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1. Inferring the basal sliding coefficient field for the Stokes ice sheet model under rheological uncertainty

   https://doi.org/10.5194/tc-15-1731-2021  

   Babaniyi, Olalekan; Nicholson, Ruanui; Villa, Umberto; Petra, Noémi (January 2021, The Cryosphere)

   null (Ed.)

   Abstract. We consider the problem of inferring the basal sliding coefficientfield for an uncertain Stokes ice sheet forward model from syntheticsurface velocity measurements. The uncertainty in the forward modelstems from unknown (or uncertain) auxiliary parameters (e.g., rheologyparameters). This inverse problem is posed within the Bayesianframework, which provides a systematic means of quantifyinguncertainty in the solution. To account for the associated modeluncertainty (error), we employ the Bayesian approximation error (BAE)approach to approximately premarginalize simultaneously over both thenoise in measurements and uncertainty in the forward model. We alsocarry out approximative posterior uncertainty quantification based ona linearization of the parameter-to-observable map centered at themaximum a posteriori (MAP) basal sliding coefficient estimate, i.e.,by taking the Laplace approximation. The MAP estimate is found byminimizing the negative log posterior using an inexact Newtonconjugate gradient method. The gradient and Hessian actions to vectorsare efficiently computed using adjoints. Sampling from theapproximate covariance is made tractable by invoking a low-rankapproximation of the data misfit component of the Hessian. We studythe performance of the BAE approach in the context of three numericalexamples in two and three dimensions. For each example, the basalsliding coefficient field is the parameter of primary interest whichwe seek to infer, and the rheology parameters (e.g., the flow ratefactor or the Glen's flow law exponent coefficient field) representso-called nuisance (secondary uncertain) parameters. Our resultsindicate that accounting for model uncertainty stemming from thepresence of nuisance parameters is crucial. Namely our findingssuggest that using nominal values for these parameters, as is oftendone in practice, without taking into account the resulting modelingerror, can lead to overconfident and heavily biased results. We alsoshow that the BAE approach can be used to account for the additionalmodel uncertainty at no additional cost at the online stage. 

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2. Efficient derivative-free Bayesian inference for large-scale inverse problems

   https://doi.org/10.1088/1361-6420/ac99fa  

   Huang, Daniel Zhengyu; Huang, Jiaoyang; Reich, Sebastian; Stuart, Andrew M (October 2022, Inverse Problems)

   Abstract We consider Bayesian inference for large-scale inverse problems, where computational challenges arise from the need for repeated evaluations of an expensive forward model. This renders most Markov chain Monte Carlo approaches infeasible, since they typically require O ( 1 0 4 ) model runs, or more. Moreover, the forward model is often given as a black box or is impractical to differentiate. Therefore derivative-free algorithms are highly desirable. We propose a framework, which is built on Kalman methodology, to efficiently perform Bayesian inference in such inverse problems. The basic method is based on an approximation of the filtering distribution of a novel mean-field dynamical system, into which the inverse problem is embedded as an observation operator. Theoretical properties are established for linear inverse problems, demonstrating that the desired Bayesian posterior is given by the steady state of the law of the filtering distribution of the mean-field dynamical system, and proving exponential convergence to it. This suggests that, for nonlinear problems which are close to Gaussian, sequentially computing this law provides the basis for efficient iterative methods to approximate the Bayesian posterior. Ensemble methods are applied to obtain interacting particle system approximations of the filtering distribution of the mean-field model; and practical strategies to further reduce the computational and memory cost of the methodology are presented, including low-rank approximation and a bi-fidelity approach. The effectiveness of the framework is demonstrated in several numerical experiments, including proof-of-concept linear/nonlinear examples and two large-scale applications: learning of permeability parameters in subsurface flow; and learning subgrid-scale parameters in a global climate model. Moreover, the stochastic ensemble Kalman filter and various ensemble square-root Kalman filters are all employed and are compared numerically. The results demonstrate that the proposed method, based on exponential convergence to the filtering distribution of a mean-field dynamical system, is competitive with pre-existing Kalman-based methods for inverse problems. 

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3. Efficient Krylov subspace methods for uncertainty quantification in large Bayesian linear inverse problems

   https://doi.org/10.1002/nla.2325  

   Saibaba, Arvind K.; Chung, Julianne; Petroske, Katrina (August 2020, Numerical Linear Algebra with Applications)

   Summary Uncertainty quantification for linear inverse problems remains a challenging task, especially for problems with a very large number of unknown parameters (e.g., dynamic inverse problems) and for problems where computation of the square root and inverse of the prior covariance matrix are not feasible. This work exploits Krylov subspace methods to develop and analyze new techniques for large‐scale uncertainty quantification in inverse problems. In this work, we assume that generalized Golub‐Kahan‐based methods have been used to compute an estimate of the solution, and we describe efficient methods to explore the posterior distribution. In particular, we use the generalized Golub‐Kahan bidiagonalization to derive an approximation of the posterior covariance matrix, and we provide theoretical results that quantify the accuracy of the approximate posterior covariance matrix and of the resulting posterior distribution. Then, we describe efficient methods that use the approximation to compute measures of uncertainty, including the Kullback‐Liebler divergence. We present two methods that use the preconditioned Lanczos algorithm to efficiently generate samples from the posterior distribution. Numerical examples from dynamic photoacoustic tomography demonstrate the effectiveness of the described approaches. 

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4. Inverse Modeling of Hydrologic Parameters in CLM4 via Generalized Polynomial Chaos in the Bayesian Framework

   https://doi.org/10.3390/computation10050072  

   Karagiannis, Georgios; Hou, Zhangshuan; Huang, Maoyi; Lin, Guang (May 2022, Computation)

   In this work, generalized polynomial chaos (gPC) expansion for land surface model parameter estimation is evaluated. We perform inverse modeling and compute the posterior distribution of the critical hydrological parameters that are subject to great uncertainty in the Community Land Model (CLM) for a given value of the output LH. The unknown parameters include those that have been identified as the most influential factors on the simulations of surface and subsurface runoff, latent and sensible heat fluxes, and soil moisture in CLM4.0. We set up the inversion problem in the Bayesian framework in two steps: (i) building a surrogate model expressing the input–output mapping, and (ii) performing inverse modeling and computing the posterior distributions of the input parameters using observation data for a given value of the output LH. The development of the surrogate model is carried out with a Bayesian procedure based on the variable selection methods that use gPC expansions. Our approach accounts for bases selection uncertainty and quantifies the importance of the gPC terms, and, hence, all of the input parameters, via the associated posterior probabilities. 

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5. Linearized Bayesian inference for Young’s modulus parameter field in an elastic model of slender structures

   https://doi.org/10.1098/rspa.2019.0476  

   Fatehiboroujeni, Soheil; Petra, Noemi; Goyal, Sachin (June 2020, Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences)

   The deformations of several slender structures at nano-scale are conceivably sensitive to their non-homogenous elasticity. Owing to their small scale, it is not feasible to discern their elasticity parameter fields accurately using observations from physical experiments. Molecular dynamics simulations can provide an alternative or additional source of data. However, the challenges still lie in developing computationally efficient and robust methods to solve inverse problems to infer the elasticity parameter field from the deformations. In this paper, we formulate an inverse problem governed by a linear elastic model in a Bayesian inference framework. To make the problem tractable, we use a Gaussian approximation of the posterior probability distribution that results from the Bayesian solution of the inverse problem of inferring Young’s modulus parameter fields from available data. The performance of the computational framework is demonstrated using two representative loading scenarios, one involving cantilever bending and the other involving stretching of a helical rod (an intrinsically curved structure). The results show that smoothly varying parameter fields can be reconstructed satisfactorily from noisy data. We also quantify the uncertainty in the inferred parameters and discuss the effect of the quality of the data on the reconstructions. 

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