Uncertainty quantification of geological model parameters in 3D gravity inversion by Hessian informed Markov chain Monte Carlo

Geological modeling has been widely adopted to investigate underground geometries. However, modeling processes inevitably have uncertainties due to scarcity of data, measurement errors, and simplification of modeling methods. Recent developments in geomodeling methods have introduced a Bayesian framework to constrain the model uncertainties by considering additional geophysical data into the modeling procedure. Markov chain Monte Carlo (MCMC) methods are normally used as tools to solve the Bayesian inference problem. To achieve a more efficient posterior exploration, advances inMCMC methods utilize derivative information. Hence, we introduce an approach to efficiently evaluate second-order derivatives in geological modeling and introduce a Hessian-informed MCMC method, the generalized preconditioned Crank-Nicolson (gpCN), as a tool to solve the 3D model-based gravity Bayesian inversion problem. The result is compared with two other widely applied MCMC methods, random walk Metropolis-Hasting and Hamiltonian Monte Carlo, on a synthetic three-layer geological model. Our experiment demonstrates that superior performance is achieved by the gpCN, which has the potential to be generalized to more complex models.

Combining biomarker and virus phylogenetic models improves epidemiological source identification

To identify and stop active HIV transmission chains new epidemiological techniques are needed. Here, we describe the development of a multi-biomarker augmentation to phylogenetic inference of the underlying transmission history in a local population. HIV biomarkers are measurable biological quantities that have some relationship to the amount of time someone has been infected with HIV. To train our model, we used five biomarkers based on real data from serological assays, HIV sequence data, and target cell counts in longitudinally followed, untreated patients with known infection times. The biomarkers were modeled with a mixed effects framework to allow for patient specific variation and general trends, and fit to patient data using Markov Chain Monte Carlo (MCMC) methods. Subsequently, the density of the unobserved infection time conditional on observed biomarkers were obtained by integrating out the random effects from the model fit. This probabilistic information about infection times was incorporated into the likelihood function for the transmission history and phylogenetic tree reconstruction, informed by the HIV sequence data. To critically test our methodology, we developed a coalescent-based simulation framework that generates phylogenies and biomarkers given a specific or general transmission history. Testing on many epidemiological scenarios showed that biomarker augmented phylogenetics can reach 90% accuracy under idealized situations. Under realistic within-host HIV evolution, involving substantial within-host diversification and frequent transmission of multiple lineages, the average accuracy was at about 50% in transmission clusters involving 5-50 hosts. Realistic biomarker data added on average 16 percentage points over using the phylogeny alone. Using more biomarkers improved the performance. Shorter temporal spacing between transmission events and increased transmission heterogeneity reduced reconstruction accuracy, but larger clusters were not harder to get right. More sequence data per infected host also improved accuracy. We show that the method is robust to incomplete sampling, and we evaluate real HIV-1 transmission clusters. The technology presented here could allow for better prevention programs by providing data for locally informed and tailored strategies.

Reliability estimation and parameter estimation for inverse Weibull distribution under different loss functions

In this paper, the classical and Bayesian estimators of the unknown parameters and the reliability function of the inverse Weibull distribution are considered. The maximum likelihood estimators (MLEs) and modified maximum likelihood estimators (MMLEs) are used in the classical parameter estimation. Bayesian estimators of the parameters are obtained by using symmetric and asymmetric loss functions under informative and non-informative priors. Bayesian computations are derived by using Lindley approximation and Markov chain Monte Carlo (MCMC) methods. The asymptotic confidence intervals are constructed based on the maximum likelihood estimators. The Bayesian credible intervals of the parameters are obtained by using the MCMC method. Furthermore, the performances of these estimation methods are compared concerning their biases and mean square errors through a simulation study. It is seen that the Bayes estimators perform better than the classical estimators. Finally, two real-life examples are given for illustrative purposes.

Bayesian Change Point Detection of Vegetation Cover Dynamics of Akure Forest Reserve, Ondo State in Southwestern, Nigeria

This study uses satellite acquired vegetation index data to monitor changes in Akure forest reserve. Enhanced Vegetation Index (EVI) time series datasets were extracted from Landsat images; extraction was performed on the Google Earth Engine (GEE) platform. The datasets were analyzed using Bayesian Change Point (BCP) to monitor the abrupt changes in vegetation dynamics associated with deforestation. The BCP shows the magnitude of changes over the years, from the posterior data obtained. BCP focuses on changes in the long‐range using Markov Chain Monte Carlo (MCMC) methods, this returns posterior probability at > 0.5% of a change point occurring at each time index in the time series. Three decades of Landsat data were classified using the random forest algorithm to assess the rate of deforestation within the study area. The results shows forest in 2000 (97.7%), 2010 (89.4%), 2020 (84.7%) and non-forest increase 2000 (2.0%), 2010 (10.6%), 2020 (15.3%). Kappa coefficient was also used to determine the accuracy of the classification.

Holiday gatherings, mobility and SARS-CoV-2 transmission: results from 10 US states following Thanksgiving

Public health officials discouraged travel and non-household gatherings for Thanksgiving, but data suggests that travel increased over the holidays. The objective of this analysis was to assess associations between holiday gatherings and SARS-CoV-2 positivity in the weeks following Thanksgiving. Using an online survey, we sampled 7770 individuals across 10 US states from December 4–18, 2020, about 8–22 days post-Thanksgiving. Participants were asked about Thanksgiving, COVID-19 symptoms, and SARS-CoV-2 testing and positivity in the prior 2 weeks. Logistic regression was used to identify factors associated with SARS-CoV-2 positivity and COVID-19 symptoms in the weeks following Thanksgiving. An activity score measured the total number of non-essential activities an individual participated in the prior 2 weeks. The probability of community transmission was estimated using Markov Chain Monte Carlo (MCMC) methods. While 47.2% had Thanksgiving at home with household members, 26.9% had guests and 25.9% traveled. There was a statistically significant interaction between how people spent Thanksgiving, the frequency of activities, and SARS-CoV-2 test positivity in the prior 2 weeks (p < 0.05). Those who had guests for Thanksgiving or traveled were only more likely to test positive for SARS-CoV-2 if they also had high activity (e.g., participated in > one non-essential activity/day in the prior 2 weeks). Had individuals limited the number and frequency of activities post-Thanksgiving, cases in surveyed individuals would be reduced by > 50%. As travel continues to increase and the more contagious Delta variant starts to dominate transmission, it is critical to promote how to gather in a “low-risk” manner (e.g., minimize other non-essential activities) to mitigate the need for nationwide shelter-at-home orders.

Ensemble slice sampling

Slice sampling has emerged as a powerful Markov Chain Monte Carlo algorithm that adapts to the characteristics of the target distribution with minimal hand-tuning. However, Slice Sampling’s performance is highly sensitive to the user-specified initial length scale hyperparameter and the method generally struggles with poorly scaled or strongly correlated distributions. This paper introduces Ensemble Slice Sampling (ESS), a new class of algorithms that bypasses such difficulties by adaptively tuning the initial length scale and utilising an ensemble of parallel walkers in order to efficiently handle strong correlations between parameters. These affine-invariant algorithms are trivial to construct, require no hand-tuning, and can easily be implemented in parallel computing environments. Empirical tests show that Ensemble Slice Sampling can improve efficiency by more than an order of magnitude compared to conventional MCMC methods on a broad range of highly correlated target distributions. In cases of strongly multimodal target distributions, Ensemble Slice Sampling can sample efficiently even in high dimensions. We argue that the parallel, black-box and gradient-free nature of the method renders it ideal for use in scientific fields such as physics, astrophysics and cosmology which are dominated by a wide variety of computationally expensive and non-differentiable models.

SeReMpy: Seismic Reservoir Modeling Python library

Seismic reservoir characterization is a subfield of geophysics that combines seismic and rock physics modeling with mathematical inverse theory to predict the reservoir variables from the measured seismic data. An open-source comprehensive modeling library that includes the main concepts and tools is still missing. We present a Python library named SeReMpy with the state of the art of seismic reservoir modeling for reservoir properties characterization using seismic and rock physics models and Bayesian inverse theory. The most innovative component of the library is the Bayesian seismic and rock physics inversion to predict the spatial distribution of petrophysical and elastic properties from seismic data. The inversion algorithms include Bayesian analytical solutions of the linear-Gaussian inverse problem and Markov chain Monte Carlo (McMC) numerical methods for non-linear problems. The library includes four modules: geostatistics, rock physics, facies, and inversion, as well as several scripts with illustrative examples and applications. We present a detailed description of the scripts that illustrate the use of the functions of module and describe how to apply the codes to practical inversion problems using synthetic and real data. The applications include a rock physics model for the prediction of elastic properties and facies using well log data, a geostatistical simulation of continuous and discrete properties using well logs, a geostatistical interpolation and simulation of two-dimensional maps of temperature, an elastic inversion of partial stacked seismograms with Bayesian linearized AVO inversion, a rock physics inversion of partial stacked seismograms with McMC methods, and a two-dimensional seismic inversion.

A Variational Bayesian Inference Posterior Approximation Algorithm for Hidden Markov Diagnostic Classification Models

General diagnostic classification models (DCMs) can be used to capture individual students’ cognitive learning status. Moreover, DCMs for longitudinal data are appropriate to track students transition of cognitive elements. This study developed an effective Bayesian posterior approximation method called variational Bayesian (VB) inference method for hidden Markov type longitudinal general DCMs. Simulation study indicated the proposed algorithm could satisfactorily recover true parameters. Comparative study of the VB and previously developed Markov chain Monte Carlo (MCMC) methods was conducted in real data example. The result revealed that the VB method provided similar parameter estimates to the MCMC with faster estimation time.

Geometric Variational Inference

Efficiently accessing the information contained in non-linear and high dimensional probability distributions remains a core challenge in modern statistics. Traditionally, estimators that go beyond point estimates are either categorized as Variational Inference (VI) or Markov-Chain Monte-Carlo (MCMC) techniques. While MCMC methods that utilize the geometric properties of continuous probability distributions to increase their efficiency have been proposed, VI methods rarely use the geometry. This work aims to fill this gap and proposes geometric Variational Inference (geoVI), a method based on Riemannian geometry and the Fisher information metric. It is used to construct a coordinate transformation that relates the Riemannian manifold associated with the metric to Euclidean space. The distribution, expressed in the coordinate system induced by the transformation, takes a particularly simple form that allows for an accurate variational approximation by a normal distribution. Furthermore, the algorithmic structure allows for an efficient implementation of geoVI which is demonstrated on multiple examples, ranging from low-dimensional illustrative ones to non-linear, hierarchical Bayesian inverse problems in thousands of dimensions.

Using Robinson-Foulds supertrees in divide-and-conquer phylogeny estimation

One of the Grand Challenges in Science is the construction of the Tree of Life, an evolutionary tree containing several million species, spanning all life on earth. However, the construction of the Tree of Life is enormously computationally challenging, as all the current most accurate methods are either heuristics for NP-hard optimization problems or Bayesian MCMC methods that sample from tree space. One of the most promising approaches for improving scalability and accuracy for phylogeny estimation uses divide-and-conquer: a set of species is divided into overlapping subsets, trees are constructed on the subsets, and then merged together using a “supertree method”. Here, we present Exact-RFS-2, the first polynomial-time algorithm to find an optimal supertree of two trees, using the Robinson-Foulds Supertree (RFS) criterion (a major approach in supertree estimation that is related to maximum likelihood supertrees), and we prove that finding the RFS of three input trees is NP-hard. Exact-RFS-2 is available in open source form on Github at https://github.com/yuxilin51/GreedyRFS.