Retrieval of process rate parameters in the general dynamic equation for aerosols using Bayesian state estimation: BAYROSOL1.0

The uncertainty in the radiative forcing caused by aerosols and its effect on climate change calls for research to improve knowledge of the aerosol particle formation and growth processes. While experimental research has provided a large amount of high-quality data on aerosols over the last 2 decades, the inference of the process rates is still inadequate, mainly due to limitations in the analysis of data. This paper focuses on developing computational methods to infer aerosol process rates from size distribution measurements. In the proposed approach, the temporal evolution of aerosol size distributions is modeled with the general dynamic equation (GDE) equipped with stochastic terms that account for the uncertainties of the process rates. The time-dependent particle size distribution and the rates of the underlying formation and growth processes are reconstructed based on time series of particle analyzer data using Bayesian state estimation – which not only provides (point) estimates for the process rates but also enables quantification of their uncertainties. The feasibility of the proposed computational framework is demonstrated by a set of numerical simulation studies.</p

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

Sparse Deterministic Approximation of Bayesian Inverse Problems

We present a parametric deterministic formulation of Bayesian inverse problems with input parameter from infinite dimensional, separable Banach spaces. In this formulation, the forward problems are parametric, deterministic elliptic partial differential equations, and the inverse problem is to determine the unknown, parametric deterministic coefficients from noisy observations comprising linear functionals of the solution. We prove a generalized polynomial chaos representation of the posterior density with respect to the prior measure, given noisy observational data. We analyze the sparsity of the posterior density in terms of the summability of the input data's coefficient sequence. To this end, we estimate the fluctuations in the prior. We exhibit sufficient conditions on the prior model in order for approximations of the posterior density to converge at a given algebraic rate, in terms of the number $N$ of unknowns appearing in the parameteric representation of the prior measure. Similar sparsity and approximation results are also exhibited for the solution and covariance of the elliptic partial differential equation under the posterior. These results then form the basis for efficient uncertainty quantification, in the presence of data with noise

Consistency of the posterior distribution in generalized linear inverse problems

For ill-posed inverse problems, a regularised solution can be interpreted as a mode of the posterior distribution in a Bayesian framework. This framework enriches the set the solutions, as other posterior estimates can be used as a solution to the inverse problem, such as the posterior mean that can be easier to compute in practice. In this paper we prove consistency of Bayesian solutions of an ill-posed linear inverse problem in the Ky Fan metric for a general class of likelihoods and prior distributions in a finite dimensional setting. This result can be applied to study infinite dimensional problems by letting the dimension of the unknown parameter grow to infinity which can be viewed as discretisation on a grid or spectral approximation of an infinite dimensional problem. Likelihood and the prior distribution are assumed to be in an exponential form that includes distributions from the exponential family, and to be differentiable. The observations can be dependent. No assumption of finite moments of observations, such as expected value or the variance, is necessary thus allowing for possibly non-regular likelihoods, and allowing for non-conjugate and improper priors. If the variance exists, it may be heteroscedastic, namely, it may depend on the unknown function. We observe quite a surprising phenomenon when applying our result to the spectral approximation framework where it is possible to achieve the parametric rate of convergence, i.e the problem becomes self-regularised. We also consider a particular case of the unknown parameter being on the boundary of the parameter set, and show that the rate of convergence in this case is faster than for an interior point parameter.Comment: arXiv admin note: substantial text overlap with arXiv:1110.301

Besov priors for Bayesian inverse problems

We consider the inverse problem of estimating a function $u$ from noisy, possibly nonlinear, observations. We adopt a Bayesian approach to the problem. This approach has a long history for inversion, dating back to 1970, and has, over the last decade, gained importance as a practical tool. However most of the existing theory has been developed for Gaussian prior measures. Recently Lassas, Saksman and Siltanen (Inv. Prob. Imag. 2009) showed how to construct Besov prior measures, based on wavelet expansions with random coefficients, and used these prior measures to study linear inverse problems. In this paper we build on this development of Besov priors to include the case of nonlinear measurements. In doing so a key technical tool, established here, is a Fernique-like theorem for Besov measures. This theorem enables us to identify appropriate conditions on the forward solution operator which, when matched to properties of the prior Besov measure, imply the well-definedness and well-posedness of the posterior measure. We then consider the application of these results to the inverse problem of finding the diffusion coefficient of an elliptic partial differential equation, given noisy measurements of its solution.Comment: 18 page

AD Leonis: Radial Velocity Signal of Stellar Rotation or Spin–Orbit Resonance?

AD Leonis is a nearby magnetically active M dwarf. We find Doppler variability with a period of 2.23 days, as well as photometric signals: (1) a short-period signal, which is similar to the radial velocity signal, albeit with considerable variability; and (2) a long-term activity cycle of 4070 ± 120 days. We examine the short-term photometric signal in the available All-Sky Automated Survey and Microvariability and Oscillations of STars (MOST) photometry and find that the signal is not consistently present and varies considerably as a function of time. This signal undergoes a phase change of roughly 0.8 rad when considering the first and second halves of the MOST data set, which are separated in median time by 3.38 days. In contrast, the Doppler signal is stable in the combined High-Accuracy Radial velocity Planet Searcher and High Resolution Echelle Spectrometer radial velocities for over 4700 days and does not appear to vary in time in amplitude, phase, period, or as a function of extracted wavelength. We consider a variety of starspot scenarios and find it challenging to simultaneously explain the rapidly varying photometric signal and the stable radial velocity signal as being caused by starspots corotating on the stellar surface. This suggests that the origin of the Doppler periodicity might be the gravitational tug of a planet orbiting the star in spin–orbit resonance. For such a scenario and no spin–orbit misalignment, the measured v sin i indicates an inclination angle of 15°̣5 ± 2°̣5 and a planetary companion mass of 0.237 ± 0.047 M Jup

Bayesian inverse problems for recovering coefficients of two scale elliptic equations

We consider the Bayesian inverse homogenization problem of recovering the locally periodic two scale coefficient of a two scale elliptic equation, given limited noisy information on the solution. We consider both the uniform and the Gaussian prior probability measures. We use the two scale homogenized equation whose solution contains the solution of the homogenized equation which describes the macroscopic behaviour, and the corrector which encodes the microscopic behaviour. We approximate the posterior probability by a probability measure determined by the solution of the two scale homogenized equation. We show that the Hellinger distance of these measures converges to zero when the microscale converges to zero, and establish an explicit convergence rate when the solution of the two scale homogenized equation is sufficiently regular. Sampling the posterior measure by Markov Chain Monte Carlo (MCMC) method, instead of solving the two scale equation using fine mesh for each proposal with extremely high cost, we can solve the macroscopic two scale homogenized equation. Although this equation is posed in a high dimensional tensorized domain, it can be solved with essentially optimal complexity by the sparse tensor product finite element method, which reduces the computational complexity of the MCMC sampling method substantially. We show numerically that observations on the macrosopic behaviour alone are not sufficient to infer the microstructure. We need also observations on the corrector. Solving the two scale homogenized equation, we get both the solution to the homogenized equation and the corrector. Thus our method is particularly suitable for sampling the posterior measure of two scale coefficients

Invisibility and indistinguishability in structural damage tomography

Structural damage tomography (SDT) uses full-field or distributed measurements collected from sensors or self-sensing materials to reconstruct quantitative images of potential damage in structures, such as civil structures, automobiles, aircraft, etc. In approximately the past ten years, SDT has increased in popularity due to significant gains in computing power, improvements in sensor quality, and increases in measurement device sensitivity. Nonetheless, from a mathematical standpoint, SDT remains challenging because the reconstruction problems are usually nonlinear and ill-posed. Inasmuch, the ability to reliably reconstruct or detect damage using SDT is seldom guaranteed due to factors such as noise, modeling errors, low sensor quality, and more. As such, damage processes may be rendered invisible due to data indistinguishability. In this paper we identify and address key physical, mathematical, and practical factors that may result in invisible structural damage. Demonstrations of damage invisibility and data indistinguishability in SDT are provided using experimental data generated from a damaged reinforced concrete beam

Combined parameter and model reduction of cardiovascular problems by means of active subspaces and POD-Galerkin methods

In this chapter we introduce a combined parameter and model reduction methodology and present its application to the efficient numerical estimation of a pressure drop in a set of deformed carotids. The aim is to simulate a wide range of possible occlusions after the bifurcation of the carotid. A parametric description of the admissible deformations, based on radial basis functions interpolation, is introduced. Since the parameter space may be very large, the first step in the combined reduction technique is to look for active subspaces in order to reduce the parameter space dimension. Then, we rely on model order reduction methods over the lower dimensional parameter subspace, based on a POD-Galerkin approach, to further reduce the required computational effort and enhance computational efficiency