Markov Chain Monte Carlo Sampling Research Articles

Robust optimization for functional multiresponse in 3D printing process

Computer models are commonly used to simulate the functional relationships between inputs and outputs for quality design in 3D printing. However, the high-dimensional outputs of functional multiresponse make it challenging to develop the simulation model and perform robust optimization. This paper proposes a novel optimization method with an additive multiresponse Gaussian process model for dealing with functional multiresponse optimization problems. First, an additive covariance function is constructed to capture the correlation of the temporal inputs. Second, the Markov Chain Monte Carlo sampling technique is adopted to determine the simulation model and quantify the uncertainty. Finally, the optimization model is constructed by integrating the quality loss function and interval analysis method, and the Bayesian optimization algorithm is used to obtain the optimal solution. A numerical simulation example and a 3D printing case study are used to illustrate the effectiveness of the proposed method. The comparison results show that the responses of the proposed method are closer to the targets than the current ones, and all fall within the specified interval.

Wireless Federated Langevin Monte Carlo: Repurposing Channel Noise for Bayesian Sampling and Privacy

Most works on federated learning (FL) focus on the most common frequentist formulation of learning whereby the goal is minimizing the global empirical loss. Frequentist learning, however, is known to be problematic in the regime of limited data as it fails to quantify epistemic uncertainty in prediction. Bayesian learning provides a principled solution to this problem by shifting the optimization domain to the space of distribution in the model parameters. {\color{black}This paper proposes a novel mechanism for the efficient implementation of Bayesian learning in wireless systems. Specifically, we focus on a standard gradient-based Markov Chain Monte Carlo (MCMC) method, namely Langevin Monte Carlo (LMC), and we introduce a novel protocol, termed Wireless Federated LMC (WFLMC), that is able to repurpose channel noise for the double role of seed randomness for MCMC sampling and of privacy preservation.} To this end, based on the analysis of the Wasserstein distance between sample distribution and global posterior distribution under privacy and power constraints, we introduce a power allocation strategy as the solution of a convex program. The analysis identifies distinct operating regimes in which the performance of the system is power-limited, privacy-limited, or limited by the requirement of MCMC sampling. Both analytical and simulation results demonstrate that, if the channel noise is properly accounted for under suitable conditions, it can be fully repurposed for both MCMC sampling and privacy preservation, obtaining the same performance as in an ideal communication setting that is not subject to privacy constraints.

Efficient Data Augmentation Techniques for Some Classes of State Space Models

Data augmentation improves the convergence of iterative algorithms, such as the EM algorithm and Gibbs sampler by introducing carefully designed latent variables. In this article, we first propose a data augmentation scheme for the first-order autoregression plus noise model, where optimal values of working parameters introduced for recentering and rescaling of the latent states, can be derived analytically by minimizing the fraction of missing information in the EM algorithm. The proposed data augmentation scheme is then utilized to design efficient Markov chain Monte Carlo (MCMC) algorithms for Bayesian inference of some non-Gaussian and nonlinear state space models, via a mixture of normals approximation coupled with a block-specific reparametrization strategy. Applications on simulated and benchmark real data sets indicate that the proposed MCMC sampler can yield improvements in simulation efficiency compared with centering, noncentering and even the ancillarity-sufficiency interweaving strategy.

A new framework for the assessment of model probabilities of the different crystal plasticity models for lamellar grains in Titanium alloys

This paper presents a novel framework for assessing the relative accuracy of the different slip transfer criterion in modeling the constitutive response of the lamellar morphology grains in Titanium alloys. The main steps involved in the proposed framework include: (i) rigorous statistical evaluation of the salient morphological characteristics of the lamellar grains using image processing techniques, (ii) modeling the effects of dislocation slip transfer as additive penalties to the critical resolved shear strengths of the different slip systems in each phase, (iii) consideration of multiple geometric slip transfer criteria for the numerical evaluation of the different penalty terms, and (iv) the Bayesian calibration of the material parameters in the constitutive descriptions using spherical nanoindentation experimental data on a polycrystalline Ti-6Al-4V sample. Step (iv) described above involves the construction and refinement of a Gaussian process (GP) surrogate model for the indentation measurements, which is trained on crystal plasticity finite element simulations incorporating the constitutive descriptions selected in Steps (ii) and (iii). The GP surrogates are then combined with Markov Chain Monte Carlo sampling techniques to calibrate the parameters in the various constitutive models studied in this work. Additionally, we have computed the posterior model probabilities for all the constitutive models considered and identified the most plausible slip transfer criterion. This specific constitutive model is then utilized to present a homogenized crystal plasticity model for the lamellar morphology. The proposed framework presents a robust scale-bridging protocol for incorporating the uncertain information obtained from lower scales.

Plug & play directed evolution of proteins with gradient-based discrete MCMC

A long-standing goal of machine-learning-based protein engineering is to accelerate the discovery of novel mutations that improve the function of a known protein. We introduce a sampling framework for evolving proteins in silico that supports mixing and matching a variety of unsupervised models, such as protein language models, and supervised models that predict protein function from sequence. By composing these models, we aim to improve our ability to evaluate unseen mutations and constrain search to regions of sequence space likely to contain functional proteins. Our framework achieves this without any model fine-tuning or re-training by constructing a product of experts distribution directly in discrete protein space. Instead of resorting to brute force search or random sampling, which is typical of classic directed evolution, we introduce a fast Markov chain Monte Carlo sampler that uses gradients to propose promising mutations. We conduct in silico directed evolution experiments on wide fitness landscapes and across a range of different pre-trained unsupervised models, including a 650 M parameter protein language model. Our results demonstrate an ability to efficiently discover variants with high evolutionary likelihood as well as estimated activity multiple mutations away from a wild type protein, suggesting our sampler provides a practical and effective new paradigm for machine-learning-based protein engineering.

Statistical Inference of Two Gamma Distributions under the Joint Type-II Censoring Scheme

The joint Type-II censoring scheme is a useful model when carrying out comparative lifecycle tests of units from various production lines. This article takes into account the estimation problem of the joint Type-II censoring data coming from two Gamma distributions with the same shape parameter but various scale parameters. The maximum likelihood estimators of the parameters from Gamma populations and asymptotic confidence intervals based on the observed Fisher information matrix are obtained. Bootstrap methods are also applied to construct confidence intervals. The Metropolis–Hastings algorithm is considered to draw Markov Chain Monte Carlo samples when computing Bayesian estimates as well as establishing the corresponding credible intervals. Monte Carlo simulations are adopted to compare the performance of the estimates. Finally, two real engineering datasets are analyzed.

Stein variational gradient descent with learned direction

Recently, as a particle-based Bayesian inference method, Stein variational gradient descent (SVGD) has attracted much attention due to its strong approximation power and efficiency compared to traditional variational inference and Markov chain Monte Carlo sampling methods. However, the original SVGD method assumes the descent direction to be within an reproducing kernel Hilbert space (RKHS), which on one hand limits its expressive power, and on the other hand suffers from the curse of dimensionality. To address this issue, we propose to parameterize the descent direction using a flexible neural network. With this parameterization strategy, the descent direction can be possibly optimized in each step for updating the particles, such that the target distribution can be expected to be better approximated. Experiments on both synthetic and real datasets demonstrate the effectiveness and efficiency of the proposed method, especially in the high-dimensional situations, as compared with the original SVGD.

Scalable and portable computational framework enabling online probabilistic remaining useful life (RUL) estimation

This work demonstrates a framework that enables online prognostics in adhesive joints by estimating the real-time probabilistic remaining useful life (RUL) using ANNs based hybrid physics models and vectorized sequential Monte Carlo (SMC) simulations. The framework is developed by integrating the physics-based damage degradation model and uncertainty quantification (UQ) techniques to estimate both probabilistic fatigue failure life and RUL. The fatigue damage growth (FDG) simulator, a hybrid surrogate model that simulates real-time fatigue degradation in adhesive joints, is used. In the initial set of results, the generalized framework is validated by estimating the probabilistic fatigue failure life using two UQ methods: Markov Chain Monte Carlo (MCMC) and SMC method. The computational results are successfully compared against experimental data. The conventional MCMC sampling methods are inherently serial, which limits the exploitation of the computational speed-up provided by the FDG simulator and hinders the real-time life predictions. The SMC method quantifies the uncertainties by parallelizing the sampling process, significantly reducing computational time and enabling real-time prediction. Next, the generalized framework is used to estimate probabilistic RUL from the fatigue crack propagation data. The parallel SMC method showed very good speedup compared to the MCMC method. To further enhance the computational speed-up with SMC method, vectorized FDG simulations are introduced into the framework and good scalability is achieved. Finally, the portability of the framework is demonstrated by deploying it on the portable Raspberry Pi cluster.

Bayesian Inference for Stochastic Multipath Radio Channel Models

Stochastic radio channel models based on underlying point processes of multipath components (MPCs) have been studied intensively since the seminal papers of Turin and Saleh–Valenzuela (SV). Despite this, inference regarding parameters of these models has remained a major challenge. Current methods typically have a somewhat ad hoc flavor involving a multitude of steps requiring user specification of tuning parameters. In this article, we propose to instead adopt the principled framework of Bayesian inference to conduct inference for the SV model. The posterior distribution is not analytically tractable and we therefore compute approximations of the posterior using Markov chain Monte Carlo (MCMC) methods specific to point processes. To demonstrate the flexibility of our approach, we additionally propose a new multipath model and apply our inference method to it. The resulting inference methodology is computationally demanding and our successful implementation relies critically on our novel MPC updates within the MCMC sampler. We demonstrate the usefulness of our approach on simulated and real radio channel data.

GALLIFRAY—A Geometric Modeling and Parameter Estimation Framework for Black Hole Images Using Bayesian Techniques

Recent observations of the galactic centers of M87 and the Milky Way with the Event Horizon Telescope have ushered in a new era of black-hole-based tests of fundamental physics using very long baseline interferometry (VLBI). Since it is a nascent field, there are several different modeling and analysis approaches in vogue (e.g., geometric and physical models, visibility and closure amplitudes, agnostic and multimessenger priors). We present GALLIFRAY, an open-source, Python-based framework for estimation/extraction of parameters using VLBI data. It is developed with modularity, efficiency, and adaptability as the primary objectives. This article outlines the design and usage of GALLIFRAY. As an illustration, we fit a geometric and a physical model to simulated data sets using Markov Chain Monte Carlo sampling and find good convergence of the posterior distribution. We conclude with an outline of further enhancements currently in development.

Exoplanet characterization using conditional invertible neural networks

Context. The characterization of the interior of an exoplanet is an inverse problem. The solution requires statistical methods such as Bayesian inference. Current methods employ Markov chain Monte Carlo (MCMC) sampling to infer the posterior probability of the planetary structure parameters for a given exoplanet. These methods are time-consuming because they require the evaluation of a planetary structure model ~105 times. Aims. To speed up the inference process when characterizing an exoplanet, we propose to use conditional invertible neural networks to calculate the posterior probability of the planetary structure parameters. Methods. Conditional invertible neural networks (cINNs) are a special type of neural network that excels at solving inverse problems. We constructed a cINN following the framework for easily invertible architectures (FreIA). This neural network was then trained on a database of 5.6 × 106 internal structure models to recover the inverse mapping between internal structure parameters and observable features (i.e., planetary mass, planetary radius, and elemental composition of the host star). We also show how observational uncertainties can be accounted for. Results. The cINN method was compared to a commonly used Metropolis-Hastings MCMC. To do this, we repeated the characterization of the exoplanet K2-111 b, using both the MCMC method and the trained cINN. We show that the inferred posterior probability distributions of the internal structure parameters from both methods are very similar; the largest differences are seen in the exoplanet water content. Thus, cINNs are a possible alternative to the standard time-consuming sampling methods. cINNs allow infering the composition of an exoplanet that is orders of magnitude faster than what is possible using an MCMC method. The computation of a large database of internal structures to train the neural network is still required, however. Because this database is only computed once, we found that using an invertible neural network is more efficient than an MCMC when more than ten exoplanets are characterized using the same neural network.

On the impact off(Q) gravity on the large scale structure

ABSTRACTWe investigate the exponential f(Q) symmetric teleparallel gravitation, namely $f(Q)=Q+\alpha Q_0(1-e^{-\beta \sqrt{Q/Q_0}})$ using ME-GADGET code to probe the structure formation with box sizes LBox = 10/100 Mpc h–1 and middle resolution $N_p^{1/3}=512$. To reproduce viable cosmology within the aforementioned modified gravity theory, we first perform Markov Chain Monte Carlo (MCMC) sampling on OHD/BAO/Pantheon data sets and constrain a parameter space. Furthermore, we also derive theoretical values for deceleration parameter q(z), statefinder pair {r, s} and effective gravitational constant Geff, perform Om(z) diagnostics. While carrying out N-body+SPH simulations, we derive CDM+baryons over density/temperature/mean molecular weight fields, matter power spectrum (both 2/3D, with/without redshift space distortions), bispectrum, two-point correlation function and halo mass function. Results for small and big simulation box sizes are therefore properly compared, halo mass function is related to the Seth–Tormen theoretical prediction and matter power spectrum to the standard CAMB output.

A Bayesian inference approach for parametric identification through optimal control method

AbstractThe objective of the research is to obtain deterministic and probabilistic resolution of material parameters from full field measurements of kinematic data acquired from digital image correlation. The deterministic inverse problem involves formulation of an optimal control approach where the complete knowledge of the boundary conditions and the measurement data are not required. The probabilistic framework inculcates this optimal control method in a Bayesian inference framework. A Markov chain Monte Carlo sampling method is applied to obtain the posterior probability density function, along with a radial basis function network for the numerical frugality of the samplings.

Bayesian Analysis of Multivariate Longitudinal Ordinal Data Using Multiple Multivariate Probit Models

Multivariate longitudinal ordinal data are often involved in longitudinal studies with each individual having more than one longitudinal ordinal measure. However, due to complicated correlation structures within each individual and no explicit likelihood functions, analyzing multivariate longitudinal ordinal data is quite challenging. In this paper, Markov chain Monte Carlo (MCMC) sampling methods are developed to analyze multivariate longitudinal ordinal data by extending multivariate probit (MVP) models for univariate longitudinal ordinal data to multiple multivariate probit models (MMVP) for multivariate longitudinal ordinal data. The identifiable MVP models require the covariance matrix of the latent multivariate normal variables underlying the longitudinal ordinal variables to be a correlation matrix, thus a Metropolis-Hastings (MH) algorithm is usually necessitated, which brings a rigorous task to develop efficient MCMC sampling methods. In contrast to the identifiable MVP models, the non-identifiable MVP models can be constructed to circumvent a MH algorithm to sample a correlation matrix by a Gibbs sampling to sample a covariance matrix, and hence improve the mixing and convergence of the MCMC components. Therefore, both the identifiable MMVP models and the non-identifiable MMVP models for multivariate longitudinal ordinal data are presented, and their corresponding MCMC sampling methods are developed. The performances of these methods are illustrated through simulation studies and an application using data from the Russia Longitudinal Monitoring Survey-Higher School of Economics (RLMS-HSE).

Troubleshooting Bayesian cognitive models.

Using Bayesian methods to apply computational models of cognitive processes, or Bayesian cognitive modeling, is an important new trend in psychological research. The rise of Bayesian cognitive modeling has been accelerated by the introduction of software that efficiently automates the Markov chain Monte Carlo sampling used for Bayesian model fitting-including the popular Stan and PyMC packages, which automate the dynamic Hamiltonian Monte Carlo and No-U-Turn Sampler (HMC/NUTS) algorithms that we spotlight here. Unfortunately, Bayesian cognitive models can struggle to pass the growing number of diagnostic checks required of Bayesian models. If any failures are left undetected, inferences about cognition based on the model's output may be biased or incorrect. As such, Bayesian cognitive models almost always require troubleshooting before being used for inference. Here, we present a deep treatment of the diagnostic checks and procedures that are critical for effective troubleshooting, but are often left underspecified by tutorial papers. After a conceptual introduction to Bayesian cognitive modeling and HMC/NUTS sampling, we outline the diagnostic metrics, procedures, and plots necessary to detect problems in model output with an emphasis on how these requirements have recently been changed and extended. Throughout, we explain how uncovering the exact nature of the problem is often the key to identifying solutions. We also demonstrate the troubleshooting process for an example hierarchical Bayesian model of reinforcement learning, including supplementary code. With this comprehensive guide to techniques for detecting, identifying, and overcoming problems in fitting Bayesian cognitive models, psychologists across subfields can more confidently build and use Bayesian cognitive models in their research. (PsycInfo Database Record (c) 2023 APA, all rights reserved).

IntOMICS: A Bayesian Framework for Reconstructing Regulatory Networks Using Multi-Omics Data.

Integration of multi-omics data can provide a more complex view of the biological system consisting of different interconnected molecular components. We present a new comprehensive R/Bioconductor-package, IntOMICS, which implements a Bayesian framework for multi-omics data integration. IntOMICS adopts a Markov Chain Monte Carlo sampling scheme to systematically analyze gene expression, copy number variation, DNA methylation, and biological prior knowledge to infer regulatory networks. The unique feature of IntOMICS is an empirical biological knowledge estimation from the available experimental data, which complements the missing biological prior knowledge. IntOMICS has the potential to be a powerful resource for exploratory systems biology.

Variational Hybrid Monte Carlo for Efficient Multi-Modal Data Sampling

The Hamiltonian Monte Carlo (HMC) sampling algorithm exploits Hamiltonian dynamics to construct efficient Markov Chain Monte Carlo (MCMC), which has become increasingly popular in machine learning and statistics. Since HMC uses the gradient information of the target distribution, it can explore the state space much more efficiently than random-walk proposals, but may suffer from high autocorrelation. In this paper, we propose Langevin Hamiltonian Monte Carlo (LHMC) to reduce the autocorrelation of the samples. Probabilistic inference involving multi-modal distributions is very difficult for dynamics-based MCMC samplers, which is easily trapped in the mode far away from other modes. To tackle this issue, we further propose a variational hybrid Monte Carlo (VHMC) which uses a variational distribution to explore the phase space and find new modes, and it is capable of sampling from multi-modal distributions effectively. A formal proof is provided that shows that the proposed method can converge to target distributions. Both synthetic and real datasets are used to evaluate its properties and performance. The experimental results verify the theory and show superior performance in multi-modal sampling.

Research on an Optimized Evaluation Method of the Bearing Capacity of Reinforced Concrete Beam Based on the Bayesian Theory

An optimized evaluation method of the bearing capacity of reinforced concrete beam based on the Bayesian theory was proposed in this paper. This evaluation method optimized the traditional Markov Chain-Monte Carlo (MCMC) sampling method, and proposed an improved Metropolis-Hastings (MH) sampling method and a transitive MCMC (TMCMC) sampling method based on the MCMC theory. These two derived sampling methods solved the problem that the traditional MCMC algorithm makes it difficult to achieve convergence when the number of modified parameters is large. Therefore, on the basis of obtaining the measured sample information and the prior information of uncertain parameters, this paper first used multiple "model components" to form a model sample, then carried out a sensitivity analysis based on the relevant response indicators and selected the key parameters that had a great impact on the bearing capacity, carried out static load tests, and extracted and analyzed the experimental data. Then, based on a large amount of analysis data, the improved MH sampling method and TMCMC sampling method were used to establish a posterior probability distribution database. Finally, multiple posterior probability distributions were used to identify and predict the bearing capacity. The results showed that the method was feasible and effective for the evaluation of the bearing capacity of reinforced concrete beam.

Range of 21st century ice mass changes in the Filchner-Ronne region of Antarctica

AbstractIncreases in ocean temperatures in the Filchner Ronne region of Antarctica are likely to result in increased ice mass loss and sea level rise. We constrain projections of the 21st century sea level contribution of this region using process-based ice-sheet modeling, with model parameters controlling ice dynamics calibrated using observed surface speeds and Markov-chain Monte Carlo sampling. We use climate forcing from Representative Concentration Pathway (RCP) scenarios as well as a set of hypothetical scenarios of deep ocean warming to evaluate the sensitivity of this region to ocean temperatures. Projected changes in regional ice mass correspond to a decrease in global mean sea level of 24±7 mm over 2015–2100 under RCP 2.6 and 28±9 mm under RCP 8.5. Increased regional inland surface accumulation related to higher warming levels in RCP 8.5 leads to more ice above flotation, offsetting increased ice shelf basal melt. The tests involving step changes in ocean temperatures with constant surface forcing show that one degree of ocean warming from present results in an additional +11 mm contribution to sea level by 2100 and 1% of the ice-covered area in the domain becomes ungrounded (23 200 km2). The rate of mass loss with temperature increases at higher temperatures.

Modified replica exchange-based MCMC algorithm for estimation of structural reliability based on particle splitting method

We consider the problem of evaluation of the reliability integral when the limit state functions could have complicating features such as (a) discontinuity/rapid changes in values of GU in the space spanned by U, (b) existence of multiple, possibly unimportant, regions of failure with rapid changes in performance function near one or more of the important regions, and (c) multiple regions of failure with substantial contributions to failure probability. We tackle this problem by using the particle splitting framework and introduce an improved Markov chain Monte Carlo sampler based on replica exchange strategy. This is shown to enhance the capacity of samples to detect and explore important regions of failure. The application of the bootstrap technique to deduce the sampling variance of the estimator of the probability of failure is developed. Also given are a few examples of problems in structural mechanics where limit state functions with the aforementioned difficulties arise. The performance of the proposed method in dealing with these difficulties is compared with those of existing methods.