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A Bayesian inference process for system logistical planning is presented which provides a method for incorporating actual failures with prediction data for an ongoing and improving reliability estimates. The process uses the Weibull distribution, and provides a means for examining and updating logistical and maintenance support needs.
Here, the Davis equation of state (EOS) is commonly used to model thermodynamic relationships for high explosive (HE) reactants. Typically, the parameters in the EOS are calibrated, with uncertainty, using a Bayesian framework and Markov Chain Monte Carlo (MCMC) methods. However, MCMC methods are computationally expensive, especially for complex models with many parameters. This paper provides a comparison between MCMC and less computationally expensive Variational methods (Variational Bayesian and Hessian Variational Bayesian) for computing the posterior distribution and approximating the posterior covariance matrix based on heterogeneous experimental data. All three methods recover similar posterior distributions and posterior covariance matrices. This study demonstrates that for this EOS parameter calibration application, the assumptions made in the two Variational methods significantly reduce the computational cost but do not substantially change the results compared to MCMC.
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.
We introduce deep learning models to estimate the masses of the binary components of black hole mergers, $(m_1,m_2)$, and three astrophysical properties of the post-merger compact remnant, namely, the final spin, $a_\mathrm f$, and the frequency and damping time of the ringdown oscillations of the fundamental $\ell = m = 2$ bar mode, $(\omega_\mathrm R, \omega_\mathrm I)$. Our neural networks combine a modified WaveNet architecture with contrastive learning and normalizing flow. We validate these models against a Gaussian conjugate prior family whose posterior distribution is described by a closed analytical expression. Upon confirming that our models produce statistically consistent results, we used them to estimate the astrophysical parameters $(m_1,m_2, a_\mathrm f, \omega_\mathrm R, \omega_\mathrm I)$ of five binary black holes: GW150914, GW170104, GW170814, GW190521 and GW190630. We use PyCBC Inference to directly compare traditional Bayesian methodologies for parameter estimation with our deep learning based posterior distributions. Our results show that our neural network models predict posterior distributions that encode physical correlations, and that our data-driven median results and 90% confidence intervals are similar to those produced with gravitational wave Bayesian analyses. This methodology requires a single V100 NVIDIA GPU to produce median values and posterior distributions within two milliseconds for each event. Furthermore, this neural network, and a tutorial for its use, are available at the Data and Learning Hub for Science.
We evaluated the implications of different approaches to characterize the uncertainty of calibrated parameters of microsimulation decision models (DMs) and quantified the value of such uncertainty in decision making. We calibrated the natural history model of CRC to simulated epidemiological data with different degrees of uncertainty and obtained the joint posterior distribution of the parameters using a Bayesian approach. We conducted a probabilistic sensitivity analysis (PSA) on all the model parameters with different characterizations of the uncertainty of the calibrated parameters. We estimated the value of uncertainty of the various characterizations with a value of information analysis. We conducted all analyses using high-performance computing resources running the Extreme-scale Model Exploration with Swift (EMEWS) framework. The posterior distribution had a high correlation among some parameters. The parameters of the Weibull hazard function for the age of onset of adenomas had the highest posterior correlation of -0.958. When comparing full posterior distributions and the maximum-a-posteriori estimate of the calibrated parameters, there is little difference in the spread of the distribution of the CEA outcomes with a similar expected value of perfect information (EVPI) of $\$$653 and $\$$685, respectively, at a willingness-to-pay (WTP) threshold of $\$$66,000 per quality-adjusted life year (QALY). Ignoring correlation on the calibrated parameters’ posterior distribution produced the broadest distribution of CEA outcomes and the highest EVPI of $\$$809 at the same WTP threshold. Different characterizations of the uncertainty of calibrated parameters affect the expected value of eliminating parametric uncertainty on the CEA. Ignoring inherent correlation among calibrated parameters on a PSA overestimates the value of uncertainty.
Hamiltonian Monte Carlo (HMC) is a powerful and accurate method to sample from the posterior distribution in Bayesian inference. However, HMC techniques are computationally demanding for Bayesian neural networks due to the high dimensionality of the network’s parameter space and the non-convexity of their posterior distributions. Therefore, various approximation techniques, such as variational inference (VI) or stochastic gradient MCMC, are often employed to infer the posterior distribution of the network parameters. Such approximations introduce inaccuracies in the inferred distributions, resulting in unreliable uncertainty estimates. In this work, we propose a hybrid approach that combines inexpensive VI and accurate HMC methods to efficiently and accurately quantify uncertainties in neural networks and neural operators. The proposed approach leverages an initial VI training on the full network. We examine the influence of individual parameters on the prediction uncertainty, which shows that a large proportion of the parameters do not contribute substantially to uncertainty in the network predictions. This information is then used to significantly reduce the dimension of the parameter space, and HMC is performed only for the subset of network parameters that strongly influence prediction uncertainties. This yields a framework for accelerating the full batch HMC for posterior inference in neural networks. We demonstrate the efficiency and accuracy of the proposed framework on deep neural networks and operator networks, showing that inference can be performed for large networks with tens to hundreds of thousands of parameters. Finally, we show that this method can effectively learn surrogates for complex physical systems by modeling the operator that maps from upstream conditions to wall-pressure data on a cone in hypersonic flow.
Beyond ΛCDM, physics or systematic errors may cause subsets of a cosmological data set to appear inconsistent when analysed assuming ΛCDM. Here, we present an application of internal consistency tests to measurements from the Dark Energy Survey Year 1 (DES Y1) joint probes analysis. Our analysis relies on computing the posterior predictive distribution (PPD) for these data under the assumption of ΛCDM. We find that the DES Y1 data have an acceptable goodness of fit to ΛCDM, with a probability of finding a worse fit by random chance of p = 0.046. Using numerical PPD tests, supplemented by graphical checks, we show that most of the data vector appears completely consistent with expectations, although we observe a small tension between large- and small-scale measurements. A small part (roughly 1.5 per cent) of the data vector shows an unusually large departure from expectations; excluding this part of the data has negligible impact on cosmological constraints, but does significantly improve the p-value to 0.10. The methodology developed here will be applied to test the consistency of DES Year 3 joint probes data sets.
Neutron stars provide a unique opportunity to study strongly interacting matter under extreme density conditions. The intricacies of matter inside neutron stars and their equation of state are not directly visible, but determine bulk properties, such as mass and radius, which affect the star's thermal X-ray emissions. However, the telescope spectra of these emissions are also affected by the stellar distance, hydrogen column, and effective surface temperature, which are not always well-constrained. Uncertainties on these nuisance parameters must be accounted for when making a robust estimation of the equation of state. In this study, we develop a novel methodology that, for the first time, can infer the full posterior distribution of both the equation of state and nuisance parameters directly from telescope observations. This method relies on the use of neural likelihood estimation, in which normalizing flows use samples of simulated telescope data to learn the likelihood of the neutron star spectra as a function of these parameters, coupled with Hamiltonian Monte Carlo methods to efficiently sample from the corresponding posterior distribution. Our approach surpasses the accuracy of previous methods, improves the interpretability of the results by providing access to the full posterior distribution, and naturally scales to a growing number of neutron star observations expected in the coming years.
Abstract. Models are an important tool to predict Earth system dynamics. An accurate prediction of future states of ecosystems depends on not only model structures but also parameterizations. Model parameters can be constrained by data assimilation. However, applications of data assimilation to ecology are restricted by highly technical requirements such as model-dependent coding. To alleviate this technical burden, we developed a model-independent data assimilation (MIDA) module. MIDA works in three steps including data preparation, execution of data assimilation, and visualization. The first step prepares prior ranges of parameter values, a defined number of iterations, and directory paths to access files of observations and models. The execution step calibrates parameter values to best fit the observations and estimates the parameter posterior distributions. The final step automatically visualizes the calibration performance and posterior distributions. MIDA is model independent, and modelers can use MIDA for an accurate and efficient data assimilation in a simple and interactive way without modification of their original models. We applied MIDA to four types of ecological models: the data assimilation linked ecosystem carbon (DALEC) model, a surrogate-based energy exascale earth system model: the land component (ELM), nine phenological models and a stand-alone biome ecological strategy simulator (BiomeE). The applications indicate that MIDA can effectively solve data assimilation problems for different ecological models. Additionally, the easy implementation and model-independent feature of MIDA breaks the technical barrier of applications of data–model fusion in ecology. MIDA facilitates the assimilation of various observations into models for uncertainty reduction in ecological modeling and forecasting.
Models are an important tool to predict Earth system dynamics. An accurate prediction of future states of ecosystems depends on not only model structures but also parameterizations. Model parameters can be constrained by data assimilation. However, applications of data assimilation to ecology are restricted by highly technical requirements such as model-dependent coding. To alleviate this technical burden, we developed a model-independent data assimilation (MIDA) module. MIDA works in three steps including data preparation, execution of data assimilation, and visualization. The first step prepares prior ranges of parameter values, a defined number of iterations, and directory paths to access files of observations and models. The execution step calibrates parameter values to best fit the observations and estimates the parameter posterior distributions. The final step automatically visualizes the calibration performance and posterior distributions. MIDA is model independent, and modelers can use MIDA for an accurate and efficient data assimilation in a simple and interactive way without modification of their original models. We applied MIDA to four types of ecological models: the data assimilation linked ecosystem carbon (DALEC) model, a surrogate-based energy exascale earth system model: the land component (ELM), nine phenological models and a stand-alone biome ecological strategy simulator (BiomeE). The applications indicate that MIDA can effectively solve data assimilation problems for different ecological models. Additionally, the easy implementation and model-independent feature of MIDA breaks the technical barrier of applications of data–model fusion in ecology. MIDA facilitates the assimilation of various observations into models for uncertainty reduction in ecological modeling and forecasting.
We discuss how to efficiently and reliably estimate the level of agreement and disagreement on parameter determinations from different experiments, fully taking into account non-Gaussianities in the parameter posteriors. We develop two families of scalable algorithms that allow us to perform this type of calculations in increasing number of dimensions and for different levels of tensions. One family of algorithms rely on kernel density estimates of posterior distributions while the other relies on machine learning modeling of the posterior distribution with normalizing flows. We showcase their effectiveness and accuracy with a set of benchmark examples and find both methods agree with each other and the true tension within 0.5σ in difficult cases and generally to 0.2σ or better. This allows us to study the level of internal agreement between different measurements of the clustering of cosmological structures from the Dark Energy Survey and their agreement with measurements of the Cosmic Microwave Background from the Planck satellite.
Here, we present a likelihood-free probabilistic inversion method based on normalizing flows for high-dimensional inverse problems. The proposed method is composed of two complementary networks: a summary network for data compression and an inference network for parameter estimation. The summary network encodes raw observations into a fixed-size vector of summary features, while the inference network generates samples of the approximate posterior distribution of the model parameters based on these summary features. The posterior samples are produced in a deep generative fashion by sampling from a latent Gaussian distribution and passing these samples through an invertible transformation. We construct this invertible transformation by sequentially alternating conditional invertible neural network and conditional neural spline flow layers. The summary and inference networks are trained simultaneously. We apply the proposed method to an inversion problem in groundwater hydrology to estimate the posterior distribution of the log-conductivity field conditioned on spatially sparse time-series observations of the system’s hydraulic head responses. The conductivity field is represented with 706 degrees of freedom in the considered problem. Comparison with the likelihood-based iterative ensemble smoother PEST-IES method demonstrates that the proposed method accurately estimates the parameter posterior distribution and the observations’ predictive posterior distribution at a fraction of the inference time of PEST-IES.
Determination of the components of a radioactive source/shield system using the system’s radiation signature is of great importance in homeland security, material safeguards, and waste management. Although significant progress has been made toward solving this inverse transport problem in recent years, work remains to be done to quantify the uncertainty in reconstructed results. In this article we apply two Markov chain Monte Carlo (MCMC) approaches, the delayed rejection adaptive metropolis (DRAM) and differential evolution adaptive metropolis (DREAM) methods, to solve inverse problems and quantify uncertainty. The DRAM method uses delayed rejection combined with global adaptation of the proposal covariance matrix. Furthermore, the DREAM method hybridizes MCMC sampling with the differential evolution (DE) algorithm. In numerical test cases, the DRAM and DREAM methods are shown to be superior to a first-order inverse Hessian approach for problems with noisy data and multiple unknown quantities, with DREAM converging to the posterior distribution more quickly than DRAM. The DREAM and DRAM results indicate that a full posterior distribution is required to quantify uncertainty in many inverse transport problems.
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.
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 analysing 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 parameterized 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 MCMC sampling with multiple MCMC walkers per temperature for better mixing and parallelized sample creation; and special online updates to reversible-jump (or trans-dimensional) 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 MBHBs 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.
Gas gun and other shock compression experiments often produce shock wave velocity measurements that are linearly associated with particle velocity. Traditionally, this empirical relationship is quantified with a single Hugoniot curve that is estimated using least squares regression. However, for downstream modeling and simulation tasks, it is often more useful to have multiple Hugoniot curves in the pressure–volume plane that are consistent with the data. We employ Bayesian uncertainty quantification methods as a framework for propagating measurement uncertainty through to model parameters and predictions. Specifically, this Tutorial shows how to sample multiple Hugoniot curves in the pressure–volume plane that are consistent with the shock wave-particle velocity measurements in a two-step Bayesian approach. First, we obtain an analytical expression for the posterior distribution of the linear model parameters using Bayesian linear regression. Second, we propagate samples from the posterior distribution through the Rankine–Hugoniot equations to yield Hugoniot curves in the pressure–volume plane. The procedure is demonstrated with publicly available data on argon, copper, and nickel, and compared against bootstrapping and linear regression. The Bayesian procedure is shown to be interpretable, computationally inexpensive, and less sensitive than an alternative bootstrapping approach to the removal of the point in the copper dataset that has the largest particle velocity. As a Tutorial on Bayesian methodology for the shock compression community, we provide several derivations and explanations that make this paper self-contained, and make all code and data available at github.com/llnl/BALSCD.
In a system for efficiently detecting large/elephant flows in a network, the rate at which the received packets are sampled is adjusted according to a top flow detection likelihood computed for a cache of flows identified in the arriving network traffic. After observing packets sampled from the network, Dirichlet-Categorical inference is employed to calculate a posterior distribution that captures uncertainty about the sizes of each flow, yielding a top flow detection likelihood. The posterior distribution is used to find the most likely subset of elephant flows. The technique rapidly converges to the optimal sampling rate at a speed O(1/n), where n is the number of packet samples received, and the only hyperparameter required is the targeted detection likelihood.
We present a maximum a posteriori (MAP) classifier for classifying multifrequency, multilook, single polarization SAR intensity data into regions or ensembles of pixels of homogeneous and similar radar backscatter characteristics. A model for the prior joint distribution of the multifrequency SAR intensity data is combined with a Markov random field for representing the interactions between region labels to obtain an expression for the posterior distribution of the region labels given the multifrequency SAR observations. The maximization of the posterior distribution yields Bayes's optimum region labeling or classification of the SAR data or its MAP estimate. The performance of the MAP classifier is evaluated by using computer-simulated multilook SAR intensity data as a function of the parameters in the classification process. Multilook SAR intensity data are shown to yield higher classification accuracies than one-look SAR complex amplitude data. The MAP classifier is extended to the case in which the radar backscatter from the remotely sensed surface varies within the SAR image because of incidence angle effects. The results obtained illustrate the practicality of the method for combining SAR intensity observations acquired at two different frequencies and for improving classification accuracy of SAR data.