Search NASA⌕ Search

SEARCH · Search NASA

Results for “hierarchical inverse problems”

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.

Quote a phrase for an exact phrase match. Source license links do not imply unrestricted reuse.

Hierarchical Bayesian Inverse Problems: A High-Dimensional Statistics Viewpoint

This paper analyzes hierarchical Bayesian inverse problems using techniques from highdimensional statistics. Furthermore, our analysis leverages a property of hierarchical Bayesian regularizers that we call approximate decomposability to obtain non-asymptotic bounds on the reconstruction error attained by maximum a posteriori estimators. The new theory explains how hierarchical Bayesian models that exploit sparsity, group sparsity, and sparse representations of the unknown parameter can achieve accurate reconstructions in high-dimensional settings.

MAP estimation↗

A Variational Inference Approach to Inverse Problems with Gamma Hyperpriors

Hierarchical models with gamma hyperpriors provide a flexible, sparse-promoting framework to bridge L 1 and L 2 regularizations in Bayesian formulations to inverse problems. Despite the Bayesian motivation for these models, existing methodologies are limited to maximum a posteriori estimation. The potential to perform uncertainty quantification has not yet been realized. This paper introduces a variational iterative alternating scheme for hierarchical inverse problems with gamma hyperpriors. The proposed variational inference approach yields accurate reconstruction, provides meaningful uncertainty quantification, and is easy to implement. In addition, it lends itself naturally to conduct model selection for the choice of hyperparameters. Here, we illustrate the performance of our methodology in several computed examples, including a deconvolution problem and sparse identification of dynamical systems from time series data.

Bayesian shrinkage↗

Hierarchical off-diagonal low-rank approximation of Hessians in inverse problems, with application to ice sheet model initialization

Obtaining lightweight and accurate approximations of discretized objective functional Hessians in inverse problems governed by partial differential equations (PDEs) is essential to make both deterministic and Bayesian statistical large-scale inverse problems computationally tractable. The cubic computational complexity of dense linear algebraic tasks, such as Cholesky factorization, that provide a means to sample Gaussian distributions and determine solutions of Newton linear systems is a computational bottleneck at large-scale. These tasks can be reduced to log-linear complexity by utilizing hierarchical off-diagonal low-rank (HODLR) matrix approximations. In this work, we show that a class of Hessians that arise from inverse problems governed by PDEs are well approximated by the HODLR matrix format. In particular, we study inverse problems governed by PDEs that model the instantaneous viscous flow of ice sheets. In these problems, we seek a spatially distributed basal sliding parameter field such that the flow predicted by the ice sheet model is consistent with ice sheet surface velocity observations. Here, we demonstrate the use of HODLR Hessian approximation to efficiently sample the Laplace approximation of the posterior distribution with covariance further approximated by HODLR matrix compression. Computational studies are performed which illustrate ice sheet problem regimes for which the Gauss–Newton data-misfit Hessian is more efficiently approximated by the HODLR matrix format than the low-rank (LR) format. We then demonstrate that HODLR approximations can be favorable, when compared to global LR approximations, for large-scale problems by studying the data-misfit Hessian associated with inverse problems governed by the first-order Stokes flow model on the Humboldt glacier and Greenland ice sheet.

97 MATHEMATICS AND COMPUTING↗

Hierarchical ensemble Kalman methods with sparsity-promoting generalized gamma hyperpriors

This paper introduces a computational framework to incorporate flexible regularization techniques in ensemble Kalman methods, generalizing the iterative alternating scheme to nonlinear inverse problems. The proposed methodology approximates the maximum a posteriori (MAP) estimate of a hierarchical Bayesian model characterized by a conditionally Gaussian prior and generalized gamma hyperpriors. Suitable choices of hyperparameters yield sparsity-promoting regularization. We propose an iterative algorithm for MAP estimation, which alternates between updating the unknown with an ensemble Kalman method and updating the hyperparameters in the regularization to promote sparsity. Here, the effectiveness of our methodology is demonstrated in several computed examples, including compressed sensing and subsurface flow inverse problems.

Ensemble Kalman methods↗

Variational encoder geostatistical analysis (VEGAS) with an application to large scale riverine bathymetry

Estimation of riverbed profiles, also known as bathymetry, plays a vital role in many applications, such as safe and efficient inland navigation, prediction of bank erosion, land subsidence, and flood risk management. The high cost and complex logistics of direct bathymetry surveys, i.e, depth imaging, have encouraged the use of indirect measurements such as surface flow velocities. However, estimating high-resolution bathymetry from indirect measurements is an inverse problem that can be computationally challenging. Here, we propose a reduced-order model (ROM) based approach that utilizes a variational autoencoder (VAE), a type of deep neural network with a narrow layer in the middle, to compress bathymetry and flow velocity information and accelerate bathymetry inverse problems from flow velocity measurements. In our application, the shallow-water equations (SWE) with appropriate boundary conditions (BCs), e.g., the discharge and/or the free surface elevation, constitute the forward problem, to predict flow velocity. Then, ROMs of the SWEs are constructed on a nonlinear manifold of low dimensionality through a variational encoder and the bathymetry inversion problem is derived on the low-dimensional latent space in a Hierarchical Bayesian setting. Further, the reformulation allows variational inference with a small number (e.g., $\mathscr{O}$ (100) of ROM runs and efficient uncertainty quantification. We have tested our inversion approach on a one-mile reach of the Savannah River, GA, USA. Once the neural network is trained (offline stage), the proposed technique can perform the inversion operation orders of magnitude faster than traditional inversion methods that are commonly based on linear projections, such as principal component analysis (PCA), or the principal component geostatistical approach (PCGA). Furthermore, tests show that the algorithm can estimate the bathymetry with good accuracy even with sparse flow velocity measurements.

54 ENVIRONMENTAL SCIENCES↗

Development of an unsteady wake theory appropriate for aeroelastic analyses of rotors in hover and forward flight

The purpose of this research is the development of an unsteady aerodynamic model for rotors such that it can be used in conventional aeroelastic analysis (e.g., eigenvalue determination and control system design). For this to happen, the model must be in a state-space formulation such that the states of the flow can be defined, calculated and identified as part of the analysis. The fluid mechanics of the problem is given by a closed-form inversion of an acceleration potential. The result is a set of first-order differential equations in time for the unknown flow coefficients. These equations are hierarchical in the sense that they may be truncated at any number of radial or azimuthal terms.

Peters, David A.↗

Analytical design of intelligent machines

The problem of designing 'intelligent machines' to operate in uncertain environments with minimum supervision or interaction with a human operator is examined. The structure of an 'intelligent machine' is defined to be the structure of a Hierarchically Intelligent Control System, composed of three levels hierarchically ordered according to the principle of 'increasing precision with decreasing intelligence', namely: the organizational level, performing general information processing tasks in association with a long-term memory; the coordination level, dealing with specific information processing tasks with a short-term memory; and the control level, which performs the execution of various tasks through hardware using feedback control methods. The behavior of such a machine may be managed by controls with special considerations and its 'intelligence' is directly related to the derivation of a compatible measure that associates the intelligence of the higher levels with the concept of entropy, which is a sufficient analytic measure that unifies the treatment of all the levels of an 'intelligent machine' as the mathematical problem of finding the right sequence of internal decisions and controls for a system structured in the order of intelligence and inverse order of precision such that it minimizes its total entropy. A case study on the automatic maintenance of a nuclear plant illustrates the proposed approach.

Saridis, George N.↗

A design philosophy for multi-layer neural networks with applications to robot control

A system is proposed which receives input information from many sensors that may have diverse scaling, dimension, and data representations. The proposed system tolerates sensory information with faults. The proposed self-adaptive processing technique has great promise in integrating the techniques of artificial intelligence and neural networks in an attempt to build a more intelligent computing environment. The proposed architecture can provide a detailed decision tree based on the input information, information stored in a long-term memory, and the adapted rule-based knowledge. A mathematical model for analysis will be obtained to validate the cited hypotheses. An extensive software program will be developed to simulate a typical example of pattern recognition problem. It is shown that the proposed model displays attention, expectation, spatio-temporal, and predictory behavior which are specific to the human brain. The anticipated results of this research project are: (1) creation of a new dynamic neural network structure, and (2) applications to and comparison with conventional multi-layer neural network structures. The anticipated benefits from this research are vast. The model can be used in a neuro-computer architecture as a building block which can perform complicated, nonlinear, time-varying mapping from a multitude of input excitory classes to an output or decision environment. It can be used for coordinating different sensory inputs and past experience of a dynamic system and actuating signals. The commercial applications of this project can be the creation of a special-purpose neuro-computer hardware which can be used in spatio-temporal pattern recognitions in such areas as air defense systems, e.g., target tracking, and recognition. Potential robotics-related applications are trajectory planning, inverse dynamics computations, hierarchical control, task-oriented control, and collision avoidance.

Vadiee, Nader↗