and lithium detections consistent with young age.

79 ASTRONOMY AND ASTROPHYSICS↗

A COMPLETE SPECTROSCOPIC SURVEY OF THE MILKY WAY SATELLITE SEGUE 1: DARK MATTER CONTENT, STELLAR MEMBERSHIP, AND BINARY PROPERTIES FROM A BAYESIAN ANALYSIS

We introduce a comprehensive analysis of multi-epoch stellar line-of-sight velocities to determine the intrinsic velocity dispersion of the ultrafaint satellites of the Milky Way. Our method includes a simultaneous Bayesian analysis of both membership probabilities and the contribution of binary orbital motion to the observed velocity dispersion within a 14-parameter likelihood. We apply our method to the Segue 1 dwarf galaxy and conclude that Segue 1 is a dark-matter-dominated galaxy at high probability with an intrinsic velocity dispersion of 3.7{sup +1.4}{sub -1.1} km s{sup -1}. The dark matter halo required to produce this dispersion must have an average density of {rho}-bar{sub 1/2} = 2.5{sub -1.9}{sup +4.1}, M{sub sun}, pc{sup -3} within a sphere that encloses half the galaxy's stellar luminosity. This is the highest measured density of dark matter in the Local Group. Our results show that a significant fraction of the stars in Segue 1 may be binaries with the most probable mean period close to 10 years, but also consistent with the 180 year mean period seen in the solar vicinity at about 1{sigma}. Despite this binary population, the possibility that Segue 1 is a bound star cluster with the observed velocity dispersion arising from the orbital motion of binary stars is disfavored by the multi-epoch stellar velocity data at greater than 99% C.L. Finally, our treatment yields a projected (two-dimensional) half-light radius for the stellar profile of Segue 1 of R{sub 1/2} = 28{sup +5}{sub -4} pc, in excellent agreement with photometric measurements.

79 ASTRONOMY AND ASTROPHYSICS↗

Quantifying model-structure- and parameter-driven uncertainties in spring wheat phenology prediction with Bayesian analysis

Recent international efforts have brought renewed emphasis on the comparison of different agricultural systems models. Thus far, analysis of model-ensemble simulated results has not clearly differentiated between ensemble prediction uncertainties due to model structural differences per se and those due to parameter value uncertainties. Additionally, despite increasing use of Bayesian parameter estimation approaches with field-scale crop models, inadequate attention has been given to the full posterior distributions for estimated parameters. The objectives of this study were to quantify the impact of parameter value uncertainty on prediction uncertainty for modeling spring wheat phenology using Bayesian analysis and to assess the relative contributions of model-structure-driven and parameter-value-driven uncertainty to overall prediction uncertainty. This study used a random walk Metropolis algorithm to estimate parameters for 30 spring wheat genotypes using nine phenology models based on multi-location trial data for days to heading and days to maturity. Across all cases, parameter-driven uncertainty accounted for between 19 and 52% of predictive uncertainty, while model-structure-driven uncertainty accounted for between 12 and 64%. Here, this study demonstrated the importance of quantifying both model-structure- and parameter-value-driven uncertainty when assessing overall prediction uncertainty in modeling spring wheat phenology. More generally, Bayesian parameter estimation provided a useful framework for quantifying and analyzing sources of prediction uncertainty.

60 APPLIED LIFE SCIENCES↗

BeyondPlanck I. Global Bayesian analysis of the Planck Low Frequency Instrument data

We describe the BeyondPlanck project in terms of motivation, methodology and main products, and provide a guide to a set of companion papers that describe each result in fuller detail. Building directly on experience from ESA's Planck mission, we implement a complete end-to-end Bayesian analysis framework for the Planck Low Frequency Instrument (LFI) observations. The primary product is a joint posterior distribution P(omega|d), where omega represents the set of all free instrumental (gain, correlated noise, bandpass etc.), astrophysical (synchrotron, free-free, thermal dust emission etc.), and cosmological (CMB map, power spectrum etc.) parameters. Some notable advantages of this approach are seamless end-to-end propagation of uncertainties; accurate modeling of both astrophysical and instrumental effects in the most natural basis for each uncertain quantity; optimized computational costs with little or no need for intermediate human interaction between various analysis steps; and a complete overview of the entire analysis process within one single framework. As a practical demonstration of this framework, we focus in particular on low-l CMB polarization reconstruction, paying special attention to the LFI 44 GHz channel. We find evidence of significant residual systematic effects that are still not accounted for in the current processing, but must be addressed in future work. These include a break-down of the 1/f correlated noise model at 30 and 44 GHz, and scan-aligned stripes in the Southern Galactic hemisphere at 44 GHz. On the Northern hemisphere, however, we find that all results are consistent with the LCDM model, and we constrain the reionization optical depth to tau = 0.067 +/- 0.016, with a low-resolution chi-squared probability-to-exceed of 16%. The marginal CMB dipole amplitude is 3359.5 +/- 1.9 uK. (Abridged.)

Andersen, KJ↗

BeyondPlanck: I. Global Bayesian analysis of the Planck Low Frequency Instrument data

We describe the BEYONDPLANCK project in terms of our motivation, methodology, and main products, and provide a guide to a set of companion papers that describe each result in more detail. Building directly on experience from ESA’s Planck mission, we implemented a complete end-to-end Bayesian analysis framework for the Planck Low Frequency Instrument (LFI) observations. The primary product is a full joint posterior distribution P(ω | d), where ω represents the set of all free instrumental (gain, correlated noise, bandpass, etc.), astrophysical (synchrotron, free-free, thermal dust emission, etc.), and cosmological (cosmic microwave background – CMB – map, power spectrum, etc.) parameters. Some notable advantages of this approach compared to a traditional pipeline procedure are seamless end-to-end propagation of uncertainties; accurate modeling of both astrophysical and instrumental effects in the most natural basis for each uncertain quantity; optimized computational costs with little or no need for intermediate human interaction between various analysis steps; and a complete overview of the entire analysis process within one single framework. As a practical demonstration of this framework, we focus in particular on low-ℓ CMB polarization reconstruction with Planck LFI. In this process, we identify several important new effects that have not been accounted for in previous pipelines, including gain over-smoothing and time-variable and non-1/f correlated noise in the 30 and 44 GHz channels. Modeling and mitigating both previously known and newly discovered systematic effects, we find that all results are consistent with the ΛCDM model, and we constrained the reionization optical depth to τ = 0.066 ± 0.013, with a low-resolution CMB-based χ 2 probability to exceed of 32%. This uncertainty is about 30% larger than the official pipelines, arising from taking a more complete instrumental model into account. The marginal CMB solar dipole amplitude is 3362.7 ± 1.4 μK, where the error bar was derived directly from the posterior distribution without the need of any ad hoc instrumental corrections. We are currently not aware of any significant unmodeled systematic effects remaining in the Planck LFI data, and, for the first time, the 44 GHz channel is fully exploited in the current analysis. We argue that this framework can play a central role in the analysis of many current and future high-sensitivity CMB experiments, including LiteBIRD, and it will serve as the computational foundation of the emerging community-wide COSMOGLOBE effort, which aims to combine state-of-the-art radio, microwave, and submillimeter data sets into one global astrophysical model.

79 ASTRONOMY AND ASTROPHYSICS↗

BAYESIAN ANALYSIS OF MULTIPLE HARMONIC OSCILLATIONS IN THE SOLAR CORONA

The detection of multiple mode harmonic kink oscillations in coronal loops enables us to obtain information on coronal density stratification and magnetic field expansion using seismology inversion techniques. The inference is based on the measurement of the period ratio between the fundamental mode and the first overtone and theoretical results for the period ratio under the hypotheses of coronal density stratification and magnetic field expansion of the wave guide. We present a Bayesian analysis of multiple mode harmonic oscillations for the inversion of the density scale height and magnetic flux tube expansion under each of the hypotheses. The two models are then compared using a Bayesian model comparison scheme to assess how plausible each one is given our current state of knowledge.

79 ASTRONOMY AND ASTROPHYSICS↗

Bayesian analysis of nuclear polarizability corrections to the Lamb shift of muonic H-atoms and He-ions

The extraction of nuclear charge radii from spectroscopy experiments in muonic atoms is currently limited by the large uncertainties associated with the theoretical evaluation of the nuclear polarizability effects. To facilitate calculations, these polarizability corrections are conventionally expressed as an expansion in a dimensionless parameter η, which has been argued in previous literature to hold an approximate value of 0.33 in light-nuclear systems. In this work, we check this claim by doing a Bayesian analysis of the nuclear-polarizability corrections to the Lamb shift in µ 2 H and µ 3 H atoms and in µ 3 He + and µ 4 He + ions at various orders in the η-expansion. As presented here, our analysis supports the claim that η $\ll$ 1 in these systems and finds truncation uncertainties that are similar to the previous estimate, the only exception being the truncation uncertainties in the µ 3 He + ion, which are found to be larger.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗

Bayesian analysis of the 86 Sr ⁢(𝛼,𝛼) reaction to constrain the 86 Sr ⁢(𝛼,𝑛) cross section at astrophysical energies

The alpha optical model potential (𝛼-OMP ) is a phenomenological approach used to describe elastic scattering where multiple reaction channels are open. It is one of the most critical inputs for the calculation of thermonuclear reaction rates in explosive stellar environments, but uncertainties within the 𝛼-OMP lead to imprecise predictions hindering comparisons between calculations and observations. In order to improve the precision of the 𝛼-OMP, additional nuclear physics data are required. In this paper, a measurement of the 86 Sr (𝛼, 𝛼) elastic scattering cross section at multiple energies is reported. Here, a local optical potential is constructed via a fully Bayesian analysis of the elastic scattering data. The resulting uncertainties on the low-energy cross sections relevant to nuclear astrophysics are then calculated and shown to be on the order of 50%.

59 ≤ A ≤ 89↗

Bayesian Analysis of the Detection Performance of the Lightning Imaging Sensors

Identical Lightning Imaging Sensors aboard the Tropical Rainfall Measuring Mission satellite (TRMM LIS, 1998-2015) and International Space Station (ISS LIS, 2017-present) have collectively provided over two decades of lightning observations over the global tropics, with ISS LIS extending coverage into the mid-latitudes. Quantifying the detection performance of both LIS sensors is a necessary step toward generating a LIS climatological record and accurately combining LIS data with lightning detections from other sensors and networks. We compare lightning observations from both LIS sensors with reference sources including the Geostationary Lightning Mapper (GLM) and ground-based networks operated by Earth Networks (the Earth Networks Total Lightning Network [ENTLN] and Earth Networks Global Lightning Network [ENGLN]) and Vaisala (the National Lightning Detection Network [NLDN] and Global Lightning Dataset [GLD360]). Instead of a relative detection efficiency (RDE) approach that involves assuming perfect performance of the reference sensor, we employ a Bayesian approach to estimate the upper limit of the absolute detection efficiency (ADE) of each sensor being analyzed. The results of this Bayesian analysis illustrate the geographical pattern of ADE as well as its diurnal cycle and yearly evolution, reflecting the growth of the reference networks over time.

Katrina Virts↗

Bayesian Analysis of RANS Models

This work demonstrates the advantages of using a Bayesian framework to analyze and calibrate BHR3.1, the main mix model under development at LANL and supported by both Science Campaigns and ASC.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗

Testing non-minimally coupled inflation with CMB data: a Bayesian analysis

We use the most recent cosmic microwave background (CMB) data to perform a Bayesian statistical analysis and discuss the observational viability of inflationary models with a non-minimal coupling, ξ, between the inflaton field and the Ricci scalar. We particularize our analysis to two examples of small and large field inflationary models, namely, the Coleman-Weinberg and the chaotic quartic potentials. We find that ( i ) the ξ parameter is closely correlated with the primordial amplitude ; ( ii ) although improving the agreement with the CMB data in the r − n {sub s} plane, where r is the tensor-to-scalar ratio and n {sub s} the primordial spectral index, a non-null coupling is strongly disfavoured with respect to the minimally coupled standard ΛCDM model, since the upper bounds of the Bayes factor (odds) for ξ parameter are greater than 150:1.

79 ASTRONOMY AND ASTROPHYSICS↗

Bayesian Analysis for Risk Assessment of Selected Medical Events in Support of the Integrated Medical Model Effort

The Exploration Medical Capability project is creating a catalog of risk assessments using the Integrated Medical Model (IMM). The IMM is a software-based system intended to assist mission planners in preparing for spaceflight missions by helping them to make informed decisions about medical preparations and supplies needed for combating and treating various medical events using Probabilistic Risk Assessment. The objective is to use statistical analyses to inform the IMM decision tool with estimated probabilities of medical events occurring during an exploration mission. Because data regarding astronaut health are limited, Bayesian statistical analysis is used. Bayesian inference combines prior knowledge, such as data from the general U.S. population, the U.S. Submarine Force, or the analog astronaut population located at the NASA Johnson Space Center, with observed data for the medical condition of interest. The posterior results reflect the best evidence for specific medical events occurring in flight. Bayes theorem provides a formal mechanism for combining available observed data with data from similar studies to support the quantification process. The IMM team performed Bayesian updates on the following medical events: angina, appendicitis, atrial fibrillation, atrial flutter, dental abscess, dental caries, dental periodontal disease, gallstone disease, herpes zoster, renal stones, seizure, and stroke.

Gilkey, Kelly M.↗

Exploring physics of ferroelectric domain walls via Bayesian analysis of atomically resolved STEM data

The physics of ferroelectric domain walls is explored using the Bayesian inference analysis of atomically resolved STEM data. We demonstrate that domain wall profile shapes are ultimately sensitive to the nature of the order parameter in the material, including the functional form of Ginzburg-Landau-Devonshire expansion, and numerical value of the corresponding parameters. The preexisting materials knowledge naturally folds in the Bayesian framework in the form of prior distributions, with the different order parameters forming competing (or hierarchical) models. Here, we explore the physics of the ferroelectric domain walls in BiFeO 3 using this method, and derive the posterior estimates of relevant parameters. More generally, this inference approach both allows learning materials physics from experimental data with associated uncertainty quantification, and establishing guidelines for instrumental development answering questions on what resolution and information limits are necessary for reliable observation of specific physical mechanisms of interest.

75 CONDENSED MATTER PHYSICS, SUPERCONDUCTIVITY AND↗

Bayesian Analysis of Savings from Retrofit Projects

Estimates of savings from retrofit projects depend on statistical models, but because of the complicated analysis required to determine the uncertainty of the estimates, savings uncertainty is not often considered. Numerous simplified methods have been proposed to determine savings uncertainty, but in all but the simplest cases, these methods provide approximate results only. The objective of this paper is to show that Bayesian inference provides a consistent framework for estimating savings and savings uncertainty in retrofit projects. We review the mathematical background of Bayesian inference and Bayesian regression, and present two examples of estimating savings and savings uncertainty in retrofit projects. The first is a simple case where both baseline and post-retrofit monthly natural gas use can be modeled as a linear function of monthly heating degree days. The Efficiency Valuation Organization (EVO 2007) defines two methods of determining savings in such cases: reporting period savings, which is an estimate of the savings during the post-retrofit period; and normalized savings, which is an estimate of the savings that would be obtained during a typical year at the project site. For reporting period savings, classical statistical analysis provides exact analytic results for both savings and savings uncertainty in this case. We use Bayesian analysis to calculate reporting period savings and savings uncertainty and show that the results are identical to the analytical results. For normalized savings, the literature contains no exact expression for the uncertainty of normalized savings; we use Bayesian inference to calculate this quantity for the first time, and compare it with the result of an approximate formula that has been proposed. The second example concerns a problem where the baseline data exhibit nonlinearity and serial autocorrelation, both of which are common in real-world retrofit projects. No analytical solutions exist to determine savings or savings uncertainty in this situation, but several simplified formulas have been proposed. We model the data using a 5-parameter model with first-order autoregressive errors, and use Bayesian inference to develop distributions for the model parameters and for the reporting period savings, which allows us to determine the savings uncertainty. We find the energy savings to be about 5% lower than the result obtained by ignoring the autocorrelation. In addition, the Bayesian analysis finds the savings uncertainty to be narrower than the approximate uncertainty calculated using the simplified formula. These results show that Bayesian inference can be used to determine savings and savings uncertainty for a wide variety of real-world problems.

Im, Piljae↗

VERY WIDE BINARIES AND OTHER COMOVING STELLAR COMPANIONS: A BAYESIAN ANALYSIS OF THE HIPPARCOS CATALOGUE

We develop Bayesian statistical methods for discovering and assigning probabilities to non-random (e.g., physical) stellar companions. These companions are either presently bound or were previously bound. The probabilities depend on similarities in corrected proper motion parallel and perpendicular to the brighter component's motion, parallax, and the local phase-space density of field stars. Control experiments are conducted to understand the behavior of false positives. The technique is applied to the Hipparcos Catalogue within 100 pc. This is the first all-sky survey to locate escaped companions still drifting along with each other. In the <100 pc distance range, {approx}220 high probability companions with separations between 0.01 and 1 pc are found. The first evidence for a population ({approx}300) of companions separated by 1-8 pc is found. We find these previously unnoticed naked-eye companions (both with V < 6th mag): Capella and 50 Per, {delta} Vel and HIP 43797, Alioth ({epsilon} UMa), Megrez ({delta} UMa) and Alcor, {gamma} and {tau} Cen, {phi} Eri and {eta} Hor, 62 and 63 Cnc, {gamma} and {tau} Per, {zeta} and {delta} Hya, {beta}{sup 01}, {beta}{sup 02} and {beta}{sup 03} Tuc, N Vel and HIP 47479, HIP 98174 and HIP 97646, and s Eri and HIP 14913. High probability fainter companions (>6th mag) of primaries with V < 4 are found for: Fomalhaut ({alpha} PsA), {gamma} UMa, {alpha} Lib, Alvahet ({iota} Cephi), {delta} Ara, {beta} Ser, {iota} Peg, {beta} Pic, {kappa} Phe, and {gamma} Tuc.

79 ASTRONOMY AND ASTROPHYSICS↗

Bayesian analysis of energy and count rate data for detection of low count rate radioactive sources

We propose a radiation detection system which generates its own discrete sampling distribution based on past measurements of background. The advantage to this approach is that it can take into account variations in background with respect to time, location, energy spectra, detector-specific characteristics (i.e. different efficiencies at different count rates and energies), etc. This would therefore be a 'machine learning' approach, in which the algorithm updates and improves its characterization of background over time. The system would have a 'learning mode,' in which it measures and analyzes background count rates, and a 'detection mode,' in which it compares measurements from an unknown source against its unique background distribution. By characterizing and accounting for variations in the background, general purpose radiation detectors can be improved with little or no increase in cost. The statistical and computational techniques to perform this kind of analysis have already been developed. The necessary signal analysis can be accomplished using existing Bayesian algorithms which account for multiple channels, multiple detectors, and multiple time intervals. Furthermore, Bayesian machine-learning techniques have already been developed which, with trivial modifications, can generate appropriate decision thresholds based on the comparison of new measurements against a nonparametric sampling distribution. (authors)

97 MATHEMATICS AND COMPUTING↗

Bayesian analysis of the flutter margin method in aeroelasticity

A Bayesian statistical framework is presented for Zimmerman and Weissenburger flutter margin method which considers the uncertainties in aeroelastic modal parameters. The proposed methodology overcomes the limitations of the previously developed least-square based estimation technique which relies on the Gaussian approximation of the flutter margin probability density function (pdf). Using the measured free-decay responses at subcritical (preflutter) airspeeds, the joint non-Gaussain posterior pdf of the modal parameters is sampled using the Metropolis–Hastings (MH) Markov chain Monte Carlo (MCMC) algorithm. The posterior MCMC samples of the modal parameters are then used to obtain the flutter margin pdfs and finally the flutter speed pdf. The usefulness of the Bayesian flutter margin method is demonstrated using synthetic data generated from a two-degree-of-freedom pitch-plunge aeroelastic model. The robustness of the statistical framework is demonstrated using different sets of measurement data. In conclusion, it will be shown that the probabilistic (Bayesian) approach reduces the number of test points required in providing a flutter speed estimate for a given accuracy and precision.

97 MATHEMATICS AND COMPUTING↗