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Global numerical weather prediction (NWP) models have begun to resolve the mesoscale k(-5/3) range of the energy spectrum, which is known to impose an inherently finite range of deterministic predictability per se as errors develop more rapidly on these scales than on the larger scales. However, the dynamics of these errors under the influence of the synoptic-scale k(-3) range is little studied. Within a perfect-model context, the present work examines the error growth behavior under such a hybrid spectrum in Lorenz's original model of 1969, and in a series of identical-twin perturbation experiments using an idealized two-dimensional barotropic turbulence model at a range of resolutions. With the typical resolution of today's global NWP ensembles, error growth remains largely uniform across scales. The theoretically expected fast error growth characteristic of a k(-5/3) spectrum is seen to be largely suppressed in the first decade of the mesoscale range by the synoptic-scale k(-3) range. However, it emerges once models become fully able to resolve features on something like a 20-km scale, which corresponds to a grid resolution on the order of a few kilometers.
Interacting particle solutions of Fokker–Planck equations through gradient–log–density estimation
(2020)
Fokker-Planck equations are extensively employed in various scientific fields as they characterise the behaviour of stochastic systems at the level of probability density functions. Although broadly used, they allow for analytical treatment only in limited settings, and often it is inevitable to resort to numerical solutions. Here, we develop a computational approach for simulating the time evolution of Fokker-Planck solutions in terms of a mean field limit of an interacting particle system. The interactions between particles are determined by the gradient of the logarithm of the particle density, approximated here by a novel statistical estimator. The performance of our method shows promising results, with more accurate and less fluctuating statistics compared to direct stochastic simulations of comparable particle number. Taken together, our framework allows for effortless and reliable particle-based simulations of Fokker-Planck equations in low and moderate dimensions. The proposed gradient-log-density estimator is also of independent interest, for example, in the context of optimal control.
Several numerical tools designed to overcome the challenges of smoothing in a non-linear and non-Gaussian setting are investigated for a class of particle smoothers. The considered family of smoothers is induced by the class of linear ensemble transform filters which contains classical filters such as the stochastic ensemble Kalman filter, the ensemble square root filter, and the recently introduced nonlinear ensemble transform filter. Further the ensemble transform particle smoother is introduced and particularly highlighted as it is consistent in the particle limit and does not require assumptions with respect to the family of the posterior distribution. The linear update pattern of the considered class of linear ensemble transform smoothers allows one to implement important supplementary techniques such as adaptive spread corrections, hybrid formulations, and localization in order to facilitate their application to complex estimation problems. These additional features are derived and numerically investigated for a sequence of increasingly challenging test problems.
Process-oriented theories of cognition must be evaluated against time-ordered observations. Here we present a representative example for data assimilation of the SWIFT model, a dynamical model of the control of fixation positions and fixation durations during natural reading of single sentences. First, we develop and test an approximate likelihood function of the model, which is a combination of a spatial, pseudo-marginal likelihood and a temporal likelihood obtained by probability density approximation Second, we implement a Bayesian approach to parameter inference using an adaptive Markov chain Monte Carlo procedure. Our results indicate that model parameters can be estimated reliably for individual subjects. We conclude that approximative Bayesian inference represents a considerable step forward for computational models of eye-movement control, where modeling of individual data on the basis of process-based dynamic models has not been possible so far.
Classic inversion methods adjust a model with a predefined number of parameters to the observed data. With transdimensional inversion algorithms such as the reversible-jump Markov chain Monte Carlo (rjMCMC), it is possible to vary this number during the inversion and to interpret the observations in a more flexible way. Geoscience imaging applications use this behaviour to automatically adjust model resolution to the inhomogeneities of the investigated system, while keeping the model parameters on an optimal level. The rjMCMC algorithm produces an ensemble as result, a set of model realizations, which together represent the posterior probability distribution of the investigated problem. The realizations are evolved via sequential updates from a randomly chosen initial solution and converge toward the target posterior distribution of the inverse problem. Up to a point in the chain, the realizations may be strongly biased by the initial model, and must be discarded from the final ensemble. With convergence assessment techniques, this point in the chain can be identified. Transdimensional MCMC methods produce ensembles that are not suitable for classic convergence assessment techniques because of the changes in parameter numbers. To overcome this hurdle, three solutions are introduced to convert model realizations to a common dimensionality while maintaining the statistical characteristics of the ensemble. A scalar, a vector and a matrix representation for models is presented, inferred from tomographic subsurface investigations, and three classic convergence assessment techniques are applied on them. It is shown that appropriately chosen scalar conversions of the models could retain similar statistical ensemble properties as geologic projections created by rasterization.
Author summary <br /> Switching between local and global attention is a general strategy in human information processing. We investigate whether this strategy is a viable approach to model sequences of fixations generated by a human observer in a free viewing task with natural scenes. Variants of the basic model are used to predict the experimental data based on Bayesian inference. Results indicate a high predictive power for both aggregated data and individual differences across observers. The combination of a novel model with state-of-the-art Bayesian methods lends support to our two-state model using local and global internal attention states for controlling eye movements. <br /> Understanding the decision process underlying gaze control is an important question in cognitive neuroscience with applications in diverse fields ranging from psychology to computer vision. The decision for choosing an upcoming saccade target can be framed as a selection process between two states: Should the observer further inspect the information near the current gaze position (local attention) or continue with exploration of other patches of the given scene (global attention)? Here we propose and investigate a mathematical model motivated by switching between these two attentional states during scene viewing. The model is derived from a minimal set of assumptions that generates realistic eye movement behavior. We implemented a Bayesian approach for model parameter inference based on the model's likelihood function. In order to simplify the inference, we applied data augmentation methods that allowed the use of conjugate priors and the construction of an efficient Gibbs sampler. This approach turned out to be numerically efficient and permitted fitting interindividual differences in saccade statistics. Thus, the main contribution of our modeling approach is two-fold; first, we propose a new model for saccade generation in scene viewing. Second, we demonstrate the use of novel methods from Bayesian inference in the field of scan path modeling.
We propose a computational method (with acronym ALDI) for sampling from a given target distribution based on first-order (overdamped) Langevin dynamics which satisfies the property of affine invariance. The central idea of ALDI is to run an ensemble of particles with their empirical covariance serving as a preconditioner for their underlying Langevin dynamics. ALDI does not require taking the inverse or square root of the empirical covariance matrix, which enables application to high-dimensional sampling problems. The theoretical properties of ALDI are studied in terms of nondegeneracy and ergodicity. Furthermore, we study its connections to diffusion on Riemannian manifolds and Wasserstein gradient flows. Bayesian inference serves as a main application area for ALDI. In case of a forward problem with additive Gaussian measurement errors, ALDI allows for a gradient-free approximation in the spirit of the ensemble Kalman filter. A computational comparison between gradient-free and gradient-based ALDI is provided for a PDE constrained Bayesian inverse problem.