Physics-Aware Machine Learning For Geosciences And Remote Sensing

2021

Machine learning models alone are excellent approximators, but very often do not respect the most elementary laws of physics, like mass or energy conservation, so consistency and confidence are compromised. In this paper we describe the main challenges ahead in the field, and introduce several ways to live in the Physics and machine learning interplay: encoding differential equations from data, constraining data-driven models with physics-priors and dependence constraints, improving parameterizations, emulating physical models, and blending data-driven and process-based models. This is a collective long-term AI agenda towards developing and applying algorithms capable of discovering knowled…

Statistical biophysical parameter retrieval and emulation with Gaussian processes

2019

Abstract Earth observation from satellites poses challenging problems where machine learning is being widely adopted as a key player. Perhaps the most challenging scenario that we are facing nowadays is to provide accurate estimates of particular variables of interest characterizing the Earth's surface. This chapter introduces some recent advances in statistical bio-geophysical parameter retrieval from satellite data. In particular, we will focus on Gaussian process regression (GPR) that has excelled in parameter estimation as well as in modeling complex radiative transfer processes. GPR is based on solid Bayesian statistics and generally yields efficient and accurate parameter estimates, a…

Interpolation and Gap Filling of Landsat Reflectance Time Series

2018

Products derived from a single multispectral sensor are hampered by a limited spatial, spectral or temporal resolutions. Image fusion in general and downscaling/blending in particular allow to combine different multiresolution datasets. We present here an optimal interpolation approach to generate smoothed and gap-free time series of Landsat reflectance data. We fuse MODIS (moderate-resolution imaging spectroradiometer) and Landsat data globally using the Google Earth Engine (GEE) platform. The optimal interpolator exploits GEE ability to ingest large amounts of data (Landsat climatologies) and uses simple linear operations that scale easily in the cloud. The approach shows very good result…

Physics-Aware Gaussian Processes for Earth Observation

2017

Earth observation from satellite sensory data pose challenging problems, where machine learning is currently a key player. In recent years, Gaussian Process (GP) regression and other kernel methods have excelled in biophysical parameter estimation tasks from space. GP regression is based on solid Bayesian statistics, and generally yield efficient and accurate parameter estimates. However, GPs are typically used for inverse modeling based on concurrent observations and in situ measurements only. Very often a forward model encoding the well-understood physical relations is available though. In this work, we review three GP models that respect and learn the physics of the underlying processes …

Automatic emulator and optimized look-up table generation for radiative transfer models

2017

This paper introduces an automatic methodology to construct emulators for costly radiative transfer models (RTMs). The proposed method is sequential and adaptive, and it is based on the notion of the acquisition function by which instead of optimizing the unknown RTM underlying function we propose to achieve accurate approximations. The Automatic Gaussian Process Emulator (AGAPE) methodology combines the interpolation capabilities of Gaussian processes (GPs) with the accurate design of an acquisition function that favors sampling in low density regions and flatness of the interpolation function. We illustrate the good capabilities of the method in toy examples and for the construction of an…

Heretical Mutiple Importance Sampling

2016

Multiple Importance Sampling (MIS) methods approximate moments of complicated distributions by drawing samples from a set of proposal distributions. Several ways to compute the importance weights assigned to each sample have been recently proposed, with the so-called deterministic mixture (DM) weights providing the best performance in terms of variance, at the expense of an increase in the computational cost. A recent work has shown that it is possible to achieve a trade-off between variance reduction and computational effort by performing an a priori random clustering of the proposals (partial DM algorithm). In this paper, we propose a novel "heretical" MIS framework, where the clustering …

Retrieval of Physical Parameters With Deep Structured Kernel Regression

2022

Parsimonious adaptive rejection sampling

2017

Monte Carlo (MC) methods have become very popular in signal processing during the past decades. The adaptive rejection sampling (ARS) algorithms are well-known MC technique which draw efficiently independent samples from univariate target densities. The ARS schemes yield a sequence of proposal functions that converge toward the target, so that the probability of accepting a sample approaches one. However, sampling from the proposal pdf becomes more computationally demanding each time it is updated. We propose the Parsimonious Adaptive Rejection Sampling (PARS) method, where an efficient trade-off between acceptance rate and proposal complexity is obtained. Thus, the resulting algorithm is f…

Effectiveness of mRNA COVID-19 Vaccines in Adolescents Over 6 Months

2022

BACKGROUND AND OBJECTIVES On June 4, 2021, Italy launched the coronavirus disease 2019 (COVID-19) vaccination of adolescents to slow down the COVID-19 spread. Although clinical trials have evaluated messenger ribonucleic acid (mRNA) vaccine effectiveness in adolescents, there is limited literature on its real-world effectiveness. Accordingly, this study aimed to estimate the effectiveness of mRNA COVID-19 vaccines against severe acute respiratory syndrome coronavirus 2 (SARS-CoV-2) infection and mild or severe COVID-19 in a cohort of Sicilian adolescents within a 6 month observation period. METHODS A retrospective cohort study was conducted with adolescents aged 12 to 18 years, residents o…

A new strategy for effective learning in population Monte Carlo sampling

2016

In this work, we focus on advancing the theory and practice of a class of Monte Carlo methods, population Monte Carlo (PMC) sampling, for dealing with inference problems with static parameters. We devise a new method for efficient adaptive learning from past samples and weights to construct improved proposal functions. It is based on assuming that, at each iteration, there is an intermediate target and that this target is gradually getting closer to the true one. Computer simulations show and confirm the improvement of the proposed strategy compared to the traditional PMC method on a simple considered scenario.

Automatic Emulation by Adaptive Relevance Vector Machines

2017

This paper introduces an automatic methodology to construct emulators for costly radiative transfer models (RTMs). The proposed method is sequential and adaptive, and it is based on the notion of the acquisition function by which instead of optimizing the unknown RTM underlying function we propose to achieve accurate approximations. The proposed methodology combines the interpolation capabilities of a modified Relevance Vector Machine (RVM) with the accurate design of an acquisition function that favors sampling in low density regions and flatness of the interpolation function. The proposed Relevance Vector Machine Automatic Emulator (RAE) is illustrated in toy examples and for the construc…

Contributed discussion on article by Pratola

2016

The author should be commended for his outstanding contribution to the literature on Bayesian regression tree models. The author introduces three innovative sampling approaches which allow for efficient traversal of the model space. In this response, we add a fourth alternative.

Deep Importance Sampling based on Regression for Model Inversion and Emulation

2021

Understanding systems by forward and inverse modeling is a recurrent topic of research in many domains of science and engineering. In this context, Monte Carlo methods have been widely used as powerful tools for numerical inference and optimization. They require the choice of a suitable proposal density that is crucial for their performance. For this reason, several adaptive importance sampling (AIS) schemes have been proposed in the literature. We here present an AIS framework called Regression-based Adaptive Deep Importance Sampling (RADIS). In RADIS, the key idea is the adaptive construction via regression of a non-parametric proposal density (i.e., an emulator), which mimics the posteri…

Adaptive Importance Sampling: The past, the present, and the future

2017

A fundamental problem in signal processing is the estimation of unknown parameters or functions from noisy observations. Important examples include localization of objects in wireless sensor networks [1] and the Internet of Things [2]; multiple source reconstruction from electroencephalograms [3]; estimation of power spectral density for speech enhancement [4]; or inference in genomic signal processing [5]. Within the Bayesian signal processing framework, these problems are addressed by constructing posterior probability distributions of the unknowns. The posteriors combine optimally all of the information about the unknowns in the observations with the information that is present in their …

Particle Group Metropolis Methods for Tracking the Leaf Area Index

2020

Monte Carlo (MC) algorithms are widely used for Bayesian inference in statistics, signal processing, and machine learning. In this work, we introduce an Markov Chain Monte Carlo (MCMC) technique driven by a particle filter. The resulting scheme is a generalization of the so-called Particle Metropolis-Hastings (PMH) method, where a suitable Markov chain of sets of weighted samples is generated. We also introduce a marginal version for the goal of jointly inferring dynamic and static variables. The proposed algorithms outperform the corresponding standard PMH schemes, as shown by numerical experiments.

Joint Gaussian processes for inverse modeling

2017

Solving inverse problems is central in geosciences and remote sensing. Very often a mechanistic physical model of the system exists that solves the forward problem. Inverting the implied radiative transfer model (RTM) equations numerically implies, however, challenging and computationally demanding problems. Statistical models tackle the inverse problem and predict the biophysical parameter of interest from radiance data, exploiting either in situ data or simulated data from an RTM. We introduce a novel nonlinear and nonparametric statistical inversion model which incorporates both real observations and RTM-simulated data. The proposed Joint Gaussian Process (JGP) provides a solid framework…

Adaptive Population Importance Samplers: A General Perspective

2016

Importance sampling (IS) is a well-known Monte Carlo method, widely used to approximate a distribution of interest using a random measure composed of a set of weighted samples generated from another proposal density. Since the performance of the algorithm depends on the mismatch between the target and the proposal densities, a set of proposals is often iteratively adapted in order to reduce the variance of the resulting estimator. In this paper, we review several well-known adaptive population importance samplers, providing a unified common framework and classifying them according to the nature of their estimation and adaptive procedures. Furthermore, we interpret the underlying motivation …

Adaptive independent sticky MCMC algorithms

2018

In this work, we introduce a novel class of adaptive Monte Carlo methods, called adaptive independent sticky MCMC algorithms, for efficient sampling from a generic target probability density function (pdf). The new class of algorithms employs adaptive non-parametric proposal densities which become closer and closer to the target as the number of iterations increases. The proposal pdf is built using interpolation procedures based on a set of support points which is constructed iteratively based on previously drawn samples. The algorithm's efficiency is ensured by a test that controls the evolution of the set of support points. This extra stage controls the computational cost and the converge…

Recycling Gibbs sampling

2017

Gibbs sampling is a well-known Markov chain Monte Carlo (MCMC) algorithm, extensively used in signal processing, machine learning and statistics. The key point for the successful application of the Gibbs sampler is the ability to draw samples from the full-conditional probability density functions efficiently. In the general case this is not possible, so in order to speed up the convergence of the chain, it is required to generate auxiliary samples. However, such intermediate information is finally disregarded. In this work, we show that these auxiliary samples can be recycled within the Gibbs estimators, improving their efficiency with no extra cost. Theoretical and exhaustive numerical co…

Compressed Particle Methods for Expensive Models With Application in Astronomy and Remote Sensing

2021

In many inference problems, the evaluation of complex and costly models is often required. In this context, Bayesian methods have become very popular in several fields over the last years, in order to obtain parameter inversion, model selection or uncertainty quantification. Bayesian inference requires the approximation of complicated integrals involving (often costly) posterior distributions. Generally, this approximation is obtained by means of Monte Carlo (MC) methods. In order to reduce the computational cost of the corresponding technique, surrogate models (also called emulators) are often employed. Another alternative approach is the so-called Approximate Bayesian Computation (ABC) sc…

A Review of Multiple Try MCMC algorithms for Signal Processing

2018

Many applications in signal processing require the estimation of some parameters of interest given a set of observed data. More specifically, Bayesian inference needs the computation of {\it a-posteriori} estimators which are often expressed as complicated multi-dimensional integrals. Unfortunately, analytical expressions for these estimators cannot be found in most real-world applications, and Monte Carlo methods are the only feasible approach. A very powerful class of Monte Carlo techniques is formed by the Markov Chain Monte Carlo (MCMC) algorithms. They generate a Markov chain such that its stationary distribution coincides with the target posterior density. In this work, we perform a t…

Population Monte Carlo Schemes with Reduced Path Degeneracy

2017

Population Monte Carlo (PMC) algorithms are versatile adaptive tools for approximating moments of complicated distributions. A common problem of PMC algorithms is the so-called path degeneracy; the diversity in the adaptation is endangered due to the resampling step. In this paper we focus on novel population Monte Carlo schemes that present enhanced diversity, compared to the standard approach, while keeping the same implementation structure (sample generation, weighting and resampling). The new schemes combine different weighting and resampling strategies to reduce the path degeneracy and achieve a higher performance at the cost of additional low computational complexity cost. Computer si…

Multioutput Automatic Emulator for Radiative Transfer Models

2018

This paper introduces a methodology to construct emulators of costly radiative transfer models (RTMs). The proposed methodology is sequential and adaptive, and it is based on the notion of acquisition functions in Bayesian optimization. Here, instead of optimizing the unknown underlying RTM function, one aims to achieve accurate approximations. The Automatic Multi-Output Gaussian Process Emulator (AMO-GAPE) methodology combines the interpolation capabilities of Gaussian processes (GPs) with the accurate design of an acquisition function that favors sampling in low density regions and flatness of the interpolation function. We illustrate the promising capabilities of the method for the const…

Gradient-Based Automatic Lookup Table Generator for Radiative Transfer Models

2022

Physically based radiative transfer models (RTMs) are widely used in Earth observation to understand the radiation processes occurring on the Earth’s surface and their interactions with water, vegetation, and atmosphere. Through continuous improvements, RTMs have increased in accuracy and representativity of complex scenes at expenses of an increase in complexity and computation time, making them impractical in various remote sensing applications. To overcome this limitation, the common practice is to precompute large lookup tables (LUTs) for their later interpolation. To further reduce the RTM computation burden and the error in LUT interpolation, we have developed a method to automaticall…

Active emulation of computer codes with Gaussian processes – Application to remote sensing

2020

Many fields of science and engineering rely on running simulations with complex and computationally expensive models to understand the involved processes in the system of interest. Nevertheless, the high cost involved hamper reliable and exhaustive simulations. Very often such codes incorporate heuristics that ironically make them less tractable and transparent. This paper introduces an active learning methodology for adaptively constructing surrogate models, i.e. emulators, of such costly computer codes in a multi-output setting. The proposed technique is sequential and adaptive, and is based on the optimization of a suitable acquisition function. It aims to achieve accurate approximations…

The Recycling Gibbs sampler for efficient learning

2018

Monte Carlo methods are essential tools for Bayesian inference. Gibbs sampling is a well-known Markov chain Monte Carlo (MCMC) algorithm, extensively used in signal processing, machine learning, and statistics, employed to draw samples from complicated high-dimensional posterior distributions. The key point for the successful application of the Gibbs sampler is the ability to draw efficiently samples from the full-conditional probability density functions. Since in the general case this is not possible, in order to speed up the convergence of the chain, it is required to generate auxiliary samples whose information is eventually disregarded. In this work, we show that these auxiliary sample…

Physics-aware Gaussian processes in remote sensing

2018

Abstract Earth observation from satellite sensory data poses challenging problems, where machine learning is currently a key player. In recent years, Gaussian Process (GP) regression has excelled in biophysical parameter estimation tasks from airborne and satellite observations. GP regression is based on solid Bayesian statistics, and generally yields efficient and accurate parameter estimates. However, GPs are typically used for inverse modeling based on concurrent observations and in situ measurements only. Very often a forward model encoding the well-understood physical relations between the state vector and the radiance observations is available though and could be useful to improve pre…

A Survey of Active Learning for Quantifying Vegetation Traits from Terrestrial Earth Observation Data

2021

The current exponential increase of spatiotemporally explicit data streams from satellite-based Earth observation missions offers promising opportunities for global vegetation monitoring. Intelligent sampling through active learning (AL) heuristics provides a pathway for fast inference of essential vegetation variables by means of hybrid retrieval approaches, i.e., machine learning regression algorithms trained by radiative transfer model (RTM) simulations. In this study we summarize AL theory and perform a brief systematic literature survey about AL heuristics used in the context of Earth observation regression problems over terrestrial targets. Across all relevant studies it appeared that…

Integrating Domain Knowledge in Data-Driven Earth Observation With Process Convolutions

2022

The modelling of Earth observation data is a challenging problem, typically approached by either purely mechanistic or purely data-driven methods. Mechanistic models encode the domain knowledge and physical rules governing the system. Such models, however, need the correct specification of all interactions between variables in the problem and the appropriate parameterization is a challenge in itself. On the other hand, machine learning approaches are flexible data-driven tools, able to approximate arbitrarily complex functions, but lack interpretability and struggle when data is scarce or in extrapolation regimes. In this paper, we argue that hybrid learning schemes that combine both approa…

Adaptive Sequential Interpolator Using Active Learning for Efficient Emulation of Complex Systems

2020

Many fields of science and engineering require the use of complex and computationally expensive models to understand the involved processes in the system of interest. Nevertheless, due to the high cost involved, the required study becomes a cumbersome process. This paper introduces an interpolation procedure which belongs to the family of active learning algorithms, in order to construct cheap surrogate models of such costly complex systems. The proposed technique is sequential and adaptive, and is based on the optimization of a suitable acquisition function. We illustrate its efficiency in a toy example and for the construction of an emulator of an atmosphere modeling system.

Joint Gaussian Processes for Biophysical Parameter Retrieval

2017

Solving inverse problems is central to geosciences and remote sensing. Radiative transfer models (RTMs) represent mathematically the physical laws which govern the phenomena in remote sensing applications (forward models). The numerical inversion of the RTM equations is a challenging and computationally demanding problem, and for this reason, often the application of a nonlinear statistical regression is preferred. In general, regression models predict the biophysical parameter of interest from the corresponding received radiance. However, this approach does not employ the physical information encoded in the RTMs. An alternative strategy, which attempts to include the physical knowledge, co…

Anti-tempered Layered Adaptive Importance Sampling

2017

Monte Carlo (MC) methods are widely used for Bayesian inference in signal processing, machine learning and statistics. In this work, we introduce an adaptive importance sampler which mixes together the benefits of the Importance Sampling (IS) and Markov Chain Monte Carlo (MCMC) approaches. Different parallel MCMC chains provide the location parameters of the proposal probability density functions (pdfs) used in an IS method. The MCMC algorithms consider a tempered version of the posterior distribution as invariant density. We also provide an exhaustive theoretical support explaining why, in the presented technique, even an anti-tempering strategy (reducing the scaling of the posterior) can …

Multi-label Methods for Prediction with Sequential Data

2017

The number of methods available for classification of multi-label data has increased rapidly over recent years, yet relatively few links have been made with the related task of classification of sequential data. If labels indices are considered as time indices, the problems can often be seen as equivalent. In this paper we detect and elaborate on connections between multi-label methods and Markovian models, and study the suitability of multi-label methods for prediction in sequential data. From this study we draw upon the most suitable techniques from the area and develop two novel competitive approaches which can be applied to either kind of data. We carry out an empirical evaluation inves…

Group Importance Sampling for particle filtering and MCMC

2018

Bayesian methods and their implementations by means of sophisticated Monte Carlo techniques have become very popular in signal processing over the last years. Importance Sampling (IS) is a well-known Monte Carlo technique that approximates integrals involving a posterior distribution by means of weighted samples. In this work, we study the assignation of a single weighted sample which compresses the information contained in a population of weighted samples. Part of the theory that we present as Group Importance Sampling (GIS) has been employed implicitly in different works in the literature. The provided analysis yields several theoretical and practical consequences. For instance, we discus…

Efficient linear fusion of partial estimators

2018

Abstract Many signal processing applications require performing statistical inference on large datasets, where computational and/or memory restrictions become an issue. In this big data setting, computing an exact global centralized estimator is often either unfeasible or impractical. Hence, several authors have considered distributed inference approaches, where the data are divided among multiple workers (cores, machines or a combination of both). The computations are then performed in parallel and the resulting partial estimators are finally combined to approximate the intractable global estimator. In this paper, we focus on the scenario where no communication exists among the workers, de…

Distributed Particle Metropolis-Hastings Schemes

2018

We introduce a Particle Metropolis-Hastings algorithm driven by several parallel particle filters. The communication with the central node requires the transmission of only a set of weighted samples, one per filter. Furthermore, the marginal version of the previous scheme, called Distributed Particle Marginal Metropolis-Hastings (DPMMH) method, is also presented. DPMMH can be used for making inference on both a dynamical and static variable of interest. The ergodicity is guaranteed, and numerical simulations show the advantages of the novel schemes.

Group Metropolis Sampling

2017

Monte Carlo (MC) methods are widely used for Bayesian inference and optimization in statistics, signal processing and machine learning. Two well-known class of MC methods are the Importance Sampling (IS) techniques and the Markov Chain Monte Carlo (MCMC) algorithms. In this work, we introduce the Group Importance Sampling (GIS) framework where different sets of weighted samples are properly summarized with one summary particle and one summary weight. GIS facilitates the design of novel efficient MC techniques. For instance, we present the Group Metropolis Sampling (GMS) algorithm which produces a Markov chain of sets of weighted samples. GMS in general outperforms other multiple try schemes…

Probabilistic cross-validation estimators for Gaussian process regression

2018

Gaussian Processes (GPs) are state-of-the-art tools for regression. Inference of GP hyperparameters is typically done by maximizing the marginal log-likelihood (ML). If the data truly follows the GP model, using the ML approach is optimal and computationally efficient. Unfortunately very often this is not case and suboptimal results are obtained in terms of prediction error. Alternative procedures such as cross-validation (CV) schemes are often employed instead, but they usually incur in high computational costs. We propose a probabilistic version of CV (PCV) based on two different model pieces in order to reduce the dependence on a specific model choice. PCV presents the benefits from both…

Living in the Physics and Machine Learning Interplay for Earth Observation

2020

Most problems in Earth sciences aim to do inferences about the system, where accurate predictions are just a tiny part of the whole problem. Inferences mean understanding variables relations, deriving models that are physically interpretable, that are simple parsimonious, and mathematically tractable. Machine learning models alone are excellent approximators, but very often do not respect the most elementary laws of physics, like mass or energy conservation, so consistency and confidence are compromised. In this paper, we describe the main challenges ahead in the field, and introduce several ways to live in the Physics and machine learning interplay: to encode differential equations from da…

Gradient-based Automatic Look-Up Table Generator for Atmospheric Radiative Transfer Models

2020

Atmospheric correction of Earth Observation data is one of the most critical steps in the data processing chain of a satellite mission for successful remote sensing applications. Atmospheric Radiative Transfer Models (RTM) inversion methods are typically preferred due to their high accuracy. However, the execution of RTMs on a pixel-per-pixel basis is impractical due to their high computation time, thus large multi-dimensional look-up tables (LUTs) are precomputed for their later interpolation. To further reduce the RTM computation burden and the error in LUT interpolation, we have developed a method to automatically select the minimum and optimal set of nodes to be included in a LUT. We pr…

Novel weighting and resampling schemes in Population Monte Carlo

2017

International audience; In this paper we focus on novel population Monte Carlo schemes that present added flexibility and superior performance compared to the standard approach. The new schemes combine different weighting and resampling strategies to achieve more efficient performance at the cost of a reasonable computational complexity increment. Computer simulations compare the different alternatives when applied to the problem of frequency estimation in superimposed sinusoids.; Dans cet article, nous nous concentrons sur de nouveaux schémas de population Monte Carlo présentant une flexibilité et des performance supérieures par rapportàrapport`rapportà l'approche standard. Ces nouveaux sc…

Metropolis Sampling

2017

Monte Carlo (MC) sampling methods are widely applied in Bayesian inference, system simulation and optimization problems. The Markov Chain Monte Carlo (MCMC) algorithms are a well-known class of MC methods which generate a Markov chain with the desired invariant distribution. In this document, we focus on the Metropolis-Hastings (MH) sampler, which can be considered as the atom of the MCMC techniques, introducing the basic notions and different properties. We describe in details all the elements involved in the MH algorithm and the most relevant variants. Several improvements and recent extensions proposed in the literature are also briefly discussed, providing a quick but exhaustive overvie…

Multi-fidelity Gaussian Process Emulation for Atmospheric Radiative Transfer Models

2023

This repository contains several datasets of spectral atmospheric transfer functions (i.e. path radiance, transmittances, spherical albedo) simulated with MODTRAN6 atmospheric radiative transfer model. The simulations are stored in hdf5 files using the Atmospheric Look-up table Generator (ALG) toolbox (https://doi.org/10.5194/gmd-13-1945-2020). Each dataset has an associated .xml file that includes the configuration of ALG/MODTRAN6 executions. All datasets include the input atmospheric/geometric variables that are summarized in the following table. Each dataset file has a random distribution (based on latin hypercube sampling) these input variables with varying number of points (e.g. train5…