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Results for “Markov chain Monte Carlo sampling”

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At least 19 records

Statistical data analysis of x-ray spectroscopy data enabled by neural network accelerated Bayesian inference

Bayesian inference applied to x-ray spectroscopy data analysis enables uncertainty quantification necessary to rigorously test theoretical models. However, when comparing to data, detailed atomic physics and radiation transfer calculations of x-ray emission from non-uniform plasma conditions are typically too slow to be performed in line with statistical sampling methods, such as Markov Chain Monte Carlo sampling. Furthermore, differences in transition energies and x-ray opacities often make direct comparisons between simulated and measured spectra unreliable. Here, we present a spectral decomposition method that allows for corrections to line positions and bound–bound opacities to best fit experimental data, with the goal of providing quantitative feedback to improve the underlying theoretical models and guide future experiments. In this work, we use a neural network (NN) surrogate model to replace spectral calculations of isobaric hot-spots created in Kr-doped implosions at the National Ignition Facility. The NN was trained on calculations of x-ray spectra using an isobaric hot-spot model post-processed with Cretin, a multi-species atomic kinetics and radiation code. The speedup provided by the NN model to generate x-ray emission spectra enables statistical analysis of parameterized models with sufficient detail to accurately represent the physical system and extract the plasma parameters of interest.

47 OTHER INSTRUMENTATION

Deep Learning without Global Optimization by Random Fourier Neural Networks

Here we introduce a new training algorithm for deep neural networks that utilize random complex exponential activation functions. Our approach employs a Markov chain Monte Carlo sampling procedure to iteratively train network layers, avoiding global and gradient-based optimization while maintaining error control. It consistently attains the theoretical approximation rate for residual networks with complex exponential activation functions, determined by network complexity. Additionally, it enables efficient learning of multiscale and high-frequency features, producing interpretable parameter distributions. Despite using sinusoidal basis functions, we do not observe Gibbs phenomena in approximating discontinuous target functions.

97 MATHEMATICS AND COMPUTING

A Diffusion‐Based Uncertainty Quantification Method to Advance E3SM Land Model Calibration

Abstract Calibrating land surface models and accurately quantifying their uncertainty are crucial for improving the reliability of simulations of complex environmental processes. This, in turn, advances our predictive understanding of ecosystems and supports climate‐resilient decision‐making. Traditional calibration methods, however, face challenges of high computational costs and difficulties in accurately quantifying parameter uncertainties. To address these issues, we develop a diffusion‐based uncertainty quantification (DBUQ) method. Unlike conventional generative diffusion methods, which are computationally expensive and memory‐intensive, DBUQ innovates by formulating a parameterized generative model and approximates this model through supervised learning, which enables quick generation of parameter posterior samples to quantify its uncertainty. DBUQ is effective, efficient, and general‐purpose, making it suitable for site‐specific ecosystem model calibration and broadly applicable for parameter uncertainty quantification across various earth system models. In this study, we applied DBUQ to calibrate the Energy Exascale Earth System Model land model at the Missouri Ozark AmeriFlux forest site. Results indicated that DBUQ produced accurate parameter posterior distributions similar to those from Markov Chain Monte Carlo sampling but with 30 times less computing time. This significant improvement in efficiency suggests that DBUQ can enable rapid, site‐level model calibration at a global scale, enhancing our predictive understanding of climate impacts on terrestrial ecosystems.

54 ENVIRONMENTAL SCIENCES

Hierarchical Gaussian Random Field Sampling for Multilevel Markov Chain Monte Carlo: Coupling Stochastic Partial Differential Equation and the Karhunen–Loève Decomposition

This work introduces structure preserving hierarchical decompositions for sampling Gaussian random fields (GRFs) within the context of multilevel Bayesian inference in high-dimensional space. Existing scalable hierarchical sampling methods, such as those based on stochastic partial differential equations (SPDEs), often reduce the dimensionality of the sample space at the cost of accuracy of inference. Other approaches, such that those based on Karhunen-Loève (KL) expansions, offer sample space dimensionality reduction but sacrifice GRF representation accuracy and ergodicity of the Markov chain Monte Carlo (MCMC) sampler and are computationally expensive for high-dimensional problems. The proposed method integrates the dimensionality reduction capabilities of KL expansions with the scalability of SPDE-based sampling, thereby providing a robust, unified framework for high-dimensional uncertainty quantification (UQ) that is scalable and accurate, preserves ergodicity, and offers dimensionality reduction of the sample space. The hierarchy in our multilevel algorithm is derived from the geometric multigrid hierarchy. By constructing a hierarchical decomposition that maintains the covariance structure across the levels in the hierarchy, the approach enables efficient coarse-to-fine sampling while ensuring that all samples are drawn from the desired distribution. The effectiveness of the proposed method is demonstrated on a benchmark subsurface flow problem, demonstrating its effectiveness in improving computational efficiency and statistical accuracy. Furthermore, our proposed technique is more efficient and accurate and displays better convergence properties than existing methods for high-dimensional Bayesian inference problems.

Gaussian random fields

Personalized and uncertainty-aware coronary hemodynamics simulations: From Bayesian estimation to improved multi-fidelity uncertainty quantification

Non-invasive simulations of coronary hemodynamics have improved clinical risk stratification and treatment outcomes for coronary artery disease, compared to relying on anatomical imaging alone. However, simulations typically use empirical approaches to distribute total coronary flow amongst the arteries in the coronary tree, which ignores patient variability, the presence of disease, and other clinical factors. Further, uncertainty in the clinical data often remains unaccounted for in the modeling pipeline. We present an end-to-end uncertainty-aware pipeline to (1) personalize coronary flow simulations by incorporating vessel-specific coronary flows as well as cardiac function; and (2) predict clinical and biomechanical quantities of interest with improved precision, while accounting for uncertainty in the clinical data. We assimilate patient-specific measurements of myocardial blood flow from clinical CT myocardial perfusion imaging to estimate branch-specific coronary artery flows. Simulated noise in the clinical data is used to estimate the joint posterior distributions of the model parameters using adaptive Markov Chain Monte Carlo sampling. Additionally, the posterior predictive distribution for the relevant quantities of interest is determined using a new approach combining multi-fidelity Monte Carlo estimation with non-linear, data-driven dimensionality reduction. This leads to improved correlations between high- and low-fidelity model outputs. Our framework accurately recapitulates clinically measured cardiac function as well as branch-specific coronary flows under measurement noise uncertainty. We observe substantial reductions in confidence intervals for estimated quantities of interest compared to single-fidelity Monte Carlo estimation and state-of-the-art multi-fidelity Monte Carlo methods. This holds especially true for quantities of interest that showed limited correlation between the low- and high-fidelity model predictions. In addition, the proposed multi-fidelity Monte Carlo estimators are significantly cheaper to compute than traditional estimators, under a specified confidence level or variance. The proposed pipeline for personalized and uncertainty-aware predictions of coronary hemodynamics is based on routine clinical measurements and recently developed techniques for CT myocardial perfusion imaging. The proposed pipeline offers significant improvements in precision and reduction in computational cost.

Bayesian parameter estimation

Emulator-based Bayesian calibration of a subglacial drainage model

Subglacial drainage models, often motivated by the relationship between hydrology and ice flow, sensitively depend on numerous unconstrained parameters. We explore using borehole water-pressure time series to calibrate the uncertain parameters of a popular subglacial drainage model, taking a Bayesian perspective to quantify the uncertainty in parameter estimates and in the calibrated model predictions. To reduce the computation time associated with Markov Chain Monte Carlo sampling, we construct a fast Gaussian process emulator to stand in for the subglacial drainage model. We first carry out a calibration experiment using synthetic observations consisting of model simulations with hidden parameter values as a demonstration of the method. Using real borehole water pressures measured in western Greenland, we find meaningful constraints on four of the eight model parameters and a factor-of-three reduction in uncertainty of the calibrated model predictions. These experiments illustrate Gaussian process-based Bayesian inference as a useful tool for calibration and uncertainty quantification of complex glaciological models using field data. However, significant differences between the calibrated model and the borehole data suggest that structural limitations of the model, rather than poorly constrained parameters or computational cost, remain the most important constraint on subglacial drainage modelling.

58 GEOSCIENCES

Process‐Oriented Calibration of a Turbulence Scheme in the DOE's Global Storm‐Resolving Model Using Machine Learning

A process‐oriented calibration framework is developed for the Simplified Higher‐Order Closure (SHOC) turbulence scheme in DOE's Simple Cloud Resolving E3SM Atmospheric Model (SCREAM). This framework leverages machine learning surrogates and observational constraints to efficiently calibrate SHOC adjustable parameters across two convective regimes: clear‐sky dry convective boundary layer and fair‐weather shallow cumulus clouds from ARM observations. We use perturbed‐parameter ensembles of a doubly periodic version of SCREAM to train surrogates and apply Markov Chain Monte Carlo sampling guided by cost functions based on benchmarking large‐eddy simulations and observations to identify optimized parameter sets that perform well in both regimes. The calibrated SHOC parameters substantially improve boundary‐layer turbulence and cloud boundaries, and modeled cloud fraction and radiative effects align better with observations than the default. These results demonstrate that combining multiple process‐specific convective regimes with machine‐learning surrogates can reduce parametric uncertainties and yield a model more faithful to cloud–turbulence interactions.

58 GEOSCIENCES

pop-cosmos : redshifts and physical properties of KiDS-1000 galaxies

ABSTRACT Principled Bayesian inference of galaxy properties has not previously been performed for wide-area weak-lensing surveys with millions of sources. We address this gap by applying the pop-cosmos generative model to perform spectral energy distribution (SED) fitting for 4 million KiDS (Kilo-Degree Survey)-1000 galaxies. Calibrated on deep COSMOS2020 photometric data, pop-cosmos specifies a physically motivated prior over the galaxy population up to $z \simeq 6$ in stellar population synthesis (SPS) parameter space. Using the Speculator SPS emulator with GPU (graphics processing unit)-accelerated Markov Chain Monte Carlo sampling, we perform full posterior inference at 8.2 GPU seconds per galaxy, obtaining joint constraints on galaxy redshifts and physical properties. We validate photometric redshifts against $\sim \!185\,\!000$ KiDS galaxies cross-matched to Dark Energy Spectroscopic Instrument Data Release 1 spectroscopic samples, achieving low bias ($2\times 10^{-3}$), scatter ($\sigma _{\mathrm{MAD}}=0.03$), and outlier fraction (3.2 per cent) for the Bright Galaxy Survey, with comparable performance (bias $3\times 10^{-2}$, $\sigma _{\mathrm{MAD}}=0.05$, 1.0 per cent outliers) for luminous red galaxies (LRGs). Within the LRG sample, we identify massive, dusty, star-forming contaminants at $z \simeq 0.4$ satisfying standard colour selections for quenched populations. We infer trends in stellar mass, star formation, metallicity, and dust across five tomographic redshift bins consistent with established scaling relations. Using specific star formation rate constraints, we identify $\sim$7 per cent of KiDS-1000 galaxies as quenched, versus 37 per cent implied by conservative colour cuts. This enables the construction of weak-lensing samples defined by physical properties while mitigating intrinsic alignment systematics and preserving statistical power. Our analysis validates pop-cosmos out of sample, establishing it as a scalable approach for galaxy evolution and cosmological analyses with photometric surveys.

Halder, Anik [Institute of Astronomy and Kavli Ins

Toward shell model interactions with credible uncertainties

Background: The nuclear shell model is a powerful framework for predicting nuclear structure observables, but relies on interaction matrix elements fit to experimental data as its inputs. Extending the shell model's applicability, particularly toward dripline nuclei, requires efficient fitting methods and credible uncertainty quantification. Traditional approaches face computational challenges and may underestimate uncertainties. Purpose: We develop and test a framework combining eigenvector continuation and Markov chain Monte Carlo to efficiently fit shell model interaction matrix elements and quantify their uncertainties. Methods: Eigenvector continuation is used to emulate shell model calculations, reducing computational costs. The emulator enables Markov chain Monte Carlo sampling to optimize interaction matrix elements and rigorously assess parametric uncertainties. Here, the framework is benchmarked using the USDB interaction in the 𝑠⁢𝑑 shell. Results: The emulator reproduces the USDB interaction with negligible error, validating its use in shell model fitting applications. However, we find that to obtain credible predictive intervals, the model defect of the shell model itself, rather than experimental or emulator error, must be taken into account in order to obtain credible uncertainties. Conclusions: The proposed framework provides an efficient and rigorous approach for fitting shell model interactions and quantifying uncertainties. Further, the normality assumption used in the past appears sufficient to describe the distribution of interaction matrix elements. However, it is crucial to account for model correlations to avoid underestimating uncertainties.

Nuclear forces

Improving the Parameterization of Cloud and Rain Microphysics in E3SM using Novel Observationally-Constrained Bayesian Approach (Final Technical Report)

In this project, we sought to develop new cloud and rain microphysics frameworks within the Energy Exascale Earth System Model (E3SM). This work encompassed two primary avenues of research: 1) Further development of a Bayesian-based scheme called BOSS (Bayesian Observationally-constrained Statistical-physical Scheme) to represent cloud and rain microphysics, testing it in realistic high-resolution cloud models, and implementing it in E3SM; 2) Development of a methodology utilizing machine learning to enable computationally tractable use of tractable use of Markov chain Monte Carlo sampling for Bayesian parameter estimation in Earth system and cloud models. In this project, we adapted the BOSS microphysics scheme, originally formulated for rain-only, to include all liquid-phase microphysical processes for cloud and rain, in particular the processes that mediate between these two categories, for example the conversion from cloud to rain through collision and coalescence of drops. We constrained the scheme via comparison and testing against a detailed model that explicitly represents the evolution of cloud and rain particles, called a bin microphysics scheme.

54 ENVIRONMENTAL SCIENCES

A Bayesian Framework for Reliability Analysis of Spacecraft Deployments

Deployable subsystems are essential to mission success of most spacecraft. These subsystems enable critical functions including power, communications and thermal control. The loss of any of these functions will generally result in loss of the mission. These subsystems and their components often consist of unique designs and applications for which various standardized data sources are not applicable for estimating reliability and for assessing risks. In this study, a two stage sequential Bayesian framework for reliability estimation of spacecraft deployment was developed for this purpose. This process was then applied to the James Webb Space Telescope (JWST) Sunshield subsystem, a unique design intended for thermal control of the Optical Telescope Element. Initially, detailed studies of NASA deployment history, "heritage information", were conducted, extending over 45 years of spacecraft launches. This information was then coupled to a non-informative prior and a binomial likelihood function to create a posterior distribution for deployments of various subsystems uSing Monte Carlo Markov Chain sampling. Select distributions were then coupled to a subsequent analysis, using test data and anomaly occurrences on successive ground test deployments of scale model test articles of JWST hardware, to update the NASA heritage data. This allowed for a realistic prediction for the reliability of the complex Sunshield deployment, with credibility limits, within this two stage Bayesian framework.

Evans, John W.

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.

𝑁-dimensional maximum-entropy tomography via particle sampling

We propose a modified maximum-entropy (MENT) algorithm for six-dimensional phase space tomography. The algorithm uses particle sampling and low-dimensional density estimation to approximate large sets of high-dimensional integrals in the original MENT formulation. We implement this approach using Markov Chain Monte Carlo (MCMC) sampling techniques and demonstrate convergence of six-dimensional MENT on both synthetic and measured data.

Hoover, Austin [Oak Ridge National Laboratory (ORN

Accelerating multilevel Markov Chain Monte Carlo using machine learning models

Here, this work presents an efficient approach for accelerating multilevel Markov Chain Monte Carlo (MCMC) sampling for large-scale problems using low-fidelity machine learning models. While conventional techniques for large-scale Bayesian inference often substitute computationally expensive high-fidelity models with machine learning models, thereby introducing approximation errors, our approach offers a computationally efficient alternative by augmenting high-fidelity models with low-fidelity ones within a hierarchical framework. The multilevel approach utilizes the low-fidelity machine learning model (MLM) for inexpensive evaluation of proposed samples thereby improving the acceptance of samples by the high-fidelity model. The hierarchy in our multilevel algorithm is derived from geometric multigrid hierarchy. We utilize an MLM to accelerate the coarse level sampling. Training machine learning model for the coarsest level significantly reduces the computational cost associated with generating training data and training the model. We present an MCMC algorithm to accelerate the coarsest level sampling using MLM and account for the approximation error introduced. We provide theoretical proofs of detailed balance and demonstrate that our multilevel approach constitutes a consistent MCMC algorithm. Additionally, we derive the expression for cost reduction due to machine learning model to facilitate cost analysis of the hierarchical sampling algorithm. Our technique is demonstrated on a standard benchmark inference problem in groundwater flow, where we estimate the probability density of a quantity of interest using a four-level MCMC algorithm. Our proposed algorithm accelerates multilevel sampling by a factor of two while achieving similar accuracy compared to sampling using the standard multilevel algorithm.

97 MATHEMATICS AND COMPUTING

Probing Physics beyond the Standard Model through Combined Analyses of Next-generation Type Ia Supernova, Cosmic Microwave Background, and Baryon Acoustic Oscillation Surveys

Observations of Type Ia supernovae (SNe Ia), which probe the late Universe, together with baryon acoustic oscillations (BAO) and the cosmic microwave background (CMB), which probe the intermediate and early epochs, provide complementary constraints on the expansion history of the Universe. In this work, we forecast constraints on dark energy and other extensions to the standard cosmological model by combining the SN Ia sample expected from the Vera C. Rubin Observatory’s Legacy Survey of Space and Time (LSST), data from current and forthcoming CMB surveys, and BAO measurements from the Dark Energy Spectroscopic Instrument (DESI). For the CMB, we use temperature, polarization, and lensing power spectra (TT/EE/TE/ϕϕ) from the South Pole Telescope, the planned Advanced Simons Observatory, and a CMB-S4–like experiment. We derive constraints on ΛCDM and its extensions involving the dark energy equation-of-state parameters (w 0 , w a ) and the sum of neutrino masses ∑m ν using a Markov Chain Monte Carlo (MCMC) sampling framework. We find that the LSST Year 3 SN Ia sample can improve upon the DES Year 5 dark energy constraints by a factor of 2−2.5×, with the gains driven primarily by the significantly higher SN Ia density in the LSST sample. Similarly, DESI-DR3 shows up to a 1.8× improvement on dark energy parameters over DR2, driven largely by the substantial increase in the low-redshift sample. Combining CMB with LSST-Y3-SN Ia and DESI-DR3-BAO yields σ(w 0 ) = 0.028 and σ(w a ) = 0.11 for w 0 w a CDM cosmology with the results being largely independent of the CMB dataset. The constraints weaken by 10%–30% when freeing ∑m ν and spatial curvature. Moreover, the joint analysis of the three datasets can enable a 2σ–3σ detection of ∑m ν .

Raghunathan, Srinivasan [University of California;

Role of the likelihood for elastic scattering uncertainty quantification

In the last decade, uncertainty quantification (UQ) for optical model potentials (OMPs) has become a focal point for nuclear reaction theory, and several competing approaches for OMP UQ have recently been developed. Here, we clarify recent efforts to compare frequentist and Bayesian approaches in the context of OMP UQ [G. B. King et al., Phys. Rev. Lett. 122, 232502 (2019)]. We replicate a portion of that OMP UQ study but use independent statistical tools. Specifically, we compare two methods for OMP parameter inference from elastic scattering data: the Levenberg-Marquardt algorithm for χ 2 minimization on one hand and Markov chain Monte Carlo (MCMC) sampling on the other. Separately, we assess the common practice of using a renormalized likelihood (χ 2 /N), N being the number of data points, instead of the canonical weighted-least-squares likelihood (χ 2 ), as a way of accounting for unknown data correlations. Here, we show that for a generic linear model and for a five-parameter OMP analysis, frequentist and uniform-prior Bayesian approaches recover the same optimum and uncertainty estimates—not systematically larger uncertainties for the Bayesian approach, as was concluded in G. B. King et al., Phys. Rev. Lett. 122, 232502 (2019). Further, we show that if an additional, near-degenerate parameter is introduced into the same OMP analysis such that the parameter posterior becomes non-Gaussian, then covariance-based estimates of uncertainty become unreliable. Finally, we show that regardless of optimization approach, if χ 2 /N is used for the likelihood, the resulting parametric uncertainties increase by $\sqrt{N}$, and that this is responsible for the conclusions drawn in the revisited study. Based on our replication results, we find that a fortuitous cancellation of unreported errors and the renormalization factor can lead to improvement in empirical coverages, as was the case in the original comparative study. We emphasize that developing and applying a realistic likelihood function is an essential task in a UQ analysis, and that several recent UQ studies that employed a renormalized likelihood (i.e., including a 1/N factor) may have yielded unrealistically large uncertainties for elastic-scattering observables. If the parameter posterior deviates from multivariate-normal, a sampling-based approach like MCMC has a clear advantage over methods that assume the Laplace approximation holds. We note that empirical coverage can serve as an important internal check for the analyst whose model or data may have additional, unaccounted-for uncertainties.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS

mvBayes

SAND2026-16980O mvBayes implements multivariate Bayesian regression using MATLAB and decomposes a multivariate or functional response into components based on a user-specified orthogonal basis. This allows for independent modeling of each component with any chosen univariate Bayesian regression model. This tool includes methods for prediction and visualization, facilitating the evaluation of Bayesian surrogate models through the application of Bayesian theory and Markov Chain Monte Carlo (MCMC) sampling techniques. Sandia National Laboratories is a multimission laboratory managed and operated by National Technology & Engineering Solutions of Sandia, LLC, a wholly owned subsidiary of Honeywell International Inc., for the U.S. Department of Energy’s National Nuclear Security Administration under contract DE-NA0003525.

Tucker, J. Derek [Sandia National Lab. (SNL-CA), L

Calibration verification for stochastic agent-based disease spread models

Accurate disease spread modeling is crucial for identifying the severity of outbreaks and planning effective mitigation efforts. To be reliable when applied to new outbreaks, model calibration techniques must be robust. However, current methods frequently forgo calibration verification (a stand-alone process evaluating the calibration procedure) and instead use overall model validation (a process comparing calibrated model results to data) to check calibration processes, which may conceal errors in calibration. In this work, we develop a stochastic agent-based disease spread model to act as a testing environment as we test two calibration methods using simulation-based calibration, which is a synthetic data calibration verification method. The first calibration method is a Bayesian inference approach using an empirically-constructed likelihood and Markov chain Monte Carlo (MCMC) sampling, while the second method is a likelihood-free approach using approximate Bayesian computation (ABC). Simulation-based calibration suggests that there are challenges with the empirical likelihood calculation used in the first calibration method in this context. These issues are alleviated in the ABC approach. Despite these challenges, we note that the first calibration method performs well in a synthetic data model validation test similar to those common in disease spread modeling literature. We conclude that stand-alone calibration verification using synthetic data may benefit epidemiological researchers in identifying model calibration challenges that may be difficult to identify with other commonly used model validation techniques.

60 APPLIED LIFE SCIENCES