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Browsing by Author "Saibaba, Arvind K."

Now showing 1 - 3 of 3
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    Computationally efficient methods for large-scale atmospheric inverse modeling
    Cho, Taewon; Chung, Julianne; Miller, Scot M.; Saibaba, Arvind K. (Copernicus, 2022-07-20)
    Atmospheric inverse modeling describes the process of estimating greenhouse gas fluxes or air pollution emissions at the Earth's surface using observations of these gases collected in the atmosphere. The launch of new satellites, the expansion of surface observation networks, and a desire for more detailed maps of surface fluxes have yielded numerous computational and statistical challenges for standard inverse modeling frameworks that were often originally designed with much smaller data sets in mind. In this article, we discuss computationally efficient methods for large-scale atmospheric inverse modeling and focus on addressing some of the main computational and practical challenges. We develop generalized hybrid projection methods, which are iterative methods for solving large-scale inverse problems, and specifically we focus on the case of estimating surface fluxes. These algorithms confer several advantages. They are efficient, in part because they converge quickly, they exploit efficient matrix-vector multiplications, and they do not require inversion of any matrices. These methods are also robust because they can accurately reconstruct surface fluxes, they are automatic since regularization or covariance matrix parameters and stopping criteria can be determined as part of the iterative algorithm, and they are flexible because they can be paired with many different types of atmospheric models. We demonstrate the benefits of generalized hybrid methods with a case study from NASA's Orbiting Carbon Observatory 2 (OCO-2) satellite. We then address the more challenging problem of solving the inverse model when the mean of the surface fluxes is not known a priori; we do so by reformulating the problem, thereby extending the applicability of hybrid projection methods to include hierarchical priors. We further show that by exploiting mathematical relations provided by the generalized hybrid method, we can efficiently calculate an approximate posterior variance, thereby providing uncertainty information.
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    Randomized Algorithms for Rounding in the Tensor-Train Format
    Al Daas, Hussam; Ballard, Grey; Cazeaux, Paul; Hallman, Eric; Miedlar, Agnieszka; Pasha, Mirjeta; Reid, Tim W.; Saibaba, Arvind K. (Siam Publications, 2023-01-27)
    The tensor-train (TT) format is a highly compact low-rank representation for high-dimensional tensors. TT is particularly useful when representing approximations to the solutions of certain types of parametrized partial differential equations. For many of these problems, computing the solution explicitly would require an infeasible amount of memory and computational time. While the TT format makes these problems tractable, iterative techniques for solving the PDEs must be adapted to perform arithmetic while maintaining the implicit structure. The fundamental operation used to maintain feasible memory and computational time is called rounding, which truncates the internal ranks of a tensor already in TT format. We propose several randomized algorithms for this task that are generalizations of randomized low-rank matrix approximation algorithms and provide significant reduction in computation compared to deterministic TT-rounding algorithms. Randomization is particularly effective in the case of rounding a sum of TT-tensors (where we observe 20\times speedup), which is the bottleneck computation in the adaptation of GMRES to vectors in TT format. We present the randomized algorithms and compare their empirical accuracy and computational time with deterministic alternatives.
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    Randomized approaches to accelerate MCMC algorithms for Bayesian inverse problems
    Saibaba, Arvind K.; Prasad, Pranjal; de Sturler, Eric; Miller, Eric; Kilmer, Misha E. (Academic Press – Elsevier, 2021-09-01)
    Markov chain Monte Carlo (MCMC) approaches are traditionally used for uncertainty quantification in inverse problems where the physics of the underlying sensor modality is described by a partial differential equation (PDE). However, the use of MCMC algorithms is prohibitively expensive in applications where each log-likelihood evaluation may require hundreds to thousands of PDE solves corresponding to multiple sensors; i.e., spatially distributed sources and receivers perhaps operating at different frequencies or wavelengths depending on the precise application. We show how to mitigate the computational cost of each log-likelihood evaluation by using several randomized techniques and embed these randomized approximations within MCMC algorithms. The resulting MCMC algorithms are computationally efficient methods for quantifying the uncertainty associated with the reconstructed parameters. We demonstrate the accuracy and computational benefits of our proposed algorithms on a model application from diffuse optical tomography where we invert for the spatial distribution of optical absorption.