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At least 19 records

Random field optimization

Herein we present a new modeling paradigm for optimization that we call random field optimization. Random fields are a powerful modeling abstraction that aims to capture the behavior of random variables that live on infinite-dimensional spaces (e.g., space and time) such as stochastic processes (e.g., time series, Gaussian processes, and Markov processes), random matrices, and random spatial fields. This paradigm involves sophisticated mathematical objects (e.g., stochastic differential equations and space-time kernel functions) and has been widely used in neuroscience, geoscience, physics, civil engineering, and computer graphics. Despite of this, however, random fields have seen limited use in optimization; specifically, existing optimization paradigms that involve uncertainty (e.g., stochastic programming and robust optimization) mostly focus on the use of finite random variables. This trend is rapidly changing with the advent of statistical optimization (e.g., Bayesian optimization) and multi-scale optimization (e.g., integration of molecular sciences and process engineering). Our work extends a recently-proposed abstraction for infinite-dimensional optimization problems by capturing more general uncertainty representations. Moreover, we discuss solution paradigms for this new class of problems based on finite transformations and sampling, and identify open questions and challenges.

97 MATHEMATICS AND COMPUTING↗

Fast estimation of the look-elsewhere effect using Gaussian random fields

Abstract We discuss the use of Gaussian random fields to estimate the look-elsewhere effect correction. We show that Gaussian random fields can be used to model the null-hypothesis significance maps from a large set of statistical problems commonly encountered in physics, such as template matching and likelihood ratio tests. Some specific examples are searches for dark matter using pixel arrays, searches for astronomical transients, and searches for fast-radio bursts. Gaussian random fields can be sampled efficiently in the frequency domain, and the excursion probability can be fitted with these samples to extend any estimation of the look-elsewhere effect to lower p values. In addition, in cases where the Gaussian random field is stationary and the parameter space is Euclidean, the look-elsewhere effect correction can be computed analytically. We demonstrate these methods using two example template matching problems. Finally, we apply these methods to estimate the trial factor of a $$4^3$$ 4 3 accelerometer array for the detection of dark matter tracks in the Windchime project. When a global significance of $$3\sigma $$ 3 σ is required, the estimated trial factor for such an accelerometer array is $$10^{14}$$ 10 14 for a one-second search, and $$10^{22}$$ 10 22 for a 1-year search.

Qin, Juehang (ORCID:0000000182288949)↗

COBRA:COMPUTED-TOMOGRAPHY BASED RANDOM-FIELD APPROXIMATION

SF-25-115 COBRA (COmputed-tomography Based Random-field Approximation) is a Python application for generating statistically equivalent random fields from CT-scan imagery. It leverages Karhunen–Loève expansions to model microstructural variability, enabling users to: Preprocess CT scans (filtering and Gaussian transformation); Fit covariance kernels fromempirical data; Solve eigenproblems to obtain KL modes; Sample random fields onsistent with fitted statistics; Postprocess samples back into the physical domain.

Hu, Tianchen↗

Augmented Gaussian random field: Theory and computation

We propose the novel augmented Gaussian random field (AGRF), which is a universal framework incorporating the data of observable and derivatives of any order. Rigorous theory is established. We prove that under certain conditions, the observable and its derivatives of any order are governed by a single Gaussian random field, which is the aforementioned AGRF. As a corollary, the statement "the derivative of a Gaussian process remains a Gaussian process" is validated, since the derivative is represented by a part of the AGRF. Moreover, a computational method corresponding to the universal AGRF framework is constructed. Both noiseless and noisy scenarios are considered. Formulas of the posterior distributions are deduced in a nice closed form. A significant advantage of our computational method is that the universal AGRF framework provides a natural way to incorporate arbitrary order derivatives and deal with missing data. We use four numerical examples to demonstrate the effectiveness of the computational method. The numerical examples are composite function, damped harmonic oscillator, Korteweg-De Vries equation, and Burgers' equation.

Mathematics↗

Using porous random fields to predict the elastic modulus of unoxidized and oxidized superfine graphite

Nuclear graphite is a candidate material for Generation IV nuclear power plants. Porous materials such as graphite can contain complex networks of pores that influence the material's mechanical and irradiation response. A methodology known as the random finite element method (RFEM) was adapted to create synthetic microstructures and predict the influence of porosity on the elastic properties of graphite during oxidation. RFEM combines random field theory and the finite element method in a Monte Carlo framework to estimate the mechanical response of a given grade of graphite. In this research, the random fields were verified through experimental characterization to predict the elastic response of three nuclear graphite grades, ETU-10, IG-110, and 2114. Finite element models (FEM) were generated using segmentations of x-ray computed tomography (XCT) data known as image-based models (IBMs) to validate and compare with the RFEM results and better understand the effects of uniform oxidation in these graphite grades. The RFEM predictions appear to correlate well with the experimental values of the measured Young’s modulus of the three graphite grades and display the same trends as IBMs.

11 NUCLEAR FUEL CYCLE AND FUEL MATERIALS↗

Experimental Realization of the 1D Random Field Ising Model

Here we have measured magnetic-field-induced avalanches in a square artificial spin ice array of interacting nanomagnets. Starting from the ground state ordered configuration, we imaged the individual nanomagnet moments after each successive application of an incrementally increasing field. The statistics of the evolution of the moment configuration show good agreement with the canonical one-dimensional random field Ising model. We extract information about the microscopic structure of the arrays from our macroscopic measurements of their collective behavior, demonstrating a process that could be applied to other systems exhibiting avalanches.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

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↗

Finite elements for Matérn-type random fields: Uncertainty in computational mechanics and design optimization

This work highlights an approach for incorporating realistic uncertainties into scientific computing workflows based on finite elements, focusing on prevalent applications in computational mechanics and design optimization. We leverage Matérn-type Gaussian random fields (GRFs) generated using the SPDE method to model aleatoric uncertainties, including environmental influences, variating material properties, and geometric ambiguities. Our focus lies on delivering practical GRF realizations that accurately capture imperfections and variations and understanding how they impact the predictions of computational models as well as the shape and topology of optimized designs. Here we describe a numerical algorithm based on solving a generalized SPDE to sample GRFs on arbitrary meshed domains. The algorithm leverages established techniques and integrates seamlessly with the open-source finite element library MFEM and associated scientific computing workflows, like those found in industrial and national laboratory settings. Our solver scales efficiently for large-scale problems and supports various domain types, including surfaces and embedded manifolds. We showcase its versatility through biomechanics and topology optimization applications, emphasizing the potential to influence these domains. The flexibility and efficiency of SPDE-based GRF generation empowers us to run large-scale optimization problems on 2D and 3D domains, including finding optimized designs on embedded surfaces, and to generate design features and topologies beyond the reach of conventional techniques. Moreover, these capabilities allow us to model and quantify geometric uncertainties on reconstructed submanifolds, such as the interpolated surfaces of cerebral aneurysms provided by postprocessing CT scans. In addition to offering benefits in these specific domains, the proposed techniques transcend specific applications and generalize to arbitrary forward and backward problems in uncertainty quantification involving finite elements.

97 MATHEMATICS AND COMPUTING↗

Random fields from quenched disorder in an archetype for correlated electrons: The parallel spin stripe phase of La 1.6 – x Nd 0.4 Sr x CuO 4 at the 1/8 anomaly

The parallel stripe phase is remarkable both in its own right, and in relation to the other phases with which it coexists. Its inhomogeneous nature makes such states susceptible to random fields from quenched magnetic vacancies. Here we argue this is the case by introducing low concentrations of nonmagnetic Zn impurities (0%–10%) into La 1.6–x ⁢Nd 0.4⁢ Sr x ⁢CuO 4 (Nd-LSCO) with x=0.125 in single-crystal form, well below the percolation threshold of ~41% for a two-dimensional square lattice. Elastic neutron scattering measurements on these crystals show clear magnetic quasi-Bragg peaks at all Zn dopings. While all the Zn-doped crystals display order parameters that merge into each other and the background at ~68 K, the temperature dependence of the order parameter as a function of Zn concentration is drastically different. This result is consistent with meandering charge stripes within the parallel stripe phase, which are pinned in the presence of quenched magnetic vacancies. In turn it implies vacancies that preferentially occupy sites within the charge stripes, and hence that can be very effective at disrupting superconductivity in Nd-LSCO (x=0.125), and, by extension, in all systems exhibiting parallel stripes.

75 CONDENSED MATTER PHYSICS, SUPERCONDUCTIVITY AND↗

Polynomial Chaos Surrogate Construction for Random Fields with Parametric Uncertainty

Engineering and applied science rely on computational experiments to rigorously study physical systems. The mathematical models used to probe these systems are highly complex, and sampling-intensive studies often require prohibitively many simulations for acceptable accuracy. Surrogate models provide a means of circumventing the high computational expense of sampling such complex models. In particular, polynomial chaos expansions (PCEs) have been successfully used for uncertainty quantification studies of deterministic models where the dominant source of uncertainty is parametric. We discuss an extension to conventional PCE surrogate modeling to enable surrogate construction for stochastic computational models that have intrinsic noise in addition to parametric uncertainty. We develop a PCE surrogate on a joint space of intrinsic and parametric uncertainty, enabled by Rosenblatt transformations, which are evaluated via kernel density estimation of the associated conditional cumulative distributions. Furthermore, we extend the construction to random field data via the Karhunen–Loève expansion. We then take advantage of closed-form solutions for computing PCE Sobol indices to perform a global sensitivity analysis of the model which quantifies the intrinsic noise contribution to the overall model output variance. Additionally, the resulting joint PCE is generative in the sense that it allows generating random realizations at any input parameter setting that are statistically approximately equivalent to realizations from the underlying stochastic model. The method is demonstrated on a chemical catalysis example model and a synthetic example controlled by a parameter that enables a switch from unimodal to bimodal response distributions.

97 MATHEMATICS AND COMPUTING↗

Random magnetic field and the Dirac Fermi surface

In this paper, we study a single two-dimensional Dirac fermion at finite density, subject to a quenched random magnetic field. At low energies and sufficiently weak disorder, the theory maps onto an infinite collection of 1D chiral fermions (associated to each point on the Fermi surface) coupled by a random vector potential. This low-energy theory exhibits an exactly solvable random fixed line, along which we directly compute various disorder-averaged observables without the need for the usual replica, supersymmetry, or Keldysh techniques. We find the longitudinal dc conductivity in the collisionless $\hbar$ω/k B T→∞ limit to be nonuniversal and to vary continuously along the fixed line.

75 CONDENSED MATTER PHYSICS, SUPERCONDUCTIVITY AND↗

Map-based cosmology inference with lognormal cosmic shear maps

ABSTRACT Most cosmic shear analyses to date have relied on summary statistics (e.g. ξ+ and ξ−). These types of analyses are necessarily suboptimal, as the use of summary statistics is lossy. In this paper, we forward-model the convergence field of the Universe as a lognormal random field conditioned on the observed shear data. This new map-based inference framework enables us to recover the joint posterior of the cosmological parameters and the convergence field of the Universe. Our analysis properly accounts for the covariance in the mass maps across tomographic bins, which significantly improves the fidelity of the maps relative to single-bin reconstructions. We verify that applying our inference pipeline to Gaussian random fields recovers posteriors that are in excellent agreement with their analytical counterparts. At the resolution of our maps – and to the extent that the convergence field can be described by the lognormal model – our map posteriors allow us to reconstruct all summary statistics (including non-Gaussian statistics). We forecast that a map-based inference analysis of LSST-Y10 data can improve cosmological constraints in the σ8–Ωm plane by $\approx\!{30}{{\ \rm per\ cent}}$ relative to the currently standard cosmic shear analysis. This improvement happens almost entirely along the $S_8=\sigma _8\Omega _{\rm m}^{1/2}$ directions, meaning map-based inference fails to significantly improve constraints on S8.

79 ASTRONOMY AND ASTROPHYSICS↗

Random strain induced correlations in materials with intertwined nematic and magnetic orders

Electronic nematicity is rarely observed as an isolated instability of a correlated electron system. Instead, in iron pnictides and in certain cuprates and heavy-fermion materials, nematicity is intertwined with an underlying spin-stripe or charge-stripe state. As a result, random strain, ubiquitous in any real crystal, creates both random-field disorder for the nematic degrees of freedom and random-bond disorder for the spin or charge ones. Here, we put forward an Ashkin-Teller model with random Baxter fields to capture the dual role of random strain in nematic systems for which nematicity is a composite order arising from a stripe state. Using Monte Carlo to simulate this random Baxter-field model, we find not only the expected break-up of the system into nematic domains, but also the emergence of nontrivial disorder-promoted magnetic correlations. Such correlations enhance and tie up the fluctuations associated with the two degenerate magnetic stripe states from which nematicity arises, leaving characteristic signatures in the spatial profile of the magnetic domains, in the configurational space of the spin variables, and in the magnetic noise spectrum. We discuss possible experimental manifestations of these effects in iron-pnictide superconductors. Furthermore, our work establishes the random Baxter-field model as a more complete alternative to the random-field Ising model to describe complex electronic nematic phenomena in the presence of disorder.

75 CONDENSED MATTER PHYSICS, SUPERCONDUCTIVITY AND↗

End-to-end learning of multiple sequence alignments with differentiable Smith–Waterman

Abstract Motivation Multiple sequence alignments (MSAs) of homologous sequences contain information on structural and functional constraints and their evolutionary histories. Despite their importance for many downstream tasks, such as structure prediction, MSA generation is often treated as a separate pre-processing step, without any guidance from the application it will be used for. Results Here, we implement a smooth and differentiable version of the Smith–Waterman pairwise alignment algorithm that enables jointly learning an MSA and a downstream machine learning system in an end-to-end fashion. To demonstrate its utility, we introduce SMURF (Smooth Markov Unaligned Random Field), a new method that jointly learns an alignment and the parameters of a Markov Random Field for unsupervised contact prediction. We find that SMURF learns MSAs that mildly improve contact prediction on a diverse set of protein and RNA families. As a proof of concept, we demonstrate that by connecting our differentiable alignment module to AlphaFold2 and maximizing predicted confidence, we can learn MSAs that improve structure predictions over the initial MSAs. Interestingly, the alignments that improve AlphaFold predictions are self-inconsistent and can be viewed as adversarial. This work highlights the potential of differentiable dynamic programming to improve neural network pipelines that rely on an alignment and the potential dangers of optimizing predictions of protein sequences with methods that are not fully understood. Availability and implementation Our code and examples are available at: https://github.com/spetti/SMURF. Supplementary information Supplementary data are available at Bioinformatics online.

59 BASIC BIOLOGICAL SCIENCES↗

A scalable variational method for estimating the latent infection-rate field of an outbreak

In this paper, we explore whether the infection-rate of a disease can serve as a robust monitoring variable in epidemiological surveillance algorithms. The infection-rate is dependent on population mixing patterns that do not vary erratically day-to-day; in contrast, daily case-counts used in contemporary surveillance algorithms are corrupted by reporting errors. The technical challenge lies in estimating the latent infection-rate from case-counts. Here we devise a Bayesian method to estimate the infection-rate across multiple adjoining areal units, and then use it, via an anomaly detector, to discern a change in epidemiological dynamics. We extend an existing model for estimating the infection-rate in an areal unit by incorporating a Markov random field model, so that we may estimate infection-rates across multiple areal units, while preserving spatial correlations observed in the epidemiological dynamics. To carry out the high-dimensional Bayesian inverse problem, we develop an implementation of mean-field variational inference specific to the infection model and integrate it with the random field model to incorporate correlations across counties. The method is tested on estimating the COVID-19 infection-rates across all 33 counties in New Mexico using data from the summer of 2020, and then employing them to detect the arrival of the Fall 2020 COVID-19 wave. We perform the detection using a temporal algorithm that is applied county-by-county. We also show how the infection-rate field can be used to cluster counties with similar epidemiological dynamics.

60 APPLIED LIFE SCIENCES↗

Computationally efficient and error aware surrogate construction for numerical solutions of subsurface flow through porous media

Limiting the injection rate to restrict the pressure below a threshold at a critical location can be an important goal of simulations that model the subsurface pressure between injection and extraction wells. The pressure is approximated by the solution of Darcy’s partial differential equation for a given permeability field. The subsurface permeability is modeled as a random field since it is known only up to statistical properties. This induces uncertainty in the computed pressure. Solving the partial differential equation for an ensemble of random permeability simulations enables estimating a probability distribution for the pressure at the critical location. These simulations are computationally expensive, and practitioners often need rapid online guidance for real-time pressure management. An ensemble of numerical partial differential equation solutions is used to construct a Gaussian process regression model that can quickly predict the pressure at the critical location as a function of the extraction rate and permeability realization. The Gaussian process surrogate analyzes the ensemble of numerical pressure solutions at the critical location as noisy observations of the true pressure solution, enabling robust inference using the conditional Gaussian process distribution. Our first novel contribution is to identify a sampling methodology for the random environment and matching kernel technology for which fitting the Gaussian process regression model scales as O ( n log n ) instead of the typical O ( n 3 ) rate in the number of samples n used to fit the surrogate. The surrogate model allows almost instantaneous predictions for the pressure at the critical location as a function of the extraction rate and permeability realization. Our second contribution is a novel algorithm to calibrate the uncertainty in the surrogate model to the discrepancy between the true pressure solution of Darcy’s equation and the numerical solution. Finally, although our method is derived for building a surrogate for the solution of Darcy’s equation with a random permeability field, the framework broadly applies to solutions of other partial differential equations with random coefficients.

54 ENVIRONMENTAL SCIENCES↗

Efficient computation of N -point correlation functions in D dimensions

We present efficient algorithms for computing the N-point correlation functions (NPCFs) of random fields in arbitrary D-dimensional homogeneous and isotropic spaces. Such statistics appear throughout the physical sciences and provide a natural tool to describe stochastic processes. Typically, algorithms for computing the NPCF components have $\mathscr O$(n N ) complexity (for a dataset containing n particles); their application is thus computationally infeasible unless N is small. By projecting the statistic onto a suitably defined angular basis, we show that the estimators can be written in a separable form, with complexity $\mathscr O$(n 2 ) or $\mathscr O$(n g log n g ) if evaluated using a Fast Fourier Transform on a grid of size n g . Our decomposition is built upon the D-dimensional hyperspherical harmonics; these form a complete basis on the (D – 1) sphere and are intrinsically related to angular momentum operators. Concatenation of (N – 1) such harmonics gives states of definite combined angular momentum, forming a natural separable basis for the NPCF. As N and D grow, the number of basis components quickly becomes large, providing a practical limitation to this (and all other) approaches: However, the dimensionality is greatly reduced in the presence of symmetries; for example, isotropic correlation functions require only states of zero combined angular momentum. We provide a Julia package implementing our estimators and show how they can be applied to a variety of scenarios within cosmology and fluid dynamics. The efficiency of such estimators will allow higher-order correlators to become a standard tool in the analysis of random fields.

97 MATHEMATICS AND COMPUTING↗