arXiv subjects

J. Andrés Christen

Publications and source records attributed to J. Andrés Christen.

17 recordsLinked to original sources

arXiv2025

Optimal Experimental Design for Microplastics Sampling Experiments

Microplastics contamination is one of the most rapidly growing research topics. However, monitoring microplastics contamination in the environment presents both logistical and statistical challenges, particularly when constrained resources limit the scale of sampling and laboratory analysis. In this paper, we propose a Bayesian framework for the optimal experimental design of microplastic sampling campaigns. Our approach integrates prior knowledge and uncertainty quantification to guide decisions on how many spatial Centrosamples to collect and how many particles to analyze for polymer composition. By modeling particle counts as a Poisson distribution and polymer types as a Multinomial distribution, we developed a conjugate Bayesian model that enables efficient posterior inference. We introduce variance-based loss functions to evaluate expected information gain for both abundance and composition, and we formulate a constrained optimization problem that incorporates realistic cost structures. Our results provide principled and interpretable recommendations for allocating limited resources across the sampling and analysis phases. Through simulated scenarios and real-world-inspired examples, we demonstrate how the proposed methodology adapts to prior assumptions and cost variations, ensuring robustness and flexibility. This work contributes to the broader field of Bayesian experimental design by offering a concrete, application-driven case study that underscores the value of formal design strategies in environmental monitoring contexts.

stat.AP↗

arXiv2024

A surrogate model for studying random field energy release rates in 2D brittle fractures

This article proposes a weighted-variational model as an approximated surrogate model to lessen numerical complexity and lower the execution times of brittle fracture simulations. Consequently, Monte Carlo studies of brittle fractures become possible when energy release rates are modelled as a random field. In the weighed-variational model, we propose applying a Gaussian random field with a Matérn covariance function to simulate a non-homogeneous energy release rate ($G_c$) of a material. Numerical solutions to the weighed-variational model, along with the more standard but computationally demanding hybrid phase-field models, are obtained using the FEniCS open-source software. The results have indicated that the weighted-variational model is a competitive surrogate model of the hybrid phase-field method to mimic brittle fractures in real structures. This method reduces execution times by 90\%. We conducted a similar study and compared our results with an actual brittle fracture laboratory experiment. We present an example where a Monte Carlo study is carried out, modeling $G_c$ as a Gaussian Process, obtaining a distribution of possible fractures, and load-displacement curves.

cond-mat.mtrl-sci↗

arXiv2021

Uncertainty quantification for fault slip inversion

We propose an efficient Bayesian approach to infer a fault displacement from geodetic data in a slow slip event. Our physical model of the slip process reduces to a multiple linear regression subject to constraints. Assuming a Gaussian model for the geodetic data and considering a multivariate truncated normal prior distribution for the unknown fault slip, the resulting posterior distribution is also multivariate truncated normal. Regarding the posterior, we propose an algorithm based on Optimal Directional Gibbs that allows us to efficiently sample from the resulting high-dimensional posterior distribution of along dip and along strike movements of our fault grid division. A synthetic fault slip example illustrates the flexibility and accuracy of the proposed approach. The methodology is also applied to a real data set, for the 2006 Guerrero, Mexico, Slow Slip Event, where the objective is to recover the fault slip on a known interface that produces displacements observed at ground geodetic stations. As a by-product of our approach, we are able to estimate moment magnitude for the 2006 Guerrero Event with uncertainty quantification.

stat.ME↗

arXiv2021

Bayesian sequential data assimilation for COVID-19 forecasting

We introduce a Bayesian sequential data assimilation method for COVID-19 forecasting. It is assumed that suitable transmission, epidemic and observation models are available and previously validated and the transmission and epidemic models are coded into a dynamical system. The observation model depends on the dynamical system state variables and parameters, and is cast as a likelihood function. We elicit prior distributions of the effective population size, the dynamical system initial conditions and infectious contact rate, and use Markov Chain Monte Carlo sampling to make inference and prediction of quantities of interest (QoI) at the onset of the epidemic outbreak. The forecast is sequentially updated over a sliding window of epidemic records as new data becomes available. Prior distributions for the state variables at the new forecasting time are assembled using the dynamical system, calibrated for the previous forecast. Moreover, changes in the contact rate and effective population size are naturally introduced through auto-regressive models on the corresponding parameters. We show our forecasting method's performance using a SEIR type model and COVID-19 data from several Mexican localities.

stat.AP↗

arXiv2020

Filtering and improved Uncertainty Quantification in the dynamic estimation of effective reproduction numbers

The effective reproduction number $R_t$ measures an infectious disease's transmissibility as the number of secondary infections in one reproduction time in a population having both susceptible and non-susceptible hosts. Current approaches do not quantify the uncertainty correctly in estimating $R_t$, as expected by the observed variability in contagion patterns. We elaborate on the Bayesian estimation of $R_t$ by improving on the Poisson sampling model of Cori et al. (2013). By adding an autoregressive latent process, we build a Dynamic Linear Model on the log of observed $R_t$s, resulting in a filtering type Bayesian inference. We use a conjugate analysis, and all calculations are explicit. Results show an improved uncertainty quantification on the estimation of $R_t$'s, with a reliable method that could safely be used by non-experts and within other forecasting systems. We illustrate our approach with recent data from the current COVID19 epidemic in Mexico.

stat.ME↗

arXiv2020

Error control in the numerical posterior distribution in the Bayesian UQ analysis of a semilinear evolution PDE

We elaborate on results obtained in \cite{christen2018} for controlling the numerical posterior error for Bayesian UQ problems, now considering forward maps arising from the solution of a semilinear evolution partial differential equation. Results in \cite{christen2018} demand an estimate for the absolute global error (AGE) of the numeric forward map. Our contribution is a numerical method for computing the AGE for semilinear evolution PDEs and shows the potential applicability of \cite{christen2018} in this important wide range family of PDEs. Numerical examples are given to illustrate the efficiency of the proposed method, obtaining numerical posterior distributions for unknown parameters that are nearly identical to the corresponding theoretical posterior, by keeping their Bayes factor close to 1.

stat.OT↗

arXiv2019

Modeling Oral Glucose Tolerance Test (OGTT) data and its Bayesian Inverse Problem

One common way to test for diabetes is the Oral Glucose Tolerance Test or OGTT. Most common methods for the analysis of the data on this test are wasteful of much of the information contained therein. We propose to model blood glucose during an OGTT using a compartmental dynamic model with a system of ODEs. Our model works well in describing most scenarios that occur during an OGTT considering only 4 parameters. Fitting the model to data is an inverse problem, which is suitable for Bayesian inference. Priors are specified and posterior inference results are shown using real data.

stat.AP↗

arXiv2019

FATSO: A family of operators for variable selection in linear models

In linear models it is common to have situations where several regression coefficients are zero. In these situations a common tool to perform regression is a variable selection operator. One of the most common such operators is the LASSO operator, which promotes point estimates which are zero. The LASSO operator and similar approaches, however, give little in terms of easily interpretable parameters to determine the degree of variable selectivity. In this paper we propose a new family of selection operators which builds on the geometry of LASSO but which yield an easily interpretable way to tune selectivity. These operators correspond to Bayesian prior densities and hence are suitable for Bayesian inference. We present some examples using simulated and real data, with promising results.

stat.ME↗

arXiv2019

Bayesian Experimental Design for Oral Glucose Tolerance Tests (OGTT)

OGTT is a common test, frequently used to diagnose insulin resistance or diabetes, in which a patient's blood sugar is measured at various times over the course of a few hours. Recent developments in the study of OGTT results have framed it as an inverse problem which has been the subject of Bayesian inference. This is a powerful new tool for analyzing the results of an OGTT test,and the question arises as to whether the test itself can be improved. It is of particular interest to discover whether the times at which a patient's glucose is measured can be changed to improve the effectiveness of the test. The purpose of this paper is to explore the possibility of finding a better experimental design, that is, a set of times to perform the test. We review the theory of Bayesian experimental design and propose an estimator for the expected utility of a design. We then study the properties of this estimator and propose a new method for quantifying the uncertainty in comparisons between designs. We implement this method to find a new design and the proposed design is compared favorably to the usual testing scheme.

stat.CO↗

arXiv2018

Posterior distribution existence and error control in Banach spaces in the Bayesian approach to UQ in inverse problems

We generalize the results of \cite{Capistran2016} on expected Bayes factors (BF) to control the numerical error in the posterior distribution to an infinite dimensional setting when considering Banach functional spaces and now in a prior setting. The main result is a bound on the absolute global error to be tolerated by the Forward Map numerical solver, to keep the BF of the numerical vs. the theoretical model near to 1, now in this more general setting, possibly including a truncated, finite dimensional approximate prior measure. In so doing we found a far more general setting to define and prove existence of the infinite dimensional posterior distribution than that depicted in, for example, \cite{Stuart2010}. Discretization consistency and rates of convergence are also investigated in this general setting for the Bayesian inverse problem.

math.ST↗

arXiv2018

A computational geometry method for the inverse scattering problem

In this paper we demonstrate a computational method to solve the inverse scattering problem for a star-shaped, smooth, penetrable obstacle in 2D. Our method is based on classical ideas from computational geometry. First, we approximate the support of a scatterer by a point cloud. Secondly, we use the Bayesian paradigm to model the joint conditional probability distribution of the non-convex hull of the point cloud and the constant refractive index of the scatterer given near field data. Of note, we use the non-convex hull of the point cloud as spline control points to evaluate, on a finer mesh, the volume potential arising in the integral equation formulation of the direct problem. Finally, in order to sample the arising posterior distribution, we propose a probability transition kernel that commutes with affine transformations of space. Our findings indicate that our method is reliable to retrieve the support and constant refractive index of the scatterer simultaneously. Indeed, our sampling method is robust to estimate a quantity of interest such as the area of the scatterer. We conclude pointing out a series of generalizations of our method.

math.NA↗

arXiv2017

Numerical posterior distribution error control and expected Bayes Factors in the bayesian Uncertainty Quantification of Inverse Problems

In the bayesian analysis of Inverse Problems most relevant cases the forward maps (FM, or regressor function) are defined in terms of a system of (O, P)DE's with intractable solutions. These necessarily involve a numerical method to find approximate versions of such solutions and lead to a numerical/approximate posterior distribution. Recently several results have been published on the regularity conditions required on such numerical methods to ensure converge of the numerical to the theoretical posterior. However, more practical guidelines are needed to ensure a suitable working numerical posterior. ]Capistran2016] prove for ODE's that the Bayes Factor of the approximate vs the theoretical model tends to 1 in the same order as the numerical method order. In this work we generalize the latter paper in that we consider 1) also PDE's, 2) correlated observations, 3) practical guidelines in a multidimensional setting and 4) explore the use of expected Bayes Factors. This permits us to obtain bounds on the absolute global errors to be tolerated by the FM numerical solver, which we illustrate with some examples. Since the Bayes Factor is kept above 0.95 we expect that the resulting numerical posterior is basically indistinguishable from the theoretical posterior, even though we are using an approximate numerical FM. The method is illustrated with some examples using synthetic data.

stat.CO↗

arXiv2013

An analysis of the interaction between influenza and respiratory syncytial virus based on acute respiratory infection records

Under the hypothesis that both influenza and respiratory syncytial virus (RSV) are the two leading causes of acute respiratory infections (ARI), in this paper we have used a standard two-pathogen epidemic model as a regressor to explain, on a yearly basis, high season ARI data in terms of the contact rates and initial conditions of the mathematical model. The rationale is that ARI high season is a transient regime of a noisy system, e.g., the system is driven away from equilibrium every year by fluctuations in variables such as humidity, temperature, viral mutations and human behavior. Using the value of the replacement number as a phenotypic trait associated to fitness, we provide evidence that influenza and RSV coexists throughout the ARI high season through superinfection.

stat.AP↗

arXiv2013

Bayesian Analysis of ODE's: solver optimal accuracy and Bayes factors

In most relevant cases in the Bayesian analysis of ODE inverse problems, a numerical solver needs to be used. Therefore, we cannot work with the exact theoretical posterior distribution but only with an approximate posterior deriving from the error in the numerical solver. To compare a numerical and the theoretical posterior distributions we propose to use Bayes Factors (BF), considering both of them as models for the data at hand. We prove that the theoretical vs a numerical posterior BF tends to 1, in the same order (of the step size used) as the numerical forward map solver does. For higher order solvers (eg. Runge-Kutta) the Bayes Factor is already nearly 1 for step sizes that would take far less computational effort. Considerable CPU time may be saved by using coarser solvers that nevertheless produce practically error free posteriors. Two examples are presented where nearly 90% CPU time is saved while all inference results are identical to using a solver with a much finer time step.

stat.CO↗

arXiv2012

On optimal direction gibbs sampling

Generalized Gibbs kernels are those that may take any direction not necessarily bounded to each axis along the parameters of the objective function. We study how to optimally choose such directions in a Directional, random scan, Gibbs sampler setting. The optimal direction is chosen by minimizing to the mutual information (Kullback-Leibler divergence) of two steps of the MCMC for a truncated Normal objective function. The result is generalized to be used when a Multivariate Normal (local) approximation is available for the objective function. Three Gibbs direction distributions are tested in highly skewed non-normal objective functions.

stat.CO↗

arXiv2011

Towards Uncertainty Quantification and Inference in the stochastic SIR Epidemic Model

In this paper we introduce a novel method to conduct inference with models defined through a continuous-time Markov process, and we apply these results to a classical stochastic SIR model as a case study. Using the inverse-size expansion of van Kampen we obtain approximations for first and second moments for the state variables. These approximate moments are in turn matched to the moments of an inputed generic discrete distribution aimed at generating an approximate likelihood that is valid both for low count or high count data. We conduct a full Bayesian inference to estimate epidemic parameters using informative priors. Excellent estimations and predictions are obtained both in a synthetic data scenario and in two Dengue fever case studies.

stat.AP↗

arXiv2011

A Generic Multivariate Distribution for Counting Data

Motivated by the need, in some Bayesian likelihood free inference problems, of imputing a multivariate counting distribution based on its vector of means and variance-covariance matrix, we define a generic multivariate discrete distribution. Based on blending the Binomial, Poisson and Negative-Binomial distributions, and using a normal multivariate copula, the required distribution is defined. This distribution tends to the Multivariate Normal for large counts and has an approximate pmf version that is quite simple to evaluate.

stat.AP↗