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At least 109 records · Page 6

A Decision-Making Machine Learning Approach in Hermite Spectral Approximations of Partial Differential Equations

The accuracy and effectiveness of Hermite spectral methods for the numerical discretization of partial differential equations on unbounded domains are strongly affected by the amplitude of the Gaussian weight function employed to describe the approximation space. This is particularly true if the problem is under-resolved, i.e., there are no enough degrees of freedom. The issue becomes even more crucial when the equation under study is time-dependent, forcing in this way the choice of Hermite functions where the corresponding weight depends on time. In order to adapt dynamically the approximation space, it is here proposed an automatic decision-making process that relies on machine learning techniques, such as deep neural networks and support vector machines. The algorithm is numerically tested with success on a simple 1D problem, but the main goal is its exportability in the context of more serious applications. Here we also show at the end an application in the framework of plasma physics.

97 MATHEMATICS AND COMPUTING↗

The inflationary wavefunction from analyticity and factorization

Here, we study the analytic properties of tree-level wavefunction coefficients in quasi-de Sitter space. We focus on theories which spontaneously break dS boost symmetries and can produce significant non-Gaussianities. The corresponding inflationary correlators are (approximately) scale invariant, but are not invariant under the full conformal group. We derive cutting rules and dispersion formulas for the late-time wavefunction coefficients by using factorization and analyticity properties of the dS bulk-to-bulk propagator. This gives a unitarity method which is valid at tree-level for general n-point functions and for fields of arbitrary mass. Using the cutting rules and dispersion formulas, we are able to compute n-point functions by gluing together lower-point functions. As an application, we study general four-point, scalar exchange diagrams in the EFT of inflation. We show that exchange diagrams constructed from boost-breaking interactions can be written as a finite sum over residues. Finally, we explain how the dS identities used in this work are related by analytic continuation to analogous identities in Anti-de Sitter space.

79 ASTRONOMY AND ASTROPHYSICS↗

Metaplectic geometrical optics for ray-based modeling of caustics: Theory and algorithms

The optimization of radio frequency-wave (RF) systems for fusion experiments is often performed using ray-tracing codes, which rely on the geometrical-optics (GO) approximation. However, GO fails at caustics such as cutoffs and focal points, erroneously predicting the wave intensity to be infinite. This is a critical shortcoming of GO, since the caustic wave intensity is often the quantity of interest, e.g., RF heating. Full-wave modeling can be used instead, but the computational cost limits the speed at which such optimizations can be performed. Here, we have developed a less expensive alternative called metaplectic geometrical optics (MGO). Instead of evolving waves in the usual x (coordinate) or k (spectral) representation, MGO uses a mixed X$\equiv$Ax+Bk representation. By continuously adjusting the matrix coefficients A and B along the rays, one can ensure that GO remains valid in the X coordinates without caustic singularities. The caustic-free result is then mapped back onto the original x space using metaplectic transforms. Here, we overview the MGO theory and review algorithms that will aid the development of an MGO-based ray-tracing code. We show how using orthosymplectic transformations leads to considerable simplifications compared to previously published MGO formulas. We also prove explicitly that MGO exactly reproduces standard GO when evaluated far from caustics (an important property that until now has only been inferred from numerical simulations), and we relate MGO to other semiclassical caustic-removal schemes published in the literature. Finally this discussion is then augmented by an explicit comparison of the computed spectrum for a wave bounded between two cutoffs.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗

Energy density and spectrum of single-cycle and sub-cycle electromagnetic pulses

Based on the exact solution of the Maxwell equations in the form of a collapsing spherical vector wave specified by an arbitrary function of time, we have calculated the maximum energy density that can be achieved when focusing extremely short pulses of various shapes. It is shown that our earlier formula expressing the maximum energy density in terms of the spectrum parameters for Gaussian quasi-monochromatic pulses is approximately (with an accuracy of ±40 %) valid for the main types of extremely short pulses. (extremely short laser pulses)

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Surface Cloud Grid Version 2 (SFCCLDGRID2) Value-Added Product: Description of Update"

This document describes the algorithm used for the Surface Cloud Grid Value-Added Product (VAP). This VAP uses as input the 15-min. output from the Shortwave (SW) Flux Analysis VAP (see Long 2001; Long and Ackerman 2000; Long et al. 1999) from the Atmospheric Radiation Measurement (ARM) Climate Reseach Facility (ACRF) Southern Great Plains (SGP) Central Facility and extended facilities. This network of 21 sites is unevenly spaced over northern Oklahoma into southern Kansas, covering an area from 95.5° to 99.5° west longitude and 34.5° to 38.5° north latitude. For research applications such as single-column modeling, an estimate of the cloud and cloud effects distribution over this entire domain is desirable. The Surface Cloud Grid VAP applies a multi-pass weighted sum analytic approximation technique (Caracena 1987), which uses Gaussian weighting and an imposed scale length, to interpolate to a 0.25° by 0.25° lat/long grid over the SGP domain. The output, like the input, includes solar elevation angles of 10° or greater.

97 MATHEMATICS AND COMPUTING↗

Distributed fiber sensing systems for 3D combustion temperature field monitoring in coal-fired boilers using optically generated acoustic waves (Final Report)

In this project, we have developed and tested three kinds of fiber optic sensing systems for real time monitoring of temperature variations within an industrial scale boiler furnace. The fiber optic sensing systems target spatial and temporal distributions of high temperature profiles in a boiler furnace in fossil power plants. The reconstructed temperature profile will provide critical input for the control mechanisms to optimize the combustion process. This temperature profile will address the essential problem for fossil power plants in achieving higher efficiency and fewer pollutant emissions. Acoustic pyrometer systems have been used to reconstruct temperature field of power plant boilers based on measuring TOF (times-of-flight) of sound waves along some straight paths in a 2D cross-section of the boiler. In this project, optically generated acoustic signals from a fiber optic sensing system have replaced the acoustic signals generated from an electrical transducer. A 3D reconstruction algorithm replaced the previous 2D model. In this project, three kinds of fiber optic sensing systems have been developed and tested. They are fiber optic sensing system I, fiber optic sensing system II (Distributed Sensing System I) and fiber optic sensing system III (Distributed Sensing System II). For fiber optic sensing system I, the fiber optic ultrasound generator acts as a signal generator. A microphone, hydrophone or other electronic devices serve as a signal receiver. In this system, there are one generator and one receiver. Distance test, water temperature test, air temperature test, air temperature reconstruction, and GE ISBF pilot test were performed by Fiber optic sensing system I. The fiber optic sensing system I successfully detected temperature in all these tests. We got 2D temperature reconstruction results by using the fiber optic sensing system I and it matched the reference data. The fiber optic sensing system I successfully survived in GE ISBF boiler environment (480 °F). For fiber optic sensing system II (Distributed Sensing System I), it is an all optical ultrasound system. The fiber optic ultrasound generator acts as a signal generator. Fiber Bragg Grating (FBG) and Fabry-Perot (FP) sensor act as a signal receiver. In this system, there is one generator and one receiver. Aluminum plate temperature test, furnace high temperature test, and GE ISBF pilot test were performed by the fiber optic sensing system II. Fiber optic sensing system II successfully detected the temperature in all these tests. The fiber optic sensing system II successfully survived at up to 700 °C furnace environment and 320 °C GE ISBF boiler environment. For fiber optic sensing system III (Distributed Sensing System II), it is also an all optical ultrasound system. The fiber optic ultrasound generator acts as a signal generator. Multiple FP fiber sensors act as signal receivers. In this system, there is one generator and three receivers. Three GE ISBF pilot tests were performed by fiber optic sensing system III. The fiber optic sensing system III survived in the cold flow tests in GE’s ISBF pilot test facility. However, we didn’t get high temperature data by using this system since the nanosecond laser issues. During the period of the project, test trials, data simulation and algorithm optimization was performed successfully. For real time temperature field construction, the sampling rate must be fast enough to capture the field variations. The technology of Code-division multiple access (CDMA) is well studied which could allow parallel multiplexing, even if signals overlap in time or frequencies. Moreover, it has been known that extending the length of signal significantly improves SNR. For acoustic signals, these multiplexing techniques have also been widely used, mainly for sonar and acoustic communications. The CDMA modulation technique has been proposed and studied to guarantee high network throughput, low channel access delay and low energy consumption. We have studied the temperature field reconstruction using Gaussian Radial Basis Functions (GRBF)-based approximation approach. Reconstruction of 3D temperature field using Neural Networks with measured TOF and known propagation paths is feasible. 2D and 3D temperature field reconstruction simulation results are achieved. The milestone status is shown in Table 1. We finished milestone 1-8 and milestone 10. For milestone 9, we did three pilot tests by using the fiber optic sensing system III (Distributed Sensing System II) at GE Power. However, due to the failure of the ns laser, we did not get the temperature results. We conducted some additional tasks that were not originally proposed: 1) We fabricated a fiber optic sensing system I and did a pilot test based on this system. 2) In the proposal, we proposed two pilot tests at GE Power. In reality, we finished at least seven pilot tests at GE Power. GE Power has made a lot of efforts for supporting the pilot tests. 3) We got a simulation results based on CDMA. In summary, most of the tasks have been accomplished. The outcome of this project removed a few barriers that hinder the achievement of the final product of the distributed sensing systems. With the successful accomplishment of this project, a prototype of the fiber optic sensing system can be fabricated to attract more interests from companies and other funding agencies.

47 OTHER INSTRUMENTATION↗

Gaussian Process Emulators for Volcanic Ash Dispersion Model Tephra2

It is necessary to predict volcanic ash deposition since falling ash is harmful to human activities. Because simulators built for this purpose are computationally expensive, it is popular to use statistical emulators for geophysical hazard analyses, where a large number of simulations are required. Gaussian stochastic process emulators are able to approximate expensive simulations in an accurate and efficient way. Using a relatively small number of simulation runs, a well-trained emulator can accurately predict simulation outputs at massive new input points in a few seconds. Under different explosive eruption conditions, we constructed Gaussian stochastic process emulators for Tephra2, a simulation tool for estimating the accumulation of volcanic ash over a region. Historical wind records are used as input wind data, without assuming a Gaussian wind speed profile or common wind direction among elevations. While there are several inputs for Tephra2, we use no more than three physically motivated variables as emulator inputs to reduce the computational cost of emulations. The emulator outputs predict the mass of tephra per unit area at 50281 grid points around a predetermined vent location.

58 GEOSCIENCES↗

COMPUTATIONAL MODELING OF IGNITION AND PREMIXED FLAME PROPAGATION INITIATED BY A PRE-CHAMBER TURBULENT JET

Addressing the pressing need for reduced carbon emissions, Turbulent Jet Ignition (TJI) emerges as a promising technology for ultra-lean combustion, offering enhanced thermal efficiencies and minimized cyclic variability in spark-ignited engines. To facilitate rapid testing and integration of this technology, a robust computational modeling framework is crucial. This study delves into the predictive capabilities of computational models for main-chamber ignition and premixed flame propagation using a single-cycle TJI rig measured by Biswas et al. (Applied Thermal Engineering, vol 106, 2016). Employing an open-source compressible flow simulation solver with Large Eddy Simulation (LES) for turbulence modeling, the investigation integrates the conventional Laminar Finite Rate Chemistry (LFRC) model alongside the transported Probability Density Method (PDF) for turbulence-chemistry interaction. A fully-consistent Eulerian Monte-Carlo Fields (EMCF) method is utilized to approximate the transported PDF, while Interaction by Exchange with Mean is employed to close micro-mixing terms in stochastic differential equations. A reduced chemical reaction mechanism with 21 species and 84 reactions (DRM-19) is used for solving chemical kinetics, and a double Gaussian energy deposition model is used to approximate the spark ignition in the pre-chamber. An unstructured O-grid mesh with 0.3 million cells in the prechamber and 1 million cells in the main chamber is employed. Results are divided into two phases: pre-chamber initialization and full TJI simulations. Validation of the predicted pre-chamber flame propagation and the lean ignition in the main-chamber is carried out by using available experimental data. Under quiescent conditions, both the LFRC and transported PDF methods largely underestimate the flame speed and subsequent pressure growth in the pre-chamber. A linear momentum forcing technique is applied to investigate the impact of initial turbulence in the pre-chamber, demonstrating a notable influence on flame propagation. Fine-tuning of the forcing coefficient reproduces the sudden pressure growth observed in the experiment. The experimentally validated pre-chamber simulation serves as the initial condition for the full TJI simulations. It is found that the LFRC model fails to predict lean-ignition in the main-chamber, resulting in a misfiring event. Incorporation of turbulence-chemistry interaction using the transported PDF method substantially improves the prediction of the ignition event in the main-chamber, achieving fair qualitative agreement and quantitative validation of combustion parameters within ±10% of the reported experimental data. The rich simulation results consisting of a full set of statistical description of the thermo-chemical states enable us to gain deep insights into the ignition mechanisms in the main chamber, which is limited when done experimentally. A novel dual ignition phenomenon is revealed in the TJI rig for the first time. Initially, a primary ignition kernel is formed at a downstream location which eventually detaches from the main jet. As the jet momentum decreases, a secondary ignition event follows, this time at a more upstream location which eventually combines with the primary ignition kernel to form a single connected flame front. Investigation of these ignition sequences in chemical composition space reveal distinct differences between the two. The primary ignition event in the main-chamber is followed by a large concentration of active radicals from the pre-chamber jet, accelerating the chain-branching steps, characterizing what has been referred to as flame ignition. In contrast, the secondary ignition occurs in the absence of active radicals in the pre-chamber jet, hence characterized as jet ignition. Further analysis of the effect of pre-chamber jet characteristics on lean ignition in the main-chamber is conducted by setting up cases with different initial pressure ratios (por) between the two chambers, a non-dimensional parameter, ranging from 1.2 to 3.2. As the initial pressure ratio increases, jet momentum increases, with dual ignition observed in cases above por= 2.2. Case with por= 3.2 lead to misfiring. The effect of ignition sequence on global combustion characteristics of TJI is analyzed. Dual ignition events lead to non-monotonicity in combustion characteristics such as global reaction progress variable, flame penetration, and global heat release rate. In dual ignition events, although the rate of fuel consumption and global heat release rate is initially lower, the secondary ignition leads to a sudden increase in flame surface area, resulting in a sudden jump and promoting the overall performance of the TJI system.

42 ENGINEERING↗

Leverage Score Sampling for Parametric PDEs (Final Technical Report)

This final technical report summarizes the accomplishments of work performed under DOE Office of Science Award DE-SC0022266, which is titled “Leverage Score Sampling for Parametric PDEs”. The goal of the project was to extend methods from Randomized Numerical Linear Algebra (RandNLA) to tackle central computational challenges in model order reduction and uncertainty quantification (UQ) for parametric partial differential equations (PDEs). In particular, we sought to use importance sampling methods originally developed for RandNLA to develop sample efficient active learning algorithms for approximating high-dimensional scalar functions, e.g. by polynomials, Gaussian process models, and simple neural networks. Such methods can be immediately applied to developing surrogate models or to approximating quantity of interest (QoI) surfaces. In the context of PDEs, each sample used for learning equates to the solution of the differential equation for a particular set of parameters, so sample efficiency translates to improved computational efficiency for a variety of downstream tasks.

97 MATHEMATICS AND COMPUTING↗

Characterization of Partially Observed Epidemics - Application to COVID-19

This report documents a statistical method for the "real-time" characterization of partially observed epidemics. Observations consist of daily counts of symptomatic patients, diagnosed with the disease. Characterization, in this context, refers to estimation of epidemiological parameters that can be used to provide short-term forecasts of the ongoing epidemic, as well as to provide gross information for the time-dependent infection rate. The characterization problem is formulated as a Bayesian inverse problem, and is predicated on a model for the distribution of the incubation period. The model parameters are estimated as distributions using a Markov Chain Monte Carlo (MCMC) method, thus quantifying the uncertainty in the estimates. The method is applied to the COVID-19 pandemic of 2020, using data at the country, provincial (e.g., states) and regional (e.g. county) levels. The epidemiological model includes a stochastic component due to uncertainties in the incubation period. This model-form uncertainty is accommodated by a pseudo-marginal Metropolis-Hastings MCMC sampler, which produces posterior distributions that reflect this uncertainty. We approximate the discrepancy between the data and the epidemiological model using Gaussian and negative binomial error models; the latter was motivated by the over-dispersed count data. For small daily counts we find the performance of the calibrated models to be similar for the two error models. For large daily counts the negative-binomial approximation is numerically unstable unlike the Gaussian error model. Application of the model at the country level (for the United States, Germany, Italy, etc.) generally provided accurate forecasts, as the data consisted of large counts which suppressed the day-to-day variations in the observations. Further, the bulk of the data is sourced over the duration before the relaxation of the curbs on population mixing, and is not confounded by any discernible country-wide second wave of infections. At the state-level, where reporting was poor or which evinced few infections (e.g., New Mexico), the variance in the data posed some, though not insurmountable, difficulties, and forecasts were able to capture the data with large uncertainty bounds. The method was found to be sufficiently sensitive to discern the flattening of the infection and epidemic curve due to shelter-in-place orders after around 90% quantile for the incubation distribution (about 10 days for COVID-19). The proposed model was also used at a regional level to compare the forecasts for the central and north-west regions of New Mexico. Modeling the data for these regions illustrated different disease spread dynamics captured by the model. While in the central region the daily counts peaked in the late April, in the north-west region the ramp-up continued for approximately three more weeks.

59 BASIC BIOLOGICAL SCIENCES↗

Coherent manipulation of graph states composed of finite-energy Gottesman-Kitaev-Preskill-encoded qubits

Graph states are a central resource in measurement-based quantum information processing. In the photonic qubit architecture based on Gottesman-Kitaev-Preskill (GKP) encoding, the generation of high-fidelity graph states composed of realistic, finite-energy approximate GKP-encoded qubits thus constitutes a key task. We consider the finite-energy approximation of GKP-qubit states given by a coherent superposition of shifted finite-squeezed vacuum states, where the displacements are Gaussian distributed. We present an exact description of graph states composed of such approximate GKP qubits as a coherent superposition of a Gaussian ensemble of randomly displaced ideal GKP-qubit graph states. Using standard Gaussian dynamics, we track the transformation of the covariance matrix and the mean-displacement vector elements of the Gaussian distribution of the ensemble under tools such as GKP-Steane error-correction and fusion operations that can be used to grow large high-fidelity GKP-qubit graph states. The covariance matrix elements capture the noise in the graph state due to the finite-energy approximation of GKP qubits, while the mean displacements relate to the possible absolute shift errors on the individual qubits arising conditionally from the homodyne measurements that are a part of these tools. Our work thus pins down an exact coherent error model for graph states generated from truly finite-energy GKP qubits, which can shed light on their error-correction properties.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Fresnel zone plate point spread function approximation for zeroth order mitigation in millimetric field of view x-ray imaging

High spatial and temporal resolution x-ray radiography images are required at the National Ignition Facility (NIF) for high-energy density experiments. One technique that is in development to achieve the required resolution uses Fresnel zone plate (FZP) optics to image an object that is backlit by an x-ray source. The multiple FZP diffraction orders do not focus on the same plane, which increases the background and reduces the contrast. Understanding the point spread function of the different diffraction orders will allow the prediction of the expected background using simulations. We find that the two-dimensional point spread function of the FZP can be approximated by the addition of a sharp Gaussian with a disk. This allowed for the estimation of the background in NIF experimental images of Rayleigh–Taylor spikes and their interpretation. An alternative design of FZP is discussed to allow the inclusion of a zeroth order blocker to reduce the background.

Do, A. (ORCID:0000000174372147)↗

Advanced stationary and nonstationary kernel designs for domain-aware Gaussian processes

Gaussian process regression is a widely-applied method for function approximation and uncertainty quantification. The technique has gained popularity recently in the machine learning community due to its robustness and interpretability. The mathematical methods we discuss in this paper are an extension of the Gaussian-process framework. We are proposing advanced kernel designs that only allow for functions with certain desirable characteristics to be elements of the reproducing kernel Hilbert space (RKHS) that underlies all kernel methods and serves as the sample space for Gaussian process regression. These desirable characteristics reflect the underlying physics; two obvious examples are symmetry and periodicity constraints. In addition, non-stationary kernel designs can be defined in the same framework to yield flexible multi-task Gaussian processes. We will show the impact of advanced kernel designs on Gaussian processes using several synthetic and two scientific data sets. The results of our research show that including domain knowledge, communicated through advanced kernel designs, has a significant impact on the accuracy and relevance of the function approximation.

97 MATHEMATICS AND COMPUTING↗

Gaussian Process Regression under Computational and Epistemic Misspecification

Gaussian process regression is a classical kernel method for function estimation and data interpolation. In large data applications, computational costs can be reduced using low-rank or sparse approximations of the kernel. This paper investigates the effect of such kernel approximations on the interpolation error. We introduce a unified framework to analyze Gaussian process regression under important classes of computational misspecification: Karhunen-Loève expansions that result in low-rank kernel approximations, multiscale wavelet expansions that induce sparsity in the covariance matrix, and finite element representations that induce sparsity in the precision matrix. Furthermore, our theory also accounts for epistemic misspecification in the choice of kernel parameters.

Gaussian process regression↗

Dark Energy Survey year 3 results: covariance modelling and its impact on parameter estimation and quality of fit

ABSTRACT We describe and test the fiducial covariance matrix model for the combined two-point function analysis of the Dark Energy Survey Year 3 (DES-Y3) data set. Using a variety of new ansatzes for covariance modelling and testing, we validate the assumptions and approximations of this model. These include the assumption of Gaussian likelihood, the trispectrum contribution to the covariance, the impact of evaluating the model at a wrong set of parameters, the impact of masking and survey geometry, deviations from Poissonian shot noise, galaxy weighting schemes, and other sub-dominant effects. We find that our covariance model is robust and that its approximations have little impact on goodness of fit and parameter estimation. The largest impact on best-fitting figure-of-merit arises from the so-called fsky approximation for dealing with finite survey area, which on average increases the χ2 between maximum posterior model and measurement by $3.7{{\ \rm per\ cent}}$ (Δχ2 ≈ 18.9). Standard methods to go beyond this approximation fail for DES-Y3, but we derive an approximate scheme to deal with these features. For parameter estimation, our ignorance of the exact parameters at which to evaluate our covariance model causes the dominant effect. We find that it increases the scatter of maximum posterior values for Ωm and σ8 by about $3{{\ \rm per\ cent}}$ and for the dark energy equation-of-state parameter by about $5{{\ \rm per\ cent}}$.

79 ASTRONOMY AND ASTROPHYSICS↗

Data-driven wind turbine wake modeling via probabilistic machine learning

Wind farm design primarily depends on the variability of the wind turbine wake flows to the atmospheric wind conditions and the interaction between wakes. Physics-based models that capture the wake flow field with high-fidelity are computationally very expensive to perform layout optimization of wind farms, and, thus, data-driven reduced-order models can represent an efficient alternative for simulating wind farms. In this work, we use real-world light detection and ranging (LiDAR) measurements of wind-turbine wakes to construct predictive surrogate models using machine learning. Specifically, we first demonstrate the use of deep autoencoders to find a low-dimensional latent space that gives a computationally tractable approximation of the wake LiDAR measurements. Then, we learn the mapping between the parameter space and the (latent space) wake flow fields using a deep neural network. Additionally, we also demonstrate the use of a probabilistic machine learning technique, namely, Gaussian process modeling, to learn the parameter-space-latent-space mapping in addition to the epistemic and aleatoric uncertainty in the data. Finally, to cope with training large datasets, we demonstrate the use of variational Gaussian process models that provide a tractable alternative to the conventional Gaussian process models for large datasets. Furthermore, we introduce the use of active learning to adaptively build and improve a conventional Gaussian process model predictive capability. Overall, we find that our approach provides accurate approximations of the wind-turbine wake flow field that can be queried at an orders-of-magnitude cheaper cost than those generated with high-fidelity physics-based simulations.

Deep neural networks↗

Beyond Fisher forecasting for cosmology

The planning and design of future experiments rely heavily on forecasting to assess the potential scientific value provided by a hypothetical set of measurements. The Fisher information matrix, due to its convenient properties and low computational cost, provides an especially useful forecasting tool. However, the Fisher matrix only provides a reasonable approximation to the true likelihood when data are nearly Gaussian distributed and observables have nearly linear dependence on the parameters of interest. Also, Fisher forecasting techniques alone cannot be used to assess their own validity. Thorough sampling of the exact or mock likelihood can definitively determine whether a Fisher forecast is valid, though such sampling is often prohibitively expensive. Here we propose a simple test, based on the Derivative Approximation for likelihoods (DALI) technique, to determine whether the Fisher matrix provides a good approximation to the exact likelihood. We show that the Fisher matrix becomes a poor approximation to the true likelihood in regions where two-dimensional slices of level surfaces of the DALI approximation to the likelihood differ from two-dimensional slices of level surfaces of the Fisher approximation to the likelihood. We demonstrate that our method accurately predicts situations in which the Fisher approximation deviates from the true likelihood for various cosmological models and several data combinations, with only a modest increase in computational cost compared to standard Fisher forecasts.

79 ASTRONOMY AND ASTROPHYSICS↗

Weighted greedy-optimal design of computer experiments for kernel-based and Gaussian process model emulation and calibration

This article is concerned with the approximation of high-dimensional functions by kernel-based methods. Motivated by uncertainty quantification, which often necessitates the construction of approximations that are accurate with respect to a probability density function of random variables, we aim at minimizing the approximation error with respect to a weighted $L^p$-norm. We present a greedy procedure for designing computer experiments based upon a weighted modification of the pivoted Cholesky factorization. The method successively generates nested samples with the goal of minimizing error in regions of high probability. Numerical experiments validate that this new importance sampling strategy is superior to other sampling approaches, especially when used with non-product probability density functions. We also show how to use the proposed algorithm to efficiently generate surrogates for inferring unknown model parameters from data.

97 MATHEMATICS AND COMPUTING↗