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Results for “Markov Chain Monte Carlo (MCMC)”

Search indexed NASA NTRS and DOE OSTI research on propulsion, heat transfer, battery materials and energy systems. Follow report and document links to the original sources.

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All sourcesNASA NTRSDOE OSTI
NASA NTRS2013

Application and Evaluation of a Snowmelt Runoff Model in the Tamor River Basin, Eastern Himalaya Using a Markov Chain Monte Carlo (MCMC) Data Assimilation Approach

Previous studies have drawn attention to substantial hydrological changes taking place in mountainous watersheds where hydrology is dominated by cryospheric processes. Modelling is an important tool for understanding these changes but is particularly challenging in mountainous terrain owing to scarcity of ground observations and uncertainty of model parameters across space and time. This study utilizes a Markov Chain Monte Carlo data assimilation approach to examine and evaluate the performance of a conceptual, degree-day snowmelt runoff model applied in the Tamor River basin in the eastern Nepalese Himalaya. The snowmelt runoff model is calibrated using daily streamflow from 2002 to 2006 with fairly high accuracy (average Nash-Sutcliffe metric approx. 0.84, annual volume bias <3%). The Markov Chain Monte Carlo approach constrains the parameters to which the model is most sensitive (e.g. lapse rate and recession coefficient) and maximizes model fit and performance. Model simulated streamflow using an interpolated precipitation data set decreases the fractional contribution from rainfall compared with simulations using observed station precipitation. The average snowmelt contribution to total runoff in the Tamor River basin for the 2002-2006 period is estimated to be 29.7+/-2.9% (which includes 4.2+/-0.9% from snowfall that promptly melts), whereas 70.3+/-2.6% is attributed to contributions from rainfall. On average, the elevation zone in the 4000-5500m range contributes the most to basin runoff, averaging 56.9+/-3.6% of all snowmelt input and 28.9+/-1.1% of all rainfall input to runoff. Model simulated streamflow using an interpolated precipitation data set decreases the fractional contribution from rainfall versus snowmelt compared with simulations using observed station precipitation. Model experiments indicate that the hydrograph itself does not constrain estimates of snowmelt versus rainfall contributions to total outflow but that this derives from the degree-day melting model. Lastly, we demonstrate that the data assimilation approach is useful for quantifying and reducing uncertainty related to model parameters and thus provides uncertainty bounds on snowmelt and rainfall contributions in such mountainous watersheds.

runoff↗
NASA NTRSDate not supplied

Adding GPU Support to the Markov Chain Monte Carlo Code Catmip

In geophysics, we are confronted with many under-determined inverse problems. For example, all of our observations of earthquakes are made at the Earth’s surface. So, when we try to infer how slip during an earthquake evolves in space and time, we find that there are many potential slip histories that are consistent with our limited observations and our understanding of earthquake physics. One way to approach these problems is with Bayesian analysis which allows us to infer the ensemble of all potential slip models that satisfy the observations and our prior knowledge of earthquake physics. In Bayesian analysis, our prior knowledge is known as the prior probability density function or prior PDF, the fit to the data is known as the data likelihood, and the target PDF that satisfies both the prior PDF and data likelihood is known as the posterior PDF. However, simulating the posterior PDF typically requires using Markov Chain Monte Carlo (MCMC) to draw tens of billions of random realizations of earthquake slip models, which may not be computationally feasible. To make this and similar geophysical inversions computationally tractable, we developed the Cascading Adaptive Transitional Metropolis In Parallel (CATMIP) algorithm. CATMIP is an efficient parallel Markov Chain Monte Carlo (MCMC) sampler that is used for model fitting and uncertainty quantification in geophysics. Example use cases are earthquake rupture modeling, determining mineral composition on Mars, reconstructing the history of ocean salinity, and historical earthquake relocation. CATMIP employs many parallel instances of the Metropolis algorithm for sampling in a transitioning framework. Transitioning is a process in which a set of random samples at equilibrium with a known probability density function (PDF) are used as seeds for the Markov chains to sample successive target PDFs that incrementally move the distribution from the starting seeds to the final desired PDF that describes the relative plausibility of potential values for the model parameters. The algorithm is implemented as a Master-Worker model employing MPI for communication. The worker processes are loosely coupled with global parameters periodically optimized by the master process. This provides a very high amount of parallelism with little communication between updates. During the presentation we will discuss the history of the algorithm and elaborate the earthquake rupture modeling use case for the CATMIP package. Our first step toward GPU optimization was to optimize the code for the CPU. CPU profiling revealed that most of the compute time is spent in calls to level 2 BLAS routines and calls to GSL random number generators. We revised the algorithm to employ level 3 BLAS routines instead. In our presentation we will describe how this was accomplished. Adding GPU support to CATMIP consisted mostly of replacing the calls to GSL with calls to GPU vendor-provided library routines. A small number of loops were directly implemented in CUDA. In the presentation will provide implementation details. Finally, we will discuss methods for profiling and opportunities for further optimizing GPU execution. By creating a code with the flexibility to run on either a CPU or GPU architecture, CATMIP can be used on systems ranging from large CPU-based HPC environments to single servers with GPU acceleration and everything in between.

HECC↗
NASA NTRS2021

Computational Inference of Vibratory System with Incomplete Modal Information Using Parallel, Interactive and Adaptive Markov Chains

Inverse analysis of vibratory system is an important subject in fault identification, model updating, and robust design and control. It is challenging subject because 1) the problem is oftentimes underdetermined while the measurements are limited and/or incomplete; 2) many combinations of parameters may yield results that are similar with respect to actual response measurements; and 3) uncertainties inevitably exist. The aim of this research is to leverage upon computational intelligence through statistical inference to facilitate an enhanced, probabilistic framework using incomplete modal response measurement. This new framework is built upon efficient inverse identification through optimization, whereas Bayesian inference is employed to account for the effect of uncertainties. To overcome the computational cost barrier, we adopt Markov chain Monte Carlo (MCMC) to characterize the target function/distribution. Instead of using single Markov chain in conventional Bayesian approach, we develop a new sampling theory with multiple parallel, interactive and adaptive Markov chains and incorporate it into Bayesian inference. This can harness the collective power of these Markov chains to realize the concurrent search of multiple local optima. The number of required Markov chains and their respective initial model parameters are automatically determined via Monte Carlo simulation-based sample pre-screening followed by K-means clustering analysis. These enhancements can effectively address the aforementioned challenges in finite element inverse analysis. The validity of this framework is systematically demonstrated through case studies.

K Zhou↗
NASA NTRS2005

New Algorithms for Estimating Spacecraft Position Using Scanning Techniques for Deep Space Network Antennas

As more and more nonlinear estimation techniques become available, our interest is in finding out what performance improvement, if any, they can provide for practical nonlinear problems that have been traditionally solved using linear methods. In this paper we examine the problem of estimating spacecraft position using conical scan (conscan) for NASA's Deep Space Network antennas. We show that for additive disturbances on antenna power measurement, the problem can be transformed into a linear one, and we present a general solution to this problem, with the least square solution reported in literature as a special case. We also show that for additive disturbances on antenna position, the problem is a truly nonlinear one, and we present two approximate solutions based on linearization and Unscented Transformation respectively, and one 'exact' solution based on Markov Chain Monte Carlo (MCMC) method. Simulations show that, with the amount of data collected in practice, linear methods perform almost the same as MCMC methods. It is only when we artificially reduce the amount of collected data and increase the level of noise that nonlinear methods show significantly better accuracy than that achieved by linear methods, at the expense of more computation.

Metropolis-Hastings (MH)↗
NASA NTRS2017

Kepler Uniform Modeling of KOIs: MCMC Notes for Data Release 25

This document describes data products related to the reported planetary parameters and uncertainties for the Kepler Objects of Interest (KOIs) based on a Markov-Chain-Monte-Carlo (MCMC) analysis. Reported parameters, uncertainties and data products can be found at the NASA Exoplanet Archive . The codes used for this data analysis are available on the Github website (Rowe 2016). The relevant paper for details of the calculations is Rowe et al. (2015). The main differences between the model fits discussed here and those in the DR24 catalogue are that the DR25 light curves were used in the analysis, our processing of the MAST light curves took into account different data flags, the number of chains calculated was doubled to 200 000, and the parameters which are reported are based on a damped least-squares fit, instead of the median value from the Markov chain or the chain with the lowest 2 as reported in the past.

DR25↗
NASA NTRS2003

Package for Interactive Analysis of Line Emission (Analysis of UV-X-Ray High-Resolution Emission Spectra)

PINTofALE is an IDL based package to analyze high-resolution grating spectra. The first version was made available to the public on 3 February 2001. Since then we have carried out numerous changes, and the current release is version 1.5, released on 9 October 2002. The changes include upgrades to handle higher versions of IDL, the new version of the CHIANTI database (v4), major enhancements in user-friendliness, improved handling of response matrices, the ability to handle 24-bit color, access to the Atomic Plasma Emission Database (APED), and beta releases of Markov Chain Monte Carlo (MCMC) based DEM fitting routines. Plans for the future include: inclusion of MCMC techniques in the fitting programs, enhanced graphics capabilities, an overhaul of the line and continuum database structure, and bug fixes. In September 2002, we hired a data analyst (LiWei Lin) to work on PINTofALE. Mr.Lin is concentrating on incorporating MCMC as well as simpler Monte-Carlo techniques, fast RMF convolution, etc., into the code base, as well as reviewing the existing documentation and searching for bugs. A detailed description of the package, together with fairly detailed documentation, example walks-throughs, and downloadable tar files, are available on-line from http://hea-www. harvard.edu/PINTofALE/

Kashyap, Vinay↗
NASA NTRS2008

Five-Year Wilkinson Microwave Anisotropy Probe (WMAP1) Observations: Galactic Foreground Emission

We present a new estimate of foreground emission in the WMAP data, using a Markov chain Monte Carlo (MCMC) method. The new technique delivers maps of each foreground component for a variety of foreground models, error estimates of the uncertainty of each foreground component, and provides an overall goodness-of-fit measurement. The resulting foreground maps are in broad agreement with those from previous techniques used both within the collaboration and by other authors. We find that for WMAP data, a simple model with power-law synchrotron, free-free, and thermal dust components fits 90% of the sky with a reduced X(sup 2) (sub v) of 1.14. However, the model does not work well inside the Galactic plane. The addition of either synchrotron steepening or a modified spinning dust model improves the fit. This component may account for up to 14% of the total flux at Ka-band (33 GHz). We find no evidence for foreground contamination of the CMB temperature map in the 85% of the sky used for cosmological analysis.

Gold, B.↗
NASA NTRS2008

Black Hole Mergers as Probes of Structure Formation

Observations of gravitational waves from massive black hole (MBH) mergers can provide us with important clues about the era of structure formation in the early universe. Previous research in this field has been limited to calculating merger rates of MBHs using different models where many assumptions are made about the specific values of physical parameters of the mergers, resulting in merger rate estimates that span 5 to 6 orders of magnitude. We develop a semi-analytical, phenomenological model that includes plausible combinations of several physical parameters involved in the mergers. which we then turn around to determine how well LISA observations will be able to enhance our understanding of the universe during the critical z approximately equal to 5-30 structure formation era. We do this by generating synthetic LISA observable data (masses, redshifts, merger rates), which are then analyzed using a Markov Chain Monte Carlo (MCMC) method. This allows us to constrain the physical parameters of the mergers.

Alicea-Munoz, Emily↗
NASA NTRS2013

Estimating the Properties of Hard X-Ray Solar Flares by Constraining Model Parameters

We wish to better constrain the properties of solar flares by exploring how parameterized models of solar flares interact with uncertainty estimation methods. We compare four different methods of calculating uncertainty estimates in fitting parameterized models to Ramaty High Energy Solar Spectroscopic Imager X-ray spectra, considering only statistical sources of error. Three of the four methods are based on estimating the scale-size of the minimum in a hypersurface formed by the weighted sum of the squares of the differences between the model fit and the data as a function of the fit parameters, and are implemented as commonly practiced. The fourth method is also based on the difference between the data and the model, but instead uses Bayesian data analysis and Markov chain Monte Carlo (MCMC) techniques to calculate an uncertainty estimate. Two flare spectra are modeled: one from the Geostationary Operational Environmental Satellite X1.3 class flare of 2005 January 19, and the other from the X4.8 flare of 2002 July 23.We find that the four methods give approximately the same uncertainty estimates for the 2005 January 19 spectral fit parameters, but lead to very different uncertainty estimates for the 2002 July 23 spectral fit. This is because each method implements different analyses of the hypersurface, yielding method-dependent results that can differ greatly depending on the shape of the hypersurface. The hypersurface arising from the 2005 January 19 analysis is consistent with a normal distribution; therefore, the assumptions behind the three non- Bayesian uncertainty estimation methods are satisfied and similar estimates are found. The 2002 July 23 analysis shows that the hypersurface is not consistent with a normal distribution, indicating that the assumptions behind the three non-Bayesian uncertainty estimation methods are not satisfied, leading to differing estimates of the uncertainty. We find that the shape of the hypersurface is crucial in understanding the output from each uncertainty estimation technique, and that a crucial factor determining the shape of hypersurface is the location of the low-energy cutoff relative to energies where the thermal emission dominates. The Bayesian/MCMC approach also allows us to provide detailed information on probable values of the low-energy cutoff, Ec, a crucial parameter in defining the energy content of the flare-accelerated electrons. We show that for the 2002 July 23 flare data, there is a 95% probability that Ec lies below approximately 40 keV, and a 68% probability that it lies in the range 7-36 keV. Further, the low-energy cutoff is more likely to be in the range 25-35 keV than in any other 10 keV wide energy range. The low-energy cutoff for the 2005 January 19 flare is more tightly constrained to 107 +/- 4 keV with 68% probability.

X-rays↗
NASA NTRS2013

Uncertainty Quantification of GEOS-5 L-band Radiative Transfer Model Parameters Using Bayesian Inference and SMOS Observations

Uncertainties in L-band (1.4 GHz) radiative transfer modeling (RTM) affect the simulation of brightness temperatures (Tb) over land and the inversion of satellite-observed Tb into soil moisture retrievals. In particular, accurate estimates of the microwave soil roughness, vegetation opacity and scattering albedo for large-scale applications are difficult to obtain from field studies and often lack an uncertainty estimate. Here, a Markov Chain Monte Carlo (MCMC) simulation method is used to determine satellite-scale estimates of RTM parameters and their posterior uncertainty by minimizing the misfit between long-term averages and standard deviations of simulated and observed Tb at a range of incidence angles, at horizontal and vertical polarization, and for morning and evening overpasses. Tb simulations are generated with the Goddard Earth Observing System (GEOS-5) and confronted with Tb observations from the Soil Moisture Ocean Salinity (SMOS) mission. The MCMC algorithm suggests that the relative uncertainty of the RTM parameter estimates is typically less than 25 of the maximum a posteriori density (MAP) parameter value. Furthermore, the actual root-mean-square-differences in long-term Tb averages and standard deviations are found consistent with the respective estimated total simulation and observation error standard deviations of m3.1K and s2.4K. It is also shown that the MAP parameter values estimated through MCMC simulation are in close agreement with those obtained with Particle Swarm Optimization (PSO).

MCMC↗
NASA NTRS2016

Probabilistic Damage Characterization Using the Computationally-Efficient Bayesian Approach

This work presents a computationally-ecient approach for damage determination that quanti es uncertainty in the provided diagnosis. Given strain sensor data that are polluted with measurement errors, Bayesian inference is used to estimate the location, size, and orientation of damage. This approach uses Bayes' Theorem to combine any prior knowledge an analyst may have about the nature of the damage with information provided implicitly by the strain sensor data to form a posterior probability distribution over possible damage states. The unknown damage parameters are then estimated based on samples drawn numerically from this distribution using a Markov Chain Monte Carlo (MCMC) sampling algorithm. Several modi cations are made to the traditional Bayesian inference approach to provide signi cant computational speedup. First, an ecient surrogate model is constructed using sparse grid interpolation to replace a costly nite element model that must otherwise be evaluated for each sample drawn with MCMC. Next, the standard Bayesian posterior distribution is modi ed using a weighted likelihood formulation, which is shown to improve the convergence of the sampling process. Finally, a robust MCMC algorithm, Delayed Rejection Adaptive Metropolis (DRAM), is adopted to sample the probability distribution more eciently. Numerical examples demonstrate that the proposed framework e ectively provides damage estimates with uncertainty quanti cation and can yield orders of magnitude speedup over standard Bayesian approaches.

Warner, James E.↗
NASA NTRS2016

Integrating Chlorophyll fapar and Nadir Photochemical Reflectance Index from EO-1/Hyperion to Predict Cornfield Daily Gross Primary Production

The concept of light use efficiency (Epsilon) and the concept of fraction of photosynthetically active ration (PAR) absorbed for vegetation photosynthesis (PSN), i.e., fAPAR (sub PSN), have been widely utilized to estimate vegetation gross primary productivity (GPP). It has been demonstrated that the photochemical reflectance index (PRI) is empirically related to ε. An experimental US Department of Agriculture (USDA) cornfield in Maryland was selected as our study field. We explored the potential of integrating fAPAR(sub chl) (defined as the fraction of PAR absorbed by chlorophyll) and nadir PRI (PRI(sub nadir)) to predict cornfield daily GPP. We acquired nadir or near-nadir EO-1/Hyperion satellite images that covered the cornfield and took nadir in-situ field spectral measurements. Those data were used to derive the PRI(sub nadir) and fAPAR (sub chl). The fAPAR (sub chl) is retrieved with the advanced radiative transfer model PROSAIL2 and the Metropolis approach, a type of Markov Chain Monte Carlo (MCMC) estimation procedure. We define chlorophyll light use efficiency Epsilon (sub chl) as the ratio of vegetation GPP as measured by eddy covariance techniques to PAR absorbed by chlorophyll (Epsilon(sub chl) = GPP/APAR (sub chl). Daily Epsilon (sub chl) retrieved with the EO-1 Hyperion images was regressed with a linear equation of PRI (sub nadir) Epsilon (sub chl) = Alpha × PRI (sub nadir) + Beta). The satellite Epsilon(sub chl- PRI (sub nadir) linear relationship for the cornfield was implemented to develop an integrated daily GPP model [GPP = (Alpha × PRI(sub nadir) + Beta) × fAPAR (sub chl) × PAR], which was evaluated with fAPAR (sub chl) and PRI (sub nadir) retrieved from field measurements. Daily GPP estimated with this fAPAR (sub chl-) PRI (nadir) integration model was strongly correlated with the observed tower in-situ daily GPP (R(sup 2) = 0.93); with a root mean square error (RMSE) of 1.71 g C mol−(sup -1) PPFD and coefficient of variation (CV) of 16.57%. Both seasonal Epsilon (sub chl) and PRI (sub nadir) were strongly correlated with fAPAR (sub chl ) retrieved from field measurements, which indicates that chlorophyll content strongly affects seasonal epsilon (sub chl) and PRI (sub nadir). We demonstrate the potential capacity to monitor GPP with space-based visible through shortwave infrared (VSWIR) imaging spectrometers such as NASA's soon to be decommissioned EO- 1/Hyperion and the future Hyperspectral Infrared Imager (HyspIRI).

HyspIRI↗
NASA NTRS2016

A Computationally-Efficient Inverse Approach to Probabilistic Strain-Based Damage Diagnosis

This work presents a computationally-efficient inverse approach to probabilistic damage diagnosis. Given strain data at a limited number of measurement locations, Bayesian inference and Markov Chain Monte Carlo (MCMC) sampling are used to estimate probability distributions of the unknown location, size, and orientation of damage. Substantial computational speedup is obtained by replacing a three-dimensional finite element (FE) model with an efficient surrogate model. The approach is experimentally validated on cracked test specimens where full field strains are determined using digital image correlation (DIC). Access to full field DIC data allows for testing of different hypothetical sensor arrangements, facilitating the study of strain-based diagnosis effectiveness as the distance between damage and measurement locations increases. The ability of the framework to effectively perform both probabilistic damage localization and characterization in cracked plates is demonstrated and the impact of measurement location on uncertainty in the predictions is shown. Furthermore, the analysis time to produce these predictions is orders of magnitude less than a baseline Bayesian approach with the FE method by utilizing surrogate modeling and effective numerical sampling approaches.

Warner, James E.↗
NASA NTRS2019

Machine Learning, Markov Chain Monte Carlo, and Optimal Algorithms to Characterize the AdvACT Kilopixel Transition-Edge Sensor Arrays

Next-generation focal planes comprising dozens of kilopixel transition-edge sensor (TES) arrays require new methods to rapidly screen candidate arrays, evaluate array non-idealities in the field, identify outlier devices for removal, and optimize the array performance in the field. We demonstrate robust methods to estimate TES parameters (critical temperatures and thermal conductivity parameters) and their uncertainties using a custom Markov Chain Monte Carlo (MCMC) algorithm. We also constrain systematic effects in estimating the TES parameters from non-isothermal current-voltage curves (IVs) at approximately a ~3% level. Additionally, for the first time, we have applied Machine Learning (ML) algorithms to tune detector arrays and optimize their performance.

Maria Salatino↗
NASA NTRS2021

TIC 168789840: A Sextuply Eclipsing Sextuple Star System

We report the discovery of a sextuply eclipsing sextuple star system from TESS data, TIC 168789840, also known as TYC 7037-89-1, the first known sextuple system consisting of three eclipsing binaries. The target was observed in Sectors 4 and 5 during Cycle 1, with light curves extracted from TESS Full Frame Image data. It was also previously observed by the WASP survey and ASAS-SN. The system consists of three gravitationally bound eclipsing binaries in a hierarchical structure of an inner quadruple system with an outer binary subsystem. Follow up observations from several different observatories were conducted as a means of determining additional parameters. The system was resolved by speckle interferometry with a 0 42 separation between the inner quadruple and outer binary, inferring an estimated outer period of ∼2 kyr. It was determined that the fainter of the two resolved components is an 8.217 day eclipsing binary, which orbits the inner quadruple that contains two eclipsing binaries with periods of 1.570 days and 1.306 days. Markov Chain Monte Carlo (MCMC) analysis of the stellar parameters has shown that the three binaries of TIC 168789840 are “triplets,” as each binary is quite similar to the others in terms of mass, radius, and Teff. As a consequence of its rare composition, structure, and orientation, this object can provide important new insight into the formation, dynamics, and evolution of multiple star systems. Future observations could reveal if the intermediate and outer orbital planes are all aligned with the planes of the three inner eclipsing binaries.

Brian P. Powell↗
NASA NTRS2025

Efficient GPU-Accelerated MultiSource Global Fit Pipeline for LISA Data Analysis

The large-scale analysis task of deciphering gravitational-wave signals in the LISA data stream will be difficult, requiring a large amount of computational resources and extensive development of computational methods. Its high dimensionality, multiple model types, and complicated noise profile require a global fit to all parameters and input models simultaneously. In this work, we detail our global fit algorithm, called “Erebor,” designed to accomplish this challenging task. It is capable of analyzing current state-of-the-art datasets and then growing into the future as more pieces of the pipeline are completed and added. We describe our pipeline strategy, the algorithmic setup, and the results from our analysis of the LDC2A Sangria dataset, which contains massive black hole binaries, compact galactic binaries, and a parametrized noise spectrum whose parameters are unknown to the user. The Erebor algorithm includes three unique and very useful contributions: GPU acceleration for enhanced computational efficiency; ensemble Markov Chain Monte Carlo (MCMC) sampling with multiple MCMC walkers per temperature for better mixing and parallelized sample creation; and special online updates to reversible-jump (or transdimensional) sampling distributions to ensure sampler mixing and accurate initial estimates for detectable sources in the data.We recover posterior distributions for all 15 (6) of the injected massive black hole binaries (MBHB) in the LDC2A training (hidden) dataset. We catalog ∼12000 galactic binaries (∼8000 as high confidence detections) for both the training and hidden datasets. All of the sources and their posterior distributions are provided in publicly available catalogs.

LISA↗