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Fast ABC with joint generative modelling and subset simulation

2022, Maalouf, Eliane, David Ginsbourger, Niklas Linde

We propose a novel approach for solving inverse-problems with high-dimensional inputs and an expensive forward mapping. It leverages joint deep generative modelling to transfer the original problem spaces to a lower dimensional latent space. By jointly modelling input and output variables and endowing the latent with a prior distribution, the fitted probabilistic model indirectly gives access to the approximate conditional distributions of interest. Since model error and observational noise with unknown distributions are common in practice, we resort to likelihood-free inference with Approximate Bayesian Computation (ABC). Our method calls on ABC by Subset Simulation to explore the regions of the latent space with dissimilarities between generated and observed outputs below prescribed thresholds. We diagnose the diversity of approximate posterior solutions by monitoring the probability content of these regions as a function of the threshold. We further analyze the curvature of the resulting diagnostic curve to propose an adequate ABC threshold. When applied to a cross-borehole geophysical example, our approach delivers promising performance without using prior knowledge of the forward nor of the noise distribution.

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Design principles of a central metadata repository as a key element of an integrated health information system

2020-1-31, Cotofrei, Paul, Maalouf, Eliane, De Santo, Alessio, Stoffel, Kilian

The Swiss Health System is a complex system with different groups of actors for which data is collected and analyzed using various methods, leading to a large heterogeneity and dispersion of available data. The specificities of a Swiss Health System favor a hybrid infrastructure to manage the heterogeneity and dispersion of Swiss health-related data. This policy brief shows the importance of a metadata management infrastructure to identify and describe health data resources and highlights several essential key elements for the design of a metadata repository and also raises important practical questions.

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Swiss Health Information System CONTEXT

2018-9-18, De Santo, Alessio, Maalouf, Eliane, Cotofrei, Paul

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Swiss Health Metadata Repository: prototype evaluation

2021-6-30, De Santo, Alessio, Maalouf, Eliane, Cotofrei, Paul

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Approximate Bayesian Geophysical Inversion using Generative Modeling and Subset Simulation

2020, Maalouf, Eliane, David Ginsbourger, Niklas Linde

We present preliminary work on solving geophysical inverse problems by exploring the latent space of a joint Generative Neural Network (GNN) model by Approximate Bayesian Computation (ABC) based on Subset Simulation (SuS). Given pre-generated subsurface domains and their corresponding solver outputs, the GNN surrogates the forward solver during inversion to quickly explore the input space through SuS and locate regions of credible solutions. Akin to ABC methods, our methodology allows to tune the similarity threshold between observed and candidate outputs. We explore how tuning this threshold influences the uncertainty in the solutions, allowing to sample solutions with a selected diversity level. Our initial tests were carried out with data from straight-ray (linear) tomography with Gaussian priors on slowness fields and Gaussian versus Gumbel observation noise distributions. We are presently testing the methodology on non-linear physics to demonstrate its applicability in more general inversion settings.

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Swiss health metadata repository : implementation recommendations - requirements, recommended architecture and prototype implementation

2021-6-1, Cotofrei, Paul, De Santo, Alessio, Maalouf, Eliane, Stoffel, Kilian

In the context of a decentralized approach for health data resources, a central metadata repository becomes essential for the identification/description of the necessary resources. A Swiss Health Metadata Repository is expected to enable multiple advantages, namely: to provide a single entry point for searching/retrieving health-related resources; to help identify possible semantic linking between data sources; to provide a consistent data catalog ensured by the use of standardized vocabularies/ontologies; to enable potential exchange of experience and know-how between health data-related projects in Switzerland; and to increase the capacity of research groups to share/access/analyse health related data. This policy brief focuses on the implementation aspects of a proof-of-concept proto-type for Swiss Health Metadata Repository.

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Swiss Health MetaData Repository

2019-9-13, Cotofrei, Paul, Maalouf, Eliane, De Santo, Alessio