Limitations of polynomial chaos expansions in the Bayesian solution of inverse problems

Polynomial chaos expansions are used to reduce the computational cost in the Bayesian solutions of inverse problems by creating a surrogate posterior that can be evaluated inexpensively. We show, by analysis and example, that when the data contain significant information beyond what is assumed in the prior, the surrogate posterior can be very different from the posterior, and the resulting estimates become inaccurate. One can improve the accuracy by adaptively increasing the order of the polynomial chaos, but the cost may increase too fast for this to be cost effective compared to Monte Carlo sampling without a surrogate posterior

Accounting for Model Error from Unresolved Scales in Ensemble Kalman Filters by Stochastic Parameterization

The use of discrete-time stochastic parameterization to account for model error due to unresolved scales in ensemble Kalman filters is investigated by numerical experiments. The parameterization quantifies the model error and produces an improved non-Markovian forecast model, which generates high quality forecast ensembles and improves filter performance. Results are compared with the methods of dealing with model error through covariance inflation and localization (IL), using as an example the two-layer Lorenz-96 system. The numerical results show that when the ensemble size is sufficiently large, the parameterization is more effective in accounting for the model error than IL; if the ensemble size is small, IL is needed to reduce sampling error, but the parameterization further improves the performance of the filter. This suggests that in real applications where the ensemble size is relatively small, the filter can achieve better performance than pure IL if stochastic parameterization methods are combined with IL

GoGNN: Graph of Graphs Neural Network for Predicting Structured Entity Interactions

Entity interaction prediction is essential in many important applications such as chemistry, biology, material science, and medical science. The problem becomes quite challenging when each entity is represented by a complex structure, namely structured entity, because two types of graphs are involved: local graphs for structured entities and a global graph to capture the interactions between structured entities. We observe that existing works on structured entity interaction prediction cannot properly exploit the unique graph of graphs model. In this paper, we propose a Graph of Graphs Neural Network, namely GoGNN, which extracts the features in both structured entity graphs and the entity interaction graph in a hierarchical way. We also propose the dual-attention mechanism that enables the model to preserve the neighbor importance in both levels of graphs. Extensive experiments on real-world datasets show that GoGNN outperforms the state-of-the-art methods on two representative structured entity interaction prediction tasks: chemical-chemical interaction prediction and drug-drug interaction prediction. Our code is available at Github.Comment: Accepted by IJCAI 202