Search NASA⌕ Search

SEARCH · Search NASA

Results for “Markov chain Monte Carlo sampling”

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 91 records · Page 5

A Bayesian model for multivariate discrete data using spatial and expert information with application to inferring building attributes

When modeling sparsely observed multivariate data, strong prior information elicited from experts can be used to bolster predictive accuracy and counteract sampling bias. Similarly, modeling autocorrelation in space can help make use of co-occurrence patterns present in many types of spatial data. To make use of both expert prior information and spatial structure, we propose a novel graphical model for a spatial Bayesian network developed specifically to address challenges in inferring the attributes of buildings from geographically sparse observational data. This model is implemented as the sum of a spatial multivariate Gaussian random field and a tabular conditional probability function in real-valued space prior to projection onto the probability simplex. This modeling form is especially suitable for the usage of prior information in the form of sets of atomic rules obtained from experts. To perform inference with missing data, we implement a Markov chain Monte Carlo scheme composed of alternating steps of Gibbs sampling of missing entries and Hamiltonian Monte Carlo for model parameters. A case study in building attribution is presented to highlight the advantages and limitations of this approach.

97 MATHEMATICS AND COMPUTING↗

Robust Importance Sampling for Bayesian Model Calibration with Spatio-Temporal Data

This paper addresses two challenges in Bayesian calibration: 1) computational speed of existing sampling algorithms, and 2) calibration with spatio-temporal responses. The commonly used Markov Chain Monte Carlo (MCMC) approaches require many sequential model evaluations making the computational expense prohibitive. This paper proposes an efficient sampling algorithm: iterative importance sampling with genetic algorithm (IISGA). While iterative importance sampling enables computational efficiency, the genetic algorithm enables robustness by preventing sample degeneration and avoids getting stuck in multimodal search spaces. An inflated likelihood further enables robustness in high-dimensional parameter spaces by enlarging the target distribution. Spatio-temporal data complicate both surrogate modeling, which is necessary for expensive computational models, and the likelihood estimation. In this work, singular value decomposition is investigated for reducing the high-dimensional field data to a lower-dimensional space prior to Bayesian calibration. Then the likelihood is formulated and Bayesian inference is performed in the lower-dimension, latent space. An illustrative example is provided to demonstrate IISGA relative to existing sampling methods, and then IISGA is employed to calibrate a thermal battery model with 26 uncertain calibration parameters and spatio-temporal response data.

97 MATHEMATICS AND COMPUTING↗

Reaction–drift–diffusion models from master equations: application to material defects

We present a general method to produce well-conditioned continuum reaction–drift–diffusion equations directly from master equations on a discrete, periodic state space. We assume the underlying data to be kinetic Monte Carlo models (i.e. continuous-time Markov chains) produced from atomic sampling of point defects in locally periodic environments, such as perfect lattices, ordered surface structures or dislocation cores, possibly under the influence of a slowly varying external field. Our approach also applies to any discrete, periodic Markov chain. Here, the analysis identifies a previously omitted non-equilibrium drift term, present even in the absence of external forces, which can compete in magnitude with the reaction rates, thus being essential to correctly capture the kinetics. To remove fast modes which hinder time integration, we use a generalized Bloch relation to efficiently calculate the eigenspectrum of the master equation. A well conditioned continuum equation then emerges by searching for spectral gaps in the long wavelength limit, using an established kinetic clustering algorithm to define a proper reduced, Markovian state space.

36 MATERIALS SCIENCE↗

Sparsifying priors for Bayesian uncertainty quantification in model discovery

We propose a probabilistic model discovery method for identifying ordinary differential equations governing the dynamics of observed multivariate data. Our method is based on the sparse identification of nonlinear dynamics (SINDy) framework, where models are expressed as sparse linear combinations of pre-specified candidate functions. Promoting parsimony through sparsity leads to interpretable models that generalize to unknown data. Instead of targeting point estimates of the SINDy coefficients, we estimate these coefficients via sparse Bayesian inference. The resulting method, uncertainty quantification SINDy (UQ-SINDy), quantifies not only the uncertainty in the values of the SINDy coefficients due to observation errors and limited data, but also the probability of inclusion of each candidate function in the linear combination. UQ-SINDy promotes robustness against observation noise and limited data, interpretability (in terms of model selection and inclusion probabilities) and generalization capacity for out-of-sample forecast. Sparse inference for UQ-SINDy employs Markov chain Monte Carlo, and we explore two sparsifying priors: the spike and slab prior, and the regularized horseshoe prior. UQ-SINDy is shown to discover accurate models in the presence of noise and with orders-of-magnitude less data than current model discovery methods, thus providing a transformative method for real-world applications which have limited data.

97 MATHEMATICS AND COMPUTING↗

Probing Non-Standard Interactions in NOvA with Bayesian MCMC Methods

We present a search for non-standard neutrino interactions (NSI) using NOvA's joint $\nu_e$ appearance and $\nu_\mu$ disappearance samples in both neutrino and antineutrino beam modes. A Bayesian Markov Chain Monte Carlo approach is used to map the posterior distribution over NSI parameters $\varepsilon_{e\mu}$, $\varepsilon_{e\tau}$, and $\varepsilon_{\mu\tau}$, simultaneously with standard oscillation parameters. We investigate the effect of prior choice for the complex NSI parameters and present projected sensitivity to off-diagonal NSI.

Huang, Xiaoyan [Mississippi U.]↗

Orbits and Masses of Binaries from Speckle Interferometry at SOAR

We present results from Speckle inteferometric observations of 15 visual binaries and one double-line spectroscopic binary, carried out with the HRCam Speckle camera of the SOAR 4.1 m telescope. These systems were observed as a part of an on-going survey to characterize the binary population in the solar vicinity, out to a distance of 250 pc. We obtained orbital elements and mass sums for our sample of visual binaries. The orbits were computed using a Markov Chain Monte Carlo algorithm that delivers maximum likelihood estimates of the parameters, as well as posterior probability density functions that allow us to evaluate their uncertainty. Their periods cover a range from 5 yr to more than 500 yr; and their spectral types go from early A to mid M, implying total system masses from slightly more than 4M{sub ⊙} down to 0.2M {sub ⊙}. They are located at distances between approximately 12 and 200 pc, mostly at low Galactic latitude. For the double-line spectroscopic binary YSC8, we present the first combined astrometric/radial-velocity orbit resulting from a self-consistent fit, leading to individual component masses of 0.897 ± 0.027 M {sub ⊙} and 0.857 ± 0.026 M {sub ⊙}; and an orbital parallax of 26.61 ± 0.29 mas, which compares very well with the Gaia DR2 trigonometric parallax (26.55 ± 0.27 mas). In combination with published photometry and trigonometric parallaxes, we place our objects on an H-R diagram and discuss their evolutionary status. We also present a thorough analysis of the precision and consistency of the photometry available for them.

46 INSTRUMENTATION RELATED TO NUCLEAR SCIENCE AND ↗

Challenges in Markov Chain Monte Carlo for Bayesian Neural Networks

Markov chain Monte Carlo (MCMC) methods have not been broadly adopted in Bayesian neural networks (BNNs). This paper initially reviews the main challenges in sampling from the parameter posterior of a neural network via MCMC. Such challenges culminate to lack of convergence to the parameter posterior. Nevertheless, this paper shows that a nonconverged Markov chain, generated via MCMC sampling from the parameter space of a neural network, can yield via Bayesian marginalization a valuable posterior predictive distribution of the output of the neural network. Further, classification examples based on multilayer perceptrons showcase highly accurate posterior predictive distributions. The postulate of limited scope for MCMC developments in BNNs is partially valid; an asymptotically exact parameter posterior seems less plausible, yet an accurate posterior predictive distribution is a tenable research avenue.

97 MATHEMATICS AND COMPUTING↗

Photometric redshift uncertainties in weak gravitational lensing shear analysis: models and marginalization

ABSTRACT Recovering credible cosmological parameter constraints in a weak lensing shear analysis requires an accurate model that can be used to marginalize over nuisance parameters describing potential sources of systematic uncertainty, such as the uncertainties on the sample redshift distribution n(z). Due to the challenge of running Markov chain Monte Carlo (MCMC) in the high-dimensional parameter spaces in which the n(z) uncertainties may be parametrized, it is common practice to simplify the n(z) parametrization or combine MCMC chains that each have a fixed n(z) resampled from the n(z) uncertainties. In this work, we propose a statistically principled Bayesian resampling approach for marginalizing over the n(z) uncertainty using multiple MCMC chains. We self-consistently compare the new method to existing ones from the literature in the context of a forecasted cosmic shear analysis for the HSC three-year shape catalogue, and find that these methods recover statistically consistent error bars for the cosmological parameter constraints for predicted HSC three-year analysis, implying that using the most computationally efficient of the approaches is appropriate. However, we find that for data sets with the constraining power of the full HSC survey data set (and, by implication, those upcoming surveys with even tighter constraints), the choice of method for marginalizing over n(z) uncertainty among the several methods from the literature may modify the 1σ uncertainties on Ωm–S8 constraints by ∼4 per cent, and a careful model selection is needed to ensure credible parameter intervals.

Zhang, Tianqing (ORCID:000000025596198X)↗

Covariance-Free Bifidelity Control Variates Importance Sampling for Rare Event Reliability Analysis

Multifidelity modeling has been steadily gaining attention as a tool to address the problem of exorbitant model evaluation costs that makes the estimation of failure probabilities a significant computational challenge for complex real-world problems, particularly when failure is a rare event. To implement multifidelity modeling, estimators that efficiently combine information from multiple models/sources are necessary. In past works, the variance reduction techniques of control variates (CV) and importance sampling (IS) have been leveraged for this task. In this paper, we present the CVIS framework—a creative take on a coupled CV and IS estimator for bifidelity reliability analysis. The framework addresses some of the practical challenges of the CV method by using an estimator for the control variate mean and sidestepping the need to estimate the covariance between the original estimator and the control variate through a clever choice for the tuning constant. Furthermore, the task of selecting an efficient IS distribution is also considered, with a view towards maximally leveraging the bifidelity structure and maintaining expressivity. Additionally, a diagnostic is provided that indicates both the efficiency of the algorithm as well as the relative predictive quality of the models utilized. Finally, the behavior and performance of the framework is explored through analytical and numerical examples.

Markov chain Monte Carlo↗

Arctic Cloud‐Base Ice Precipitation Properties Retrieved Using Bayesian Inference

Abstract Cloud‐climate feedbacks are still the greatest source of uncertainty in current climate projections. Arctic clouds, which are predominantly stratiform and supercooled, often long‐lived, and nearly continuously precipitate ice particles, contribute roughly 10% of the uncertainty attributed to the global cloud feedback. This Arctic cloud uncertainty is driven by incomplete observational and theoretical knowledge required to estimate and explain the state and active processes occurring in those clouds. A focus on ice precipitation properties at Arctic cloud base rather than the surface deconfounds the product of cloud condensate sink processes from the influence of the atmospheric thermodynamic state below cloud base, rendering cloud‐base properties a more appealing target for inference and evaluation of model simulations. Here I describe an inverse model for the estimation of cloud base ice precipitation properties over Utqiagvik, North Slope of Alaska, using the synthesis of ground‐based radar and lidar measurements. By leveraging a Markov Chain Monte Carlo algorithm as the core of the inverse model, a wide range of particle size distributions are sampled, and different combinations of ice habit models are examined, both of which are typically fixed in other retrieval methods. Results show intriguing links between different cloud base thermodynamic and ice precipitation properties. Apparent ice number concentration enhancements at temperatures of −5 and −15°C suggest possible secondary ice production (SIP). The analysis alludes to an overestimation of SIP occurrence and intensity, especially in studies relying only on radar or lidar measurements. Finally, reflectivity‐dependent ice precipitation rate and ice water content parameterizations are presented.

54 ENVIRONMENTAL SCIENCES↗

Plug & play directed evolution of proteins with gradient-based discrete MCMC

Abstract A long-standing goal of machine-learning-based protein engineering is to accelerate the discovery of novel mutations that improve the function of a known protein. We introduce a sampling framework for evolving proteins in silico that supports mixing and matching a variety of unsupervised models, such as protein language models, and supervised models that predict protein function from sequence. By composing these models, we aim to improve our ability to evaluate unseen mutations and constrain search to regions of sequence space likely to contain functional proteins. Our framework achieves this without any model fine-tuning or re-training by constructing a product of experts distribution directly in discrete protein space. Instead of resorting to brute force search or random sampling, which is typical of classic directed evolution, we introduce a fast Markov chain Monte Carlo sampler that uses gradients to propose promising mutations. We conduct in silico directed evolution experiments on wide fitness landscapes and across a range of different pre-trained unsupervised models, including a 650 M parameter protein language model. Our results demonstrate an ability to efficiently discover variants with high evolutionary likelihood as well as estimated activity multiple mutations away from a wild type protein, suggesting our sampler provides a practical and effective new paradigm for machine-learning-based protein engineering.

59 BASIC BIOLOGICAL SCIENCES↗

Detecting and Characterizing Mg ii Absorption in DESI Survey Validation Quasar Spectra

Abstract We present findings of the detection of Magnesium II (Mg ii , λ = 2796, 2803 Å) absorbers from the early data release of the Dark Energy Spectroscopic Instrument (DESI). DESI is projected to obtain spectroscopy of approximately 3 million quasars (QSOs), of which over 99% are anticipated to be at redshifts greater than z > 0.3, such that DESI would be able to observe an associated or intervening Mg ii absorber illuminated by the background QSO. We have developed an autonomous supplementary spectral pipeline that detects these systems through an initial line-fitting process and then confirms the line properties using a Markov Chain Monte Carlo sampler. Based upon a visual inspection of the resulting systems, we estimate that this sample has a purity greater than 99%. We have also investigated the completeness of our sample in regard to both the signal-to-noise properties of the input spectra and the rest-frame equivalent width ( W 0 ) of the absorber systems. From a parent catalog containing 83,207 quasars, we detect a total of 23,921 Mg ii absorption systems following a series of quality cuts. Extrapolating from this occurrence rate of 28.8% implies a catalog at the completion of the five-year DESI survey that will contain over eight hundred thousand Mg ii absorbers. The cataloging of these systems will enable significant further research because they carry information regarding circumgalactic medium environments, the distribution of intervening galaxies, and the growth of metallicity across the redshift range 0.3 ≤ z < 2.5.

79 ASTRONOMY AND ASTROPHYSICS↗

A Note on the Effects of Linear Topology Preservation in Monte Carlo Simulations of Knotted Proteins

Monte Carlo simulations are a powerful technique and are widely used in different fields. When applied to complex molecular systems with long chains, such as those in synthetic polymers and proteins, they have the advantage of providing a fast and computationally efficient way to sample equilibrium ensembles and calculate thermodynamic and structural properties under desired conditions. Conformational Monte Carlo techniques employ a move set to perform the transitions in the simulation Markov chain. While accepted conformations must preserve the sequential bonding of the protein chain model and excluded volume among its units, the moves themselves may take the chain across itself. We call this a break in linear topology preservation. In this manuscript, we show, using simple protein models, that there is no difference in equilibrium properties calculated with a move set that preserves linear topology and one that does not. However, for complex structures, such as those of deeply knotted proteins, the preservation of linear topology provides correct equilibrium results but only after long relaxation. In any case, to analyze folding pathways, knotting mechanisms and folding kinetics, the preservation of linear topology may be an unavoidable requirement.

Especial, João N. C. (ORCID:0000000254765370)↗

Determination of proton PDF uncertainties with Markov chain Monte Carlo

We present an analysis of parton distribution functions (PDFs) of the proton using Markov chain Monte Carlo (MCMC) methods. The MCMC approach naturally implements Bayes’ theorem and, thus, provides a means to directly sample the underlying probability distribution—in this case, the probability distribution of the PDF parameters. This allows for a straightforward propagation of the resulting uncertainties into any PDF-dependent observable, preserving their simple probabilistic interpretation. In our analysis we include a broad set of deep inelastic scattering data from HERA, BCDMS and NMC experiments along with the Drell-Yan, 𝑊 and 𝑍 boson data from LHC and Tevatron experiments, which combined with theoretical calculations at next-to-next-to-leading order in QCD allow for realistic determination of PDFs. The main focus of this analysis is to explore alternative methods for PDF uncertainty estimation that are more firmly grounded in statistical principles. We show that the flexibility of the Bayes framework, allowing one, e.g., to account for non-Gaussianity or inconsistencies of datasets, is crucial to extract realistic uncertainties when such assumptions are not fulfilled. We also demonstrate that MCMC allows one to determine the Δ⁢𝜒 2 value corresponding to a given confidence level in the sample, which can, in turn, be used as a statistically well-founded tolerance criterion used in the Hessian method, thus addressing one of its main long-standing drawbacks.

Risse, Peter Clemens [Universität Münster (Germany↗

Laplacian Smoothing Stochastic Gradient Markov Chain Monte Carlo

As an important Markov chain Monte Carlo (MCMC) method, the stochastic gradient Langevin dynamics (SGLD) algorithm has achieved great success in Bayesian learning and posterior sampling. Furthermore, SGLD typically suffers from a slow convergence rate due to its large variance caused by the stochastic gradient. In order to alleviate these drawbacks, we leverage the recently developed Laplacian smoothing technique and propose a Laplacian smoothing stochastic gradient Langevin dynamics (LS-SGLD) algorithm. We prove that for sampling from both log-concave and non-log-concave densities, LS-SGLD achieves strictly smaller discretization error in 2-Wasserstein distance, although its mixing rate can be slightly slower. Experiments on both synthetic and real datasets verify our theoretical results and demonstrate the superior performance of LS-SGLD on different machine learning tasks including posterior sampling, Bayesian logistic regression, and training Bayesian convolutional neural networks.

97 MATHEMATICS AND COMPUTING↗

Application of Markov Chain Monte Carlo Methods for Uncertainty Quantification in Inverse Transport Problems

Determination of the components of a radioactive source/shield system using the system’s radiation signature is of great importance in homeland security, material safeguards, and waste management. Although significant progress has been made toward solving this inverse transport problem in recent years, work remains to be done to quantify the uncertainty in reconstructed results. In this article we apply two Markov chain Monte Carlo (MCMC) approaches, the delayed rejection adaptive metropolis (DRAM) and differential evolution adaptive metropolis (DREAM) methods, to solve inverse problems and quantify uncertainty. The DRAM method uses delayed rejection combined with global adaptation of the proposal covariance matrix. Furthermore, the DREAM method hybridizes MCMC sampling with the differential evolution (DE) algorithm. In numerical test cases, the DRAM and DREAM methods are shown to be superior to a first-order inverse Hessian approach for problems with noisy data and multiple unknown quantities, with DREAM converging to the posterior distribution more quickly than DRAM. The DREAM and DRAM results indicate that a full posterior distribution is required to quantify uncertainty in many inverse transport problems.

98 NUCLEAR DISARMAMENT, SAFEGUARDS, AND PHYSICAL P↗

Self-organized criticality in multi-pulse gamma-ray bursts

The variability in multi-pulse gamma-ray bursts (GRBs) may help to reveal the mechanism of underlying processes from the central engine. To investigate whether the self-organized criticality (SOC) phenomena exist in the prompt phase of GRBs, we statistically study the properties of GRBs with more than 3 pulses in each burst by fitting the distributions of several observed physical variables with a Markov Chain Monte Carlo approach, including the isotropic energy E iso , the duration time T, and the peak count rate P of each pulse. Our sample consists of 454 pulses in 93 GRBs observed by the CGRO/BATSE satellite. The best-fitting values and uncertainties for these power-law indices of the differential frequency distributions are: α$^{d}_{E}$ = 1.54±0.09, α$^{d}_{T}$ = 1.82±$^{+0.14}_{0.15}$ and α$^{d}_{P}$ = 2.09$^{+0.18}_{–0.19}$, while the power-law indices in the cumulative frequency distributions are: α$^{c}_{E}$ = 1.44$^{+0.08}_{–0.10}$, α$^{c}_{T}$ = 1.75$^{+0.141}_{–0.13}$ and α$^{c}_{P}$ = 1.99$^{+0.16}_{–0.19}$. We find that these distributions are roughly consistent with the physical framework of a Fractal-Diffusive, Self-Organized Criticality (FD-SOC) system with the spatial dimension S = 3 and the classical diffusion β=1. The results of this study support that the jet responsible for the GRBs should be magnetically dominated and magnetic instabilities (e.g., kink model, or tearing-model instability) lead the GRB emission region into the SOC state.

79 ASTRONOMY AND ASTROPHYSICS↗

Transitional Markov Chain Monte Carlo Sampler in UQTk

Transitional Markov Chain Monte Carlo (TMCMC) is a variant of a class of Markov Chain Monte Carlo algorithms known as tempering-based methods. In this report, the implementation of TMCMC in the Uncertainty Quantification Toolkit is investigated through the sampling of high-dimensional distributions, multi-modal distributions, and nonlinear manifolds. Furthermore, the Bayesian model evidence estimates obtained from TMCMC are tested on problems with known analytical solutions and shown to provide consistent results.

97 MATHEMATICS AND COMPUTING↗