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In modular Bayesian analyses, complex models are composed of distinct modules, each representing different aspects of the data or prior information. In this context, fully Bayesian approaches can sometimes lead to undesirable feedback between modules, compromising the integrity of the inference. This paper focuses on the "cut-distribution" which prevents unwanted influence between modules by "cutting" feedback. The multiple imputation (DS) algorithm is standard practice for approximating the cut-distribution, but it can be computationally intensive, especially when the number of imputations required is large. An enhanced method is proposed, the Emulating the Conditional Posterior (ECP) algorithm, which leverages emulation to increase the number of imputations. Through numerical experiment it is demonstrated that the ECP algorithm outperforms the traditional DS approach in terms of accuracy and computational efficiency, particularly when resources are constrained. It is also shown how the DS algorithm can be improved using ideas from design of experiments. This work also provides practical recommendations on algorithm choice based on the computational demands of sampling from the prior and cut-distributions.

An important task in the study of fast radio bursts (FRBs) remains the automatic classification of repeating and non-repeating sources based on their morphological properties. We propose a statistical model that considers a modified logistic regression to classify FRB sources. The classical logistic regression model is modified to accommodate the small proportion of repeaters in the data, a feature that is likely due to the sampling procedure and duration and is not a characteristic of the population of FRB sources. The weighted logistic regression hinges on the choice of a tuning parameter that represents the true proportion $\tau$ of repeating FRB sources in the entire population. The proposed method has a sound statistical foundation, direct interpretability, and operates with only 5 parameters, enabling quicker retraining with added data. Using the CHIME/FRB Collaboration sample of repeating and non-repeating FRBs and numerical experiments, we achieve a classification accuracy for repeaters of nearly 75\% or higher when $\tau$ is set in the range of $50$ to $60$\%. This implies a tentative high proportion of repeaters, which is surprising, but is also in agreement with recent estimates of $\tau$ that are obtained using other methods., Comment: 16 pages, 7 figures. Submitted to ApJ

This paper introduces an approach to analyze nonhomogeneous Poisson processes (NHPP) observed with noise, focusing on previously unstudied second-order characteristics of the noisy process. Utilizing a hierarchical Bayesian model with noisy data, we estimate hyperparameters governing a physically motivated NHPP intensity. Simulation studies demonstrate the reliability of this methodology in accurately estimating hyperparameters. Leveraging the posterior distribution, we then infer the probability of detecting a certain number of events within a given radius, the $k$-contact distance. We demonstrate our methodology with an application to observations of fast radio bursts (FRBs) detected by the Canadian Hydrogen Intensity Mapping Experiment's FRB Project (CHIME/FRB). This approach allows us to identify repeating FRB sources by bounding or directly simulating the probability of observing $k$ physically independent sources within some radius in the detection domain, or the $\textit{probability of coincidence}$ ($P_{\text{C}}$). The new methodology improves the repeater detection $P_{\text{C}}$ in 86% of cases when applied to the largest sample of previously classified observations, with a median improvement factor (existing metric over $P_{\text{C}}$ from our methodology) of $\sim$ 3000., Comment: 24 pages, 8 figures, submitted to the Annals of Applied Statistics. Feedback/comments welcome

Scalable surrogate models enable efficient emulation of computer models (or simulators), particularly when dealing with large ensembles of runs. While Gaussian Process (GP) models are commonly employed for emulation, they face limitations in scaling to truly large datasets. Furthermore, when dealing with dense functional output, such as spatial or time-series data, additional complexities arise, requiring careful handling to ensure fast emulation. This work presents a highly scalable emulator for functional data, building upon the works of Kennedy and O'Hagan (2001) and Higdon et al. (2008), while incorporating the local approximate Gaussian Process framework proposed by Gramacy and Apley (2015). The emulator utilizes global GP lengthscale parameter estimates to scale the input space, leading to a substantial improvement in prediction speed. We demonstrate that our fast approximation-based emulator can serve as a viable alternative to the methods outlined in Higdon et al. (2008) for functional response, while drastically reducing computational costs. The proposed emulator is applied to quickly calibrate the multiphysics continuum hydrodynamics simulator FLAG with a large ensemble of 20000 runs. The methods presented are implemented in the R package FlaGP.

Modern cosmological surveys are delivering datasets characterized by unprecedented quality and statistical completeness; this trend is expected to continue into the future as new ground- and space-based surveys come online. In order to maximally extract cosmological information from these observations, matching theoretical predictions are needed. At low redshifts, the surveys probe the nonlinear regime of structure formation where cosmological simulations are the primary means of obtaining the required information. The computational cost of sufficiently resolved large-volume simulations makes it prohibitive to run very large ensembles. Nevertheless, precision emulators built on a tractable number of high-quality simulations can be used to build very fast prediction schemes to enable a variety of cosmological inference studies. We have recently introduced the Mira-Titan Universe simulation suite designed to construct emulators for a range of cosmological probes. The suite covers the standard six cosmological parameters $\{\omega_m,\omega_b, \sigma_8, h, n_s, w_0\}$ and, in addition, includes massive neutrinos and a dynamical dark energy equation of state, $\{\omega_{\nu}, w_a\}$. In this paper we present the final emulator for the matter power spectrum based on 111 cosmological simulations, each covering a (2.1Gpc)$^3$ volume and evolving 3200$^3$ particles. An additional set of 1776 lower-resolution simulations and TimeRG perturbation theory results for the power spectrum are used to cover scales straddling the linear to mildly nonlinear regimes. The emulator provides predictions at the two to three percent level of accuracy over a wide range of cosmological parameters and is publicly released as part of this paper.

Statisticians recommend the Design and Analysis of Experiments (DAE) for evidence-based research but often use tables to present their own simulation studies. Could DAE do better? We outline how DAE methods can be used to plan and analyze simulation studies. Tools for planning include fishbone diagrams, factorial and fractional factorial designs. Analysis is carried out via ANOVA, main-effect and interaction plots and other DAE tools. We also demonstrate how Taguchi Robust Parameter Design can be used to study the robustness of methods to a variety of uncontrollable population parameters., Comment: 37 pages, 15 figures. Submitted to Canadian Journal of Statistics. For associated R code, see https://github.com/hughchipman/TablesAsDesigns

In this paper, a fast and parallelizable method based on Gaussian Processes (GPs) is introduced to emulate computer models that simulate the formation of binary black holes (BBHs) through the evolution of pairs of massive stars. Two obstacles that arise in this application are the a priori unknown conditions of BBH formation and the large scale of the simulation data. We address them by proposing a local emulator which combines a GP classifier and a GP regression model. The resulting emulator can also be utilized in planning future computer simulations through a proposed criterion for sequential design. By propagating uncertainties of simulation input through the emulator, we are able to obtain the distribution of BBH properties under the distribution of physical parameters., Comment: 24 pages, 11 figures

(Abridged from Executive Summary) This white paper focuses on the interdisciplinary fields of astrostatistics and astroinformatics, in which modern statistical and computational methods are applied to and developed for astronomical data. Astrostatistics and astroinformatics have grown dramatically in the past ten years, with international organizations, societies, conferences, workshops, and summer schools becoming the norm. Canada's formal role in astrostatistics and astroinformatics has been relatively limited, but there is a great opportunity and necessity for growth in this area. We conducted a survey of astronomers in Canada to gain information on the training mechanisms through which we learn statistical methods and to identify areas for improvement. In general, the results of our survey indicate that while astronomers see statistical methods as critically important for their research, they lack focused training in this area and wish they had received more formal training during all stages of education and professional development. These findings inform our recommendations for the LRP2020 on how to increase interdisciplinary connections between astronomy and statistics at the institutional, national, and international levels over the next ten years. We recommend specific, actionable ways to increase these connections, and discuss how interdisciplinary work can benefit not only research but also astronomy's role in training Highly Qualified Personnel (HQP) in Canada., Comment: White paper E017 submitted to the Canadian Long Range Plan LRP2020

We introduce a new cosmic emulator for the matter power spectrum covering eight cosmological parameters. Targeted at optical surveys, the emulator provides accurate predictions out to a wavenumber k~5/Mpc and redshift z<=2. Besides covering the standard set of LCDM parameters, massive neutrinos and a dynamical dark energy of state are included. The emulator is built on a sample set of 36 cosmological models, carefully chosen to provide accurate predictions over the wide and large parameter space. For each model, we have performed a high-resolution simulation, augmented with sixteen medium-resolution simulations and TimeRG perturbation theory results to provide accurate coverage of a wide k-range; the dataset generated as part of this project is more than 1.2Pbyte. With the current set of simulated models, we achieve an accuracy of approximately 4%. Because the sampling approach used here has established convergence and error-control properties, follow-on results with more than a hundred cosmological models will soon achieve ~1% accuracy. We compare our approach with other prediction schemes that are based on halo model ideas and remapping approaches. The new emulator code is publicly available., Comment: 12 pages, 12 figures, emulator code publicly available here: https://github.com/lanl/CosmicEmu

We propose using the frequency-domain bootstrap (FDB) to estimate errors of modeling parameters when the modeling error is itself a major source of uncertainty. Unlike the usual bootstrap or the simple $\chi^2$ analysis, the FDB can take into account correlations between errors. It is also very fast compared to the the Gaussian process Bayesian estimate as often implemented for computer model calibration. The method is illustrated drop model of nuclear binding energies. We find that the FDB gives a more conservative estimate of the uncertainty in liquid drop parameters in better accord with more empirical estimates. For the nuclear physics application, there no apparent obstacle to apply the method to the more accurate and detailed models based on density-functional theory., Comment: 10 pages, 5 figures, submitted to Physical Review Letters

In light of intense hurricane activity along the U.S. Atlantic coast, attention has turned to understanding both the economic impact and behaviour of these storms. The compound Poisson-lognormal process has been proposed as a model for aggregate storm damage, but does not shed light on regional analysis since storm path data are not used. In this paper, we propose a fully Bayesian regional prediction model which uses conditional autoregressive (CAR) models to account for both storm paths and spatial patterns for storm damage. When fitted to historical data, the analysis from our model both confirms previous findings and reveals new insights on regional storm tendencies. Posterior predictive samples can also be used for pricing regional insurance premiums, which we illustrate using three different risk measures., Comment: Accepted to Journal of the Royal Statistical Society, Series C on January 25th (2016). Pending publication

A computer code or simulator is a mathematical representation of a physical system, for example a set of differential equations. Running the code with given values of the vector of inputs, x, leads to an output y(x) or several such outputs. For instance, one application we use for illustration simulates the average tidal power, y, generated as a function of the turbine location, x = (x1, x2), in the Bay of Fundy, Nova Scotia, Canada (Ranjan et al. 2011). Performing scientific or engineering experiments via such a computer code is often more time and cost effective than running a physical experiment. Choosing new runs sequentially for optimization, moving y to a target, etc. has been formalized using the concept of expected improvement (Jones et al. 1998). The next experimental run is made where the expected improvement in the function of interest is largest. This expectation is with respect to the predictive distribution of y from a statistical model relating y to x. By considering a set of possible inputs x for the new run, we can choose that which gives the largest expectation., Comment: 14 pages, 3 figures. in Chapter 7 - Statistics in Action: A Canadian Outlook (ISBN 9781482236231 - CAT# K23109), Edited by Jerald F . Lawless Chapman and Hall/CRC, 2014

Ground and space-based sky surveys enable powerful cosmological probes based on measurements of galaxy properties and the distribution of galaxies in the Universe. These probes include weak lensing, baryon acoustic oscillations, abundance of galaxy clusters, and redshift space distortions; they are essential to improving our knowledge of the nature of dark energy. On the theory and modeling front, large-scale simulations of cosmic structure formation play an important role in interpreting the observations and in the challenging task of extracting cosmological physics at the needed precision. These simulations must cover a parameter range beyond the standard six cosmological parameters and need to be run at high mass and force resolution. One key simulation-based task is the generation of accurate theoretical predictions for observables, via the method of emulation. Using a new sampling technique, we explore an 8-dimensional parameter space including massive neutrinos and a variable dark energy equation of state. We construct trial emulators using two surrogate models (the linear power spectrum and an approximate halo mass function). The new sampling method allows us to build precision emulators from just 26 cosmological models and to increase the emulator accuracy by adding new sets of simulations in a prescribed way. This allows emulator fidelity to be systematically improved as new observational data becomes available and higher accuracy is required. Finally, using one LCDM cosmology as an example, we study the demands imposed on a simulation campaign to achieve the required statistics and accuracy when building emulators for dark energy investigations., Comment: 14 pages, 13 figures

We consider adapting a canonical computer model calibration apparatus, involving coupled Gaussian process (GP) emulators, to a computer experiment simulating radiative shock hydrodynamics that is orders of magnitude larger than what can typically be accommodated. The conventional approach calls for thousands of large matrix inverses to evaluate the likelihood in an MCMC scheme. Our approach replaces that costly ideal with a thrifty take on essential ingredients, synergizing three modern ideas in emulation, calibration and optimization: local approximate GP regression, modularization, and mesh adaptive direct search. The new methodology is motivated both by necessity - considering our particular application - and by recent trends in the supercomputer simulation literature. A synthetic data application allows us to explore the merits of several variations in a controlled environment and, together with results on our motivating real-data experiment, lead to noteworthy insights into the dynamics of radiative shocks as well as the limitations of the calibration enterprise generally., Comment: Published at http://dx.doi.org/10.1214/15-AOAS850 in the Annals of Applied Statistics (http://www.imstat.org/aoas/) by the Institute of Mathematical Statistics (http://www.imstat.org)

In statistical modeling of computer experiments sometimes prior information is available about the underlying function. For example, the physical system simulated by the computer code may be known to be monotone with respect to some or all inputs. We develop a Bayesian approach to Gaussian process modelling capable of incorporating monotonicity information for computer model emulation. Markov chain Monte Carlo methods are used to sample from the posterior distribution of the process given the simulator output and monotonicity information. The performance of the proposed approach in terms of predictive accuracy and uncertainty quantification is demonstrated in a number of simulated examples as well as a real queueing system application., Comment: 28 pages, 12 figures

Geomagnetic storms play a critical role in space weather physics with the potential for far reaching economic impacts including power grid outages, air traffic rerouting, satellite damage and GPS disruption. The LFM-MIX is a state-of-the-art coupled magnetospheric-ionospheric model capable of simulating geomagnetic storms. Imbedded in this model are physical equations for turning the magnetohydrodynamic state parameters into energy and flux of electrons entering the ionosphere, involving a set of input parameters. The exact values of these input parameters in the model are unknown, and we seek to quantify the uncertainty about these parameters when model output is compared to observations. The model is available at different fidelities: a lower fidelity which is faster to run, and a higher fidelity but more computationally intense version. Model output and observational data are large spatiotemporal systems; the traditional design and analysis of computer experiments is unable to cope with such large data sets that involve multiple fidelities of model output. We develop an approach to this inverse problem for large spatiotemporal data sets that incorporates two different versions of the physical model. After an initial design, we propose a sequential design based on expected improvement. For the LFM-MIX, the additional run suggested by expected improvement diminishes posterior uncertainty by ruling out a posterior mode and shrinking the width of the posterior distribution. We also illustrate our approach using the Lorenz `96 system of equations for a simplified atmosphere, using known input parameters. For the Lorenz `96 system, after performing sequential runs based on expected improvement, the posterior mode converges to the true value and the posterior variability is reduced., Comment: Published in at http://dx.doi.org/10.1214/13-AOAS651 the Annals of Applied Statistics (http://www.imstat.org/aoas/) by the Institute of Mathematical Statistics (http://www.imstat.org)

Computer codes are widely used to describe physical processes in lieu of physical observations. In some cases, more than one computer simulator, each with different degrees of fidelity, can be used to explore the physical system. In this work, we combine field observations and model runs from deterministic multi-fidelity computer simulators to build a predictive model for the real process. The resulting model can be used to perform sensitivity analysis for the system, solve inverse problems and make predictions. Our approach is Bayesian and will be illustrated through a simple example, as well as a real application in predictive science at the Center for Radiative Shock Hydrodynamics at the University of Michigan., Comment: Submitted to Technometrics

Statistical emulators of computer simulators have proven to be useful in a variety of applications. The widely adopted model for emulator building, using a Gaussian process model with strictly positive correlation function, is computationally intractable when the number of simulator evaluations is large. We propose a new model that uses a combination of low-order regression terms and compactly supported correlation functions to recreate the desired predictive behavior of the emulator at a fraction of the computational cost. Following the usual approach of taking the correlation to be a product of correlations in each input dimension, we show how to impose restrictions on the ranges of the correlations, giving sparsity, while also allowing the ranges to trade off against one another, thereby giving good predictive performance. We illustrate the method using data from a computer simulator of photometric redshift with 20,000 simulator evaluations and 80,000 predictions., Comment: Published in at http://dx.doi.org/10.1214/11-AOAS489 the Annals of Applied Statistics (http://www.imstat.org/aoas/) by the Institute of Mathematical Statistics (http://www.imstat.org)

We develop a new method for constructing "good" designs for computer experiments. The method derives its power from its basic structure that builds large designs using small designs. We specialize the method for the construction of orthogonal Latin hypercubes and obtain many results along the way. In terms of run sizes, the existence problem of orthogonal Latin hypercubes is completely solved. We also present an explicit result showing how large orthogonal Latin hypercubes can be constructed using small orthogonal Latin hypercubes. Another appealing feature of our method is that it can easily be adapted to construct other designs; we examine how to make use of the method to construct nearly orthogonal and cascading Latin hypercubes., Comment: Published in at http://dx.doi.org/10.1214/09-AOS757 the Annals of Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical Statistics (http://www.imstat.org)

Regular factorial designs with randomization restrictions are widely used in practice. This paper provides a unified approach to the construction of such designs using randomization defining contrast subspaces for the representation of randomization restrictions. We use finite projective geometry to determine the existence of designs with the required structure and develop a systematic approach for their construction. An attractive feature is that commonly used factorial designs with randomization restrictions are special cases of this general representation. Issues related to the use of these designs for particular factorial experiments are also addressed., Comment: Published in at http://dx.doi.org/10.1214/08-AOS644 the Annals of Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical Statistics (http://www.imstat.org)