Iterative Updating of Model Error for Bayesian Inversion

In computational inverse problems, it is common that a detailed and accurate forward model is approximated by a computationally less challenging substitute. The model reduction may be necessary to meet constraints in computing time when optimization algorithms are used to find a single estimate, or to speed up Markov chain Monte Carlo (MCMC) calculations in the Bayesian framework. The use of an approximate model introduces a discrepancy, or modeling error, that may have a detrimental effect on the solution of the ill-posed inverse problem, or it may severely distort the estimate of the posterior distribution. In the Bayesian paradigm, the modeling error can be considered as a random variable, and by using an estimate of the probability distribution of the unknown, one may estimate the probability distribution of the modeling error and incorporate it into the inversion. We introduce an algorithm which iterates this idea to update the distribution of the model error, leading to a sequence of posterior distributions that are demonstrated empirically to capture the underlying truth with increasing accuracy. Since the algorithm is not based on rejections, it requires only limited full model evaluations. We show analytically that, in the linear Gaussian case, the algorithm converges geometrically fast with respect to the number of iterations. For more general models, we introduce particle approximations of the iteratively generated sequence of distributions; we also prove that each element of the sequence converges in the large particle limit. We show numerically that, as in the linear case, rapid convergence occurs with respect to the number of iterations. Additionally, we show through computed examples that point estimates obtained from this iterative algorithm are superior to those obtained by neglecting the model error.Comment: 39 pages, 9 figure

A Model for Granular Texture with Steric Exclusion

We propose a new method to characterize the geometrical texture of a granular packing at the particle scale including the steric hindrance effect. This method is based on the assumption of a maximum disorder (entropy) compatible both with strain-induced anisotropy of the contact network and steric exclusions. We show that the predicted statistics for the local configurations is in a fairly agreement with our numerical data.Comment: 9 pages, 5 figure

Electromagnetic penguin operators and direct CP violation in K --> pi l^+ l^-

Supersymmetric extensions of the Standard Model predict a large enhancement of the Wilson coefficients of the dimension-five electromagnetic penguin operators affecting the direct CP violation in K_L --> pi^0 e^+ e^- and the charge asymmetry in K^\pm --> pi^\pm l^+ l^-. Here we compute the relevant matrix elements in the chiral quark model and compare these with the ones given by lattice calculationsComment: 12 pages, JHEP style, gluonic corrections to B_T adde

Fast Gibbs sampling for high-dimensional Bayesian inversion

Solving ill-posed inverse problems by Bayesian inference has recently attracted considerable attention. Compared to deterministic approaches, the probabilistic representation of the solution by the posterior distribution can be exploited to explore and quantify its uncertainties. In applications where the inverse solution is subject to further analysis procedures, this can be a significant advantage. Alongside theoretical progress, various new computational techniques allow to sample very high dimensional posterior distributions: In [Lucka2012], a Markov chain Monte Carlo (MCMC) posterior sampler was developed for linear inverse problems with $\ell_1$-type priors. In this article, we extend this single component Gibbs-type sampler to a wide range of priors used in Bayesian inversion, such as general $\ell_p^q$ priors with additional hard constraints. Besides a fast computation of the conditional, single component densities in an explicit, parameterized form, a fast, robust and exact sampling from these one-dimensional densities is key to obtain an efficient algorithm. We demonstrate that a generalization of slice sampling can utilize their specific structure for this task and illustrate the performance of the resulting slice-within-Gibbs samplers by different computed examples. These new samplers allow us to perform sample-based Bayesian inference in high-dimensional scenarios with certain priors for the first time, including the inversion of computed tomography (CT) data with the popular isotropic total variation (TV) prior.Comment: submitted to "Inverse Problems

An approximate empirical Bayesian method for large-scale linear-Gaussian inverse problems

We study Bayesian inference methods for solving linear inverse problems, focusing on hierarchical formulations where the prior or the likelihood function depend on unspecified hyperparameters. In practice, these hyperparameters are often determined via an empirical Bayesian method that maximizes the marginal likelihood function, i.e., the probability density of the data conditional on the hyperparameters. Evaluating the marginal likelihood, however, is computationally challenging for large-scale problems. In this work, we present a method to approximately evaluate marginal likelihood functions, based on a low-rank approximation of the update from the prior covariance to the posterior covariance. We show that this approximation is optimal in a minimax sense. Moreover, we provide an efficient algorithm to implement the proposed method, based on a combination of the randomized SVD and a spectral approximation method to compute square roots of the prior covariance matrix. Several numerical examples demonstrate good performance of the proposed method

The anisotropy of granular materials

The effect of the anisotropy on the elastoplastic response of two dimensional packed samples of polygons is investigated here, using molecular dynamics simulation. We show a correlation between fabric coefficients, characterizing the anisotropy of the granular skeleton, and the anisotropy of the elastic response. We also study the anisotropy induced by shearing on the subnetwork of the sliding contacts. This anisotropy provides an explanation to some features of the plastic deformation of granular media.Comment: Submitted to PR

Stress and Strain in Flat Piling of Disks

We have created a flat piling of disks in a numerical experiment using the Distinct Element Method (DEM) by depositing them under gravity. In the resulting pile, we then measured increments in stress and strain that were associated with a small decrease in gravity. We first describe the stress in terms of the strain using isotropic elasticity theory. Then, from a micro-mechanical view point, we calculate the relation between the stress and strain using the mean strain assumption. We compare the predicted values of Young's modulus and Poisson's ratio with those that were measured in the numerical experiment.Comment: 9 pages, 1 table, 8 figures, and 2 pages for captions of figure

Pore-scale Modeling of Viscous Flow and Induced Forces in Dense Sphere Packings

We propose a method for effectively upscaling incompressible viscous flow in large random polydispersed sphere packings: the emphasis of this method is on the determination of the forces applied on the solid particles by the fluid. Pore bodies and their connections are defined locally through a regular Delaunay triangulation of the packings. Viscous flow equations are upscaled at the pore level, and approximated with a finite volume numerical scheme. We compare numerical simulations of the proposed method to detailed finite element (FEM) simulations of the Stokes equations for assemblies of 8 to 200 spheres. A good agreement is found both in terms of forces exerted on the solid particles and effective permeability coefficients

Stress transmission in wet granular materials

We analyze stress transmission in wet granular media in the pendular state by means of three-dimensional molecular dynamics simulations. We show that the tensile action of capillary bonds induces a self-stressed particle network organized in two percolating "phases" of positive and negative particle pressures. Various statistical descriptors of the microstructure and bond force network are used to characterize this partition. Two basic properties emerge: 1) The highest particle pressure is located in the bulk of each phase; 2) The lowest pressure level occurs at the interface between the two phases, involving also the largest connectivity of the particles via tensile and compressive bonds. When a confining pressure is applied, the number of tensile bonds falls off and the negative phase breaks into aggregates and isolated sites