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At least 37 records · Page 2

Precipitation and Latent Heating Distributions from Satellite Passive Microwave Radiometry: Method and Uncertainties - Part 1

A revised Bayesian algorithm for estimating surface rain rate, convective rain proportion, and latent heating/drying profiles from satellite-borne passive microwave radiometer observations over ocean backgrounds is described. The algorithm searches a large database of cloud-radiative model simulations to find cloud profiles that are radiatively consistent with a given set of microwave radiance measurements. The properties of these radiatively consistent profiles are then composited to obtain best estimates of the observed properties. The revised algorithm is supported by an expanded and more physically consistent database of cloud-radiative model simulations. The algorithm also features a better quantification of the convective and non-convective contributions to total rainfall, a new geographic database, and an improved representation of background radiances in rain-free regions. Bias and random error estimates are derived from applications of the algorithm to synthetic radiance data, based upon a subset of cloud resolving model simulations, and from the Bayesian formulation itself. Synthetic rain rate and latent heating estimates exhibit a trend of high (low) bias for low (high) retrieved values. The Bayesian estimates of random error are propagated to represent errors at coarser time and space resolutions, based upon applications of the algorithm to TRMM Microwave Imager (TMI) data. Errors in instantaneous rain rate estimates at 0.5 deg resolution range from approximately 50% at 1 mm/h to 20% at 14 mm/h. These errors represent about 70-90% of the mean random deviation between collocated passive microwave and spaceborne radar rain rate estimates. The cumulative algorithm error in TMI estimates at monthly, 2.5 deg resolution is relatively small (less than 6% at 5 mm/day) compared to the random error due to infrequent satellite temporal sampling (8-35% at the same rain rate).

Olson, William S.↗

Cosmic Inference: Constraining Parameters with Observations and a Highly Limited Number of Simulations

We look at cosmological probes that pose an inverse problem where the measurement result is obtained through observations, and the objective is to infer values of model parameters that characterize the underlying physical system-our universe, from these observations and theoretical forward-modeling. The only way to accurately forward-model physical behavior on small scales is via expensive numerical simulations, which are further “emulated” due to their high cost. Emulators are commonly built with a set of simulations covering the parameter space with Latin hypercube sampling and an interpolation procedure; the aim is to establish an approximately constant prediction error across the hypercube. In this paper, we provide a description of a novel statistical framework for obtaining accurate parameter constraints. The proposed framework uses multi-output Gaussian process emulators that are adaptively constructed using Bayesian optimization methods with the goal of maintaining a low emulation error in the region of the hypercube preferred by the observational data. In this paper, we compare several approaches for constructing multi-output emulators that enable us to take possible inter-output correlations into account while maintaining the efficiency needed for inference. Using a Lyα forest flux power spectrum, we demonstrate that our adaptive approach requires considerably fewer-by a factor of a few in the Lyα P(k) case considered here-simulations compared to the emulation based on Latin hypercube sampling, and that the method is more robust in reconstructing parameters and their Bayesian credible intervals.

79 ASTRONOMY AND ASTROPHYSICS↗

Precipitation and Latent Heating Distributions from Satellite Passive Microwave Radiometry: Improved Method and Uncertainties - Part 1

A revised Bayesian algorithm for estimating surface rain rate, convective rain proportion, and latent heating profiles from satellite-borne passive microwave radiometer observations over ocean backgrounds is described. The algorithm searches a large database of cloud-radiative model simulations to find cloud profiles that are radiatively consistent with a given set of microwave radiance measurements. The properties of these radiatively consistent profiles are then composited to obtain best estimates of the observed properties. The revised algorithm is supported by an expanded and more physically consistent database of cloud-radiative model simulations. The algorithm also features a better quantification of the convective and nonconvective contributions to total rainfall, a new geographic database, and an improved representation of background radiances in rain-free regions. Bias and random error estimates are derived from applications of the algorithm to synthetic radiance data, based upon a subset of cloud-resolving model simulations, and from the Bayesian formulation itself. Synthetic rain-rate and latent heating estimates exhibit a trend of high (low) bias for low (high) retrieved values. The Bayesian estimates of random error are propagated to represent errors at coarser time and space resolutions, based upon applications of the algorithm to TRMM Microwave Imager (TMI) data. Errors in TMI instantaneous rain-rate estimates at 0.5 -resolution range from approximately 50% at 1 mm/h to 20% at 14 mm/h. Errors in collocated spaceborne radar rain-rate estimates are roughly 50%-80% of the TMI errors at this resolution. The estimated algorithm random error in TMI rain rates at monthly, 2.5deg resolution is relatively small (less than 6% at 5 mm day.1) in comparison with the random error resulting from infrequent satellite temporal sampling (8%-35% at the same rain rate). Percentage errors resulting from sampling decrease with increasing rain rate, and sampling errors in latent heating rates follow the same trend. Averaging over 3 months reduces sampling errors in rain rates to 6%-15% at 5 mm day.1, with proportionate reductions in latent heating sampling errors.

Olson, William S.↗

BUQEYE guide to projection-based emulators in nuclear physics

The BUQEYE collaboration (Bayesian Uncertainty Quantification: Errors in Your effective field theory) presents a pedagogical introduction to projection-based, reduced-order emulators for applications in low-energy nuclear physics. The term emulator refers here to a fast surrogate model capable of reliably approximating high-fidelity models. As the general tools employed by these emulators are not yet well-known in the nuclear physics community, we discuss variational and Galerkin projection methods, emphasize the benefits of offline-online decompositions, and explore how these concepts lead to emulators for bound and scattering systems that enable fast and accurate calculations using many different model parameter sets. We also point to future extensions and applications of these emulators for nuclear physics, guided by the mature field of model (order) reduction. All examples discussed here and more are available as interactive, open-source Python code so that practitioners can readily adapt projection-based emulators for their own work.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗

Rigorous Data Fusion for Computationally Expensive Simulations

This manuscript comprises the final report for the 1-year, FY19 LDRD project "Rigorous Data Fusion for Computationally Expensive Simulations," wherein an alternative approach to Bayesian calibration was developed based a new sampling technique called VoroSpokes. Vorospokes is a novel quadrature and sampling framework defined with respect to Voronoi tessellations of bounded domains in $R^d$ developed within this project. In this work, we first establish local quadrature and sampling results on convex polytopes using randomly directed rays, or spokes, to approximate the quantities of interest for a specified target function. A theoretical justification for both procedures is provided along with empirical results demonstrating the unbiased convergence in the resulting estimates/samples. The local quadrature and sampling procedures are then extended to global procedures defined on more general domains by applying the local results to the cells of a Voronoi tessellation covering the domain in consideration. We then demonstrate how the proposed global sampling procedure can be used to define a natural framework for adaptively constructing Voronoi Piecewise Surrogate (VPS) approximations based on local error estimates. Finally, we show that the adaptive VPS procedure can be used to form a surrogate model approximation to a specified, potentially unnormalized, density function, and that the global sampling procedure can be used to efficiently draw independent samples from the surrogate density in parallel. The performance of the resulting VoroSpokes sampling framework is assessed on a collection of Bayesian inference problems and is shown to provide highly accurate posterior predictions which align with the results obtained using traditional methods such as Gibbs sampling and random-walk Markov Chain Monte Carlo (MCMC). Importantly, the proposed framework provides a foundation for performing Bayesian inference tasks which is entirely independent from the theory of Markov chains.

97 MATHEMATICS AND COMPUTING↗

Application of physical parameter identification to finite element models

A time domain technique for matching response predictions of a structural dynamic model to test measurements is developed. Significance is attached to prior estimates of physical model parameters and to experimental data. The Bayesian estimation procedure allows confidence levels in predicted physical and modal parameters to be obtained. Structural optimization procedures are employed to minimize an error functional with physical model parameters describing the finite element model as design variables. The number of complete FEM analyses are reduced using approximation concepts, including the recently developed convoluted Taylor series approach. The error function is represented in closed form by converting free decay test data to a time series model using Prony' method. The technique is demonstrated on simulated response of a simple truss structure.

Bronowicki, Allen J.↗

Advanced Semi-Supervised Learning with Uncertainty Estimation for Phase Identification in Distribution Systems

The integration of advanced metering infrastructure (AMI) into power distribution networks generates valuable data for tasks such as phase identification; however, the limited and unreliable availability of labeled data in the form of customer phase connectivity presents challenges. To address this issue, we propose a semi-supervised learning (SSL) framework that effectively leverages labeled and unlabeled data. Our approach incorporates self-training, label spreading, and Bayesian neural networks (BNNs) to enhance phase identification with AMI data. Our method uses an ensemble of multilayer perceptron classifiers in a self-training setup, iteratively adding high-confidence pseudo-labels to improve robustness. We also apply label spread to propagate labels based on data similarity, which enhances generalization across diverse distributions. In addition, we employ a BNNs with uncertainty estimation, boosting confidence in predictions and reducing phase identification errors. In our case study, we achieved approximately 98% +/- 0.08 accuracy with uncertainty using minimal and unreliable labeled data from a real U.S. utility, Duquesne Light Company. Our SSL approach, combined with uncertainty estimation, provides an efficient solution for phase identification in AMI data, ultimately improving the reliability of smart grid applications.

24 POWER TRANSMISSION AND DISTRIBUTION↗

Advanced Semi-Supervised Learning With Uncertainty Estimation for Phase Identification in Distribution Systems

The integration of advanced metering infrastructure (AMI) into power distribution networks generates valuable data for tasks such as phase identification; however, the limited and unreliable availability of labeled data in the form of customer phase connectivity presents challenges. To address this issue, we propose a semi-supervised learning (SSL) framework that effectively leverages labeled and unlabeled data. Our approach incorporates self-training, label spreading, and Bayesian neural networks (BNNs) to enhance phase identification with AMI data. Our method uses an ensemble of multilayer perceptron classifiers in a self-training setup, iteratively adding high-confidence pseudo-labels to improve robustness. We also apply label spread to propagate labels based on data similarity, which enhances generalization across diverse distributions. In addition, we employ a BNNs with uncertainty estimation, boosting confidence in predictions and reducing phase identification errors. In our case study, we achieved approximately 98% +/- 0.08 accuracy with uncertainty using minimal and unreliable labeled data from a real U.S. utility, Duquesne Light Company. Our SSL approach, combined with uncertainty estimation, provides an efficient solution for phase identification in AMI data, ultimately improving the reliability of smart grid applications.

24 POWER TRANSMISSION AND DISTRIBUTION↗

Bayesian High-Rank Hankel Matrix Completion for Nonlinear Synchrophasor Data Recovery

Phasor measurement units (PMUs) provide high temporal-resolution synchrophasor measurements for power system monitoring and control. The frequent data quality issues, such as missing and bad data, prevent the incorporation of synchrophasor data in real-time operations. Most existing data-driven data recovery methods assume the power system dynamics can be approximated by a linear dynamical system, and the recovery performance degrades significantly when the power system is experiencing nonlinear dynamics during significant events. Here, this paper proposes a data-driven Bayesian nonlinear synchrophasor data recovery method (Ba-NSDR) that can recover a consecutive time period of simultaneous data losses or errors across all channels, even when the underlying system is highly nonlinear. The idea is to lift the Hankel matrix of the spatial-temporal synchrophasor data to a higher dimension such that the lifted Hankel matrix is low-rank in that space and can be processed with the kernel trick. Our proposed Bayesian method then infers the probabilistic distributions of synchrophasor from the partial observations. Some distinctive features of Ba-NSDR include an uncertainty index to measure the accuracy of the recovery result and the robustness to parameter selections. Our method is verified on both synthetic and recorded event datasets.

32 ENERGY CONSERVATION, CONSUMPTION, AND UTILIZATI↗

Monte Carlo control loops for cosmic shear cosmology with DES Year 1 data

Weak lensing by large-scale structure is a powerful probe of cosmology and of the dark universe. This cosmic shear technique relies on the accurate measurement of the shapes and redshifts of background galaxies and requires precise control of systematic errors. Monte Carlo control loops (MCCL) is a forward modeling method designed to tackle this problem. It relies on the ultra fast image generator (UFig) to produce simulated images tuned to match the target data statistically, followed by calibrations and tolerance loops. Here, we present the first end-to-end application of this method, on the Dark Energy Survey (DES) Year 1 wide field imaging data. We simultaneously measure the shear power spectrum $C_ℓ$ and the redshift distribution $n(z)$ of the background galaxy sample. The method includes maps of the systematic sources, point spread function (PSF), an approximate Bayesian computation (ABC) inference of the simulation model parameters, a shear calibration scheme, and a fast method to estimate the covariance matrix. We find a close statistical agreement between the simulations and the DES Y1 data using an array of diagnostics. In a nontomographic setting, we derive a set of $C_ℓ$ and $n(z)$ curves that encode the cosmic shear measurement, as well as the systematic uncertainty. Following a blinding scheme, we measure the combination of $Ω_m$, $σ_8$, and intrinsic alignment amplitude $A_{IA}$, defined as $S_8D_{IA}=σ_8(Ω_m/0.3)^{0.5}D_{IA}$, where $D_{IA}=1-0.11(A_{IA}-1)$. We find $S_8D_{IA}=0.8954_{-0.039}^{+0.054}$, where systematics are at the level of roughly 60% of the statistical errors. We discuss these results in the context of earlier cosmic shear analyses of the DES Y1 data. Our findings indicate that this method and its fast runtime offer good prospects for cosmic shear measurements with future wide-field surveys.

79 ASTRONOMY AND ASTROPHYSICS↗

Multidimensional sum-up rounding for integer programming in optimal experimental design

Here we present a numerical method for approximating the solution of convex integer programs stemming from optimal experimental design. The statistical setup consists of a Bayesian framework for linear inverse problems for which the direct relationship is described by a discretized integral equation. Specifically, we aim to find the optimal sensor placement from a set of candidate locations where data are collected with measurement error. The convex objective function is a measure of the uncertainty, described here by the trace or log-determinant of the posterior covariance matrix, for the discretized linear inverse problem solution. The resulting convex integer program is relaxed, producing a lower bound. An upper bound is obtained by extending the sum-up rounding approach to multiple dimensions. For this extension, we analyze its accuracy as a function of the discretization mesh size for a rectangular domain. We show asymptotic optimality of the integer solution defining the upper bound for different experimental design criteria (A- and D-optimal), by proving the convergence to zero of the gap between the upper and lower bounds as the mesh size goes to zero. The technique is illustrated on a two-dimensional gravity surveying problem for both A-optimal and D-optimal sensor placement where our designs yield better results compared with a thresholding rounding approach.

97 MATHEMATICS AND COMPUTING↗

Monte Carlo Control Loops for Cosmic Shear Cosmology with DES Year 1

Weak lensing by large-scale structure is a powerful probe of cosmology and of the dark universe. This cosmic shear technique relies on the accurate measurement of the shapes and redshifts of background galaxies and requires precise control of systematic errors. The Monte Carlo Control Loops (MCCL) is a forward modelling method designed to tackle this problem. It relies on the Ultra Fast Image Generator (UFig) to produce simulated images tuned to match the target data statistically, followed by calibrations and tolerance loops. We present the first end-to-end application of this method, on the Dark Energy Survey (DES) Year 1 wide field imaging data. We simultaneously measure the shear power spectrum $C_{\ell}$ and the redshift distribution $n(z)$ of the background galaxy sample. The method includes maps of the systematic sources, Point Spread Function (PSF), an Approximate Bayesian Computation (ABC) inference of the simulation model parameters, a shear calibration scheme, and the fast estimation of the covariance matrix. We find a close statistical agreement between the simulations and the DES Y1 data using an array of diagnostics. In a non-tomographic setting, we derive a set of $C_\ell$ and $n(z)$ curves that encode the cosmic shear measurement, as well as the systematic uncertainty. Following a blinding scheme, we measure the combination of $\Omega_m$, $\sigma_8$, and intrinsic alignment amplitude $A_{\rm{IA}}$, defined as $S_8D_{\rm{IA}} = \sigma_8(\Omega_m/0.3)^{0.5}D_{\rm{IA}}$, where $D_{\rm{IA}}=1-0.11(A_{\rm{IA}}-1)$. We find $S_8D_{\rm{IA}}=0.895^{+0.054}_{-0.039}$, where systematics are at the level of roughly 60\% of the statistical errors. We discuss these results in the context of earlier cosmic shear analyses of the DES Y1 data. Our findings indicate that this method and its fast runtime offer good prospects for cosmic shear measurements with future wide-field surveys.

79 ASTRONOMY AND ASTROPHYSICS↗

Persistent Sampling: Enhancing the Efficiency of Sequential Monte Carlo

Sequential Monte Carlo (SMC) samplers are powerful tools for Bayesian inference but suffer from high computational costs due to their reliance on large particle ensembles for accurate estimates. We introduce persistent sampling (PS), an extension of SMC that systematically retains and reuses particles from all prior iterations to construct a growing, weighted ensemble. By leveraging multiple importance sampling and resampling from a mixture of historical distributions, PS mitigates the need for excessively large particle counts, directly addressing key limitations of SMC such as particle impoverishment and mode collapse. Crucially, PS achieves this without additional likelihood evaluations-weights for persistent particles are computed using cached likelihood values. This framework not only yields more accurate posterior approximations but also produces marginal likelihood estimates with significantly lower variance, enhancing reliability in model comparison. Furthermore, the persistent ensemble enables efficient adaptation of transition kernels by leveraging a larger, decorrelated particle pool. Experiments on high-dimensional Gaussian mixtures, hierarchical models, and non-convex targets demonstrate that PS consistently outperforms standard SMC and related variants, including recycled and waste-free SMC, achieving substantial reductions in mean squared error for posterior expectations and evidence estimates, all at reduced computational cost. PS thus establishes itself as a robust, scalable, and efficient alternative for complex Bayesian inference tasks.

Karamanis, Minas↗

CheKiPEUQ Intro 1: Bayesian Parameter Estimation Considering Uncertainty or Error from both Experiments and Theory**

A common goal is extraction of physico-chemical parameter values such as pre-exponentials and activation energies from experiment. Ever increasing knowledge from experiments and computations is enabling semi-quantitative prior predictions of such values. When prior knowledge of physically realistic ranges is available, a method named Bayesian parameter estimation (BPE) enables more physically realistic parameter estimation relative to unsophisticated fitting by seeking the most probable value when considering together the uncertainties from prior knowledge, experimental data, and approximations in the model. An impediment to widespread use of BPE is a lack of understanding, training, and user-friendly software. Along with this invited publication, a general software package for BPE is being released that is user-friendly and that does not require understanding of the math behind the methodology. Overall, two previously unpublished catalysis science examples are provided along with considerations and guidelines for successful application of BPE. Following this work, BPE can become more widespread to enable extraction of physically meaningful parameter values.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗

Robust Optimal Experimental Design of Infinite-Dimensional Bayesian Nonlinear Inverse Problems

Abstract. We consider robust optimal experimental design (ROED) for nonlinear Bayesian inverse problems governed by partial differential equations (PDEs). An optimal design is one that maximizes some utility quantifying the quality of the solution of an inverse problem. However, the optimal design is dependent on elements of the inverse problem such as the simulation model, the prior, or the measurement error model. ROED aims to produce an optimal design that is aware of the additional uncertainties encoded in the inverse problem and remains optimal even after variations in them. We follow a worst-case scenario approach to develop a new framework for robust optimal design of nonlinear Bayesian inverse problems. The proposed framework (a) is scalable and designed for infinite-dimensional Bayesian nonlinear inverse problems constrained by PDEs; (b) develops efficient approximations of the utility, namely the expected information gain; (c) employs eigenvalue sensitivity techniques to develop analytical forms and efficient evaluation methods of the gradient of the utility with respect to the uncertainties against which we wish to be robust; and (d) employs a probabilistic optimization paradigm that properly defines and efficiently solves the resulting combinatorial max-min optimization problem. The effectiveness of the proposed approach is illustrated for optimal sensor placement problem in an inverse problem governed by an elliptic PDE.

Chowdhary, Abhijit↗

Calibration verification for stochastic agent-based disease spread models

Accurate disease spread modeling is crucial for identifying the severity of outbreaks and planning effective mitigation efforts. To be reliable when applied to new outbreaks, model calibration techniques must be robust. However, current methods frequently forgo calibration verification (a stand-alone process evaluating the calibration procedure) and instead use overall model validation (a process comparing calibrated model results to data) to check calibration processes, which may conceal errors in calibration. In this work, we develop a stochastic agent-based disease spread model to act as a testing environment as we test two calibration methods using simulation-based calibration, which is a synthetic data calibration verification method. The first calibration method is a Bayesian inference approach using an empirically-constructed likelihood and Markov chain Monte Carlo (MCMC) sampling, while the second method is a likelihood-free approach using approximate Bayesian computation (ABC). Simulation-based calibration suggests that there are challenges with the empirical likelihood calculation used in the first calibration method in this context. These issues are alleviated in the ABC approach. Despite these challenges, we note that the first calibration method performs well in a synthetic data model validation test similar to those common in disease spread modeling literature. We conclude that stand-alone calibration verification using synthetic data may benefit epidemiological researchers in identifying model calibration challenges that may be difficult to identify with other commonly used model validation techniques.

60 APPLIED LIFE SCIENCES↗

A score-based diffusion model approach for adaptive learning of stochastic partial differential equation solutions

In this paper, we propose a novel framework for adaptively learning the time-evolving solutions of stochastic partial differential equations (SPDEs) using score-based diffusion models within a recursive Bayesian inference setting. SPDEs play a central role in modeling complex physical systems under uncertainty, but their numerical solutions often suffer from model errors and reduced accuracy due to incomplete physical knowledge and environmental variability. To address these challenges, we encode the governing physics into the score function of a diffusion model using simulation data and incorporate observational information via a likelihood-based correction in a reverse-time stochastic differential equation. This enables adaptive learning through iterative refinement of the solution as new data becomes available. To improve computational efficiency in high-dimensional settings, we introduce the ensemble score filter, a training-free approximation of the score function designed for real-time inference. Numerical experiments on benchmark SPDEs demonstrate the accuracy and robustness of the proposed method under sparse and noisy observations.

97 MATHEMATICS AND COMPUTING↗

Development of the uncertainty quantification toolkit's python interface and surrogate construction tutorial

The uncertainty quantification toolkit (UQTk) is a collection of c++ libraries that assess the confidence of numerical models. Surrogate approximations, often polynomial chaos expansions (PCEs), lessen the computational cost of these assessments. I developed a Python interface in UQTk for regression and Bayesian compressive sensing to add to the existing Galerkin projection method. These methods receive an object containing the polynomial basis information and NumPy arrays of sample points, call c++ methods, and return the PCE coefficients in a NumPy array. To demonstrate these methods, I wrote a tutorial in which I use them to construct surrogates for Genz functions and calculate the resulting error.

97 MATHEMATICS AND COMPUTING↗