Search NASA⌕ Search

SEARCH · Search NASA

Results for “approximate Bayesian inference”

Search indexed NASA NTRS and DOE OSTI research on propulsion, heat transfer, battery materials and energy systems. Follow report and document links to the original sources.

Quote a phrase for an exact phrase match. Source license links do not imply unrestricted reuse.

At least 55 records · Page 3
All sourcesNASA NTRSDOE OSTI
DOE OSTI2017

astroABC : An Approximate Bayesian Computation Sequential Monte Carlo sampler for cosmological parameter estimation

Given the complexity of modern cosmological parameter inference where we arefaced with non-Gaussian data and noise, correlated systematics and multi-probecorrelated data sets, the Approximate Bayesian Computation (ABC) method is apromising alternative to traditional Markov Chain Monte Carlo approaches in thecase where the Likelihood is intractable or unknown. The ABC method is called"Likelihood free" as it avoids explicit evaluation of the Likelihood by using aforward model simulation of the data which can include systematics. Weintroduce astroABC, an open source ABC Sequential Monte Carlo (SMC) sampler forparameter estimation. A key challenge in astrophysics is the efficient use oflarge multi-probe datasets to constrain high dimensional, possibly correlatedparameter spaces. With this in mind astroABC allows for massive parallelizationusing MPI, a framework that handles spawning of jobs across multiple nodes. Akey new feature of astroABC is the ability to create MPI groups with differentcommunicators, one for the sampler and several others for the forward modelsimulation, which speeds up sampling time considerably. For smaller jobs thePython multiprocessing option is also available. Other key features include: aSequential Monte Carlo sampler, a method for iteratively adapting tolerancelevels, local covariance estimate using scikit-learn's KDTree, modules forspecifying optimal covariance matrix for a component-wise or multivariatenormal perturbation kernel, output and restart files are backed up everyiteration, user defined metric and simulation methods, a module for specifyingheterogeneous parameter priors including non-standard prior PDFs, a module forspecifying a constant, linear, log or exponential tolerance level,well-documented examples and sample scripts. This code is hosted online athttps://github.com/EliseJ/astroABC

46 INSTRUMENTATION RELATED TO NUCLEAR SCIENCE AND ↗
DOE OSTI2021

Hierarchical Inference with Bayesian Neural Networks: An Application to Strong Gravitational Lensing

In the past few years, approximate Bayesian Neural Networks (BNNs) have demonstrated the ability to produce statistically consistent posteriors on a wide range of inference problems at unprecedented speed and scale. However, any disconnect between training sets and the distribution of real-world objects can introduce bias when BNNs are applied to data. This is a common challenge in astrophysics and cosmology, where the unknown distribution of objects in our universe is often the science goal. In this work, we incorporate BNNs with flexible posterior parameterizations into a hierarchical inference framework that allows for the reconstruction of population hyperparameters and removes the bias introduced by the training distribution. We focus on the challenge of producing posterior PDFs for strong gravitational lens mass model parameters given Hubble Space Telescope–quality single-filter, lens-subtracted, synthetic imaging data. We show that the posterior PDFs are sufficiently accurate (statistically consistent with the truth) across a wide variety of power-law elliptical lens mass distributions. We then apply our approach to test data sets whose lens parameters are drawn from distributions that are drastically different from the training set. We show that our hierarchical inference framework mitigates the bias introduced by an unrepresentative training set's interim prior. Simultaneously, we can precisely reconstruct the population hyperparameters governing our test distributions. Our full pipeline, from training to hierarchical inference on thousands of lenses, can be run in a day. The framework presented here will allow us to efficiently exploit the full constraining power of future ground- and space-based surveys (https://github.com/swagnercarena/ovejero).

79 ASTRONOMY AND ASTROPHYSICS↗
DOE OSTI2022

Privacy policy robustness to reverse engineering

Differential privacy policies allow one to preserve data privacy while sharing and analyzing data. However, these policies are susceptible to an array of attacks. In particular, often a portion of the data desired to be privacy protected is exposed online. Access to these pre-privacy protected data samples can then be used to reverse engineer the privacy policy. With knowledge of the generating privacy policy, an attacker can use machine learning to approximate the full set of originating data. Bayesian inference is one method for reverse engineering both model and model parameters. We present a methodology for evaluating and ranking privacy policy robustness to Bayesian inference-based reverse engineering, and demonstrated this method across data with a variety of temporal trends.

Kusne, Aaron Gilad↗
DOE OSTI2020

Application of the Approximate Bayesian Computation Algorithm to Gamma-Ray Spectroscopy

Radioisotope identification (RIID) algorithms for gamma-ray spectroscopy aim to infer what isotopes are present and in what amounts in test items. RIID algorithms either use all energy channels in the analysis region or only energy channels in and near identified peaks. Because many RIID algorithms rely on locating peaks and estimating each peak’s net area, peak location and peak area estimation algorithms continue to be developed for gamma-ray spectroscopy. This paper shows that approximate Bayesian computation (ABC) can be effective for peak location and area estimation. Algorithms to locate peaks can be applied to raw or smoothed data, and among several smoothing options, the iterative bias reduction algorithm (IBR) is recommended; the use of IBR with ABC is shown to potentially reduce uncertainty in peak location estimation. Extracted peak locations and areas can then be used as summary statistics in a new ABC-based RIID. ABC allows for easy experimentation with candidate summary statistics such as goodness-of-fit scores and peak areas that are extracted from relatively high dimensional gamma spectra with photopeaks (1024 or more energy channels) consisting of count rates versus energy for a large number of gamma energies.

Burr, Tom↗
DOE OSTI2018

Probabilistic inference of reaction rate parameters from summary statistics

Here, this investigation tackles the probabilistic parameter estimation problem involving the Arrhenius parameters for the rate coefficient of the chain branching reaction H + O 2 → OH + O. This is achieved in a Bayesian inference framework that uses indirect data from the literature in the form of summary statistics by approximating the maximum entropy solution with the aid of approximate bayesian computation. The summary statistics include nominal values and uncertainty factors of the rate coefficient, obtained from shock-tube experiments performed at various initial temperatures. The Bayesian framework allows for the incorporation of uncertainty in the rate coefficient of a secondary reaction, namely OH + H 2 → H 2 O + H, resulting in a consistent joint probability density on Arrhenius parameters for the two rate coefficients. It also allows for uncertainty quantification in numerical ignition predictions while conforming with the published summary statistics.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗
DOE OSTI2019

Model Structural Inference Using Local Dynamic Operators

This paper focuses on the problem of quantifying the effects of model-structure uncertainty in the context of time-evolving dynamical systems. This is motivated by multi-model uncertainty in computer physics simulations: developers often make different modeling choices in numerical approximations and process simplifications, leading to different numerical codes that ostensibly represent the same underlying dynamics. We consider model-structure inference as a two-step methodology: the first step is to perform system identification on numerical codes for which it is possible to observe the full state; the second step is structural uncertainty quantification, in which the goal is to search candidate models "close" to the numerical code surrogates for those that best match a quantity of interest (QOI) from some empirical data sets. Here, we (1) define a discrete, local representation of the structure of a partial differential equation, which we refer to as the "local dynamical operator" (LDO); (2) identify model structure nonintrusively from numerical code output; (3) nonintrusively construct a reduced-order model (ROM) of the numerical model through POD-DEIM-Galerkin projection; (4) perturb the ROM dynamics to approximate the behavior of alternate model structures; and (5) apply Bayesian inference and energy conservation laws to calibrate a LDO to a given QOI. We demonstrate these techniques using the two-dimensional rotating shallow water equations as an example system.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2017

Goal-Oriented Optimal Approximations of Bayesian Linear Inverse Problems

We propose optimal dimensionality reduction techniques for the solution of goal-oriented linear-Gaussian inverse problems, where the quantity of interest (QoI) is a function of the inversion parameters. These approximations are suitable for large-scale applications. In particular, we study the approximation of the posterior covariance of the QoI as a low-rank negative update of its prior covariance and prove optimality of this update with respect to the natural geodesic distance on the manifold of symmetric positive definite matrices. Assuming exact knowledge of the posterior mean of the QoI, the optimality results extend to optimality in distribution with respect to the Kullback--Leibler divergence and the Hellinger distance between the associated distributions. We also propose the approximation of the posterior mean of the QoI as a low-rank linear function of the data and prove optimality of this approximation with respect to a weighted Bayes risk. Both of these optimal approximations avoid the explicit computation of the full posterior distribution of the parameters and instead focus on directions that are well informed by the data and relevant to the QoI. These directions stem from a balance among all the components of the goal-oriented inverse problem: prior information, forward model, measurement noise, and ultimate goals. We illustrate the theory using a high-dimensional inverse problem in heat transfer.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2023

Advanced data analysis in inertial confinement fusion and high energy density physics

Bayesian analysis enables flexible and rigorous definition of statistical model assumptions with well-characterized propagation of uncertainties and resulting inferences for single-shot, repeated, or even cross-platform data. This approach has a strong history of application to a variety of problems in physical sciences ranging from inference of particle mass from multi-source high-energy particle data to analysis of black-hole characteristics from gravitational wave observations. The recent adoption of Bayesian statistics for analysis and design of high-energy density physics (HEDP) and inertial confinement fusion (ICF) experiments has provided invaluable gains in expert understanding and experiment performance. In this Review, we discuss the basic theory and practical application of the Bayesian statistics framework. We highlight a variety of studies from the HEDP and ICF literature, demonstrating the power of this technique. Due to the computational complexity of multi-physics models needed to analyze HEDP and ICF experiments, Bayesian inference is often not computationally tractable. Two sections are devoted to a review of statistical approximations, efficient inference algorithms, and data-driven methods, such as deep-learning and dimensionality reduction, which play a significant role in enabling use of the Bayesian framework. We provide additional discussion of various applications of Bayesian and machine learning methods that appear to be sparse in the HEDP and ICF literature constituting possible next steps for the community. We conclude by highlighting community needs, the resolution of which will improve trust in data-driven methods that have proven critical for accelerating the design and discovery cycle in many application areas.

47 OTHER INSTRUMENTATION↗
DOE OSTI2018

Bayesian uncertainty calculation in neural network inference of ion and electron temperature profiles at W7-X

We make use of a Bayesian description of the neural network (NN) training for the calculation of the uncertainties in the NN prediction. Having uncertainties on the NN prediction allows having a quantitative measure for trusting the NN outcome and comparing it with other methods. Within the Bayesian framework, the uncertainties can be calculated under different approximations. The NN has been trained with the purpose of inferring ion and electron temperature profile from measurements of a X-ray imaging diagnostic at W7-X. The NN has been trained in such a way that it constitutes an approximation of a full Bayesian model of the diagnostic, implemented within the Minerva framework. Finally, the network has been evaluated using measured data and the uncertainties calculated under different approximations have been compared with each other, finding that neglecting the noise on the NN input can lead to an underestimation of the error bar magnitude in the range of 10%–30%.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗
DOE OSTI2024

Sequential Kalman tuning of the t -preconditioned Crank-Nicolson algorithm: efficient, adaptive and gradient-free inference for Bayesian inverse problems

Ensemble Kalman Inversion (EKI) has been proposed as an efficient method for the approximate solution of Bayesian inverse problems with expensive forward models. However, when applied to the Bayesian inverse problem EKI is only exact in the regime of Gaussian target measures and linear forward models. Here, in this work we propose embedding EKI and Flow Annealed Kalman Inversion, its normalizing flow (NF) preconditioned variant, within a Bayesian annealing scheme as part of an adaptive implementation of the t-preconditioned Crank-Nicolson (tpCN) sampler. The tpCN sampler differs from standard pCN in that its proposal is reversible with respect to the multivariate t-distribution. The more flexible tail behaviour allows for better adaptation to sampling from non-Gaussian targets. Within our Sequential Kalman Tuning (SKT) adaptation scheme, EKI is used to initialize and precondition the tpCN sampler for each annealed target. The subsequent tpCN iterations ensure particles are correctly distributed according to each annealed target, avoiding the accumulation of errors that would otherwise impact EKI. We demonstrate the performance of SKT for tpCN on three challenging numerical benchmarks, showing significant improvements in the rate of convergence compared to adaptation within standard SMC with importance weighted resampling at each temperature level, and compared to similar adaptive implementations of standard pCN. The SKT scheme applied to tpCN offers an efficient, practical solution for solving the Bayesian inverse problem when gradients of the forward model are not available. Code implementing the SKT schemes for tpCN is available at https://github.com/RichardGrumitt/KalmanMC.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2022

Inference, Prediction, & Entropy-Rate Estimation of Continuous-Time, Discrete-Event Processes

Inferring models, predicting the future, and estimating the entropy rate of discrete-time, discrete-event processes is well-worn ground. However, a much broader class of discrete-event processes operates in continuous-time. Here, we provide new methods for inferring, predicting, and estimating them. The methods rely on an extension of Bayesian structural inference that takes advantage of neural network’s universal approximation power. Based on experiments with complex synthetic data, the methods are competitive with the state-of-the-art for prediction and entropy-rate estimation.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2026

Goal-oriented real-time Bayesian inference for linear autonomous dynamical systems with application to digital twins for tsunami early warning

We present a goal-oriented framework for constructing digital twins with the following properties: (1) they employ discretizations of high-fidelity partial differential equation (PDE) models governed by autonomous dynamical systems, leading to large-scale forward problems; (2) they solve a linear inverse problem to assimilate observational data to infer uncertain model components followed by a forward prediction of the evolving dynamics; and (3) the entire end-to-end, data-to-inference-to-prediction computation is carried out without approximation and in real time through a Bayesian framework that rigorously accounts for uncertainties. Several challenges must be overcome to realize this framework, including the large scale of the forward problem, the high dimensionality of the parameter space, and for a class of problems including those we target, the slow decay of the singular values of the parameter-to-observable map. Here we introduce a methodology to overcome these challenges by exploiting the autonomous structure of the forward model to decompose the solution of the inverse problem into a one-time-only offline phase in which the PDE model is solved a limited number of times (equal to the number of sensors), and an online phase that maps well onto GPUs and computes the parameter inference and prediction of quantities of interest in real time, given observational data. Our ultimate goal is to apply this framework to construct digital twins for subduction zones, including Cascadia, to provide early warning for tsunamis generated by megathrust earthquakes. To this end, we demonstrate how our methodology can be used to employ seafloor pressure observations, along with the coupled acoustic–gravity wave equations, to infer the earthquake-induced spatiotemporal seafloor motion (discretized with $\mathscr{O}$ (10 9 ) parameters) and forward predict the tsunami propagation. We present results of an end-to-end inference, prediction, and uncertainty quantification for a representative test problem with $\mathscr{O}$ (10 8 ) inversion parameters for which goal-oriented Bayesian inference is accomplished exactly and in real time, that is, in a matter of seconds.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2017

Donor-Recipient Identification in Para- and Poly-phyletic Trees Under Alternative HIV-1 Transmission Hypotheses Using Approximate Bayesian Computation

Diversity of the founding population of Human Immunodeficiency Virus Type 1 (HIV-1) transmissions raises many important biological, clinical, and epidemiological issues. In up to 40% of sexual infections, there is clear evidence for multiple founding variants, which can influence the efficacy of putative prevention methods, and the reconstruction of epidemiologic histories. To infer who-infected-whom, and to compute the probability of alternative transmission scenarios while explicitly taking phylogenetic uncertainty into account, we created an approximate Bayesian computation (ABC) method based on a set of statistics measuring phylogenetic topology, branch lengths, and genetic diversity. We applied our method to a suspected heterosexual transmission case involving three individuals, showing a complex monophyletic-paraphyletic-polyphyletic phylogenetic topology. We detected that seven phylogenetic lineages had been transmitted between two of the individuals based on the available samples, implying that many more unsampled lineages had also been transmitted. Testing whether the lineages had been transmitted at one time or over some length of time suggested that an ongoing superinfection process over several years was most likely. While one individual was found unlinked to the other two, surprisingly, when evaluating two competing epidemiological priors, the donor of the two that did infect each other was not identified by the host root-label, and was also not the primary suspect in that transmission. This highlights that it is important to take epidemiological information into account when analyzing support for one transmission hypothesis over another, as results may be nonintuitive and sensitive to details about sampling dates relative to possible infection dates. Here, our study provides a formal inference framework to include information on infection and sampling times, and to investigate ancestral node-label states, transmission direction, transmitted genetic diversity, and frequency of transmission.

59 BASIC BIOLOGICAL SCIENCES↗
DOE OSTI2014

Likelihood-informed dimension reduction for nonlinear inverse problems

The intrinsic dimensionality of an inverse problem is affected by prior information, the accuracy and number of observations, and the smoothing properties of the forward operator. From a Bayesian perspective, changes from the prior to the posterior may, in many problems, be confined to a relatively low-dimensional subspace of the parameter space. We present a dimension reduction approach that defines and identifies such a subspace, called the 'likelihood-informed subspace' (LIS), by characterizing the relative influences of the prior and the likelihood over the support of the posterior distribution. This identification enables new and more efficient computational methods for Bayesian inference with nonlinear forward models and Gaussian priors. In particular, we approximate the posterior distribution as the product of a lower-dimensional posterior defined on the LIS and the prior distribution marginalized onto the complementary subspace. Markov chain Monte Carlo sampling can then proceed in lower dimensions, with significant gains in computational efficiency. We also introduce a Rao–Blackwellization strategy that de-randomizes Monte Carlo estimates of posterior expectations for additional variance reduction. We demonstrate the efficiency of our methods using two numerical examples: inference of permeability in a groundwater system governed by an elliptic PDE, and an atmospheric remote sensing problem based on Global Ozone Monitoring System (GOMOS) observations.

42 ENGINEERING↗
DOE OSTI2026

Semi-Analytical Hierarchical Bayesian Inference of Nonlinear Model Structure in Stochastic Dynamics: Applied to Compartmental Models of Infectious Diseases

A Bayesian computational framework for parsimonious inference in stochastic nonlinear dynamical systems is presented. This framework enables the concurrent estimation of system states, time-varying parameters, time-invariant parameters, and the optimal sparsity structure of the model parameters. Because differential equation-based models are often simplified mechanistic or phenomenological representations, robust inference from noisy measurement data requires explicit treatment of model error and uncertainty. Model error and time-varying parameters can be represented as random processes, enabling inference while making minimal assumptions about the underlying sources of discrepancy and variability. Adopting stochastic differential equation representations affords the model significant flexibility, but can also render it susceptible to overfitting during statistical inversion, where the inferred model may track noise rather than the underlying signal. To alleviate the effects of overfitting and to enable the discovery of the optimal sparse representation of the time-invariant parameters, a Bayesian sparse learning algorithm is embedded within the framework. This sparse learning framework adopts an approximate hierarchical Bayesian setting defined by a series of semi-analytical expressions. The model structure inference framework is validated using a stochastic compartmental model for tracking and forecasting active cases of an infectious disease. Compartmental models describe population-level infectious disease dynamics through interactions among population fractions grouped by disease state. Mathematically, such models consist of a system of coupled ordinary differential equations. This example adopts an expressive compartmental model that includes multiple possible interactions between disease states, motivated by early uncertainty surrounding COVID-19 reinfection dynamics and their implications for long-term epidemic forecasting. The sparse learning exercise permits the inference of a priori unknown epidemiological dynamics from simulated public health data, discovering the nested compartmental model that optimizes the trade-off between average data-fit and model complexity. It is shown that inducing sparsity among the model parameters eliminates redundant interactions between compartments, equivalently revealing the optimal coupling structure between differential equations.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2016

Scalable posterior approximations for large-scale Bayesian inverse problems via likelihood-informed parameter and state reduction

Two prime 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. However, 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 introduce 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.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2024

Evolution of homologous recombination rates across bacteria

Bacteria are nonsexual organisms but are capable of exchanging DNA at diverse degrees through homologous recombination. Intriguingly, the rates of recombination vary immensely across lineages where some species have been described as purely clonal and others as “quasi-sexual.” However, estimating recombination rates has proven a difficult endeavor and estimates often vary substantially across studies. It is unclear whether these variations reflect natural variations across populations or are due to differences in methodologies. Consequently, the impact of recombination on bacterial evolution has not been extensively evaluated and the evolution of recombination rate—as a trait—remains to be accurately described. Here, we developed an approach based on Approximate Bayesian Computation that integrates multiple signals of recombination to estimate recombination rates. We inferred the rate of recombination of 162 bacterial species and one archaeon and tested the robustness of our approach. Our results confirm that recombination rates vary drastically across bacteria; however, we found that recombination rate—as a trait—is conserved in several lineages but evolves rapidly in others. Although some traits are thought to be associated with recombination rate (e.g., GC-content), we found no clear association between genomic or phenotypic traits and recombination rate. Overall, our results provide an overview of recombination rate, its evolution, and its impact on bacterial evolution.

59 BASIC BIOLOGICAL SCIENCES↗
DOE OSTI2024

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↗