Plug and play: a general approach for the fusion of sensor and machine learning models
Regularized or Bayesian inversion has revolutionized our ability to reconstruct images from incomplete data.
97 MATHEMATICS AND COMPUTING↗
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Results for “Bayesian inverse”
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.
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Improved Bayesian regularization of inverse problems in vibrations and acoustics using noise-only measurements
Here, this paper studies Tikhonov regularization (ridge regression) parameter selection for problems in vibrations and acoustics. The selection method is based on a popular Bayesian method, but it incorporates measurements of sensor noise. The regularization parameter is closely related to the ratio of system input energy to noise energy, so noise measurements inform the inference procedure and improve parameter identification. In cases where standard Bayesian regularization identifies zero as the optimal regularization parameter, noise measurements guarantee a unique nonzero optimum. Sufficient theoretical criteria are developed for this guarantee. The method is verified in even-determined and under-determined configurations in an acoustic source localization simulation and a vibration load identification experiment. It is shown to yield significant improvements over existing empirical Bayesian regularization. Improvements are larger in the even-determined case and smaller in the under-determined case, wherein the inverse solution is less sensitive to the regularization parameter.
42 ENGINEERING↗
Integration of seismic-pressure-petrophysics inversion of continuous active-seismic monitoring data for monitoring and quantifying CO 2 plume (Final Report)
The overall objective of this project is to develop and validate an integrated package of joint seismic-pressure-petrophysics inversion (jSPPI) of continuous active-source seismic monitoring dataset capable of providing real-time monitoring of CO 2 plume during geologic carbon sequestration (GCS). The three specific developments include: (a) the methodologies for fast seismic full waveform inversion of continuous active source seismic monitoring, (CASSM) datasets for simultaneously estimating velocity and attenuation, and with data assimilation; (b) joint Bayesian petrophysical inversion of seismic models and pressure data for providing and updating CO 2 saturation models; (c) the methods using multiple datasets including (Crainfield and Frio-II borehole) synthetic, laboratory, and field CASSM datasets. The outcomes of jSPPI include (a) a workflow for processing CASSM data, (b) Bayesian inversion algorithms using CASSM data and pressure response data, and (c) integration with data assimilation algorithms for continuously updating site-specific models used for prediction and reservoir management. The validation of joint FWI will be conducted using synthetic models based on the Cranfield and Frio experiments as well as field CASSM datasets collected as part of the Frio-II pilot injection. To quantify and map the mass and distribution of CO 2 (saturation), we will jointly invert velocity and attenuation measurements from the FWI with a Bayesian approach using a rock physics model for attenuation (e.g., White’s attenuation model with two selected patch sizes (White, 1976; Dutta and Seriff, 1979)). The Bayesian inversion will be applied to each time step in the CASSM survey in an updating scheme, which integrates with an ensemble of reservoir simulations at each step. A more complete experimental validation dataset will be collected as part of a mesoscale (2-3 m) gas-CO 2 injection experiment utilizing a higher frequency version of the CASSM system developed for laboratory studies; the integrated inversion will be demonstrated using this dataset which will provide both a dense geometry as well as more precise secondary confirmation measurements (e.g. saturation) typically not available in the field. The resulting real-time map of CO 2 saturation is able to provide a deeper scientific understanding of the complex, time-varying dynamics of subsurface fluid flow migration path as well as the rapid detection of CO 2 leakage hazards.
25 ENERGY STORAGE↗
Bayesian optimization for inverse calibration of expensive computer models: A case study for Johnson-Cook model in machining
Inverse model calibration for identifying the constitutive model parameters can be computationally demanding for expensive-to-evaluate simulation models. Here, this paper presents a modified Bayesian optimization (BO) method, denoted as BO-bound, that incorporates theoretical bounds on the quantity of interest. A case study for the inverse calibration of the Johnson Cook (J-C) flow stress model parameters is presented using machining (cutting) force data. The results show fast calibration of the five J-C parameters within 25 simulations. In general, the BO-bound method is applicable for inverse calibration of any expensive simulation models as well as optimization problems with known bounds.
Bayesian optimization↗
Multi-variance replica exchange SGMCMC for inverse and forward problems via Bayesian PINN
Physics-informed neural network (PINN) has been successfully applied in solving a variety of nonlinear non-convex forward and inverse problems. However, the training is challenging because of the non-convex loss functions and the multiple optima in the Bayesian inverse problem. In this work, we propose a multi-variance replica exchange stochastic gradient Langevin dynamics method to tackle the challenge of the multiple local optima in the optimization and the challenge of the multiple modal posterior distribution in the inverse problem. Replica exchange methods are capable of escaping from the local traps and accelerating the convergence; two chains with different temperatures are designed where the low temperature chain aims for the local convergence, and the target of the high temperature chain is to travel globally and explore the whole loss function entropy landscape. However, it may not be efficient to solve mathematical inversion problems by using the vanilla replica method directly since the method doubles the computational cost in evaluating the forward solvers (likelihood functions) in the two chains. To address this issue, we propose to make different assumptions on the energy function estimation and this facilities one to use solvers of different fidelities in the likelihood function evaluation. More precisely, one can use a solver with low fidelity in the high temperature chain while using a solver with high fidelity in the low temperature chain. Our proposed method significantly lowers the computational cost in the high temperature chain, meanwhile preserving the accuracy and converging very fast. Here we give an unbiased estimate of the swapping rate and give an estimation of the discretization error of the scheme. To verify our idea, we design and solve four inverse problems which have multiple modes. The proposed method is also employed to train the Bayesian PINN to solve the forward and inverse problems; faster and more accurate convergence has been observed when compared to the stochastic gradient Langevin dynamics (SGLD) method and vanilla replica exchange methods.
97 MATHEMATICS AND COMPUTING↗
Real-Time Bayesian Inference at Extreme Scale: A Digital Twin for Tsunami Early Warning Applied to the Cascadia Subduction Zone
We present a Bayesian inversion-based digital twin that employs acoustic pressure data from seafloor sensors, along with 3D coupled acoustic–gravity wave equations, to infer earthquake-induced spatiotemporal seafloor motion in real time and forecast tsunami propagation toward coastlines for early warning with quantified uncertainties. Our target is the Cascadia subduction zone, with one billion parameters. Computing the posterior mean alone would require 50 years on a 512 GPU machine. Instead, exploiting the shift invariance of the parameter-to-observable map and devising novel parallel algorithms, we induce a fast offline–online decomposition. The offline component requires just one adjoint wave propagation per sensor; using MFEM, we scale this part of the computation to the full El Capitan system (43,520 GPUs) with 92% weak parallel efficiency. Moreover, given real-time data, the online component exactly solves the Bayesian inverse and forecasting problems in 0.2 seconds on a modest GPU system, a ten-billion-fold speedup.
97 MATHEMATICS AND COMPUTING↗
Optimal Experimental Design for Inverse Problems in the Presence of Observation Correlations
Optimal experimental design (OED) is the general formalism of sensor placement and decisions on the data collection strategy for engineered or natural experiments. This problem is prevalent in many critical fields such as battery design, numerical weather prediction, geosciences, environmental and urban studies. State-of-the-art computational methods for experimental design do not accommodate correlation structure in observational errors produced by many expensive-to-operate devices such as X-ray machines, radars, and satellites. Discarding evident data correlations leads to biased results, higher expenses, and waste of valuable resources. We present a general formulation of the OED formalism for model-constrained large-scale Bayesian linear inverse problems, where measurement errors are generally correlated. The proposed approach utilizes the Hadamard product of matrices to formulate the weighted-likelihood, and is valid for both finite as well as infinite-dimensional Bayesian inverse problems. Extensive numerical experiments are carried out for empirical verification of the proposed approach using an advection-diffusion model, where the objective is to optimally place a small set of sensors, under a limited budget, to predict the concentration of a contaminant in a closed and bounded domain.
Correlated observations↗
hIPPYlib-MUQ: A Bayesian Inference Software Framework for Integration of Data with Complex Predictive Models under Uncertainty
Bayesian inference provides a systematic framework for integration of data with mathematical models to quantify the uncertainty in the solution of the inverse problem. However, the solution of Bayesian inverse problems governed by complex forward models described by partial differential equations (PDEs) remains prohibitive with black-box Markov chain Monte Carlo (MCMC) methods. We present hIPPYlib-MUQ, an extensible and scalable software framework that contains implementations of state-of-the art algorithms aimed to overcome the challenges of high-dimensional, PDE-constrained Bayesian inverse problems. These algorithms accelerate MCMC sampling by exploiting the geometry and intrinsic low-dimensionality of parameter space via derivative information and low rank approximation. The software integrates two complementary open-source software packages, hIPPYlib and MUQ. hIPPYlib solves PDE-constrained inverse problems using automatically-generated adjoint-based derivatives, but it lacks full Bayesian capabilities. MUQ provides a spectrum of powerful Bayesian inversion models and algorithms, but expects forward models to come equipped with gradients and Hessians to permit large-scale solution. By combining these two complementary libraries, we created a robust, scalable, and efficient software framework that realizes the benefits of each and allows us to tackle complex large-scale Bayesian inverse problems across a broad spectrum of scientific and engineering disciplines. To illustrate the capabilities of hIPPYlib-MUQ, we present a comparison of a number of MCMC methods available in the integrated software on several high-dimensional Bayesian inverse problems. These include problems characterized by both linear and nonlinear PDEs, various noise models, and different parameter dimensions. The results demonstrate that large (~ 50×) speedups over conventional black box and gradient-based MCMC algorithms can be obtained by exploiting Hessian information (from the log-posterior), underscoring the power of the integrated hIPPYlib-MUQ framework.
97 MATHEMATICS AND COMPUTING↗
B-PINNs: Bayesian Physics-informal Neural Networks for Forward and Inverse PDE Problems with Noisy Data
We propose a Bayesian physics-informed neural network (B-PINN) to solve both forward and inverse nonlinear problems described by partial differential equations (PDEs) and noisy data. In this Bayesian framework, the Bayesian neural network (BNN) combined with a PINN for PDEs serves as the prior while the Hamiltonian Monte Carlo (HMC) or the variational inference (VI) could serve as an estimator of the posterior. B-PINNs make use of both physical laws and scattered noisy measurements to provide predictions and quantify the aleatoric uncertainty arising from the noisy data in the Bayesian framework. Compared with PINNs, in addition to uncertainty quantification, B-PINNs obtain more accurate predictions in scenarios with large noise due to their capability of avoiding overfitting. We conduct a systematic comparison between the two different approaches for the B-PINNs posterior estimation (i.e., HMC or VI), along with dropout used for quantifying uncertainty in deep neural networks. Our experiments show that HMC is more suitable than VI with mean field Gaussian approximation for the B-PINNs posterior estimation, while dropout employed in PINNs can hardly provide accurate predictions with reasonable uncertainty. Finally, we replace the BNN in the prior with a truncated Karhunen-Loève (KL) expansion combined with HMC or a deep normalizing flow (DNF) model as posterior estimators. The KL is as accurate as BNN and much faster but this framework cannot be easily extended to high-dimensional problems unlike the BNN based framework.
Non linear PDEs, Noisy data, Bysian physics inform↗
Bayesian Approach to the Joint Inversion of Gravity and Magnetic Data, with Application to the Ismenius Area of Mars
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
data analysis↗
Bayesian Inference in Satellite Gravity Inversion
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.
Kis, K. I.↗
Bayesian Neural Network Variational Autoencoder Inverse Mapper (BNN-VAIM) and its application in Compton Form Factors extraction
Abstract We extend the Variational Autoencoder Inverse Mapper (VAIM) framework for the inverse problem of extracting Compton Form Factors (CFFs) from deeply virtual exclusive reactions, such as the unpolarized Deeply virtual exclusive scattering (DVCS) cross section. VAIM is an end-to-end deep learning framework to address the solution ambiguity issue in ill-posed inverse problems, which comprises of a forward mapper and a backward mapper to simulate the forward and inverse processes, respectively. In particular, we incorporate Bayesian Neural Network (BNN) into the VAIM architecture (BNN-VAIM) for uncertainty quantification. By sampling the weights and biases distributions of the BNN in the backward mapper of the VAIM, BNN-VAIM is able to estimate prediction uncertainty associated with each individual solution obtained for an ill-posed inverse problem. We first demonstrate the uncertainty quantification capability of BNN-VAIM in a toy inverse problem. Then, we apply BNN-VAIM to the inverse problem of extracting 8 CFFs from the unpolarized DVCS cross section.
Instruments & Instrumentation↗
Inverse Reinforcement Learning based Bayesian Goal Inference Method for Early Nuclear Proliferation Detection
Traditional methods for detection of nuclear proliferation indicators are usually applied after nuclear proliferation has already occurred. There is a need to advance these methods to perform early detection of nuclear proliferation indicators. In this project, we formulated an early detection problem as a sequential, decision-making, goal inference problem based on research publications of authors, to determine whether it is possible to infer whether an author will publish on a research activity before it has occurred. To develop and test our approach, we selected a civil nuclear activity for our case study. We constructed a state-action-state transition graph from publications of authors associated with the activity and the co-authors of their publications, using titles, abstracts, and author publication sequences. We then used inverse reinforcement learning to model the goal-directed behavior of authors in trajectories that terminate at selected goal states. Using a Bayesian formulation, we computed the probability that authors would reach each selected state from partially observed trajectories of their state transitions in their research topic space. The state with the highest probability was selected as the most probable goal state. Based on our results, we found that 60% of the times we can infer the correct goal state early; sometimes the inference is either delayed, or multiple states could be inferred as goal states. Overall, our results show that it is possible to perform early detection of research activities of authors in a nuclear technology area. Further research is necessary to establish a more accurate understanding of how topic modeling, topic space grid discretization, and the extent of overlap among trajectories of different goal states, affect the goal inference results. The methods developed in this work may be used to enhance data-driven methods for early detection of nuclear proliferation indicators.
97 MATHEMATICS AND COMPUTING↗
A Regional CO2 Observing System Simulation Experiment for the ASCENDS Satellite Mission
Top-down estimates of the spatiotemporal variations in emissions and uptake of CO2 will benefit from the increasing measurement density brought by recent and future additions to the suite of in situ and remote CO2 measurement platforms. In particular, the planned NASA Active Sensing of CO2 Emissions over Nights, Days, and Seasons (ASCENDS) satellite mission will provide greater coverage in cloudy regions, at high latitudes, and at night than passive satellite systems, as well as high precision and accuracy. In a novel approach to quantifying the ability of satellite column measurements to constrain CO2 fluxes, we use a portable library of footprints (surface influence functions) generated by the WRF-STILT Lagrangian transport model in a regional Bayesian synthesis inversion. The regional Lagrangian framework is well suited to make use of ASCENDS observations to constrain fluxes at high resolution, in this case at 1 degree latitude x 1 degree longitude and weekly for North America. We consider random measurement errors only, modeled as a function of mission and instrument design specifications along with realistic atmospheric and surface conditions. We find that the ASCENDS observations could potentially reduce flux uncertainties substantially at biome and finer scales. At the 1 degree x 1 degree, weekly scale, the largest uncertainty reductions, on the order of 50 percent, occur where and when there is good coverage by observations with low measurement errors and the a priori uncertainties are large. Uncertainty reductions are smaller for a 1.57 micron candidate wavelength than for a 2.05 micron wavelength, and are smaller for the higher of the two measurement error levels that we consider (1.0 ppm vs. 0.5 ppm clear-sky error at Railroad Valley, Nevada). Uncertainty reductions at the annual, biome scale range from 40 percent to 75 percent across our four instrument design cases, and from 65 percent to 85 percent for the continent as a whole. Our uncertainty reductions at various scales are substantially smaller than those from a global ASCENDS inversion on a coarser grid, demonstrating how quantitative results can depend on inversion methodology. The a posteriori flux uncertainties we obtain, ranging from 0.01 to 0.06 Pg C yr-1 across the biomes, would meet requirements for improved understanding of long-term carbon sinks suggested by a previous study.
remote sensing↗
A Bayesian approach to nonlinear inversion
Powerful methods are now available for solving linear parametric inverse problems. However, many inverse problems which arise in geohysics are nonlinear. Fortunately, it is possible to treat most of these with the air of linear perturbation theory and liner inversion. But a convenient method is needed for assessing the importance of nonlinearity in these quasi-linear problems. The present paper provides such a method. Matsu'ura and Jackson (1984) have presented a simple algorithm for evaluating the asymptotic covariance matrix fo estimation errors. In the present investigation, aspects of linear inversion are discussed, taking into account linear parametric inverse problems, nonuniqueness, prior information, confidence limits, conditional and marginal statistics, the relative importance of the prior and observational data, and standardized variables. Attention is also given to nonlinear inversion, and the application of the considered approaches to a number of examples.
Jackson, D. D.↗
Isotropic probability measures in infinite dimensional spaces: Inverse problems/prior information/stochastic inversion
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.
Backus, George↗
Isotropic probability measures in infinite-dimensional spaces
Let R be the real numbers, R(n) the linear space of all real n-tuples, and R(infinity) the linear space of all infinite real sequences x = (x sub 1, x sub 2,...). Let P sub in :R(infinity) approaches R(n) be the projection operator with P sub n (x) = (x sub 1,...,x sub n). Let p(infinity) be a probability measure on the smallest sigma-ring of subsets of R(infinity) which includes all of the cylinder sets P sub n(-1) (B sub n), where B sub n is an arbitrary Borel subset of R(n). Let p sub n be the marginal distribution of p(infinity) on R(n), so p sub n(B sub n) = p(infinity) (P sub n to the -1 (B sub n)) for each B sub n. A measure on R(n) is isotropic if it is invariant under all orthogonal transformations of R(n). All members of the set of all isotropic probability distributions on R(n) are described. The result calls into question both stochastic inversion and Bayesian inference, as currently used in many geophysical inverse problems.
Backus, George↗
A Spatially Varying Bayesian Approach to Solving Inverse Problems: Applications to Deblurring Cygnus Radiographs
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97 MATHEMATICS AND COMPUTING↗