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At least 19 records

Analysis of a Computational Framework for Bayesian Inverse Problems: Ensemble Kalman Updates and MAP Estimators under Mesh Refinement

This paper analyzes a popular computational framework to solve infinite-dimensional Bayesian inverse problems, discretizing the prior and the forward model in a finite-dimensional weighted inner product space. We demonstrate the benefit of working on a weighted space by establishing operator-norm bounds for finite element and graph-based discretizations of Matérn-type priors and deconvolution forward models. For linear-Gaussian inverse problems, we develop a general theory to characterize the error in the approximation to the posterior. We also embed the computational framework into ensemble Kalman methods and MAP estimators for nonlinear inverse problems. Furthermore, our operator-norm bounds for prior discretizations guarantee the scalability and accuracy of these algorithms under mesh refinement.

Bayesian inverse problem↗

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↗

Estimating reaction parameters in mechanism-enabled population balance models of nanoparticle size distributions: A Bayesian inverse problem approach

In order to quantitatively predict nano- as well as other particle-size distributions, one needs to have both a mathematical model and estimates of the parameters that appear in these models. Here, we show how one can use Bayesian inversion to obtain statistical estimates for the parameters that appear in recently derived mechanism-enabled population balance models (ME-PBM) of nanoparticle growth. The Bayesian approach addresses the question of “how well do we know our parameters, along with their uncertainties?.” The results reveal that Bayesian inversion statistical analysis on an example, prototype $\mathrm{lr(0)_n}$ nanoparticle formation system allows one to estimate not just the most likely rate constants and other parameter values, but also their SDs, confidence intervals, and other statistical information. Moreover, knowing the reliability of the mechanistic model's parameters in turn helps inform one about the reliability of the proposed mechanism, as well as the reliability of its predictions. Importantly, the paper can also be seen as a tutorial with the additional goal of achieving a “Gold Standard” Bayesian inversion ME-PBM benchmark that others can use as a control to check their own use of this methodology for other systems of interest throughout nature. Overall, the results provide strong support for the hypothesis that there is substantial value in using a Bayesian inversion methodology for parameter estimation in particle formation systems.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗

Hierarchical Bayesian Inverse Problems: A High-Dimensional Statistics Viewpoint

This paper analyzes hierarchical Bayesian inverse problems using techniques from highdimensional statistics. Furthermore, our analysis leverages a property of hierarchical Bayesian regularizers that we call approximate decomposability to obtain non-asymptotic bounds on the reconstruction error attained by maximum a posteriori estimators. The new theory explains how hierarchical Bayesian models that exploit sparsity, group sparsity, and sparse representations of the unknown parameter can achieve accurate reconstructions in high-dimensional settings.

MAP estimation↗

Bayesian inversion and the Tomita–Takesaki modular group

We show that conditional expectations, optimal hypotheses, disintegrations and adjoints of unital completely positive maps are all instances of Bayesian inverses. We study the existence of the latter by means of the Tomita–Takesaki modular group and we provide extensions of a theorem of Takesaki as well as a theorem of Accardi and Cecchini to the setting of not necessarily faithful states on finite-dimensional C* -algebras.

97 MATHEMATICS AND COMPUTING↗

Proxy-Based Bayesian Inversion Of Poroelastic Simulations To Interpret Strain Tensor Data Measured During Well Testing

The long runtimes of 3D poroelastic numerical simulators makes it impractical to interpret deformation datasets using many inversion schemes. Recent advances in instrumentation have made it possible to measure the strain tensor during well testing, but the lack of robust inversion methods is limiting the ability to interpret these data. We have developed an inversion workflow that reduces the number of computations required to complete a Bayesian inversion using DREAMzs. The workflow trains a KNN model using output from the poroelastic simulator, and then uses the KNN model as a proxy for the simulator during inversion. The workflow also includes a strategy for ensuring the results from the proxy model converge to the results from the simulator, ensuring the accuracy of the final results. An idealized example configured to represent a well test in a deep aquifer is used to verify that the workflow correctly identifies parameters and characterizes noise. Field data measured using strainmeters during an injection test at an oil reservoir in Oklahoma are used to evaluate performance with a real dataset. The workflow identified 265 history matching solutions out of 1240 total simulation runs (21% acceptance ratio), and the results are used to characterize posterior parameter distribution and evaluate the prediction uncertainty. This approach makes it feasible to invert strain data measured during well testing and this has the potential to improve the characterization of aquifers and reservoirs.

Roudini, Soheil↗

Proxy-based Bayesian inversion of strain tensor data measured during well tests

Recent instrument developments have made it possible to measure the strain tensor caused by injecting or pumping fluid from aquifers or reservoirs, but the full value of these data is limited because the long runtimes of poroelastic forward models makes it impractical to use many inversion schemes. This limits the interpretation of strain data for managing the recovery of resources or storage of wastes in the subsurface. This paper describes a method of inverting deformation data using a poroelastic numerical simulator so the results can be used to manage reservoirs or aquifers. We developed a workflow designed to reduce the number of simulations sufficiently to make it feasible to use DREAMzs, an advanced Bayesian inversion method that translates the uncertainties from different sources into unbiased posterior parameter distributions and uncertainty envelopes around the field data. Using a KNN proxy model for the poroelastic simulator is key to reducing the overall computations, and the workflow includes a strategy for ensuring the proxy model results converge on the results from the simulator. The workflow is tested using an idealized example that verifies the ability to correctly identify parameters and characterize noise used to perturb the data. Field data from an injection test at an oil reservoir near Tulsa, Oklahoma, are also used to evaluate the efficacy of the workflow with a real dataset. The workflow identified 265 history matching solutions out of 1240 total simulation runs (21% acceptance ratio), where the results were used to characterize posterior parameter distribution and evaluate the prediction uncertainty. Furthermore, this workflow is significant because it enables strain tensor, or other geomechanical measurements to be interpreted to guide decision-making during energy and environmental processes in the subsurface.

42 ENGINEERING↗

Residual-based error correction for neural operator accelerated infinite-dimensional Bayesian inverse problems

We explore using neural operators, or neural network representations of nonlinear maps between function spaces, to accelerate infinite-dimensional Bayesian inverse problems (BIPs) with models governed by nonlinear parametric partial differential equations (PDEs). Neural operators have gained significant attention in recent years for their ability to approximate the parameter-to-solution maps defined by PDEs using as training data solutions of PDEs at a limited number of parameter samples. The computational cost of BIPs can be drastically reduced if the large number of PDE solves required for posterior characterization are replaced with evaluations of trained neural operators. However, reducing error in the resulting BIP solutions via reducing the approximation error of the neural operators in training can be challenging and unreliable. We provide an a priori error bound result that implies certain BIPs can be ill-conditioned to the approximation error of neural operators, thus leading to inaccessible accuracy requirements in training. To reliably deploy neural operators in BIPs, we consider a strategy for enhancing the performance of neural operators: correcting the prediction of a trained neural operator by solving a linear variational problem based on the PDE residual. We show that a trained neural operator with error correction can achieve a quadratic reduction of its approximation error, all while retaining substantial computational speedups of posterior sampling when models are governed by highly nonlinear PDEs. The strategy is applied to two numerical examples of BIPs based on a nonlinear reaction–diffusion problem and deformation of hyperelastic materials. We demonstrate that posterior representations of the two BIPs produced using trained neural operators are greatly and consistently enhanced by error correction.

97 MATHEMATICS AND COMPUTING↗

Estimating Carbon Dioxide Emissions in Two California Cities Using Bayesian Inversion and Satellite Measurements

NASA's Orbiting Carbon Observatories (OCO-2 and OCO-3) provide measurements of column-averaged carbon dioxide concentrations (XCO 2 ) with sufficient spatial resolution and precision to constrain bottom-up estimates of CO 2 fluxes at regional scales. We use Bayesian inversion methods assimilating satellite retrievals to improve estimates of CO 2 fluxes in the South Coast Air Basin (SoCAB) which surrounds Los Angeles, and in the San Francisco Bay Area Air Basin (SFBA). We study 2020 to understand the impact of the COVID-19 lockdowns and an active wildfire season. Our results indicated that a 50% (30%) reduction in CO 2 emissions relative to 2015 during the COVID-19 lockdown period was consistent with OCO measurements for SFBA (SoCAB). We find that posterior wildfire emissions differed significantly from the prior at the scale of individual wildfires, though with large uncertainties, and that wildfire emissions in SFBA are significant, attributing 72% of the region's CO 2 emissions during August 2020 to wildfires.

54 ENVIRONMENTAL SCIENCES↗

Nuclear Data Adjustment for Nonlinear Applications in the OECD/NEA WPNCS SG14 Benchmark—A Bayesian Inverse UQ-Based Approach for Data Assimilation

The Organisation for Economic Co-operation and Development Working Party on Nuclear Criticality Safety has proposed a benchmark exercise to assess the performance of current nuclear data adjustment techniques applied to nonlinear applications and experiments with low correlation to applications. This work introduces Bayesian inverse uncertainty quantification (IUQ) employing scientific machine learning surrogate models as a method for nuclear data adjustments in this benchmark, and compares IUQ to the more traditional methods of generalized linear least squares (GLLS) and Monte Carlo Bayes (MOCABA). Posterior predictions from IUQ showed agreement with GLLS and MOCABA for linear applications. Here, when comparing GLLS, MOCABA, and IUQ posterior predictions to computed model responses using adjusted parameters, we observe that the GLLS predictions failed to replicate the computed response distributions for nonlinear applications, while MOCABA showed near agreement, and IUQ used the computed model responses directly. We also discuss observations on why experiments with low correlation to applications can be informative to nuclear data adjustments and identify some properties useful in selecting experiments for inclusion in nuclear data adjustment. Performance in this benchmark indicates potential for Bayesian IUQ in nuclear data adjustments.

Bayesian calibration↗

Nuclear Data Adjustment for Nonlinear Applications in the OECD/NEA WPNCS SG14 Benchmark -- A Bayesian Inverse UQ-based Approach for Data Assimilation

The Organization for Economic Cooperation and Development (OECD) Working Party on Nuclear Criticality Safety (WPNCS) proposed a benchmark exercise to assess the performance of current nuclear data adjustment techniques applied to nonlinear applications and experiments with low correlation to applications. This work introduces Bayesian Inverse Uncertainty Quantification (IUQ) as a method for nuclear data adjustments in this benchmark, and compares IUQ to the more traditional methods of Generalized Linear Least Squares (GLLS) and Monte Carlo Bayes (MOCABA). Posterior predictions from IUQ showed agreement with GLLS and MOCABA for linear applications. When comparing GLLS, MOCABA, and IUQ posterior predictions to computed model responses using adjusted parameters, we observe that GLLS predictions fail to replicate computed response distributions for nonlinear applications, while MOCABA shows near agreement, and IUQ uses computed model responses directly. We also discuss observations on why experiments with low correlation to applications can be informative to nuclear data adjustments and identify some properties useful in selecting experiments for inclusion in nuclear data adjustment. Performance in this benchmark indicates potential for Bayesian IUQ in nuclear data adjustments.

FOS: Computer and information sciences↗

Preliminary Results on Bayesian Inverse UQ for OECD/NEA WPNCS Subgroup 14 Benchmark Exercise for Error Recovery and Experimental Coverage

The Organization for Economic Cooperation and Development (OECD) Working Party on Nucelar Criticality Safety (WPNCS) has proposed a benchmark exercise representative of neutronic behavior in criticality experiments. Here, the goal is to develop confidence in data assimilation techniques used to adjust nuclear data. Participants are given synthetic experimental models with associated measured data and asked to estimate the model parameters given the model and measurements as well as provide predictions for separate application models. In this work, we performed data assimilation using Bayesian inverse Uncertainty Quantification (UQ) with machine learning surrogate models to produce posterior parameter distributions for the requested parameters and posterior predictive distributions for the requested responses. Several experimental models are shown to insufficiently inform the posterior parameter distributions for the applications involved. However, given sufficient experimental data, posterior parameter estimates yielded reduced uncertainty in the response predictions of interest while covering the experimental data.

Bayesian Inference↗

Sequential ensemble transform for Bayesian inverse problems

In this work, we present the Sequential Ensemble Transform (SET) method, an approach for generating approximate samples from a Bayesian posterior distribution. The method explores the posterior distribution by solving a sequence of discrete optimal transport problems to produce a series of transport plans which map prior samples to posterior samples. We prove that the sequence of Dirac mixture distributions produced by the SET method converges weakly to the true posterior as the sample size approaches infinity. Furthermore, our numerical results indicate that, when compared to standard Sequential Monte Carlo (SMC) methods, the SET approach is more robust to the choice of Markov mutation kernels and requires less computational efforts to reach a similar accuracy when used to explore complex posterior distributions. Finally, we describe adaptive schemes that allow to completely automate the use of the SET method.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Statistical modelling and Bayesian inversion for a Compton imaging system: application to radioactive source localization

Abstract This paper presents a statistical forward model for a Compton imaging system, called Compton imager. This system, under development at the University of Illinois Urbana Champaign, is a variant of Compton cameras with a single type of sensors which can simultaneously act as scatterers and absorbers. This imager is convenient for imaging situations requiring a wide field of view. The proposed statistical forward model is then used to solve the inverse problem of estimating the location and energy of point-like sources from observed data. This inverse problem is formulated and solved in a Bayesian framework by using a Metropolis within Gibbs algorithm for the estimation of the location, and an expectation-maximization algorithm for the estimation of the energy. This approach leads to more accurate estimation when compared with the deterministic standard back-projection approach, with the additional benefit of uncertainty quantification in the low photon imaging setting.

Tarpau, Cécilia (ORCID:0000000286539490)↗

Taylor approximation variance reduction for approximation errors in PDE-constrained Bayesian inverse problems

In numerous applications, surrogate models are used as a replacement for accurate parameter-to-observable mappings when solving large-scale inverse problems governed by partial differential equations (PDEs). The surrogate model may be a computationally cheaper alternative to the accurate parameter-to-observable mappings and/or may ignore additional unknowns or sources of uncertainty. The Bayesian approximation error (BAE) approach provides a means to account for the induced uncertainties and approximation errors, i.e. the errors between the accurate parameter-to-observable mapping and the surrogate. The statistics of these errors are, however, in general unknown a priori, and are thus calculated using Monte Carlo sampling. Although the sampling is typically carried out offline, i.e. before considering the data, the process can still represent a computational bottleneck. In this work, we develop a scalable computational approach for reducing the costs associated with the sampling stage of the BAE approach. Specifically, we consider the Taylor expansion of the accurate and surrogate forward models with respect to the uncertain parameter fields either as a control variate for variance reduction or as a means to directly and efficiently approximate the mean and covariance of the approximation errors. We propose efficient methods for evaluating the expressions for the mean and covariance of the Taylor approximations based on linear(-ized) PDE solves. Furthermore, the proposed approach is independent of the dimension of the uncertain parameter, depending instead on the intrinsic dimension of the data, ensuring scalability to high-dimensional problems. The potential benefits of the proposed approach are demonstrated for two high-dimensional inverse problems governed by PDE examples, namely for the estimation of a distributed Robin boundary coefficient in a linear diffusion problem, and for a coefficient estimation problem governed by a nonlinear diffusion problem.

Bayesian approximation error↗

ExoReL{sup R}: A Bayesian Inverse Retrieval Framework for Exoplanetary Reflected Light Spectra

The high-contrast imaging technique is meant to provide insight into those planets orbiting several astronomical units from their host star. Space missions such as Wide-Field InfraRed Survey Telescope, Habitable Exoplanet Imaging Mission, and Large Ultra-Violet/Optical/InfraRed Surveyor will measure reflected light spectra of cold gaseous and rocky planets. To interpret these observations, we introduce ExoReL{sup R} (Exoplanetary Reflected Light Retrieval), a novel Bayesian retrieval framework to retrieve cloud properties and atmospheric structures from exoplanetary reflected light spectra. As a unique feature, it assumes a vertically nonuniform volume mixing ratio (VMR) profile of water and ammonia, and uses it to construct cloud densities. In this way, clouds and molecular mixture ratios are consistent. We apply ExoReL{sup R} on three test cases: two exoplanets (υ And e and 47 Uma b) and Jupiter. We show that we are able to retrieve the concentration of methane in the atmosphere, and estimate the position of clouds when the signal-to-noise ratio of the spectrum is higher than 15, in line with previous works. Moreover, we described the ability of our model to give a chemical identity to clouds, and we discussed whether or not we can observe this difference in the planetary reflection spectrum. Finally, we demonstrate how it could be possible to retrieve molecular concentrations (water and ammonia in this work) below the clouds by linking the nonuniform VMR profile to the cloud presence. This will help to constrain the concentration of water and ammonia unseen in direct measurements.

79 ASTRONOMY AND ASTROPHYSICS↗