The problem of estimating certain distributions over ${0,1}^d$ is considered here. The distribution represents a quantum system of $d$ qubits, where there are non-trivial dependencies between the qubits. A maximum entropy approach is adopted to recon
struct the distribution from exact moments or observed empirical moments. The Robbins Monro algorithm is used to solve the intractable maximum entropy problem, by constructing an unbiased estimator of the un-normalized target with a sequential Monte Carlo sampler at each iteration. In the case of empirical moments, this coincides with a maximum likelihood estimator. A Bayesian formulation is also considered in order to quantify posterior uncertainty. Several approaches are proposed in order to tackle this challenging problem, based on recently developed methodologies. In particular, unbiased estimators of the gradient of the log posterior are constructed and used within a provably convergent Langevin-based Markov chain Monte Carlo method. The methods are illustrated on classically simulated output from quantum simulators.
It is not unusual for a data analyst to encounter data sets distributed across several computers. This can happen for reasons such as privacy concerns, efficiency of likelihood evaluations, or just the sheer size of the whole data set. This presents
new challenges to statisticians as even computing simple summary statistics such as the median becomes computationally challenging. Furthermore, if other advanced statistical methods are desired, novel computational strategies are needed. In this paper we propose a new approach for distributed analysis of massive data that is suitable for generalized fiducial inference and is based on a careful implementation of a divide and conquer strategy combined with importance sampling. The proposed approach requires only small amount of communication between nodes, and is shown to be asymptotically equivalent to using the whole data set. Unlike most existing methods, the proposed approach produces uncertainty measures (such as confidence intervals) in addition to point estimates for parameters of interest. The proposed approach is also applied to the analysis of a large set of solar images.
We propose a novel $hp$-multilevel Monte Carlo method for the quantification of uncertainties in the compressible Navier-Stokes equations, using the Discontinuous Galerkin method as deterministic solver. The multilevel approach exploits hierarchies o
f uniformly refined meshes while simultaneously increasing the polynomial degree of the ansatz space. It allows for a very large range of resolutions in the physical space and thus an efficient decrease of the statistical error. We prove that the overall complexity of the $hp$-multilevel Monte Carlo method to compute the mean field with prescribed accuracy is, in best-case, of quadratic order with respect to the accuracy. We also propose a novel and simple approach to estimate a lower confidence bound for the optimal number of samples per level, which helps to prevent overestimating these quantities. The method is in particular designed for application on queue-based computing systems, where it is desirable to compute a large number of samples during one iteration, without overestimating the optimal number of samples. Our theoretical results are verified by numerical experiments for the two-dimensional compressible Navier-Stokes equations. In particular we consider a cavity flow problem from computational acoustics, demonstrating that the method is suitable to handle complex engineering problems.
The Best Estimate plus Uncertainty (BEPU) approach for nuclear systems modeling and simulation requires that the prediction uncertainty must be quantified in order to prove that the investigated design stays within acceptance criteria. A rigorous Unc
ertainty Quantification (UQ) process should simultaneously consider multiple sources of quantifiable uncertainties: (1) parameter uncertainty due to randomness or lack of knowledge; (2) experimental uncertainty due to measurement noise; (3) model uncertainty caused by missing/incomplete physics and numerical approximation errors, and (4) code uncertainty when surrogate models are used. In this paper, we propose a comprehensive framework to integrate results from inverse UQ and quantitative validation to provide robust predictions so that all these sources of uncertainties can be taken into consideration. Inverse UQ quantifies the parameter uncertainties based on experimental data while taking into account uncertainties from model, code and measurement. In the validation step, we use a quantitative validation metric based on Bayesian hypothesis testing. The resulting metric, called the Bayes factor, is then used to form weighting factors to combine the prior and posterior knowledge of the parameter uncertainties in a Bayesian model averaging process. In this way, model predictions will be able to integrate the results from inverse UQ and validation to account for all available sources of uncertainties. This framework is a step towards addressing the ANS Nuclear Grand Challenge on Simulation/Experimentation by bridging the gap between models and data.
The uncertainty quantifications of theoretical results are of great importance to make meaningful comparisons of those results with experimental data and to make predictions in experimentally unknown regions. By quantifying uncertainties, one can mak
e more solid statements about, e.g., origins of discrepancy in some quantities between theory and experiment. We propose a novel method for uncertainty quantification for the effective interactions of nuclear shell-model calculations as an example. The effective interaction is specified by a set of parameters, and its probability distribution in the multi-dimensional parameter space is considered. This enables us to quantify the agreement with experimental data in a statistical manner and the resulting confidence intervals show unexpectedly large variations. Moreover, we point out that a large deviation of the confidence interval for the energy in shell-model calculations from the corresponding experimental data can be used as an indicator of some exotic property, e.g. alpha clustering, etc. Other possible applications and impacts are also discussed.