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At least 19 records

BEYONDPLANCK II. CMB mapmaking through Gibbs sampling

We present a Gibbs sampling solution to the mapmaking problem for cosmic microwave background (CMB) measurements that builds on existing destriping methodology. Gibbs sampling breaks the computationally heavy destriping problem into two separate steps: noise filtering and map binning. Considered as two separate steps, both are computationally much cheaper than solving the combined problem. This provides a huge performance benefit as compared to traditional methods and it allows us, for the first time, to bring the destriping baseline length to a single sample. Here, we applied the Gibbs procedure to simulated Planck 30 GHz data. We find that gaps in the time-ordered data are handled efficiently by filling them in with simulated noise as part of the Gibbs process. The Gibbs procedure yields a chain of map samples, from which we are able to compute the posterior mean as a best-estimate map. The variation in the chain provides information on the correlated residual noise, without the need to construct a full noise covariance matrix. However, if only a single maximum-likelihood frequency map estimate is required, we find that traditional conjugate gradient solvers converge much faster than a Gibbs sampler in terms of the total number of iterations. The conceptual advantages of the Gibbs sampling approach lies in statistically well-defined error propagation and systematic error correction. This methodology thus forms the conceptual basis for the mapmaking algorithm employed in the BEYONDPLANCK framework, which implements the first end-to-end Bayesian analysis pipeline for CMB observations.

79 ASTRONOMY AND ASTROPHYSICS↗

Hybrid Gibbs Sampling and MCMC for CMB Analysis at Small Angular Scales

A) Gibbs Sampling has now been validated as an efficient, statistically exact, and practically useful method for "low-L" (as demonstrated on WMAP temperature polarization data). B) We are extending Gibbs sampling to directly propagate uncertainties in both foreground and instrument models to total uncertainty in cosmological parameters for the entire range of angular scales relevant for Planck. C) Made possible by inclusion of foreground model parameters in Gibbs sampling and hybrid MCMC and Gibbs sampling for the low signal to noise (high-L) regime. D) Future items to be included in the Bayesian framework include: 1) Integration with Hybrid Likelihood (or posterior) code for cosmological parameters; 2) Include other uncertainties in instrumental systematics? (I.e. beam uncertainties, noise estimation, calibration errors, other).

Gibbs sampling↗

Bayesian Analysis of the Cosmic Microwave Background

There is a wealth of cosmological information encoded in the spatial power spectrum of temperature anisotropies of the cosmic microwave background! Experiments designed to map the microwave sky are returning a flood of data (time streams of instrument response as a beam is swept over the sky) at several different frequencies (from 30 to 900 GHz), all with different resolutions and noise properties. The resulting analysis challenge is to estimate, and quantify our uncertainty in, the spatial power spectrum of the cosmic microwave background given the complexities of "missing data", foreground emission, and complicated instrumental noise. Bayesian formulation of this problem allows consistent treatment of many complexities including complicated instrumental noise and foregrounds, and can be numerically implemented with Gibbs sampling. Gibbs sampling has now been validated as an efficient, statistically exact, and practically useful method for low-resolution (as demonstrated on WMAP 1 and 3 year temperature and polarization data). Continuing development for Planck - the goal is to exploit the unique capabilities of Gibbs sampling to directly propagate uncertainties in both foreground and instrument models to total uncertainty in cosmological parameters.

methods - statistical↗

Algorithms in Diffraction Profile Analysis

This chapter introduces several approaches to crystallographic structure refinement from diffraction profile data including the Rietveld method, global optimization methods, and Bayesian modeling. First, the Rietveld method and related nonlinear least squares approaches to analyzing diffraction profiles are briefly discussed. We then review the most common algorithms within global optimization as alternative methods of structure solution: grid search, simulated annealing, and genetic algorithms. As the Rietveld method is the standard tool for analyzing diffraction profile data, we catalogue its challenges and limitations. A Bayesian approach to diffraction profile analysis is presented as an alternative, along with several sampling algorithms including Gibbs sampling, variants of Metropolis sampling, Hamiltonian Monte Carlo, and approximate Bayesian computing. These sampling algorithms are applied to the fitting of a neutron diffraction profile from a National Institute of Standards and Technology silicon standard reference material, and their results are compared.

Singh, Susheela↗

Operator-level quantum acceleration of non-logconcave sampling

Sampling from probability distributions of the form 𝝈 ∝ e −𝜷V , where V is a continuous potential, is a fundamental task across physics, chemistry, biology, computer science, and statistics. However, when V is nonconvex, the resulting distribution becomes non-logconcave, and classical methods such as Langevin dynamics often exhibit poor performance. We introduce a quantum algorithm that provably accelerates a broad class of continuous-time sampling dynamics. For Langevin dynamics, our method encodes the target Gibbs measure into the amplitudes of aquantum state, identified as the kernel of a block matrix derived from a factorization of the Witten Laplacian operator. This connection enables Gibbs sampling via singular value thresholding and yields up to a quartic quantum speedup over best-knownclassical Langevin-based methods in the non-logconcave setting. Building on this framework, we further develop the first quantum algorithm that accelerates replica exchange Langevin diffusion, a widely used method for sampling from complex, rugged energy landscapes.

97 MATHEMATICS AND COMPUTING↗

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↗

Bayesian Analysis of the Power Spectrum of the Cosmic Microwave Background

There is a wealth of cosmological information encoded in the spatial power spectrum of temperature anisotropies of the cosmic microwave background. The sky, when viewed in the microwave, is very uniform, with a nearly perfect blackbody spectrum at 2.7 degrees. Very small amplitude brightness fluctuations (to one part in a million!!) trace small density perturbations in the early universe (roughly 300,000 years after the Big Bang), which later grow through gravitational instability to the large-scale structure seen in redshift surveys... In this talk, I will discuss a Bayesian formulation of this problem; discuss a Gibbs sampling approach to numerically sampling from the Bayesian posterior, and the application of this approach to the first-year data from the Wilkinson Microwave Anisotropy Probe. I will also comment on recent algorithmic developments for this approach to be tractable for the even more massive data set to be returned from the Planck satellite.

Bayesian inference↗

BeyondPlanck: VII. Bayesian estimation of gain and absolute calibration for cosmic microwave background experiments

We present a Bayesian calibration algorithm for cosmic microwave background (CMB) observations as implemented within the global end-to-end BEYONDPLANCK framework and applied to the Planck Low Frequency Instrument (LFI) data. Following the most recent Planck analysis, we decomposed the full time-dependent gain into a sum of three nearly orthogonal components: one absolute calibration term, common to all detectors, one time-independent term that can vary between detectors, and one time-dependent component that was allowed to vary between one-hour pointing periods. Each term was then sampled conditionally on all other parameters in the global signal model through Gibbs sampling. The absolute calibration is sampled using only the orbital dipole as a reference source, while the two relative gain components were sampled using the full sky signal, including the orbital and Solar CMB dipoles, CMB fluctuations, and foreground contributions. We discuss various aspects of the data that influence gain estimation, including the dipole-polarization quadrupole degeneracy and processing masks. Comparing our solution to previous pipelines, we find good agreement in general, with relative deviations of -0.67% (-0.84%) for 30 GHz, 0.12% (-0.04%) for 44 GHz and -0.03% (-0.64%) for 70 GHz, compared to Planck PR4 and Planck 2018, respectively. We note that the BEYONDPLANCK calibration was performed globally, which results in better inter-frequency consistency than previous estimates. Additionally, WMAP observations were used actively in the BEYONDPLANCK analysis, which both breaks internal degeneracies in the Planck data set and results in an overall better agreement with WMAP. Finally, we used a Wiener filtering approach to smoothing the gain estimates. We show that this method avoids artifacts in the correlated noise maps as a result of oversmoothing the gain solution, which is difficult to avoid with methods like boxcar smoothing, as Wiener filtering by construction maintains a balance between data fidelity and prior knowledge. Although our presentation and algorithm are currently oriented toward LFI processing, the general procedure is fully generalizable to other experiments, as long as the Solar dipole signal is available to be used for calibration.

79 ASTRONOMY AND ASTROPHYSICS↗

Efficient Quantum Gibbs Samplers with Kubo–Martin–Schwinger Detailed Balance Condition

Lindblad dynamics and other open-system dynamics provide a promising path towards efficient Gibbs sampling on quantum computers. In these proposals, the Lindbladian is obtained via an algorithmic construction akin to designing an artificial thermostat in classical Monte Carlo or molecular dynamics methods, rather than being treated as an approximation to weakly coupled system-bath unitary dynamics. Recently, Chen, Kastoryano, and Gilyén (arXiv:2311.09207) introduced the first efficiently implementable Lindbladian satisfying the Kubo–Martin–Schwinger (KMS) detailed balance condition, which ensures that the Gibbs state is a fixed point of the dynamics and is applicable to non-commuting Hamiltonians. This Gibbs sampler uses a continuously parameterized set of jump operators, and the energy resolution required for implementing each jump operator depends only logarithmically on the precision and the mixing time. In this work, we build upon the structural characterization of KMS detailed balanced Lindbladians by Fagnola and Umanità, and develop a family of efficient quantum Gibbs samplers using a finite set of jump operators (the number can be as few as one), akin to the classical Markov chain-based sampling algorithm. Compared to the existing works, our quantum Gibbs samplers have a comparable quantum simulation cost but with greater design flexibility and a much simpler implementation and error analysis. Moreover, it encompasses the construction of Chen, Kastoryano, and Gilyén as a special instance.

97 MATHEMATICS AND COMPUTING↗

Data Analysis with Graphical Models: Software Tools

Probabilistic graphical models (directed and undirected Markov fields, and combined in chain graphs) are used widely in expert systems, image processing and other areas as a framework for representing and reasoning with probabilities. They come with corresponding algorithms for performing probabilistic inference. This paper discusses an extension to these models by Spiegelhalter and Gilks, plates, used to graphically model the notion of a sample. This offers a graphical specification language for representing data analysis problems. When combined with general methods for statistical inference, this also offers a unifying framework for prototyping and/or generating data analysis algorithms from graphical specifications. This paper outlines the framework and then presents some basic tools for the task: a graphical version of the Pitman-Koopman Theorem for the exponential family, problem decomposition, and the calculation of exact Bayes factors. Other tools already developed, such as automatic differentiation, Gibbs sampling, and use of the EM algorithm, make this a broad basis for the generation of data analysis software.

Buntine, Wray L.↗

Hierarchical reconstruction of 3D well-connected porous media from 2D exemplars using statistics-informed neural network

The relationships between porous microstructures and transport properties are of fundamental importance in various scientific and engineering applications. Due to the intricacy, stochasticity and heterogeneity of porous media, reliable characterization and modeling of transport properties often require a complete dataset of internal microstructure samples. However, it is often an unbearable cost to acquire sufficient 3D digital microstructures by purely using microscopic imaging systems. Herein this paper presents a machine learning-based technique to hierarchically reconstruct 3D well-connected porous microstructures from one isotropic or several anisotropic low-cost 2D exemplar(s). To compactly characterize the large-scale microstructural features, a Gaussian image pyramid is built for each 2D exemplar. Local morphology patterns are collected from the Gaussian image pyramids, and then they serve as the training data to embed the 2D morphological statistics into feed-forward neural networks at multiple length levels. By using a specially-developed morphology integration scheme, the 3D morphological statistics at different levels can be inferred from the statistics-informed neural networks. Gibbs sampling is adopted to hierarchically reconstruct 3D microstructures by using multi-level 3D morphological statistics, where the large-scale, regional and local morphological patterns are statistically generated and successively added to the same 3D random field. The proposed method is tested on a series of porous media with distinct morphologies, and the statistical equivalence between the reconstructed and the real microstructures is systematically evaluated by comparing morphological descriptors and transport properties. The results demonstrate that the proposed 2D-to-3D microstructure reconstruction method is a universal and efficient approach to generating morphologically and physically realistic samples of porous media.

42 ENGINEERING↗

BEYONDPLANCK III. Commander3

We describe the computational infrastructure for end-to-end Bayesian cosmic microwave background (CMB) analysis implemented by the BeyondPlanck Collaboration. The code is called Commander3. It provides a statistically consistent framework for global analysis of CMB and microwave observations and may be useful for a wide range of legacy, current, and future experiments. The paper has three main goals. Firstly, we provide a high-level overview of the existing code base, aiming to guide readers who wish to extend and adapt the code according to their own needs or re-implement it from scratch in a different programming language. Secondly, we discuss some critical computational challenges that arise within any global CMB analysis framework, for instance in-memory compression of time-ordered data, fast Fourier transform optimization, and parallelization and load-balancing. Thirdly, we quantify the CPU and RAM requirements for the current BEYONDPLANCK analysis, finding that a total of 1.5 TB of RAM is required for efficient analysis and that the total cost of a full Gibbs sample for LFI is 170 CPU-hrs, including both low-level processing and high-level component separation, which is well within the capabilities of current low-cost computing facilities. The existing code base is made publicly available under a GNU General Public Library (GPL) license.

79 ASTRONOMY AND ASTROPHYSICS↗

BEYONDPLANCK VIII. Efficient sidelobe convolution and corrections through spin harmonics

We introduce a new formulation of the Conviqt convolution algorithm in terms of spin harmonics, and apply this to the problem of sidelobe correction for BEYONDPLANCK, the first end-to-end Bayesian Gibbs sampling framework for CMB analysis. We compare our implementation to the previous Planck LevelS implementation, and find good agreement between the two codes in terms of accuracy, but with a speed-up reaching a factor of 3–10, depending on the frequency bandlimits, l max and m max . The new algorithm is significantly simpler to implement and maintain, since all low-level calculations are handled through an external spherical harmonic transform library. We find that our mean sidelobe estimates for Planck LFI are in good agreement with previous efforts. Additionally, we present novel sidelobe rms maps that quantify the uncertainty in the sidelobe corrections due to variations in the sky model.

79 ASTRONOMY AND ASTROPHYSICS↗

BEYONDPLANCK VI. Noise characterization and modeling

We present a Bayesian method for estimating instrumental noise parameters and propagating noise uncertainties within the global BeyondPlanck Gibbs sampling framework, and apply this to Planck Low Frequency Instrument (LFI) time-ordered data. Following previous literature, we initially adopt a 1/ f model for the noise power spectral density (PSD), but find the need for an additional lognormal component in the noise model for the 30 and 44 GHz bands. We implement an optimal Wiener-filter (or constrained realization) gap-filling procedure to account for masked data. We then use this procedure to both estimate the gapless correlated noise in the time-domain, n corr , and to sample the noise PSD parameters, ξ n = {σ 0 , f knee , α, A p }. In contrast to previous Planck analyses, we assume piecewise stationary noise only within each pointing period (PID), not throughout the full mission, but we adopt the LFI Data Processing Center (DPC) results as priors on α and f knee . On average, we find best-fit correlated noise parameters that are mostly consistent with previous results, with a few notable exceptions. However, a detailed inspection of the time-dependent results reveals many important findings. First and foremost, we find strong evidence for statistically significant temporal variations in all noise PSD parameters, many of which are directly correlated with satellite housekeeping data. Second, while the simple 1/ f model appears to be an excellent fit for the LFI 70 GHz channel, there is evidence for additional correlated noise not described by a 1/ f model in the 30 and 44 GHz channels, including within the primary science frequency range of 0.1–1 Hz. In general, most 30 and 44 GHz channels exhibit deviations from 1/ f at the 2–3σ level in each one hour pointing period, motivating the addition of the lognormal noise component for these bands. For some periods of time, we also find evidence of strong common mode noise fluctuations across the entire focal plane. Overall, we conclude that a simple 1/ f profile is not adequate to fully characterize the Planck LFI noise, even when fitted hour-by-hour, and a more general model is required. These findings have important implications for large-scale CMB polarization reconstruction with the Planck LFI data, and the current work is a first attempt at understanding and mitigating these issues.

79 ASTRONOMY AND ASTROPHYSICS↗

A Clustering-Based Scenario Generation Framework for Power Market Simulation with Wind Integration

A critical step in stochastic optimization models of power system analysis is to select a set of appropriate scenarios and significant numbers of scenario generation methods exist in the literature. This paper develops a clustering based scenario generation method, which aims to improve the performance of existing scenario generation techniques by grouping a set of correlated wind sites into clusters according to their cross-correlations. Copula based models are utilized to model spatiotemporal correlations and the Gibbs sampling is then used to generate scenarios for day-ahead markets. Our results show that the generated scenarios based on clustered wind sites outperform existing approaches in terms of reliability and sharpness and can reduce the total computational time for scenario generation and reduction significantly. The clustering-based framework can therefore provide a better support for real-world market simulations with high wind penetration.

data visualization↗

Multisource Data Fusion Outage Location in Distribution Systems via Probabilistic Graphical Models

Efficient outage location is critical to enhancing the resilience of power distribution systems. However, accurate outage location requires combining massive evidence received from diverse data sources, including smart meter (SM) last gasp signals, customer trouble calls, social media messages, weather data, vegetation information, and physical parameters of the network. This is a computationally complex task due to the high dimensionality of data in distribution grids. In this paper, we propose a multi-source data fusion approach to locate outage events in partially observable distribution systems using Bayesian networks (BNs). A novel aspect of the proposed approach is that it takes multi-source evidence and the complex structure of distribution systems into account using a probabilistic graphical method. Our method can radically reduce the computational complexity of outage location inference in high-dimensional spaces. The graphical structure of the proposed BN is established based on the network’s topology and the causal relationship between random variables, such as the states of branches/customers and evidence. Utilizing this graphical model, accurate outage locations are obtained by leveraging a Gibbs sampling (GS) method, to infer the probabilities of de-energization for all branches. Compared with commonly-used exact inference methods that have exponential complexity in the size of the BN, GS quantifies the target conditional probability distributions in a timely manner. As a result, a case study of several real-world distribution systems is presented to validate the proposed method.

24 POWER TRANSMISSION AND DISTRIBUTION↗