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At least 19 records

Estimation of distributions via multilevel Monte Carlo with stratified sampling

We design and implement a novel algorithm for computing a multilevel Monte Carlo (MLMC) estimator of the joint cumulative distribution function (CDF) of a vector-valued quantity of interest in problems with random input parameters and initial conditions. Our approach combines MLMC with stratified sampling of the input sample space by replacing standard Monte Carlo at each level with stratified Monte Carlo initialized with proportionally allocated samples. We show that the resulting stratified MLMC (sMLMC) algorithm is more efficient than its standard MLMC counterpart due to the additional variance reduction provided by the stratification of the random parameter's domain, especially at the coarsest levels. Additional computational cost savings are obtained by smoothing the indicator function with a Gaussian kernel, which proves to be an efficient and robust alternative to recently developed polynomial-based techniques.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Robust training of machine learning interatomic potentials with dimensionality reduction and stratified sampling

Abstract Machine learning interatomic potentials (MLIPs) enable accurate simulations of materials at scales beyond that accessible by ab initio methods and play an increasingly important role in the study and design of materials. However, MLIPs are only as accurate and robust as the data on which they are trained. Here, we present DImensionality-Reduced Encoded Clusters with sTratified (DIRECT) sampling as an approach to select a robust training set of structures from a large and complex configuration space. By applying DIRECT sampling on the Materials Project relaxation trajectories dataset with over one million structures and 89 elements, we develop an improved materials 3-body graph network (M3GNet) universal potential that extrapolates more reliably to unseen structures. We further show that molecular dynamics (MD) simulations with the M3GNet universal potential can be used instead of expensive ab initio MD to rapidly create a large configuration space for target systems. We combined this scheme with DIRECT sampling to develop a reliable moment tensor potential for titanium hydrides without the need for iterative augmentation of training structures. This work paves the way for robust high-throughput development of MLIPs across any compositional complexity.

Qi, Ji (ORCID:0000000158089931)↗

Optimal spatial sampling techniques for ground truth data in microwave remote sensing of soil moisture

The paper examines optimal sampling techniques for obtaining accurate spatial averages of soil moisture, at various depths and for cell sizes in the range 2.5-40 acres, with a minimum number of samples. Both simple random sampling and stratified sampling procedures are used to reach a set of recommended sample sizes for each depth and for each cell size. Major conclusions from statistical sampling test results are that (1) the number of samples required decreases with increasing depth; (2) when the total number of samples cannot be prespecified or the moisture in only one single layer is of interest, then a simple random sample procedure should be used which is based on the observed mean and SD for data from a single field; (3) when the total number of samples can be prespecified and the objective is to measure the soil moisture profile with depth, then stratified random sampling based on optimal allocation should be used; and (4) decreasing the sensor resolution cell size leads to fairly large decreases in samples sizes with stratified sampling procedures, whereas only a moderate decrease is obtained in simple random sampling procedures.

Rao, R. G. S.↗

Accuracy assessment, using stratified plurality sampling, of portions of a LANDSAT classification of the Arctic National Wildlife Refuge Coastal Plain

An application of a classification accuracy assessment procedure is described for a vegetation and land cover map prepared by digital image processing of LANDSAT multispectral scanner data. A statistical sampling procedure called Stratified Plurality Sampling was used to assess the accuracy of portions of a map of the Arctic National Wildlife Refuge coastal plain. Results are tabulated as percent correct classification overall as well as per category with associated confidence intervals. Although values of percent correct were disappointingly low for most categories, the study was useful in highlighting sources of classification error and demonstrating shortcomings of the plurality sampling method.

Card, Don H.↗

Spatial Sampling of Weather Data for Regional Crop Yield Simulations

Field-scale crop models are increasingly applied at spatio-temporal scales that range from regions to the globe and from decades up to 100 years. Sufficiently detailed data to capture the prevailing spatio-temporal heterogeneity in weather, soil, and management conditions as needed by crop models are rarely available. Effective sampling may overcome the problem of missing data but has rarely been investigated. In this study the effect of sampling weather data has been evaluated for simulating yields of winter wheat in a region in Germany over a 30-year period (1982-2011) using 12 process-based crop models. A stratified sampling was applied to compare the effect of different sizes of spatially sampled weather data (10, 30, 50, 100, 500, 1000 and full coverage of 34,078 sampling points) on simulated wheat yields. Stratified sampling was further compared with random sampling. Possible interactions between sample size and crop model were evaluated. The results showed differences in simulated yields among crop models but all models reproduced well the pattern of the stratification. Importantly, the regional mean of simulated yields based on full coverage could already be reproduced by a small sample of 10 points. This was also true for reproducing the temporal variability in simulated yields but more sampling points (about 100) were required to accurately reproduce spatial yield variability. The number of sampling points can be smaller when a stratified sampling is applied as compared to a random sampling. However, differences between crop models were observed including some interaction between the effect of sampling on simulated yields and the model used. We concluded that stratified sampling can considerably reduce the number of required simulations. But, differences between crop models must be considered as the choice for a specific model can have larger effects on simulated yields than the sampling strategy. Assessing the impact of sampling soil and crop management data for regional simulations of crop yields is still needed.

upscaling↗

Multi-site evaluation of stratified and balanced sampling of soil organic carbon stocks in agricultural fields

Estimating soil organic carbon (SOC) stocks in agricultural fields is essential for environmental and agronomic research, management, and policy. Stratified sampling is a classic strategy for estimating mean soil properties, and has recently been codified in SOC monitoring protocols. However, for the specific task of estimating the SOC stock of an agricultural field, concrete guidance is needed for which covariates to stratify on and how much stratification can improve estimation efficiency. It is also unknown how stratified sampling of SOC stocks compares to modern alternatives, notably doubly balanced sampling. To address these gaps, we collected high-density (average of 7 samples ha -1 ) and deep (average of 75 cm) measurements of SOC stocks at eight commercial fields under maize-soybean production in two US Midwestern states. We combined these measurements with a Bayesian geostatistical model to evaluate stratified and balanced sampling strategies that use a set of readily-available geographic, topographic, spectroscopic, and soil survey data. We examined the number of samples needed to achieve a given level of SOC stock estimation accuracy. While stratified sampling using these variables enables an average sample size reduction of 17% (95% CI, 11% to 23%) compared to simple random sampling, doubly balanced sampling is consistently more efficient, reducing sample sizes by 32% (95% CI, 25% to 37%). The data most important to these efficiency gains are a remotely-sensed SOC index, SSURGO estimates of SOC stocks, and the topographic wetness index. We conclude that in order to meet the urgent challenge of climate change, SOC stocks in agricultural fields could be more efficiently estimated by taking advantage of this readily-available data, especially with doubly balanced sampling.

54 ENVIRONMENTAL SCIENCES↗

Designing an Optimal Ensemble Strategy for GMAO S2S Forecast System

GMAO Sub/Seasonal prediction system (S2S) is being readied for a major upgrade to GEOS-S2S Version 3. An important factor in successful extended range forecast is the definition of an ensemble For initialization of the ensemble we propose a combination of lagged and burst initial conditions. We plan to run a relatively large ensemble of 40 members for sub-seasonal forecast (up to 3 months), at which point we sub-sample the ensemble, and continue the forecast with 10 members (up to 12 months). Here we present the results of the extensive testing of various ways to generate the perturbations to the initial conditions and the validation of the stratified sampling strategy we chose.To generate perturbations for the burst ensemble members we used scaled differences of pairs of analysis states separated by 1-10 days, randomly chosen from a corresponding season. We considered perturbing separately only the atmospheric fields or only the ocean or both of the forecast initial conditions. Considering varying separation times between the analysis states, we were able to produce perturbations sampling various modes of variability. Focusing on the ENSO SST indices, we found that all types of perturbations are important for the ensemble spread.Our ensemble size for sub-seasonal forecasts was determined as to maximize the skill of predicting some of the leading modes of boreal winter atmospheric modes, NAO, PNA and AO. It is not feasible to run equally large ensemble for seasonal forecasts. Using a stratified sampling procedure we can identify the emerging directions of error growth. By comparing the stratified ensemble with randomly sampled ensemble of the same size, we were able to show that the former better estimates the mean of the original large ensemble.

Borovikov, Anna↗

Designing an Optimal Ensemble Strategy for GMAO S2S Forecast System

The NASA Global Modeling and Assimilation Office (GMAO) Sub-seasonal to Seasonal (S2S) prediction system is being readied for a major upgrade. An important factor in successful extended range forecasting is the definition of the ensemble. Our overall strategy is to run a relatively large ensemble of about 40 members up to 3 months (focusing on the sub-seasonal forecast problem), after which we sub-sample the ensemble, and continue the forecast with about 10 members (up to 12 months). Here we present the results of our testing of various ways to generate the initial perturbations and the validation of a stratified sampling approach for choosing the members of the smaller ensemble. For the initialization of the ensemble we propose a combination of lagged and burst initial conditions. To generate perturbations for the burst ensemble members we used scaled differences of pairs of analysis states (chosen randomly from the corresponding season) separated by 1-10 days. We consider perturbing separately the atmosphere and the ocean, or both. By varying the separation times between the analysis states, we are able to produce perturbations that resemble well-known modes of variability. Focusing on the ENSO SST indices, we found that all types of perturbations are important for the ensemble spread with, however, considerable differences in the timing of the impacts on spread for the atmospheric and oceanic perturbations.Our initial (larger) ensemble size was determined so as to maximize the skill of predicting some of the leading modes of boreal winter atmospheric modes (namely the NAO, PNA and AO). Since it is not feasible for us to run with the larger ensemble beyond about 3 months, we employ a stratified sampling procedure that identifies the emerging directions of error growth to subset the ensemble. By comparing the results from the stratified ensemble with that of the randomly sampled ensemble of the same size, we find that the former provides substantially better estimates the mean of the original large ensemble.

Borovikov, Anna↗

January-february Tropospheric Climate for the Northern Hemisphere and the 11-year Solar Cycle, the QBO and the Southern Oscillation

Examined here is a recently discovered association between the 11-year solar cycle and the atmosphere that is most easily detectable when the two phases of the Quasi-biennial Oscillation (QBO) are considered individually rather than pooled. The influence of the Southern Oscillation (SO) for either of the two QBO phases is then combined with that of the solar cycle in the form of two-predictor multiple regression. The strong and well-defined relationship between the 11-year 10.7 cm solar flux cycle and the lower troposphere Northern Hemisphere January-February climate for QBO phase-stratified samples (van Loon and Labitzke 1988, Barnston and Livezey 1989) failed for the west QBO phase in 1989. Here, the opposing 1989 event is explained, at least in part, on the basis of the phase of the SO (the cold tropical Pacific SST event of 1988 to 1989). It is demonstrated that both the SO and the solar flux have moderate and quasi-independent correlations with the climate over certain regions, and where there is strong overlap they can work either in harmony or in opposition. In 1989 in North America the influences of the SO and the flux conflicted to an unprecedented extent, and the SO was the controlling influence in most regions of the continent (western Canada being one exception). The 1989 event draws attention to the smallness of the QBO phase-stratified samples and the still more serious holes in the two-dimensional sample space of flux and SO when both factors are viewed as predictors within one QBO phase.

Barnston, Anthony G.↗

Using known map category marginal frequencies to improve estimates of thematic map accuracy

By means of two simple sampling plans suggested in the accuracy-assessment literature, it is shown how one can use knowledge of map-category relative sizes to improve estimates of various probabilities. The fact that maximum likelihood estimates of cell probabilities for the simple random sampling and map category-stratified sampling were identical has permitted a unified treatment of the contingency-table analysis. A rigorous analysis of the effect of sampling independently within map categories is made possible by results for the stratified case. It is noted that such matters as optimal sample size selection for the achievement of a desired level of precision in various estimators are irrelevant, since the estimators derived are valid irrespective of how sample sizes are chosen.

Card, D. H.↗

Assessment of regional biomass-soil relationships using vegetation indexes

The development of photosynthetic active biomass in different ecological conditions, as indicated by normalized difference vegetation indices (NDVIs) is compared by performing a stratified sampling (based on soil assocations) on data acquired over Indiana. Data from the NOAA-10 AVHRR were collected for the 1987 and 1988 growing seasons. An NDVI transformation was performed using the two optical bands of the sensor (0.58-0.68 microns and 0.72-1.10 microns). The NDVI is related to the amount of active photosynthetic biomass present on the ground. Samples of NDVI values over 45 fields representing eight soil associations throughout Indiana were collected to assess the effect of soil conditions and acquisition date on the spectral response of the vegetation, as shown by the NDVIs. Statistical analysis of results indicate that land-cover types (forest, forest/pasture, and crops), soil texture, and soil water-holding capacity have an important effect on vegetation biomass changes as measured by AVHRR data. Acquisition dates should be selected with condideration of the phenological stages of vegetation. Sampling of AVHRR data over extended areas should be stratified according to physiographic units rather than man-made boundaries. This will provide more homogeneous samples for statistical analysis.

Lozano-Garcia, D. Fabian↗

Stochastic Gradients for Large-Scale Tensor Decomposition

Tensor decomposition is a well-known tool for multiway data analysis. This work proposes using stochastic gradients for efficient generalized canonical polyadic (GCP) tensor decomposition of large-scale tensors. GCP tensor decomposition is a recently proposed version of tensor decomposition that allows for a variety of loss functions such as Bernoulli loss for binary data or Huber loss for robust estimation. Here, the stochastic gradient is formed from randomly sampled elements of the tensor and is efficient because it can be computed using the sparse matricized-tensor times Khatri--Rao product tensor kernel. For dense tensors, we simply use uniform sampling. For sparse tensors, we propose two types of stratified sampling that give precedence to sampling nonzeros. Numerical results demonstrate the advantages of the proposed approach and its scalability to large-scale problems.

97 MATHEMATICS AND COMPUTING↗

Computer-aided boundary delineation of agricultural lands

The National Agricultural Statistics Service of the United States Department of Agriculture (USDA) presently uses labor-intensive aerial photographic interpretation techniques to divide large geographical areas into manageable-sized units for estimating domestic crop and livestock production. Prototype software, the computer-aided stratification (CAS) system, was developed to automate the procedure, and currently runs on a Sun-based image processing system. With a background display of LANDSAT Thematic Mapper and United States Geological Survey Digital Line Graph data, the operator uses a cursor to delineate agricultural areas, called sampling units, which are assigned to strata of land-use and land-cover types. The resultant stratified sampling units are used as input into subsequent USDA sampling procedures. As a test, three counties in Missouri were chosen for application of the CAS procedures. Subsequent analysis indicates that CAS was five times faster in creating sampling units than the manual techniques were.

Cheng, Thomas D.↗

Misclassification of primary liver cancer in the Life Span Study of atomic bomb survivors

Primary liver cancer is difficult to diagnose accurately at death, due to metastases from nearby organs and to concomitant diseases, such as chronic hepatitis and cirrhosis. Trends in diagnostic accuracy could affect radiation risk estimates for incident liver cancer by altering background rates or by impacting risk modification by sex and age. We quantified the potential impact of death‐certificate inaccuracies on radiation risk estimates for liver cancer in the Life Span Study of atomic bomb survivors. True‐positive and false‐negative rates were obtained from a previous study that compared death‐certificate causes of death with those based on pathological review, from 1958 to 1987. We assumed various scenarios for misclassification rates after 1987. We obtained estimated true positives and estimated false negatives by stratified sampling from binomial distributions with probabilities given by the true‐positive and false‐negative rates, respectively. Poisson regression methods were applied to highly stratified person‐year tables of corrected case counts and accrued person years. During the study period (1958–2009), there were 1,885 cases of liver cancer, which included 383 death‐certificate‐only (DCO) cases; 1,283 cases with chronic liver disease as the underlying cause of death; and 150 DCO cases of pancreatic cancer among 105,444 study participants. Across the range of scenarios considered, radiation risk estimates based on corrected case counts were attenuated, on average, by 13–30%. Our results indicated that radiation risk estimates for liver cancer were potentially sensitive to death‐certificate inaccuracies. Additional data are needed to inform misclassification rates in recent years.

French, Benjamin↗

Sub-daily virus sampling at the Bermuda Atlantic Time Series reveals diel and depth-structured population dynamics without community-level shifts

Ocean microbes contribute to biogeochemical cycles and ecosystem function, but they do so under top-down pressure imposed by viruses. While viruses are increasingly understood spatially and beginning to be incorporated into predictive modeling, high-frequency ocean virus dynamics remain understudied due to methodological challenges. Here we sampled stratified Bermuda Atlantic Time Series (BATS) waters for 112 hours at sub-daily 4- (surface) or 12- (deep chlorophyll maximum) hour intervals, purified viral particles from these samples, sequenced their metagenomes, and used the resulting data to characterize high-frequency virus community dynamics. Aggregated community diversity metrics changed with depth, but were not statistically significant temporally at a fixed location. However, finer-scale population-level analyses revealed both depth and temporal change, including physicochemical depth-driven differences and, in surface waters, thousands of viral populations that exhibited statistically significant diel rhythms. Statistical analyses revealed three main archetypes of temporal dynamics that themselves differed in abundance patterns, host predictions, viral taxonomy, and gene functions. Among these, highlights include viruses resembling an archetype with a night peaking pattern in activity that include an over-representation of viruses that putatively infect Prochlorococcus, a phototrophic cyanobacteria. Together, these efforts provide baseline community- and population-scale short-time-frame observations relevant to future climate state modeling.

Carrillo, Alfonso [The Ohio State University, Colu↗

On the Exploitation of Sensitivity Derivatives for Improving Sampling Methods

Many application codes, such as finite-element structural analyses and computational fluid dynamics codes, are capable of producing many sensitivity derivatives at a small fraction of the cost of the underlying analysis. This paper describes a simple variance reduction method that exploits such inexpensive sensitivity derivatives to increase the accuracy of sampling methods. Three examples, including a finite-element structural analysis of an aircraft wing, are provided that illustrate an order of magnitude improvement in accuracy for both Monte Carlo and stratified sampling schemes.

Cao, Yanzhao↗